Content Model Catalog
KR STOCK
financial
financial
Summary
This dataset provides PIT (point-in-time) financial statements for KR stocks, including various financial metrics and indicators. The data’s index indicates the date the data was included in the database.
Users can choose from 3 types of data frames by adjusting the preprocess_type parameter. Note that using preprocess_type may slow down data retrieval due to additional transformation logic, potentially taking several seconds per CM:
None: In this case, the values in the data frame become dictionaries possibly including multiple keys and values. If you want to know all values (including original, restatement, etc.), this option can be a solution.
'default': In this case, the values in the data frame become the most recent values at the point in time, not including the fiscal date.
'unpivot': In this case, there will be 4 columns (
id,pit,fiscal,value). Each row contains information about the announced data’s announcing date, fiscal quarter, and value.
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Metadata
20000101
20 14 * * 1-5
Asia/Seoul
1d
Item List
krx-spot-accured_expenses: Information on accrued expenses for Korean stocks
krx-spot-adj_bps: Adjusted Book Value per Share of Korean Stocks
krx-spot-advance_from_customers: Information on advance payments from customers for Korean stocks
krx-spot-advertising_expenses: Information on advertising expenditure for Korean stocks
krx-spot-amortization: Information on amortization costs of Korean stocks
krx-spot-bonds: Bond information of Korean stocks
krx-spot-capex: Information on capital expenditures (CAPEX) of Korean stocks
krx-spot-capital_stock: Capital information of Korean stocks
krx-spot-cash_and_cash_equivalent: Information on cash and cash equivalents of Korean stocks
krx-spot-cash_payout_ratio: Cash dividend payout ratio of the Korean stock market
krx-spot-cashflow_from_financial_activities: Cash flow information resulting from financial activities of Korean stocks
krx-spot-cashflow_from_investing_activities: Cash flow information resulting from investment activities in Korean stocks
krx-spot-cashflow_from_operating_activities: Cash flow information from operating activities of Korean stocks
krx-spot-cf_depreciation: Information on depreciation expenses in the cash flow statement of Korean stocks
krx-spot-common_stock: Information on common stocks in Korea
krx-spot-construction_in_progress: Construction in progress of Korean stocks
krx-spot-convertible_bonds: Convertible bonds of Korean stocks
krx-spot-cost_of_sales: Cost of goods sold information for Korean stocks
krx-spot-current_assets: Current assets of Korean stocks
krx-spot-current_financial_assets: Information on liquid financial assets of Korean stocks
krx-spot-current_income_tax_liabilities: Current corporate tax liabilities of Korean stocks
krx-spot-current_liabilities: Information on current liabilities of Korean stocks
krx-spot-current_portion_of_long_term_debt: Information on the liquidity of long-term debt in Korean stocks
krx-spot-current_provisions_for_employee_benefits: Current Employee Benefits Provision for Korean Stocks
krx-spot-deferred_tax_assets: Information on deferred corporate tax assets of Korean stocks
krx-spot-deferred_tax_liabilities: Information on deferred corporate tax liabilities of Korean stocks
krx-spot-discontinued_operation_income: Operating income from discontinued operations in Korean stocks
krx-spot-dividend: Dividend information of Korean stocks
krx-spot-dividend_comm_cash: Cash dividends on common stocks in Korea
krx-spot-dividend_pref_cash: Cash dividends on preferred stocks in South Korea
krx-spot-dividends_paid: Information on dividend payments for Korean stocks
krx-spot-ebitda: Information on EBITDA (Earnings Before Interest, Taxes, Depreciation, and Amortization) of Korean stocks
krx-spot-enterprise_value: Information on the corporate value of Korean stocks
krx-spot-eps: Earnings per Share of Korean Stocks
krx-spot-ex_dividend_date: Ex-dividend date of the Korean stock market
krx-spot-fcf1: Information on Free Cash Flow (FCF1) of Korean stocks
krx-spot-fcf2: Information on Free Cash Flow (FCF2) of Korean stocks
krx-spot-financial_income: Financial return information of Korean stocks
krx-spot-financing_expenses: Financial costs of the Korean stock market
krx-spot-finished_goods: Products of Korean stocks
krx-spot-fiscal_end: Information on the fiscal year-end date of Korean stocks
krx-spot-goodwill: Information on goodwill in Korean stocks
krx-spot-gross_profit: Information on gross profit of Korean stocks
krx-spot-impairment_losses_on_intangible_assets: Information on impairment losses of intangible assets in Korean stocks
krx-spot-impairment_losses_on_property_plant_and_equipment: Impairment loss of tangible assets in Korean stocks
krx-spot-income_before_income_taxes_expenses: Information on pre-tax profit of Korean stocks
krx-spot-income_taxes_expenses: Corporate tax expenses of Korean stocks
krx-spot-intangible_assets: Information on intangible assets of Korean stocks
krx-spot-interest_expenses: Interest expense information of Korean stocks
krx-spot-interest_income: Information on interest income from Korean stocks
krx-spot-inventory: Information on inventory assets of Korean stocks
krx-spot-invested_capital: Information on investment capital in Korean stocks
krx-spot-investment_in_properties: Investment real estate of Korean stocks
krx-spot-is_depreciation: Information on depreciation expenses in the income statement of Korean stocks
krx-spot-land: Land of Korean stocks
krx-spot-liabilities_included_in_disposal_groups_classified_as_held_for_sale: Liabilities included in the group of assets held for sale classified as intended for sale of Korean stocks
krx-spot-listed_shares_comm: The number of listed common stocks in the Korean stock market
krx-spot-listed_shares_pref: The number of listed preferred stocks in the Korean stock market
krx-spot-loans: Loan information of the Korean stock market
krx-spot-long_term_borrowings: Information on long-term borrowings of Korean stocks
krx-spot-long_term_financial_instrument: Information on long-term financial products of Korean stocks
krx-spot-long_term_financial_liabilities: Information on long-term financial liabilities of Korean stocks
krx-spot-long_term_provisions: Information on long-term provisions for Korean stocks
krx-spot-net_income: Information on the net income of Korean stocks
krx-spot-net_income_attributed_to_non_controlling_interest: Net income attributable to non-controlling interests in Korean stocks
krx-spot-net_sales: Information on the net sales of Korean stocks
krx-spot-non_controlling_interests_equity: Information on non-controlling interests in Korean stocks
krx-spot-non_current_biological_assets: Information on non-current biological assets of Korean stocks
krx-spot-non_current_liabilities: Information on non-current liabilities of Korean stocks
krx-spot-non_current_provisions_for_employee_benefits: Non-current employee benefits provision for Korean stocks
krx-spot-number_of_employees: Information on the number of employees in Korean stocks
krx-spot-ongoing_operating_income: Information on continuing operating profit of Korean stocks
krx-spot-operating_income: Operating profit information of Korean stocks
krx-spot-other_current_assets: Other current assets of Korean stocks
krx-spot-other_current_liabilities: Other current liabilities of Korean stocks
krx-spot-other_non_current_assets: Information on other non-current assets of Korean stocks
krx-spot-other_non_current_liabilities: Information on other non-current liabilities of Korean stocks
krx-spot-other_payables: Information on other liabilities of Korean stocks
krx-spot-owners_of_parent_equity: Information on the ownership equity of controlling companies in Korean stocks
krx-spot-owners_of_parent_net_income: Information on the net income attributable to the controlling shareholders of Korean stocks
krx-spot-owners_of_parent_ongoing_operating_income_or_loss_per_share: Information on the earnings per share of controlling shareholders in Korean stocks
krx-spot-paid_in_capital_in_excess_of_par_value: Paid-in capital in excess of par value of Korean stocks
krx-spot-paid_in_capital_increase: Information on paid-in capital increase of Korean stocks
krx-spot-payout_ratio: Dividend policy of the Korean stock market
krx-spot-preferred_stock: Information on preferred stocks in Korea
krx-spot-prepaid_expenses: Information on prepaid expenses for Korean stocks
krx-spot-pretax_income: Pre-tax profit of Korean stocks
krx-spot-profit_from_continuing_operations: Information on continuing operating profit of Korean stocks
krx-spot-property_plant_and_equipment: Information on tangible assets of Korean stocks
krx-spot-purchase_of_treasury_stock: Information on share buybacks of Korean stocks
krx-spot-receivables: Information on receivables of Korean stocks
krx-spot-research_and_development: Information on research and development expenses of Korean stocks
krx-spot-retained_earnings: Information on retained earnings of Korean stocks
krx-spot-roic: Return on Invested Capital (ROIC) in the Korean stock market
krx-spot-salaries_and_wages: Salary information of Korean stocks
krx-spot-sales: Sales revenue information of Korean stocks
krx-spot-sales_of_treasury_stock: Profit from the disposal of treasury shares in Korean stocks
krx-spot-scheduled_dividend_payment_date: Scheduled dividend payment date for the Korean stock market
krx-spot-selling_general_administrative_expenses: Information on selling and administrative expenses of Korean stocks
krx-spot-short_term_bonds: Information on short-term bonds in the Korean stock market
krx-spot-short_term_borrowings: Information on short-term borrowings of Korean stocks
krx-spot-short_term_financial_liabilities: Information on short-term financial liabilities of Korean stocks
krx-spot-short_term_provisions: Information on short-term provisions for Korean stocks
krx-spot-total_assets: Total assets of Korean stocks
krx-spot-total_equity: Total capital information of Korean stocks
krx-spot-total_liabilities: Total liabilities of Korean stocks
krx-spot-trade_and_other_current_payables: Accounts payable and other current liabilities of Korean stocks
krx-spot-trade_payables: Information on accounts payable for Korean stocks
krx-spot-trade_receivables: Information on accounts receivable of Korean stocks
krx-spot-unearned_income: Information on forward earnings of Korean stocks
Note
Unit : 1 thousand
market
Summary This data catalog provides information on expiration dates for futures and spread maturity in the Korean stock market.
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Item List
Expiration Dates
expiry_dates-spread: Spread maturity date information
expiry_dates-future: Futures expiration date informationSummary This document provides an overview of investor activity data in the Korean stock market, including daily buying and selling amounts segmented by investor type and sector.
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20 14 * * 1-5
Daily
Item List Selling Amounts
sell_amt_0400: Daily selling amount of the individual sector in the Korean stock market
sell_amt_0202: Daily selling amount of the national sector in the Korean stock market
sell_frgn_qty: Daily selling volume of foreign investors in the Korean stock market
sell_amt_0107: Daily selling amount of the other financial sector in the Korean stock market
sell_amt_0104: Daily selling amount of the private equity sector in the Korean stock market
sell_amt_0101: Daily selling amount in the securities sector in the Korean stock market
sell_amt_0900: Investor selling amount as of 9 AM in the Korean stock market
sell_amt_0106: Daily selling amount of the financial sector in the Korean stock market
sell_amt_0105: Daily selling amount of the banking sector in the Korean stock market
sell_amt_0200: Daily selling amount in sectors such as pension funds in the Korean stock market
sell_amt_0201: Daily selling amount of the pension fund sector in the Korean stock market
sell_amt_all: Daily selling amount of all investors in the Korean stock market
sell_amt_0103: Daily selling amount of the trust sector in the Korean stock market
sell_amt_0300: Daily selling amount of the other corporations sector in the Korean stock market
sell_indvsl_qty: Daily selling volume of individual investors in the Korean stock market
sell_indvsl_amt: Daily selling amount of individual investors in the Korean stock market
sell_frgn_amt: Daily selling amount of foreign investors in the Korean stock market
sell_insti_amt: Daily selling amount of institutional investors in the Korean stock market
sell_insti_qty: Daily selling volume of institutional investors in the Korean stock market
Buying Amounts
buy_amt_0400: Daily purchase amount of the individual sector in the Korean stock market
buy_amt_0202: Daily purchase amount of the national sector in the Korean stock market
buy_frgn_amt: Daily purchase amount of foreign investors in the Korean stock market
buy_insti_qty: Daily purchase volume of institutional investors in the Korean stock market
buy_amt_0900: Investor purchase amount as of 9 AM in the Korean stock market
buy_amt_0300: Daily purchase amount in the other corporation sector of the Korean stock market
buy_amt_0107: Daily purchase amount in the other financial sector in the Korean stock market
buy_amt_0101: Daily purchase amount in the securities sector in the Korean stock market
buy_amt_0102: Daily purchase amount in the insurance sector in the Korean stock market
buy_amt_0100: Daily purchase amount in the financial investment sector in the Korean stock market
buy_amt_0105: Daily purchase amount in the banking sector in the Korean stock market
buy_amt_0104: Daily purchase amount in the private equity sector of the Korean stock market
buy_amt_0201: Daily purchase amount of the pension fund sector in the Korean stock market
buy_amt_all: Daily purchase amount of all investors in the Korean stock market
buy_indvsl_qty: Daily purchase quantity of individual investors in the Korean stock market
buy_indvsl_amt: Daily purchase amount of individual investors in the Korean stock market
buy_frgn_qty: Daily purchase quantity of foreign investors in the Korean stock market
buy_amt_0103: Daily purchase amount of the trust sector in the Korean stock market
Net Buying Amounts
net_buy_amt_0101: Daily net buying amount in the securities sector of the Korean stock market
net_buy_amt: Daily net purchase amount by investor type in the Korean stock market
net_buy_amt_0100: Daily net purchase amount in the financial investment sector in the Korean stock market
net_buy_amt_0102: Daily net buying amount in the insurance sector in the Korean stock market
net_buy_amt_0103: Daily net purchase amount of the trust sector in the Korean stock market
net_buy_amt_0104: Daily net buying amount in the private equity sector in the Korean stock market
net_buy_amt_0105: Daily net buying amount in the banking sector in the Korean stock market
net_buy_amt_0106: Daily net buying amount in the financial sector of the Korean stock market
net_buy_amt_0107: Daily net buying amount in the other financial sector of the Korean stock market
net_buy_amt_0200: Daily net purchase amount in the Korean stock market for sectors such as pension funds
net_buy_amt_0201: Daily net purchase amount of the pension fund sector in the Korean stock market
net_buy_amt_0202: Daily net buying amount of the national sector in the Korean stock market
net_buy_amt_0300: Daily net buying amount in the other corporations sector of the Korean stock market
net_buy_amt_0400: Daily net buying amount of the individual sector in the Korean stock market
net_buy_amt_all: The daily net buying amount of all investors in the Korean stock market
net_buy_amt_0900: Daily net buying amount of foreign investors in the Korean stock marketSummary This document provides information on the Korean stock data catalog, specifically focusing on adjustment and dividend factors.
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Item List
Adjustment Factors
adjust_factor: Adjustment factor of Korean stocks
dividend_factor: Dividend yield of Korean stocksSummary This document provides information about the listing date of SPAC mergers in the Korean stock market.
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Item List
krx-spot-listed_date_of_merger_spac: Listing date of SPAC mergers in the Korean stock marketSummary This document provides an overview of the Korean fund data available in the data catalog, including various metrics related to fund performance and characteristics.
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Item List Fund Performance Metrics
krx-fund-nav: Net Asset Value of Korean Funds
krx-fund-return: The return rate of Korean funds
krx-fund-excess_return: Excess return of Korean funds
krx-fund-sharpe: Sharpe ratio of Korean funds
Fund Characteristics
krx-fund-base_tax_price: Taxation benchmark price of Korean funds
krx-fund-duration: Duration of Korean funds
krx-fund-fund_grade: Rating of Korean Funds
krx-fund-preserve: Principal preservation rate of Korean funds
krx-fund-aum: The size of managed assets in Korean funds
krx-fund-base_price: The benchmark price of Korean fundsSummary This document provides information about the data catalog for the Korean stock universe, specifically focusing on venture companies.
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00 20 * * *
Item List
venture: List of Venture CompaniesSummary This document provides an overview of the credit data items available in the Korean stock market, including their descriptions and usage examples.
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40 23 * * 0-4
Daily
Item List Margin Trading Data
fin_bal_cnt: Daily margin trading balance count in the Korean stock market
fin_pay_cnt: Daily margin trading repayment count in the Korean stock market
fin_pay_amt: Daily margin repayment amount in the Korean stock market
fin_bal_amt: Daily margin trading balance amount in the Korean stock market
fin_new_cnt: Daily new margin trading cases in the Korean stock market
fin_new_amt: Daily new margin trading amount in the Korean stock market
fin_bal_rt: Daily margin trading balance rate of the Korean stock market
fin_giv_rt: Daily margin lending rate of the Korean stock market
Short Selling Data
lend_new_cnt: Daily new short selling cases in the Korean stock market
lend_new_amt: Daily new amount of large shareholders in the Korean stock market
lend_pay_cnt: Daily short selling repayment count in the Korean stock market
lend_pay_amt: Daily short selling repayment amount in the Korean stock market
lend_bal_cnt: Daily short selling balance in the Korean stock market
lend_bal_amt: Daily short selling balance amount in the Korean stock market
lend_bal_rt: Daily short selling balance ratio of the Korean stock market
lend_giv_rt: Daily lending rate of major stocks in the Korean stock marketSummary This document provides an overview of the price and volume data available for Korean stocks, including various metrics related to trading and market capitalization.
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Item List Price Data
price_close: Closing price of Korean stocks
price_open: The market price of Korean stocks
price_high: High price of Korean stocks
price_low: Low prices of Korean stocks
price_base: The reference price of Korean stocks
Volume Data
turnover: Trading volume of Korean stocks
turnover_all: Total trading volume of Korean stocks
short_selling_volume: Short selling trading volume of Korean stocks
short_selling_turnover: Short selling transaction volume of Korean stocks
slb_balance_volume: The balance of margin trading in Korean stocks
slb_repay: Repayment volume of securities lending in the Korean stock market
slb_new_loan: New lending volume of securities lending in the Korean stock market
volume_sum: Trading volume of Korean stocks
Market Capitalization Data
mkt_cap: Market capitalization of Korean stocks
mkt_cap_all: Total market capitalization of Korean stocks
mkt_cap_index: Market capitalization index of Korean stocks
foreigner_shares_ratio: Foreign ownership ratio of Korean stocks
foreigner_shares: Number of shares held by foreigners in Korean stocks
listed_shares: The number of listed shares in the Korean stock market
listed_shares_to_be: Expected number of listed shares in the Korean stock market
free_float: The number of floating shares in Korean stocks
Margin Trading Data
slb_balance_amount: The balance amount of margin trading in Korean stocksSummary This document provides an overview of the status indicators for the Korean stock market, including various metrics related to stock performance and market conditions.
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Daily
Item List Market Status Indicators
overheating: Indicators of overheating in the Korean stock market
unreliable: Indicator of the lack of reliability in Korean stocks
illiquid: Indicators of liquidity shortage in the Korean stock market
abnormal: Indicators of abnormal conditions in the Korean stock market
alert: Warning status indicator of Korean stocks
caution: Daily information on stocks of interest in the Korean stock market
Stock Management Information
administration: Daily information on managed stocks in the Korean stock market
liquidation: Daily information on liquidation stocks in the Korean stock market
suspension: Daily information on suspended stocks in the Korean stock market
borrowing: Loan status indicators of Korean stocks
list_yn: Indicator of the listing status of Korean stocks
market: Daily information on the status of the Korean stock market
analysis
Summary The data consists of a collection of stock recommendations categorized under 'somemoney', focusing on various segments of the KOSDAQ and KOSPI markets, including small-cap, mid-cap, and large-cap stocks. Each recommendation is described as a new approach or a specific category, indicating a targeted strategy for investment in these stock markets.
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1d
Item List
recommend-kosdaq_l1: Recommendation for large-cap stocks in KOSDAQ
recommend-kosdaq_m1: Recommendation for mid-cap stocks on KOSDAQ
recommend-kospi_l1: Recommendation for KOSPI Large-cap Stocks
recommend-kospi_m1: Recommendation for KOSPI mid-cap stocks
recommend-n-kosdaq_l1: Recommendation for KOSDAQ Large-cap Stocks (New Approach)
recommend-n-kosdaq_m1: Recommendation for KOSDAQ mid-cap stocks (new approach)
recommend-n-kosdaq_s1: Recommendation for KOSDAQ small-cap stocks (new approach)
recommend-n-kospi_l1: Recommendation for KOSPI Large-cap Stocks (New Approach)
recommend-n-kospi_m1: Recommendation for KOSPI Mid-Cap Stocks (New Approach)
Summary This data catalog provides consensus data for Korean stocks, including earnings per share (EPS), net profit, cash flows, and other financial metrics.
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20 14 * * 1-5
Item List EPS and Earnings Consensus
krx-spot-eps2_up: Adjustment of EPS2 for Korean stocks
krx-spot-eps_q2_revision_ratio_1m: Consensus on the 1-month 2nd quarter EPS revision ratio for Korean stocks
krx-spot-eps2_down: Adjustment of EPS2 downward for Korean stocks
krx-spot-new_eps_q1: New Q1 EPS forecast for Korean stocks
krx-spot-new_eps1: New EPS1 consensus for Korean stocks
krx-spot-eps_q2_down: Downgraded consensus for Q2 EPS of Korean stocks
krx-spot-eps1_down: Downward consensus on EPS1 of Korean stocks
krx-spot-eps2_stay: The maintenance of EPS2 for Korean stocks
krx-spot-eps_q1_up: Upward consensus on Q1 EPS of Korean stocks
krx-spot-new_eps2: New EPS2 forecast for Korean stocks
krx-spot-eps_q2_up: Upward consensus on Q2 EPS of Korean stocks
krx-spot-eps_q1_stay: Consensus for maintaining Q1 EPS of Korean stocks
krx-spot-eps_q2_stay: Consensus on maintaining Q2 EPS for Korean stocks
krx-spot-eps1_revision_ratio_3m: Consensus on the 3-month EPS1 adjustment ratio for Korean stocks
krx-spot-eps_q1_revision_ratio_1m: Consensus on the EPS adjustment ratio for Korean stocks for the 1-month 1st quarter
krx-spot-eps_q1_revision_ratio_3m: The 3-month revision rate of the Q1 EPS forecast for Korean stocks
krx-spot-eps2_revision_ratio_1m: Consensus on the 1-month EPS2 adjustment ratio for Korean stocks
krx-spot-eps2_revision_ratio_3m: Consensus on the 3-month EPS2 adjustment ratio for Korean stocks
krx-spot-changed_ratio_in_eps2: The change rate of EPS2 in Korean stocks
krx-spot-changed_ratio_in_eps1: The change rate of EPS1 in Korean stocks
Financial Metrics
krx-spot-net_debt_a: Net debt of Korean stocks
krx-spot-financing_cash_flows_a: Annual financial cash flow consensus of Korean stocks
krx-spot-investing_cash_flows_a: Consensus on annual investment cash flow of Korean stocks
krx-spot-operating_profit_a: Annual operating profit consensus of Korean stocks
krx-spot-operating_profit_q: Consensus on quarterly operating profit of Korean stocks
krx-spot-net_profit_a: Annual net profit consensus of Korean stocks
krx-spot-net_profit_q: Consensus on quarterly net profit of Korean stocks
krx-spot-sales_a: Annual revenue consensus of Korean stocks
krx-spot-sales_q: Quarterly revenue consensus of Korean stocks
krx-spot-ebitda_a: Annual EBITDA consensus of Korean stocks
krx-spot-evebitda_a: Annual EV/EBITDA consensus of Korean stocks
krx-spot-fcf_a: Consensus on annual free cash flow of Korean stocks
krx-spot-capex_a: Annual capital expenditure consensus for Korean stocks
krx-spot-total_assets_a: Annual total asset consensus of Korean stocks
krx-spot-owners_of_parent_equity_a: Annual controlling shareholder equity consensus of Korean stocks
krx-spot-owners_of_parent_net_profit_a: Annual controlling shareholder net income consensus of Korean stocks
krx-spot-owners_of_parent_net_profit_q: Consensus on quarterly controlling shareholder net income of Korean stocks
Dividends and Ratings
krx-spot-cash_dividend_a: Annual cash dividend consensus of Korean stocks
krx-spot-dividend_yield_a: Consensus on the annual dividend yield of Korean stocks
krx-spot-rating: Consensus on investment opinions for Korean stocks
krx-spot-rating_revision_ratio_1m: Consensus on the revision rate of investment opinions for Korean stocks over one month
krx-spot-tp: Consensus target price for Korean stocks
krx-spot-tp_revision_ratio_1m: Consensus on the revision ratio of the 1-month target price for Korean stocks
krx-spot-disparate_ratio_tp: Consensus on the target price deviation rate of Korean stocks
Fiscal Information
krx-spot-fiscal: Information on the fiscal year of Korean stocks
factor
Summary This document provides an overview of various financial metrics related to Korean stocks, including their definitions and usage.
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Item List
Company Age Metrics
age-found: The number of years elapsed since the establishment of a company in the Korean stock market.
age-listed: Years elapsed since the listing of Korean stocks.
Profitability Metrics
operating-profits-to-assets: Operating profit margin relative to assets of Korean stocks.
profit-margin: Profitability of Korean stocks.
return-on-assets: Return on Assets (ROA) of Korean stocks.
return-on-equity: Return on Equity (ROE) of Korean stocks.
operating-profits-lagged-assets: Operating profit compared to delayed assets of Korean stocks.
operating-profits-lagged-equity: Operating profit relative to delayed equity in Korean stocks.
operating-cashflow-to-price: Operating cash flow to stock price ratio of Korean stocks.
cash-based-operating-profits-to-assets: Cash-based operating profit ratio relative to assets of Korean stocks.
Investment Metrics
change-short-term-investments: Changes in short-term investment assets of Korean stocks.
change-long-term-investments: Changes in long-term investment assets in Korean stocks.
investment-to-assets: The ratio of total assets to investment in Korean stocks.
investment-growth-1-year: 1-Year Investment Growth Rate of Korean Stocks.
investment-growth-2-year: 2-Year Investment Growth Rate of Korean Stocks.
investment-growth-3-year: 3-Year Investment Growth Rate of Korean Stocks.
Asset and Market Metrics
gross-profits-to-assets: Total return on assets ratio of Korean stocks.
assets-to-market: Asset to Market Value Ratio of Korean Stocks.
asset-liquidity-to-assets: The ratio of total assets to asset liquidity of Korean stocks.
asset-liquidity-to-market: Market capitalization ratio compared to asset liquidity of Korean stocks.
Volatility and Risk Metrics
total-volatility: Total volatility of Korean stocks.
idiosyncratic-volatility-per-capm: Idiosyncratic volatility based on the CAPM model of Korean stocks.
idiosyncratic-volatility-per-ff3: Idiosyncratic volatility based on the Fama-French three-factor model of Korean stocks.
market-beta: Market beta of Korean stocks.
frazzini-pedersen-beta: Fama-French Beta of Korean Stocks.
Financial Ratios
debt-to-market: Debt to Market Value Ratio of Korean Stocks.
book-to-market: The ratio of book value to market value of Korean stocks.
book-leverage: Book leverage of Korean stocks.
capital-turnover: Capital turnover rate of Korean stocks.
sales-to-price: Sales to Price Ratio of Korean Stocks.
Growth and Change Metrics
sales-growth: Revenue growth rate of Korean stocks.
sales-growth-quarter: Quarterly revenue growth rate of Korean stocks.
change-return-on-assets: Changes in the quarterly return on assets (ROA) of Korean stocks.
change-return-on-equity: Changes in the Return on Equity (ROE) of Korean stocks.
Other Metrics
ohlson-o-score: Ohlson O-Score of Korean stocks (bankruptcy probability indicator).
altman-z-score: Altman Z-Score of Korean Stocks (Financial Health Indicator).
fundamental-score: Basic score of Korean stocks.
enterprise-multiple: Valuation multiples of Korean stocks.
maximum-five-daily-return: The maximum daily return of Korean stocks over 5 days.
maximum-ten-daily-return: The maximum daily return of Korean stocks over 10 days.
52-week-high: 52-week high of Korean stocks.Summary This document provides a comprehensive overview of various financial metrics and factors related to Korean stocks, including investment strategies and performance indicators.
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Item List Investment Strategy Factors
kr-glenn_greenberg: Factors of Korean stocks based on Glen Greenberg's investment strategy
kr-cathie_wood: Factors of Korean stocks based on Cathie Wood's investment strategy
kr-james_oshaughnessy: Factors of Korean stocks based on James O'Shaughnessy's investment strategy
kr-benjamin_graham: Factors of Korean stocks based on Benjamin Graham's investment strategy
kr-alex_sacerdote: Factors of Korean stocks based on Alex Sasserdo's investment strategy
kr-ron_baron: Factors of Korean stocks based on Ron Baron’s investment strategy
kr-warren_buffet: Factors of Korean stocks based on Warren Buffett's investment strategy
kr-bill_ackman: Factors of Korean stocks based on Bill Ackman's investment strategy
kr-david_dreman: Korean stock factors based on David Dreman's investment strategy
kr-charles_munger: Factors of Korean stocks based on Charles Munger's investment strategy
kr-brad_gerstner: Korean stock factors based on Brad Gerstner's investment strategy
kr-colin_moran: Korean stock factors based on Colin Moran's investment strategy
kr-william_oneil: Korean stock factors based on William O'Neil's investment strategy
Profitability Metrics
kr-gross_profit_to_assets: The ratio of gross profit to total assets of Korean stocks
kr-op_12mf_3m: The 3-month change rate of the 12-month forecast of operating profit for Korean stocks
kr-op_fy1_1m: The one-month change rate of the operating profit forecast for Korean stocks one year later
kr-op_yoy: The growth rate of operating profit of Korean stocks compared to the previous year
kr-return_on_asset_4q: The cumulative return on total assets for Korean stocks in the fourth quarter
kr-return_on_equity_4q: Cumulative return on equity for Korean stocks in the fourth quarter
kr-net_profit_margin_before_XI: Net profit margin excluding special items for Korean stocks
kr-operating_profit_margin_after_DP: Operating profit margin after depreciation of Korean stocks
Valuation Ratios
kr-p_fcf_24mf: Expected price/free cash flow ratio of Korean stocks over the next 24 months
kr-p_fcf_12mf: 12-month forward P/FCF of Korean stocks
kr-pbr_12mf: 12-month forward PBR of Korean stocks
kr-pcr_12mf: 12-month forward PCR of Korean stocks
kr-ev_ebitda_12mf: 12-month forward EV/EBITDA of Korean stocks
kr-ev_ebitda_24mf: 24-month forward EV/EBITDA of Korean stocks
Investment Ratios
kr-dividend_yield_fy1: The dividend yield for Korean stocks in the next fiscal year
kr-dividend_yield_fy0: Dividend yield for the current fiscal year of Korean stocks
kr-payout_ratio_3y: The 3-year dividend payout ratio of Korean stocks
kr-payout_ratio_4q: Dividend payout ratio of Korean stocks in the fourth quarter
Market Performance Metrics
kr-sales_fy1_3m: The 3-month change rate of the 1-year revenue forecast for Korean stocks
kr-sales_fy2_3m: The 3-month change rate of the 2-year revenue forecast for Korean stocks
kr-sales_yoy: The revenue growth rate of Korean stocks compared to the previous year
kr-sales_12mf_3m: The 3-month change rate of the 12-month forward revenue forecast for Korean stocks
Investment Activity Metrics
kr-net_invest_ratio_20d: 20-day net investment ratio of Korean stocks
kr-net_invest_ratio_10d: 10-day net investment ratio of Korean stocks
kr-net_invest_sum_10d: Total net purchases by investor type in the Korean stock market over the past 10 days
kr-net_invest_sum_20d: Total net purchases by investor type in the Korean stock market over the past 20 days
Risk Metrics
kr-beta_756d: 756-day beta of Korean stocks
kr-beta_1260d: 1260-day beta of Korean stocks
kr-beta_yield_10y_60m: 60-month beta regarding the 10-year government bond yield of Korean stocks
kr-beta_yield_5y_60m: 60-month beta related to the 5-year government bond yield of Korean stocks
Other Metrics
kr-interest_coverage_ratio: Interest Coverage Ratio of Korean Stocks
kr-leverage_ratio: Debt ratio of Korean stocks
kr-asset_turnover: Asset turnover ratio of Korean stocks
kr-capex_growth_12mf: 12-month leading capital investment growth rate of Korean stocks
kr-capex_to_assets: The ratio of capital expenditures to total assets of Korean stocks
This structure provides a clear and organized way to navigate through the various metrics available for Korean stocks, making it easier for users to find the information they need.
macro
Summary This document provides an overview of market regime data items available for the Korean stock market, including economic cycle indicators and analyses based on Hidden Markov Models (HMM).
Example code
Metadata
5 17 * * 1-5
0 21 * * 1-5
30 10 * * *
30 2 * * 2-6
30 21 * * 0-4
Monthly
30 10 * * *
Item List OECD Economic Cycle Indicators
oecd_world: OECD Global Economic Cycle Indicators
oecd_china: OECD China Economic Cycle Indicators
oecd_usa: OECD U.S. Economic Cycle Indicators
HMM-Based Market Regime Analysis
hmm: Analysis of the market system based on HMM (Hidden Markov Model) in the Korean stock market
hmm_wo_krx_etf: Analysis of market system based on HMM excluding Korean ETFs
hmm_wo_us_etf: Analysis of market system based on HMM excluding US ETFs
hmm_sp500: HMM-based market regime analysis of the S&P 500 index
hmm_wo_krx_etf (Monthly): Analysis of HMM-based market system excluding Korean ETFs (Monthly)
KOSPI 200 Market Status
k200_ms4: Analysis of the 4-stage market status of the KOSPI 200 indexSummary This document provides information on various economic data items related to the Korean economy, including currency exchange rates, interest rates, and economic indices.
Example code
Metadata
20 14 * * 1-5
Daily
Item List
Currency Data
currency: Daily exchange rate information related to the Korean economy
interest_rate: Daily interest rate information related to the Korean economy
Index Data
index_close: Daily closing prices of major economic indices in Korea
index_mkt_cap: Daily market capitalization of major economic indices in Korea
edge
Summary The data consists of various metrics related to Foreign Currency Securities Custody and Settlement, including the total amounts, buy amounts, sell amounts, and net buy amounts of foreign securities. Each metric is accompanied by a description detailing its purpose and the adjustments made for publication timing.
Example code
Metadata
20100104
0 23 * * 1-5
1d
Item List
sum_frsec_amt: SEIBRO Foreign Currency Securities Custody and Settlement. Sum of Foreign Securities Amount.
sum_frsec_amt_shift_2: SEIBRO Foreign Currency Securities Custody and Settlement. Sum of Foreign Securities Amount. Shifted two weekdays to incorporate the gap between the reference and publication dates.
sum_frsec_buy_amt: SEIBRO Foreign Currency Securities Custody and Settlement. Sum of Foregin Security Buy Amount.
sum_frsec_net_buy_amt: SEIBRO Foreign Currency Securities Custody and Settlement. Sum of Foregin Security Net Buy Amount.
sum_frsec_sell_amt: SEIBRO Foreign Currency Securities Custody and Settlement. Sum of Foregin Security Sell Amount.
sum_frsec_tot_amt: SEIBRO Foreign Currency Securities Custody and Settlement. Sum of Foregin Security Total Amount.
Summary This document provides an overview of the disclosure data related to KOSDAQ and KOSPI listed companies, including various financial metrics and corporate actions.
Example code
Metadata
00 17 * * *
Item List KOSDAQ Listed Companies
kosdaq-sales_profit_structure_change-mandatory-operating_profit_pct_change: KOSDAQ listed companies' revenue or profit structure change disclosure operating profit change rate
kosdaq-sales_profit_structure_change-mandatory-net_income_pct_change: The fluctuation rate of net income for KOSDAQ-listed companies
kosdaq-sales_profit_structure_change-mandatory-sales: Disclosure of revenue or changes in profit and loss structure of KOSDAQ listed companies
kosdaq-sales_profit_structure_change-mandatory-is_large: Whether the KOSDAQ-listed company is a large corporation
kosdaq-sales_profit_structure_change-mandatory-is_affiliate_or_subsidary: Whether it is an affiliate or subsidiary of a KOSDAQ-listed company
kosdaq-sales_profit_structure_change-mandatory-is_operation: Whether the KOSDAQ-listed companies are engaged in business activities
kosdaq-sales_profit_structure_change-mandatory-is_non_operation: Whether the KOSDAQ listed companies have non-operating activities
kosdaq-sales_profit_structure_change-mandatory-continuing_operating_income_before_tax_pct_change: KOSDAQ listed companies' revenue or changes in profit and loss structure disclosure before tax expense on continuing operations profit margin variation rate
kosdaq-sales_profit_structure_change-mandatory-continuing_operating_income_before_tax: Disclosure of revenue or changes in profit structure of KOSDAQ listed companies before corporate tax expenses on continuing operations
kosdaq-sales_profit_structure_change-mandatory-total_equity: Total capital of KOSDAQ listed companies
kosdaq-sales_profit_structure_change-mandatory-total_liability: Total liabilities of KOSDAQ listed companies
kosdaq-sales_profit_structure_change-mandatory-total_asset: Total assets of KOSDAQ listed companies
kosdaq-sales_profit_structure_change-mandatory-net_income: Disclosure of revenue or profit structure changes for KOSDAQ listed companies and current net income
kosdaq-sales_profit_structure_change-mandatory-sales_pct_change: KOSDAQ listed companies' revenue or profit structure change disclosure revenue change rate
kosdaq-sales_profit_structure_change-mandatory-rcept_no: KOSDAQ listed companies' revenue or profit structure change disclosure receipt number
KOSPI Listed Companies
kospi-sales_profit_structure_change-mandatory-operating_profit_pct_change: KOSPI listed companies' revenue or profit structure change disclosure operating profit change rate
kospi-sales_profit_structure_change-mandatory_correction-rcept_no: Correction registration number for the disclosure of changes in the revenue and profit structure of KOSPI listed companies
kospi-sales_profit_structure_change-mandatory-sales: Disclosure of revenue or changes in profit and loss structure of KOSPI listed companies
kospi-sales_profit_structure_change-mandatory-is_large: Whether the KOSPI listed companies are large corporations
kospi-sales_profit_structure_change-mandatory-is_affiliate_or_subsidary: Disclosure of revenue or profit structure changes of KOSPI listed companies regarding whether they are affiliated companies or subsidiaries
kospi-sales_profit_structure_change-mandatory-is_operation: Disclosure of revenue or changes in profit structure of KOSPI listed companies regarding operational activities
kospi-sales_profit_structure_change-mandatory-is_non_operation: Disclosure of changes in revenue or profit structure of KOSPI listed companies regarding non-operating activities
kospi-sales_profit_structure_change-mandatory-continuing_operating_income_before_tax_pct_change: Changes in revenue or profit structure disclosures of KOSPI listed companies, and the change rate of earnings before tax.
kospi-sales_profit_structure_change-mandatory-continuing_operating_income_before_tax: Disclosure of revenue or profit structure changes for KOSPI listed companies before corporate tax expenses on continuing operations
kospi-sales_profit_structure_change-mandatory-total_equity: Total capital of KOSPI listed companies
kospi-sales_profit_structure_change-mandatory-total_liability: Total liabilities of KOSPI listed companies
kospi-sales_profit_structure_change-mandatory-total_asset: Total assets of KOSPI listed companies
kospi-sales_profit_structure_change-mandatory-net_income: Disclosure of revenue or profit structure changes of KOSPI listed companies and current net income
kospi-sales_profit_structure_change-mandatory-rcept_no: KOSPI listed companies' revenue or profit structure change disclosure receipt number
Corporate Actions
buyback_trust: Disclosure of the trust agreement for treasury shares of Korean companies
buyback: Disclosure of share buybacks by Korean companies
buyback_disposal: Disclosure of treasury stock disposal by Korean companies
division_merge: Disclosure of Split Mergers of Korean Companies
division: Disclosure of corporate spin-off in Korea
merge: Merger announcement of Korean companies
reduction: Korean company capital reduction announcement
bonus_issue: Announcement of free capital increase by Korean companies
rights_issue: Public announcement of capital increase by Korean companies
cb: Announcement of convertible bond issuance by Korean companies
eb: Announcement of the issuance of exchangeable bonds by Korean companies
br_issue: Disclosure of Stock Issuance by Korean Companies
coco: Announcement of the issuance of contingent convertible bonds by Korean companies
Summary The data consists of various sentiment and early warning system indicators for the Korean stock market, including daily sentiment indices, principal component analysis indicators, and multiple versions of weekly and monthly early warning system indicators. These indicators are designed to provide insights into market sentiment and potential future trends, with some specifically comparing the Korean market to the S&P 500.
Example code
Metadata
30 21 * * * 30 23 * * * 30 22 * * * 30 21 * * 0-4
1d, 1w, 1m
Item List
korea_EWS: Monthly early warning system indicators for the Korean stock market
korea_EWS: Weekly early warning system indicators for the Korean stock market
korea_EWS_003: Weekly Early Warning System Indicators for the Korean Stock Market (Version 003)
korea_EWS_003_dcut: Weekly early warning system indicators for the Korean stock market (Version 003, data cutoff applied)
korea_EWS_003_inferenceonly: Weekly early warning system indicators for the Korean stock market (Version 003, inference only applied)
korea_EWS_003_inferenceonly_dcut: Weekly early warning system indicators for the Korean stock market (Version 003, inference only applied, data cutoff)
korea_EWS_003_sp1: Weekly Early Warning System Indicator for the Korean Stock Market (Version 003, Special Variation 1)
korea_EWS_003_sp1_dcut: Weekly early warning system indicators for the Korean stock market (Version 003, Special Variant 1, Data Cutoff)
korea_EWS_003_sp2: Weekly Early Warning System Indicators for the Korean Stock Market (Version 003, Special Variation 2)
korea_EWS_003_sp2_dcut: Weekly early warning system indicators for the Korean stock market (Version 003, Special Variant 2, Data Cutoff)
korea_EWS_003_sp3: Weekly Early Warning System Indicators for the Korean Stock Market (Version 003, Special Variant 3)
korea_EWS_003_sp3_dcut: Weekly early warning system indicators for the Korean stock market (Version 003, Special Variant 3, Data Cutoff)
korea_EWS_003_sp4: Weekly Early Warning System Indicators for the Korean Stock Market (Version 003, Special Variant 4)
korea_EWS_003_sp4_dcut: Weekly early warning system indicators for the Korean stock market (Version 003, Special Variant 4, Data Cutoff)
korea_EWS_SP500: Monthly early warning system indicators for the Korean stock market compared to the S&P 500
korea_tone: Daily Sentiment Index for the Korean Stock Market
korea_tone_SP500: Daily sentiment index of the Korean stock market compared to the S&P 500
korea_tone_neutral: Daily Neutral Sentiment Index for the Korean Stock Market
pca_proxy: Daily principal component analysis proxy indicator for the Korean stock market
pca_sentiment: Daily sentiment indicators based on principal component analysis of the Korean stock market
Summary The data consists of summaries of major English business news and key news, categorized by topic. Each item includes a description that highlights the themes covered, with examples of topics such as 'edge', 'lee', and 'mortality'.
Example code
Metadata
00 6 * * *
1m
Item List
topenbiznews: Summary of major English business news; columns are topic. e.g. 0:['edge', 'lee', 'rambunctious', 'inflect', 'ontroerend', 'obliqueness', 'mortality', 'pounce', 'merry', 'len']
topnews: Summary of Key News; columns are topic. e.g. 0:['edge', 'lee', 'rambunctious', 'inflect', 'ontroerend', 'obliqueness', 'mortality', 'pounce', 'merry', 'len']
Summary This data catalog provides information on employee and executive demographics within the Korean stock universe, focusing on gender distribution and salary details.
Example code
Metadata
20 18 * * 5
Item List Executive Data
exc_tot_woman: Total number of female executives
exc_tot_man: Total number of male executives
exc_tot_inside_director: Total number of internal directors
exc_tot_outside_director: Total number of outside directors
exc_eq_ceo_chairman: Whether the CEO and the Chairman of the Board are the same person
Employee Data Female Employees
emp_woman_fulltime: Number of female regular employees
emp_woman_parttime: Number of female non-regular employees
emp_woman_avg_year_of_service: Average tenure of female employees
emp_woman_tot_year_salary: Total annual salary of female employees
Male Employees
emp_man_fulltime: Number of male full-time employees
emp_man_parttime: Number of male non-regular employees
emp_man_avg_year_of_service: Average tenure of male employees
emp_man_tot_year_salary: Annual total salary of male employeesSummary This document provides an overview of the Korean stock theme data catalog, including various metrics and scores related to Korean stock companies and themes.
Example code
Metadata
10 22 * * *
Item List Theme Metrics
theme-z_score: Z-score of the Korean stock theme
theme-ma: Moving average of the Korean stock theme
theme-score: Score of Korean stock themes
Business Metrics
business-ma: Business moving average of Korean stock companies
business-score: Business score of Korean stock companies
business-z_score: Business Z-score of Korean stock companies
Company Keyword Metrics
company-keyword_last_upt_dt: Final update date of keyword information for Korean stock companies
company-keyword_score: Keyword-related scores of Korean stock companies
company-keyword_total_sales: Total revenue related to keywords of Korean stock companies
company-keyword_sales_ratio: Revenue ratio related to keywords of Korean stock companies
company-keyword_pearson: Daily keyword Pearson correlation coefficient of Korean stocks
Item Metrics
item-z_score: Z-score of Korean stock items
item-score: Score of Korean stock items
item-ma: Moving average of Korean stock itemsSummary This data catalog provides daily keyword trends in the Korean stock market.
Example code
Metadata
20 12 * * *
Daily
Item List
krx-spot-trend: Daily keyword trends in the Korean stock market
US STOCK
financial
financial
Summary
This dataset provides PIT (point-in-time) financial statements for US stocks, including various financial metrics and indicators. The data’s index indicates the date the data was included in the database.
Users can choose from 3 types of data frames by adjusting the ‘mode’ parameter:
1. Default behavior: In this case, the values in the data frame become the most recent values at the point in time, not including the fiscal date.
2. Original: In this case, the values in the data frame become dictionaries possibly including multiple keys and values. If you are considering pre-announced data revisions, this option can be a solution.
3. Unpivot: In this case, there will be 4 columns (‘id’, ‘pit’, ‘fiscal’, ‘value’). Each row contains information about the announced data’s announcing date, fiscal quarter, and value.
Since the collection of PIT data started recently, data before 2023-08-09, is the same as the research data, not the PIT data.
If you want to load quarterly period end cm,
This dataset provides 90 days delayed financial statements for US stocks, including various financial metrics and indicators.&x20;
Most US companies disclose their IR materials within 90 days after the end of the quarter, but for some that do not, there may be a look-ahead bias. Therefore, it is not recommended to use this data for modeling purposes, but rather for research purposes.
Example code
Metadata
1982-01-31
30 5 * * 2-6
US/Eastern
1d
Item List
us-stock_pit-accdq: Quarterly accumulated depreciation expense of U.S. stocks
us-stock_pit-acchgq: Quarterly changes in accounts receivable for U.S. stocks
us-stock_pit-accoq: Quarterly liquid assets of U.S. stocks
us-stock_pit-acomincq: Quarterly cumulative other comprehensive income of U.S. stocks
us-stock_pit-acoq: Quarterly current liabilities of U.S. stocks
us-stock_pit-acoxq: Quarterly current liabilities and other debts of U.S. stocks
us-stock_pit-actq: Quarterly total current assets of U.S. stocks
us-stock_pit-adpacq: Quarterly accumulated depreciation of U.S. stocks
us-stock_pit-altoq: Quarterly long-term debt of U.S. stocks
us-stock_pit-amq: Quarterly amortization expenses of U.S. stocks
us-stock_pit-ancq: Quarterly net current assets of U.S. stocks
us-stock_pit-anoq: Quarterly non-operating assets of U.S. stocks
us-stock_pit-aociderglq: Other comprehensive income items related to deferred corporate tax liabilities of U.S. stocks
us-stock_pit-aociotherq: Other items in the other comprehensive income of U.S. stocks
us-stock_pit-aocipenq: Other comprehensive income items related to pensions for U.S. stocks
us-stock_pit-aocisecglq: Other comprehensive income items related to securities of U.S. stocks
us-stock_pit-aol2q: Other liabilities (non-current) of U.S. stocks
us-stock_pit-aoq: Other asset items of U.S. stocks
us-stock_pit-aotq: Total asset items of U.S. stocks
us-stock_pit-apoq: Prepaid expenses and other current assets of U.S. stocks
us-stock_pit-apq: Accounts payable for U.S. stocks
us-stock_pit-aqaq: Acquisition asset items of U.S. stocks
us-stock_pit-aqdq: Acquisition debt items of U.S. stocks
us-stock_pit-aqepsq: Acquisition earnings per share of U.S. stocks
us-stock_pit-aqpl1q: Acquisition of Preferred Stocks in U.S. Stocks
us-stock_pit-aqpq: Acquisition cost item of U.S. stocks
us-stock_pit-arced12: 12-month cumulative operating income item of U.S. stocks
us-stock_pit-arcedq: Quarterly operating income items of U.S. stocks
us-stock_pit-arceeps12: 12-month cumulative earnings per share of U.S. stocks
us-stock_pit-arceepsq: Quarterly earnings per share of U.S. stocks
us-stock_pit-arceq: Current earnings item of U.S. stocks
us-stock_pit-artfsq: Accounts receivable financial items of U.S. stocks
us-stock_pit-atq: Total asset items of U.S. stocks
us-stock_pit-aul3q: Unused credit limit items of U.S. stocks
us-stock_pit-autxrq: Tax refund items for U.S. stocks related to automobiles
us-stock_pit-bcefq: Basic continuing operations earnings per share of U.S. stocks
us-stock_pit-bctq: Basic earnings per share item of U.S. stocks
us-stock_pit-bdiq: Deferred interest expense item of U.S. stocks
us-stock_pit-billexceq: Excess claims items of U.S. stocks
us-stock_pit-capcstq: Capitalized software cost items of U.S. stocks
us-stock_pit-capr1q: Capital expenditures for U.S. stocks in the first quarter
us-stock_pit-capr2q: Capital expenditures for U.S. stocks in the second quarter
us-stock_pit-capr3q: Capital expenditures of U.S. stocks for the third quarter
us-stock_pit-caprtq: Total capital expenditures for U.S. stocks
us-stock_pit-capsftq: Capitalized software costs for U.S. stocks
us-stock_pit-capsq: Capital surplus item of U.S. stocks
us-stock_pit-caq: Current assets of U.S. stocks
us-stock_pit-ceiexbillq: Items of construction in progress excluded from claims in U.S. stocks
us-stock_pit-ceqq: Common stock capital item of U.S. stocks
us-stock_pit-cfbdq: Cash inflow item due to the issuance of bonds in U.S. stocks
us-stock_pit-cfereq: Cash outflow items due to stock buybacks of U.S. stocks
us-stock_pit-cfoq: Cash flow items resulting from operating activities of U.S. stocks
us-stock_pit-cfpdoq: Cash outflow item due to the payment of preferred stock dividends in U.S. stocks
us-stock_pit-cheq: Cash and cash equivalents of U.S. stocks
us-stock_pit-chq: Cash items of U.S. stocks
us-stock_pit-chsq: Short-term investment items in U.S. stocks
us-stock_pit-cibegniq: Basic inventory items of U.S. stocks
us-stock_pit-cicurrq: Current inventory items of U.S. stocks
us-stock_pit-ciderglq: Comprehensive income items related to deferred corporate tax liabilities of U.S. stocks
us-stock_pit-cimiiq: Comprehensive income items related to minority shareholder interests in U.S. stocks
us-stock_pit-ciotherq: Other comprehensive income items of U.S. stocks
us-stock_pit-cipenq: Comprehensive income items related to U.S. stocks and pensions
us-stock_pit-ciq: Quarterly data on capital investment in U.S. stocks
us-stock_pit-cisecglq: Quarterly data on cash inflows from the issuance of common stock in the United States
us-stock_pit-citotalq: Quarterly data on total capital investment in U.S. stocks
us-stock_pit-cltq: Quarterly data on total current liabilities of U.S. stocks
us-stock_pit-cogsq: Quarterly data on the cost of goods sold for U.S. stocks
us-stock_pit-csh12q: Quarterly data on cash and cash equivalents for U.S. stocks over the past 12 months
us-stock_pit-cshfd12: Quarterly data of 12-month cash flow for U.S. stocks
us-stock_pit-cshfdq: Quarterly cash flow data of U.S. stocks
us-stock_pit-cshiq: Quarterly data on cash and short-term investments in U.S. stocks
us-stock_pit-cshopq: Quarterly data on cash flows from operating activities of U.S. stocks
us-stock_pit-cshoq: Quarterly data on the number of shares issued for U.S. stocks
us-stock_pit-cshprq: Quarterly data of preferred stocks in the United States
us-stock_pit-cstkcvq: Quarterly data on convertible stocks in the US market
us-stock_pit-cstkeq: Quarterly data on treasury stock of U.S. stocks
us-stock_pit-cstkq: Quarterly data of common stocks in the United States
us-stock_pit-dcomq: Quarterly data on deferred compensation for U.S. stocks
us-stock_pit-dd1q: Quarterly data on liquidity among long-term liabilities of U.S. stocks
us-stock_pit-deracq: Quarterly data on derivative assets of U.S. stocks
us-stock_pit-deraltq: Quarterly data on derivative liabilities of U.S. stocks
us-stock_pit-derhedglq: Quarterly data on hedge derivatives liabilities of U.S. stocks
us-stock_pit-derlcq: Quarterly data on liquid derivative liabilities of U.S. stocks
us-stock_pit-derlltq: Quarterly data on long-term derivative liabilities of U.S. stocks
us-stock_pit-dfpacq: Quarterly data on the acquisition costs of deferred policy for U.S. stocks
us-stock_pit-dfxaq: Quarterly data on foreign exchange adjustments for U.S. stocks
us-stock_pit-diladq: Quarterly data on diluted earnings per share adjustments for U.S. stocks
us-stock_pit-dilavq: Quarterly data on diluted earnings per share and available shares of U.S. stocks
us-stock_pit-ditq: Quarterly data on deferred corporate taxes for U.S. stocks
us-stock_pit-dlcq: Quarterly data on current liabilities of U.S. stocks
us-stock_pit-dlttq: Quarterly data on the total long-term debt of U.S. stocks
us-stock_pit-doq: Quarterly data on suspended operations of U.S. stocks
us-stock_pit-dpacreq: Quarterly data on the accumulated depreciation of U.S. stocks
us-stock_pit-dpactq: Quarterly data on the total accumulated depreciation of U.S. stocks
us-stock_pit-dpq: Quarterly data on depreciation and amortization of U.S. stocks
us-stock_pit-dpretq: Quarterly data on deferred retirement benefits of U.S. stocks
us-stock_pit-dptbq: Quarterly data of deferred tax balance sheet for U.S. stocks
us-stock_pit-dptcq: Cumulative quarterly data of deferred taxes on U.S. stocks
us-stock_pit-drcq: Quarterly data on deferred revenue expenses for U.S. stocks
us-stock_pit-drltq: Long-term quarterly data of deferred earnings for U.S. stocks
us-stock_pit-dteaq: Quarterly data on total debt and equity of U.S. stocks
us-stock_pit-dtedq: Quarterly data on total debt of U.S. stocks
us-stock_pit-dteepsq: Quarterly data on diluted earnings per share of U.S. stocks
us-stock_pit-dtepq: Quarterly data on total capital of U.S. stocks
us-stock_pit-dvintfq: Quarterly data on interest and related costs of U.S. stocks
us-stock_pit-dvpdpq: Quarterly data on preferred stock dividends of U.S. stocks
us-stock_pit-dvpq: Quarterly data on dividend payments of U.S. stocks
us-stock_pit-dvrreq: Quarterly data on dividend reinvestment of U.S. stocks
us-stock_pit-dvtq: Quarterly data on total dividends of U.S. stocks
us-stock_pit-epsf12: Quarterly data on the 12-month forward earnings per share of U.S. stocks
us-stock_pit-epsfi12: 12-month forward earnings per share basic quarterly data for U.S. stocks
us-stock_pit-epsfiq: Basic quarterly data on earnings per share of U.S. stocks
us-stock_pit-epsfxq: Quarterly foreign exchange adjusted earnings per share of US stocks
us-stock_pit-epspi12: 12-month basic earnings per share of U.S. stocks
us-stock_pit-epspiq: Quarterly basic earnings per share of U.S. stocks
us-stock_pit-epspxq: Basic earnings per share excluding special items on a quarterly basis for U.S. stocks
us-stock_pit-epsx12: 12-month adjusted earnings per share excluding special items for U.S. stocks
us-stock_pit-eqrtq: Quarterly Return on Equity of U.S. Stocks
us-stock_pit-eroq: Quarterly operating profit margin of U.S. stocks
us-stock_pit-esopctq: Quarterly stock option compensation costs for U.S. stocks
us-stock_pit-esopnrq: Quarterly stock option exercise quantity for U.S. stocks
us-stock_pit-esoprq: Quarterly stock option exercise price for U.S. stocks
us-stock_pit-esoptq: Quarterly stock option tax benefits for U.S. stocks
us-stock_pit-esubq: Quarterly special items and net income before discontinued operations of U.S. stocks
us-stock_pit-fcaq: Quarterly foreign currency translation adjustment of U.S. stocks
us-stock_pit-feaq: Quarterly foreign exchange gains (losses) from U.S. stocks
us-stock_pit-felq: Quarterly foreign exchange losses of U.S. stocks
us-stock_pit-ffoq: Cash flow from operating activities for U.S. stocks on a quarterly basis
us-stock_pit-finacoq: Quarterly financial accounts of U.S. stocks - Other current assets
us-stock_pit-finaoq: Quarterly financial accounts of U.S. stocks - Other assets
us-stock_pit-finchq: Quarterly financial accounts of U.S. stocks - Cash and cash equivalents
us-stock_pit-findlcq: Quarterly Financial Accounts of U.S. Stocks - Current Liabilities
us-stock_pit-findltq: Quarterly Financial Accounts of U.S. Stocks - Long-term Debt
us-stock_pit-finivstq: Quarterly Financial Accounts of U.S. Stocks - Investment Assets
us-stock_pit-finlcoq: Quarterly financial accounts of U.S. stocks - Other current liabilities
us-stock_pit-finltoq: Quarterly financial accounts of U.S. stocks - Other liabilities
us-stock_pit-finnpq: Quarterly Financial Accounts of U.S. Stocks - Net Income
us-stock_pit-finreccq: Quarterly financial accounts of U.S. stocks - Current accounts receivable
us-stock_pit-finrecltq: Quarterly financial accounts of U.S. stocks - Long-term receivables
us-stock_pit-finrevq: Quarterly Financial Accounts of U.S. Stocks - Revenue
us-stock_pit-finxintq: Quarterly financial accounts of U.S. stocks - Interest expenses
us-stock_pit-finxoprq: Quarterly financial accounts of U.S. stocks - Operating expenses
us-stock_pit-gdwlamq: Quarterly goodwill amortization of U.S. stocks
us-stock_pit-gdwlia12: 12-month goodwill impairment loss of U.S. stocks
us-stock_pit-gdwliaq: Quarterly goodwill impairment losses of U.S. stocks
us-stock_pit-gdwlid12: 12-month goodwill impairment loss (after tax) of U.S. stocks
us-stock_pit-gdwlidq: Quarterly goodwill impairment loss (after tax) of U.S. stocks
us-stock_pit-gdwlieps12: Impact of 12-month goodwill impairment on earnings per share of U.S. stocks
us-stock_pit-gdwliepsq: Impact of quarterly goodwill impairment on earnings per share of U.S. stocks
us-stock_pit-gdwlipq: Quarterly goodwill impairment loss ratio of U.S. stocks
us-stock_pit-gdwlq: Quarterly goodwill of U.S. stocks
us-stock_pit-glaq: Quarterly total assets of U.S. stocks
us-stock_pit-glcea12: 12-month total comprehensive income of U.S. stocks
us-stock_pit-glceaq: Quarterly comprehensive income of U.S. stocks
us-stock_pit-glced12: 12-month total comprehensive income (after tax) of U.S. stocks
us-stock_pit-glcedq: Quarterly comprehensive income (after tax) of U.S. stocks
us-stock_pit-glceeps12: 12-month total comprehensive income per share of U.S. stocks
us-stock_pit-glceepsq: Quarterly comprehensive income per share of U.S. stocks
us-stock_pit-glcepq: Quarterly comprehensive income ratio of U.S. stocks
us-stock_pit-gldq: Quarterly total liabilities of U.S. stocks
us-stock_pit-glepsq: Quarterly total earnings per share of U.S. stocks
us-stock_pit-glivq: Quarterly total inventory assets of U.S. stocks
us-stock_pit-glpq: Total debt and preferred equity of U.S. stocks
us-stock_pit-gpq: Total assets of U.S. stocks
us-stock_pit-hedgeglq: Hedge profit and loss of U.S. stocks
us-stock_pit-iatiq: Amortization of intangible assets in U.S. stocks
us-stock_pit-ibadj12: 12-month adjusted basic earnings of U.S. stocks
us-stock_pit-ibadjq: Quarterly adjusted basic earnings of U.S. stocks
us-stock_pit-ibcomq: The number of common shares used in the calculation of basic and diluted earnings per share for U.S. stocks
us-stock_pit-ibkiq: Banking and insurance earnings of U.S. stocks
us-stock_pit-ibmiiq: Net income before minority interest deductions for U.S. stocks
us-stock_pit-ibq: Quarterly basic earnings of U.S. stocks
us-stock_pit-icaptq: Investment capital for U.S. stocks
us-stock_pit-iditq: Deferred corporate tax on U.S. stocks
us-stock_pit-iireq: Interest and related income from U.S. stocks
us-stock_pit-iitq: Interest income from U.S. stocks
us-stock_pit-intaccq: Margin interest on U.S. stocks
us-stock_pit-intanoq: Other intangible assets of U.S. stocks
us-stock_pit-intanq: Total intangible assets of U.S. stocks
us-stock_pit-intcq: Interest expense of U.S. stocks
us-stock_pit-invfgq: Finished goods inventory of U.S. stocks
us-stock_pit-invoq: Other inventory of U.S. stocks
us-stock_pit-invrmq: Inventory of raw materials in U.S. stocks
us-stock_pit-invtq: Total inventory of U.S. stocks
us-stock_pit-invwipq: Work-in-progress inventory of U.S. stocks
us-stock_pit-iobdq: Other operating and administrative expenses of U.S. stocks
us-stock_pit-ioiq: Non-operating income (expenses) of U.S. stocks
us-stock_pit-ioreq: Other operating income from U.S. stocks
us-stock_pit-ipq: Pension and retirement costs of U.S. stocks
us-stock_pit-iptiq: Corporate tax reserves for U.S. stocks
us-stock_pit-isgtq: Selling, general and administrative expenses of U.S. stocks
us-stock_pit-istq: Total revenue of U.S. stocks
us-stock_pit-ivaeqq: Equity method investment in U.S. stocks
us-stock_pit-ivaoq: Other investments in U.S. stocks
us-stock_pit-iviq: Short-term investment in U.S. stocks
us-stock_pit-ivltq: Long-term investment in U.S. stocks
us-stock_pit-ivptq: Investment in U.S. stocks and advance payments
us-stock_pit-ivstq: Short-term investment securities in U.S. stocks
us-stock_pit-ivtfsq: Investment in marketable securities of U.S. stocks
us-stock_pit-lcabgq: Current liabilities of U.S. stocks - Bank borrowings
us-stock_pit-lcacuq: Current liabilities of U.S. stocks - Demand deposits
us-stock_pit-lcoq: Current liabilities of U.S. stocks - Others
us-stock_pit-lcoxq: Current liabilities of U.S. stocks - Exclusions
us-stock_pit-lctq: Total current liabilities of U.S. stocks
us-stock_pit-lltq: Total long-term debt of U.S. stocks
us-stock_pit-lnoq: Other liabilities of U.S. stocks
us-stock_pit-lol2q: Other liabilities of U.S. stocks (over 2 years)
us-stock_pit-loq: Other liabilities of U.S. stocks (total)
us-stock_pit-loxdrq: Deferred income from U.S. stocks
us-stock_pit-lqpl1q: Long-term debt of U.S. stocks maturing within one year
us-stock_pit-lseq: Shareholder equity of U.S. stocks
us-stock_pit-lsq: Total liabilities and shareholders' equity of U.S. stocks
us-stock_pit-ltmibq: Recent 12-month earnings before interest and taxes for U.S. stocks
us-stock_pit-ltq: Total long-term debt of U.S. stocks
us-stock_pit-lul3q: Average unused credit limit of U.S. stocks over the last 3 months
us-stock_pit-mibnq: Net income attributable to minority shareholders in U.S. stocks
us-stock_pit-mibq: Minority shareholder equity in U.S. stocks
us-stock_pit-mibtq: Pre-tax minority shareholder equity in U.S. stocks
us-stock_pit-miiq: Minority shareholder equity interest in U.S. stocks
us-stock_pit-msaq: Selling and administrative expenses of U.S. stocks
us-stock_pit-mtlq: Total debt of U.S. stocks
us-stock_pit-ncoq: Non-recurring items of U.S. stocks
us-stock_pit-niitq: Non-interest income from U.S. stocks
us-stock_pit-nimq: Net interest margin of U.S. stocks
us-stock_pit-niq: Net income of U.S. stocks
us-stock_pit-nitq: Net income after corporate tax deduction for U.S. stocks
us-stock_pit-nopioq: Non-operating income and expenses of U.S. stocks
us-stock_pit-nopiq: Non-operating income from U.S. stocks
us-stock_pit-npatq: Net patents and trademarks of U.S. stocks
us-stock_pit-npq: Net income of U.S. stocks
us-stock_pit-nrtxtdq: Non-recurring items after tax for U.S. stocks
us-stock_pit-nrtxtepsq: Earnings per Share (EPS) excluding non-recurring items after tax for U.S. stocks
us-stock_pit-nrtxtq: Pre-tax non-recurring items of U.S. stocks
us-stock_pit-obkq: Order balance of U.S. stocks
us-stock_pit-oepf12: 12-month forward operating profit forecast for U.S. stocks
us-stock_pit-oeps12: 12-month operating earnings per share of U.S. stocks
us-stock_pit-oepsxq: Quarterly Earnings Per Share of U.S. Stocks
us-stock_pit-oiadpq: Earnings Before Interest, Taxes, Depreciation, and Amortization (EBITDA) of U.S. Stocks
us-stock_pit-oibdpq: Earnings Before Interest, Taxes, Depreciation, and Amortization (EBITDA) of U.S. Stocks
us-stock_pit-opepsq: Earnings per Share (EPS) of U.S. Stocks
us-stock_pit-oproq: Operating profit of U.S. stocks
us-stock_pit-optdrq: Exercise price of U.S. stock options
us-stock_pit-optfvgrq: Fair value assessment of options on U.S. stocks
us-stock_pit-optlifeq: Expiration of options on U.S. stocks
us-stock_pit-optrfrq: Risk-free interest rate of U.S. stock options
us-stock_pit-optvolq: Volatility of options in the US stock market
us-stock_pit-pclq: Current liabilities of U.S. stocks
us-stock_pit-piq: Issuance of preferred stocks in the United States
us-stock_pit-pllq: Long-term debt of U.S. stocks
us-stock_pit-pnc12: 12-month earnings per share of U.S. stocks
us-stock_pit-pncd12: Diluted Earnings Per Share (EPS) for U.S. Stocks over 12 Months
us-stock_pit-pncdq: Diluted earnings per share for U.S. stocks in the quarter
us-stock_pit-pnceps12: 12-month earnings per share of U.S. stocks
us-stock_pit-pncepsq: Quarterly Earnings Per Share of U.S. Stocks
us-stock_pit-pnciapq: Adjustment of quarterly earnings per share for U.S. stocks
us-stock_pit-pnciaq: Adjustment of quarterly net income for U.S. stocks
us-stock_pit-pncidpq: Diluted Earnings Per Share Adjustment for U.S. Stocks in the Quarter
us-stock_pit-pncidq: Quarterly net income dilution adjustment of U.S. stocks
us-stock_pit-pnciepspq: U.S. stocks' quarterly adjusted earnings per share
us-stock_pit-pnciepsq: Adjustment of quarterly earnings per share for U.S. stocks
us-stock_pit-pncippq: U.S. stocks' quarterly adjusted earnings per share
us-stock_pit-pncipq: U.S. Stocks Quarterly Net Income Adjustment Basics
us-stock_pit-pncpd12: 12-month cumulative earnings per share of U.S. stocks
us-stock_pit-pncpdq: Quarterly Earnings Per Share of U.S. Stocks
us-stock_pit-pncpeps12: 12-month cumulative earnings per share (EPS) of U.S. stocks
us-stock_pit-pncpepsq: Quarterly Earnings Per Share (EPS) of U.S. Stocks
us-stock_pit-pncpq: Quarterly net income of U.S. stocks
us-stock_pit-pncq: Quarterly net income of U.S. stocks
us-stock_pit-pncwiapq: Quarterly weighted average shares outstanding of U.S. stocks
us-stock_pit-pncwiaq: Quarterly weighted average shares outstanding of U.S. stocks
us-stock_pit-pncwidpq: Quarterly diluted weighted average shares outstanding of U.S. stocks
us-stock_pit-pncwidq: Quarterly diluted weighted average shares outstanding of U.S. stocks
us-stock_pit-pncwiepq: Weighted average shares outstanding for quarterly EPS calculation of U.S. stocks
us-stock_pit-pncwiepsq: Weighted average shares outstanding for quarterly EPS calculation of U.S. stocks
us-stock_pit-pncwippq: Quarterly weighted average shares outstanding of U.S. stocks for preferred shares
us-stock_pit-pncwipq: Quarterly weighted average number of preferred shares issued for U.S. stocks
us-stock_pit-pnrshoq: Quarterly common stock issuance in the U.S. stock market
us-stock_pit-ppegtq: Total fixed assets of U.S. stocks by quarter
us-stock_pit-ppentq: Quarterly net tangible assets of U.S. stocks
us-stock_pit-prcaq: Quarterly receivables of U.S. stocks
us-stock_pit-prcd12: 12-month cumulative research and development expenses of U.S. stocks
us-stock_pit-prcdq: Quarterly research and development expenses of U.S. stocks
us-stock_pit-prce12: 12-month cumulative revenue of U.S. stocks
us-stock_pit-prceps12: 12-month cumulative earnings per share (EPS) of U.S. stocks
us-stock_pit-prcepsq: Quarterly Earnings Per Share (EPS) of U.S. Stocks
us-stock_pit-prcpd12: 12-month cumulative depreciation expense of U.S. stocks
us-stock_pit-prcpdq: Quarterly depreciation expense of U.S. stocks
us-stock_pit-prcpeps12: 12-month cumulative earnings per share (EPS) of U.S. stocks
us-stock_pit-prcpepsq: Quarterly Earnings Per Share (EPS) of U.S. stocks
us-stock_pit-prcpq: Quarterly cost of goods sold for U.S. stocks
us-stock_pit-prcq: Quarterly revenue of U.S. stocks
us-stock_pit-prcraq: Quarterly receivables of U.S. stocks
us-stock_pit-prshoq: Quarterly common stock issuance in the U.S. stock market
us-stock_pit-pstknq: Quarterly preferred stock capital of U.S. stocks
us-stock_pit-pstkq: Quarterly preferred stock capital of U.S. stocks
us-stock_pit-pstkrq: Quarterly redeemable preferred stock capital of U.S. stocks
us-stock_pit-ptranq: Quarterly pension transfer amount of U.S. stocks
us-stock_pit-pvoq: Quarterly other liabilities of U.S. stocks
us-stock_pit-pvtq: Quarterly total liabilities of U.S. stocks
us-stock_pit-ratiq: Quarterly operating income ratio compared to interest expenses of U.S. stocks
us-stock_pit-rawmsmq: Quarterly inventory of raw materials and supplies for U.S. stocks
us-stock_pit-rcaq: Quarterly liquid assets of U.S. stocks
us-stock_pit-rcdq: Quarterly deferred expenses of U.S. stocks
us-stock_pit-rcepsq: Quarterly Earnings Per Share (EPS) of U.S. stocks
us-stock_pit-rcpq: Quarterly capital expenditures of U.S. stocks
us-stock_pit-rdipaq: Quarterly deferred tax assets of U.S. stocks
us-stock_pit-rdipdq: Quarterly deferred corporate tax liabilities of U.S. stocks
us-stock_pit-rdipepsq: Quarterly deferred corporate tax per share of U.S. stocks
us-stock_pit-rdipq: Quarterly deferred corporate tax on U.S. stocks
us-stock_pit-reccoq: Quarterly receivables of U.S. stocks
us-stock_pit-recdq: Quarterly deferred expenses of U.S. stocks
us-stock_pit-rectaq: Quarterly accounts receivable of U.S. stocks
us-stock_pit-rectoq: Quarterly total operating expenses of U.S. stocks
us-stock_pit-rectq: Quarterly total cash receipts of U.S. stocks
us-stock_pit-rectrq: Quarterly total cash receipts for U.S. stocks (including tax refunds)
us-stock_pit-recubq: Quarterly unbilled revenue of U.S. stocks
us-stock_pit-reitq: Quarterly real estate investment trust earnings of U.S. stocks
us-stock_pit-req: Quarterly real estate earnings of U.S. stocks
us-stock_pit-retq: Quarterly retained earnings of U.S. stocks
us-stock_pit-reunaq: Quarterly unrealized gains (losses) on U.S. stocks
us-stock_pit-revtq: Quarterly total revenue of U.S. stocks
us-stock_pit-risq: Quarterly inventory sales revenue of U.S. stocks
us-stock_pit-rllq: Quarterly long-term debt of U.S. stocks
us-stock_pit-rltq: Quarterly total liabilities of U.S. stocks
us-stock_pit-rra12: Annual research and development expenses of U.S. stocks
us-stock_pit-rraq: Quarterly research and development expenses of U.S. stocks
us-stock_pit-rrd12: Annual depreciation expense of U.S. stocks
us-stock_pit-rrdq: Quarterly depreciation expense of U.S. stocks
us-stock_pit-rreps12: Annual Earnings Per Share of U.S. Stocks
us-stock_pit-rrepsq: Quarterly Earnings Per Share Report of U.S. Stocks
us-stock_pit-rrpq: Quarterly share repurchase amount of U.S. stocks
us-stock_pit-rstcheltq: Quarterly stock compensation expense of U.S. stocks
us-stock_pit-rstcheq: Quarterly stock compensation expense (pre-tax) for U.S. stocks
us-stock_pit-rvlrvq: Quarterly revaluation reserve for U.S. stocks
us-stock_pit-rvtiq: Quarterly investment tax deduction recapture for U.S. stocks
us-stock_pit-rvutxq: Quarterly public utility taxes on U.S. stocks
us-stock_pit-saaq: Quarterly selling and administrative expenses of U.S. stocks
us-stock_pit-saleq: Quarterly revenue of U.S. stocks
us-stock_pit-salq: Quarterly revenue of U.S. stocks (alternative)
us-stock_pit-sbdcq: Quarterly subordinated convertible bonds of U.S. stocks
us-stock_pit-scoq: Quarterly selling expenses of U.S. stocks
us-stock_pit-scq: Quarterly Selling Expenses of U.S. Stocks (Alternative)
us-stock_pit-sctq: Quarterly total selling expenses of U.S. stocks
us-stock_pit-seqoq: Quarterly Other Shareholder Equity of U.S. Stocks
us-stock_pit-seqq: Quarterly shareholder equity of U.S. stocks
us-stock_pit-seta12: Annual shareholder equity to total assets ratio of U.S. stocks
us-stock_pit-setaq: Quarterly shareholder equity to total assets ratio of U.S. stocks
us-stock_pit-setd12: Annual shareholder equity to debt ratio of U.S. stocks
us-stock_pit-setdq: Quarterly shareholder equity to debt ratio of U.S. stocks
us-stock_pit-seteps12: Annual Earnings Per Share for U.S. Stocks
us-stock_pit-setepsq: Quarterly earnings per share for U.S. stocks
us-stock_pit-setpq: Quarterly shareholder equity to price ratio of U.S. stocks
us-stock_pit-spce12: Annual special items of U.S. stocks
us-stock_pit-spced12: Annual special items of U.S. stocks (diluted)
us-stock_pit-spcedpq: Quarterly special items of U.S. stocks (diluted, per share)
us-stock_pit-spcedq: Quarterly special items of U.S. stocks (diluted)
us-stock_pit-spceeps12: Annual special items earnings per share of U.S. stocks
us-stock_pit-spceepsp12: Annual special items earnings per share (primary) of U.S. stocks
us-stock_pit-spceepspq: Quarterly special items earnings per share (primary) of U.S. stocks
us-stock_pit-spceepsq: Quarterly special items earnings per share of U.S. stocks
us-stock_pit-spcep12: Annual special items of U.S. stocks (1st)
us-stock_pit-spcepd12: Annual special items of U.S. stocks (primary, diluted)
us-stock_pit-spcepq: Capital expenditures per share of U.S. stocks
us-stock_pit-spceq: Capital expenditures of U.S. stocks
us-stock_pit-spidq: Interest and related costs of U.S. stocks
us-stock_pit-spiepsq: Interest expense per share of U.S. stocks
us-stock_pit-spioaq: Interest payments resulting from the operating activities of U.S. stocks
us-stock_pit-spiopq: Operating profit of U.S. stocks
us-stock_pit-spiq: Special items of U.S. stocks
us-stock_pit-sretq: Retained earnings of U.S. stocks
us-stock_pit-ssnpq: Selling and general administrative expenses of U.S. stocks
us-stock_pit-stkchq: Changes in treasury stock of U.S. stocks
us-stock_pit-stkcoq: Common stock capital of U.S. stocks
us-stock_pit-stkcpaq: Preferred stock capital of U.S. stocks
us-stock_pit-tdsgq: Total debt of U.S. stocks
us-stock_pit-tdstq: Total debt and shareholders' equity of U.S. stocks
us-stock_pit-teqq: Total capital of U.S. stocks
us-stock_pit-tfvaq: Total fair value assets of U.S. stocks
us-stock_pit-tfvceq: Total fair value capital of U.S. stocks
us-stock_pit-tfvlq: Total fair value liabilities of U.S. stocks
us-stock_pit-tieq: Total interest expense of U.S. stocks
us-stock_pit-tiiq: Total interest income from U.S. stocks
us-stock_pit-transaq: Securities in a trading account for U.S. stocks
us-stock_pit-tstknq: Number of treasury shares in U.S. stocks
us-stock_pit-tstkq: The value of treasury stock in U.S. stocks
us-stock_pit-txdbaq: Deferred tax assets of U.S. stocks
us-stock_pit-txdbcaq: Deferred tax assets on U.S. stocks - Current
us-stock_pit-txdbclq: Deferred corporate tax liabilities of U.S. stocks - Current
us-stock_pit-txdbq: Deferred corporate tax liabilities of U.S. stocks
us-stock_pit-txdiq: Deferred corporate tax on U.S. stocks
us-stock_pit-txditcq: Deferred investment tax credit for U.S. stocks
us-stock_pit-txpq: Corporate tax payment on U.S. stocks
us-stock_pit-txtq: Total corporate tax on U.S. stocks
us-stock_pit-txwq: Withholding tax on U.S. stocks
us-stock_pit-uacoq: Margin debt on U.S. stocks
us-stock_pit-uaoq: Other assets of U.S. stocks
us-stock_pit-uaptq: Unpaid amounts for U.S. stocks
us-stock_pit-ucapsq: Capital surplus of U.S. stocks
us-stock_pit-ucconsq: Assets under construction in U.S. stocks
us-stock_pit-uceqq: Common stock capital of U.S. stocks
us-stock_pit-uddq: Deferred dividends of U.S. stocks
us-stock_pit-udmbq: Long-term debt of U.S. stocks
us-stock_pit-udoltq: Long-term debt of U.S. stocks - Current portion
us-stock_pit-udpcoq: Accumulated depreciation of U.S. stocks
us-stock_pit-udvpq: Dividend payments of U.S. stocks
us-stock_pit-ugiq: Goodwill of U.S. stocks
us-stock_pit-uinvq: Inventory assets of U.S. stocks
us-stock_pit-ulcoq: Current liabilities of U.S. stocks
us-stock_pit-uniamiq: Minority shareholder equity in U.S. stocks
us-stock_pit-unnpq: Non-operating assets of U.S. stocks
us-stock_pit-unopincq: Non-operating income from U.S. stocks
us-stock_pit-uopiq: Operating revenue of U.S. stocks
us-stock_pit-updvpq: Quarterly dividend payments of U.S. stocks
us-stock_pit-upmcstkq: Quarterly common stock capital of U.S. stocks
us-stock_pit-upmpfq: Quarterly preferred stock issuance amount of U.S. stocks
us-stock_pit-upmpfsq: Quarterly preferred stock shares of U.S. stocks
us-stock_pit-upmsubpq: Quarterly issuance amount of subsidiary preferred stocks in U.S. stocks
us-stock_pit-upstkcq: Quarterly common stock issuance amount of U.S. stocks
us-stock_pit-upstkq: Quarterly preferred stock capital of U.S. stocks
us-stock_pit-urectq: Quarterly receivables of U.S. stocks
us-stock_pit-uspiq: Quarterly special items of U.S. stocks
us-stock_pit-usubdvpq: Quarterly subsidiary dividends of U.S. stocks
us-stock_pit-usubpcvq: Quarterly subsidiary preferred stock conversion amount of U.S. stocks
us-stock_pit-utemq: Quarterly total capital of U.S. stocks
us-stock_pit-wcapq: Quarterly working capital of U.S. stocks
us-stock_pit-wdaq: Quarterly depreciation and amortization before working capital for U.S. stocks
us-stock_pit-wddq: Quarterly depreciation expense of U.S. stocks
us-stock_pit-wdepsq: Quarterly depreciation and amortization expenses of U.S. stocks
us-stock_pit-wdpq: Quarterly depreciation expense of U.S. stocks
us-stock_pit-xaccq: Quarterly earnings of U.S. stocks
us-stock_pit-xagtq: Quarterly amortization of intangible assets for U.S. stocks
us-stock_pit-xbdtq: Quarterly debt issuance costs of U.S. stocks
us-stock_pit-xcomiq: Quarterly interest expense of U.S. stocks
us-stock_pit-xcomq: Quarterly selling and administrative expenses of U.S. stocks
us-stock_pit-xdvreq: Quarterly dividend income from U.S. stocks
us-stock_pit-xidoq: Quarterly deferred corporate tax on U.S. stocks
us-stock_pit-xintq: Quarterly interest expenses of U.S. stocks
us-stock_pit-xioq: Quarterly special items of U.S. stocks
us-stock_pit-xiq: Quarterly net income of U.S. stocks
us-stock_pit-xiviq: Quarterly valuation gains and losses on inventory assets of U.S. stocks
us-stock_pit-xivreq: Quarterly revaluation gains of inventory assets in U.S. stocks
us-stock_pit-xobdq: Quarterly non-operating expenses of U.S. stocks
us-stock_pit-xoiq: Quarterly operating profit of U.S. stocks
us-stock_pit-xoproq: Quarterly operating profit margin of U.S. stocks
us-stock_pit-xoprq: Quarterly operating profit of U.S. stocks
us-stock_pit-xopt12: 12-month operating profit of U.S. stocks
us-stock_pit-xoptd12: 12-month diluted operating income of U.S. stocks
us-stock_pit-xoptd12p: 12-month diluted operating income per share of U.S. stocks
us-stock_pit-xoptdq: Quarterly diluted operating income of U.S. stocks
us-stock_pit-xoptdqp: Quarterly diluted operating income per share of U.S. stocks
us-stock_pit-xopteps12: 12-month earnings per share of U.S. stocks
us-stock_pit-xoptepsp12: 12-month earnings per share (EPS) of U.S. stocks
us-stock_pit-xoptepsq: Quarterly earnings per share of U.S. stocks
us-stock_pit-xoptepsqp: Quarterly earnings per share (EPS) of U.S. stocks
us-stock_pit-xoptq: Quarterly operating profit of U.S. stocks
us-stock_pit-xoptqp: Quarterly operating profit of U.S. stocks (per share)
us-stock_pit-xoreq: Quarterly non-operating income from U.S. stocks
us-stock_pit-xppq: Quarterly prepaid expenses for U.S. stocks
us-stock_pit-xrdq: Quarterly research and development expenses of U.S. stocks
us-stock_pit-xretq: Quarterly retained earnings of U.S. stocks
us-stock_pit-xsgaq: Quarterly selling and administrative expenses of U.S. stocks
us-stock_pit-xsq: Quarterly revenue of U.S. stocks
us-stock_pit-xstoq: Total number of shares of U.S. stocks per quarter
us-stock_pit-xstq: Quarterly total number of shares (adjusted) of U.S. stocks
us-stock_pit-xtq: Quarterly total shares outstanding (fully diluted) of U.S. stocks \
Note
We provide Financial CM converted into USD. According to Compustat’s policy, balance sheet items are converted using a 12-month exchange rate, while income statement and cash flow items are converted using the monthly exchange rate.
Unit : 1 million
market
Summary This document provides information about the GICS classification of U.S. stocks available in the data catalog.
Example code
Metadata
30 5 * * 2-6
Item List
us-stock-gics: GICS classification of U.S. stocksSummary This document provides information on U.S. stock data items available in the data catalog, including total return and adjustment factors.
Example code
Metadata
30 5 * * 2-6
Item List
us-stock-total_return_factor: Total return coefficient of U.S. stocks
us-stock-adjust_factor: Adjustment factor of U.S. stocks Summary The data consists of various categories of US stock market constituents, including those filtered by Shariah compliance, which excludes stocks with Islamic-prohibited GICS and limits total debt to market cap ratios below 33%. Additionally, it includes general constituent stocks of the US market and specific indices such as the NDX and SPX, with mechanisms for generating daily forward-filled data aligned to monthly indices.
Example code
Metadata
19980401 20000101
30 5 * * 2-6 0 9 * * 2-6
1d
Item List
us-stock-constituent: Constituent stocks of the US stock market
us-stock-ndx_constituent: Generates a daily forward-filled non-NA mask aligned to monthly first valid indices for ndx_data, saved as content.spglobal.compustat.universe.us-stock-ndx_constituent.1d.
us-stock-shariah_constituent: quantit_universe shariah filter cm; Excluding Islamic-prohibited GICS, total_debt / market cap < 33%
us-stock-spx_constituent: Generates a daily forward-filled non-NA mask aligned to monthly first valid indices for spx_data, saved as content.spglobal.compustat.universe.us-stock-spx_constituent.1d.
us-stock-spx_shariah_constituent: spx shariah filter cm; Excluding Islamic-prohibited GICS, total_debt / market cap < 33%
Summary This document provides an overview of U.S. stock price and volume data items available in the data catalog.
Example code
Metadata
30 5 * * 2-6
Daily
Item List Price Data
us-stock-price_open: Daily opening price of U.S. stocks
us-stock-price_close: Daily closing price of U.S. stocks
us-stock-price_high: Daily high of U.S. stocks
us-stock-price_low: Daily low of U.S. stocks
us-stock-ctoc: Rate of change in closing price compared to the closing price of U.S. stocks
us-stock-ctoc_total: Rate of change in closing price compared to the cumulative closing price of U.S. stocks
Volume Data
us-stock-trading_volume: Daily trading volume of U.S. stocks
us-stock-amount: Trading volume of U.S. stocks
us-stock-shares_outstanding: Daily number of shares issued for U.S. stocks
Financial Metrics
us-stock-eps: Earnings per Share of U.S. Stocks
us-stock-mkt_cap: Market capitalization of U.S. stocks
us-stock-indicated_annual_dividend: Annual projected dividends of U.S. stocks
us-stock-adr_ratio: ADR ratio of U.S. stocks
analysis
Summary This document provides information about the HMM-based market system analysis excluding US ETFs.
Example code
Metadata
30 6 * * 2-6
Monthly
Item List
hmm_wo_us_etf: Analysis of HMM-based market system excluding US ETFs (Monthly)
factor
fundamental_factor
Summary
The dataset contains various financial metrics related to U.S. stocks, focusing on growth rates, ratios, and performance indicators over different time frames, such as 1-year and 3-year periods. Key metrics include growth rates for sales, net income, operating assets, and liabilities, as well as ratios like EBITDA to market capitalization, return on equity, and cash to total assets, providing insights into the financial health and performance trends of U.S. stocks.
Example code
Metadata
30 5 * * 2-6
1d
Item List
us-stock_pit-aliq_at: The ratio of current assets to total assets of U.S. stocks
us-stock_pit-aliq_mat: The ratio of current assets to maturing assets in U.S. stocks
us-stock_pit-ap_days: Accounts Payable Turnover Days for U.S. Stocks
us-stock_pit-ap_gr1a: 1-Year Accounts Payable Growth Rate of U.S. Stocks
us-stock_pit-ap_gr3a: The 3-year average annual growth rate of accounts payable for U.S. stocks
us-stock_pit-ap_turnover: Accounts Payable Turnover Ratio of U.S. Stocks
us-stock_pit-at_be: The ratio of total assets to equity in U.S. stocks
us-stock_pit-at_gr1: 1-Year Growth Rate of Daily Total Assets in U.S. Stocks
us-stock_pit-at_gr3: 3-Year Growth Rate of Daily Total Assets in U.S. Stocks
us-stock_pit-at_me: Total assets to market value ratio of U.S. stocks
us-stock_pit-at_mev: Total assets to market capitalization ratio of U.S. stocks
us-stock_pit-at_turnover: Total asset turnover of U.S. stocks
us-stock_pit-be_bev: The ratio of market value to equity for U.S. stocks
us-stock_pit-be_gr1: 1-Year Return on Equity Growth Rate of U.S. Stocks
us-stock_pit-be_gr1a: Return on Equity Growth Rate of U.S. Stocks
us-stock_pit-be_gr3: 3-Year Return on Equity Growth Rate of U.S. Stocks
us-stock_pit-be_me: The ratio of book value to market value of U.S. stocks
us-stock_pit-be_mev: Book value to market capitalization ratio of U.S. stocks
us-stock_pit-bev_mev: The ratio of book value to enterprise value of U.S. stocks
us-stock_pit-ca_cl: Liquidity ratio of U.S. stocks
us-stock_pit-ca_gr1: 1-Year Growth Rate of Daily Liquid Assets in U.S. Stocks
us-stock_pit-ca_gr3: 3-Year Growth Rate of Daily Liquid Assets in U.S. Stocks
us-stock_pit-caliq_cl: The ratio of cash and liquid assets to current liabilities of U.S. stocks
us-stock_pit-cash_at: Cash to total assets ratio of U.S. stocks
us-stock_pit-cash_bev: Cash ratio relative to the market capitalization of U.S. stocks
us-stock_pit-cash_cl: Cash ratio against current liabilities of U.S. stocks
us-stock_pit-cash_conversion: Cash conversion cycle of U.S. stocks
us-stock_pit-cash_gr1a: 1-Year Cash Growth Rate of U.S. Stocks
us-stock_pit-cash_gr3a: 3-Year Cash Growth Rate of U.S. Stocks
us-stock_pit-cash_lt: Cash ratio against non-current liabilities of U.S. stocks
us-stock_pit-cash_me: Cash to Market Value Ratio of U.S. Stocks
us-stock_pit-cash_mev: Cash to Market Capitalization Ratio of U.S. Stocks
us-stock_pit-cfoa_ch5: 5-Year Change in Operating Cash Flow to Total Assets Ratio for U.S. Stocks
us-stock_pit-cl_gr1: Daily current liabilities growth rate of U.S. stocks over one year
us-stock_pit-cl_gr3: Daily current liabilities growth rate over 3 years for U.S. stocks
us-stock_pit-cl_lt: The ratio of current liabilities to non-current liabilities of U.S. stocks
us-stock_pit-coa_gr1a: 1-year growth rate of liquid operating assets in U.S. stocks
us-stock_pit-coa_gr3a: The 3-year average annual growth rate of current assets in U.S. stocks
us-stock_pit-cogs_gr1: 1-Year Growth Rate of Daily Cost of Goods Sold for U.S. Stocks
us-stock_pit-cogs_gr3: 3-Year Cost of Goods Sold Growth Rate of U.S. Stocks
us-stock_pit-col_gr1a: 1-Year Growth Rate of Current Liabilities in U.S. Stocks
us-stock_pit-col_gr3a: The 3-year average annual growth rate of current liabilities in U.S. stocks
us-stock_pit-cop_at: Operating expense ratio relative to total assets of U.S. stocks
us-stock_pit-cop_atl1: Operating expense ratio compared to total assets of U.S. stocks from the previous year
us-stock_pit-cop_bev: Operating profit margin relative to the enterprise value of U.S. stocks
us-stock_pit-cop_me: Operating profit to market value ratio of U.S. stocks
us-stock_pit-cop_mev: Operating profit to market capitalization ratio of U.S. stocks
us-stock_pit-cowc_gr1a: 1-Year Working Capital Growth Rate of U.S. Stocks
us-stock_pit-cowc_gr3a: 3-Year Average Annual Growth Rate of Working Capital for U.S. Stocks
us-stock_pit-debt_at: Total debt to total assets ratio of U.S. stocks
us-stock_pit-debt_be: Total debt to equity ratio of U.S. stocks
us-stock_pit-debt_bev: Total debt ratio compared to the enterprise value of U.S. stocks
us-stock_pit-debt_gr1: 1-Year Total Debt Growth Rate of U.S. Stocks
us-stock_pit-debt_gr3: 3-Year Total Debt Growth Rate of U.S. Stocks
us-stock_pit-debt_me: Debt to Market Value Ratio of U.S. Stocks
us-stock_pit-debt_mev: Total debt ratio compared to the market capitalization of U.S. stocks
us-stock_pit-debtlt_be: Long-term debt to equity ratio of U.S. stocks
us-stock_pit-debtlt_bev: Long-term debt ratio compared to the enterprise value of U.S. stocks
us-stock_pit-debtlt_debt: Long-term debt ratio compared to total debt of U.S. stocks
us-stock_pit-debtlt_gr1a: 1-Year Long-Term Debt Growth Rate of U.S. Stocks
us-stock_pit-debtlt_gr3a: The 3-year average annual growth rate of long-term debt for U.S. stocks
us-stock_pit-debtlt_mev: Long-term debt to market capitalization ratio of U.S. stocks
us-stock_pit-debtst_bev: Short-term debt ratio compared to the enterprise value of U.S. stocks
us-stock_pit-debtst_debt: The short-term debt ratio compared to total debt of U.S. stocks
us-stock_pit-debtst_gr1a: 1-Year Short-Term Debt Growth Rate of U.S. Stocks
us-stock_pit-debtst_gr3a: 3-Year Short-Term Debt Growth Rate of U.S. Stocks
us-stock_pit-debtst_mev: The ratio of short-term debt to market capitalization of U.S. stocks
us-stock_pit-dgp_dsale: The change rate of gross profit relative to sales in U.S. stocks
us-stock_pit-div_at: Dividend yield relative to total assets of U.S. stocks
us-stock_pit-div_gr1a: 1-Year Dividend Growth Rate of U.S. Stocks
us-stock_pit-div_gr3a: 3-Year Average Annual Dividend Growth Rate of U.S. Stocks
us-stock_pit-div_me: Dividend to market value ratio of U.S. stocks
us-stock_pit-div_ni: Dividend payout ratio relative to net income of U.S. stocks
us-stock_pit-dp_gr1a: 1-year depreciation expense growth rate of U.S. stocks
us-stock_pit-dp_gr3a: The 3-year average annual depreciation expense growth rate of U.S. stocks
us-stock_pit-dsale_dinv: Inventory turnover ratio relative to sales of U.S. stocks
us-stock_pit-dsale_drec: Change rate of accounts receivable relative to sales in U.S. stocks
us-stock_pit-dsale_dsga: The rate of change in selling and administrative expenses relative to sales of U.S. stocks
us-stock_pit-earning_variability: Volatility of returns in U.S. stocks
us-stock_pit-ebit_at: Daily EBIT/Total Assets Ratio of US Stocks
us-stock_pit-ebit_bev: Interest and pre-tax profit ratio compared to the enterprise value of U.S. stocks
us-stock_pit-ebit_gr1a: 1-Year EBIT Growth Rate of U.S. Stocks
us-stock_pit-ebit_gr3a: 3-Year Average Annual Growth Rate of EBIT for U.S. Stocks
us-stock_pit-ebit_int: Interest and pre-tax profit ratio compared to interest expenses of U.S. stocks
us-stock_pit-ebit_me: EBIT to market value ratio of U.S. stocks
us-stock_pit-ebit_mev: EBIT to market capitalization ratio of U.S. stocks
us-stock_pit-ebit_sale: EBIT ratio compared to revenue of U.S. stocks
us-stock_pit-ebitda_at: Daily EBITDA/Total Assets Ratio of US Stocks
us-stock_pit-ebitda_bev: EBITDA ratio compared to the enterprise value of U.S. stocks
us-stock_pit-ebitda_debt: The ratio of total debt to EBITDA for U.S. stocks
us-stock_pit-ebitda_gr1a: 1-Year EBITDA Growth Rate of U.S. Stocks
us-stock_pit-ebitda_gr3a: 3-Year Average Annual Growth Rate of EBITDA for U.S. Stocks
us-stock_pit-ebitda_me: EBITDA to Market Value Ratio of U.S. Stocks
us-stock_pit-ebitda_mev: EBITDA to market capitalization ratio of U.S. stocks
us-stock_pit-ebitda_ppen: EBITDA ratio compared to tangible assets of U.S. stocks
us-stock_pit-ebitda_sale: EBITDA margin relative to revenue for U.S. stocks
us-stock_pit-eq_dur: Equity duration of U.S. stocks
us-stock_pit-fi_at: Financial return ratio compared to total assets of U.S. stocks
us-stock_pit-fi_bev: Financial return ratio compared to the corporate value of U.S. stocks
us-stock_pit-fna_gr1a: 1-Year Financial Asset Growth Rate of U.S. Stocks
us-stock_pit-fna_gr3a: The 3-year average annual growth rate of financial assets in the U.S. stock market
us-stock_pit-fnl_gr1a: 1-Year Financial Debt Growth Rate of U.S. Stocks
us-stock_pit-fnl_gr3a: The 3-year average annual growth rate of financial liabilities in U.S. stocks
us-stock_pit-gmar_ch5: 5-Year Change in Gross Profit Margin of U.S. Stocks
us-stock_pit-gp_at: Daily total return to total assets ratio of U.S. stocks
us-stock_pit-gp_atl1: Gross profit margin compared to total assets of U.S. stocks from the previous year
us-stock_pit-gp_bev: Gross Profit Margin Ratio relative to the Enterprise Value of U.S. Stocks
us-stock_pit-gp_gr1a: 1-Year Gross Profit Growth Rate of U.S. Stocks
us-stock_pit-gp_gr3a: The 3-year average annual growth rate of gross profit for U.S. stocks
us-stock_pit-gp_me: Gross profit to market value ratio of U.S. stocks
us-stock_pit-gp_mev: Gross profit to market capitalization ratio of U.S. stocks
us-stock_pit-gp_ppen: The ratio of gross profit to tangible assets of U.S. stocks
us-stock_pit-gp_sale: Gross profit margin relative to revenue of U.S. stocks
us-stock_pit-gpoa_ch5: 5-Year Change in Total Asset Return of U.S. Stocks
us-stock_pit-int_debt: Interest expense ratio relative to total debt of U.S. stocks
us-stock_pit-int_debtlt: Interest expense ratio compared to long-term debt of U.S. stocks
us-stock_pit-intan_gr1a: 1-Year Intangible Asset Growth Rate of U.S. Stocks
us-stock_pit-intan_gr3a: 3-Year Growth Rate of Intangible Assets in U.S. Stocks
us-stock_pit-intrinsic_value: Intrinsic value of U.S. stocks
us-stock_pit-inv_act: The ratio of inventory assets to current assets of U.S. stocks
us-stock_pit-inv_days: Inventory turnover days of U.S. stocks
us-stock_pit-inv_gr1: Inventory growth rate of U.S. stocks
us-stock_pit-inv_gr1a: 1-Year Inventory Growth Rate of U.S. Stocks
us-stock_pit-inv_gr3a: 3-Year Inventory Growth Rate of U.S. Stocks
us-stock_pit-inv_turnover: Inventory turnover ratio of U.S. stocks
us-stock_pit-ival_me: Intrinsic value ratio compared to the market capitalization of U.S. stocks
us-stock_pit-kz_index: Kaplan-Zingales Index of U.S. Stocks (Financial Constraint Indicator)
us-stock_pit-lnoa_gr1a: The one-year growth rate of net operating assets of U.S. stocks
us-stock_pit-lt_gr1: Daily long-term debt growth rate of U.S. stocks over one year
us-stock_pit-lt_gr3: Daily long-term debt growth rate of U.S. stocks over 3 years
us-stock_pit-lt_ppen: The ratio of non-current liabilities to tangible assets of U.S. stocks
us-stock_pit-nca_gr1: 1-Year Growth Rate of Current Assets in U.S. Stocks
us-stock_pit-nca_gr3: 3-Year Growth Rate of Current Assets in U.S. Stocks
us-stock_pit-ncl_gr1: 1-year current liabilities growth rate of U.S. stocks
us-stock_pit-ncl_gr3: 3-Year Current Liabilities Growth Rate of U.S. Stocks
us-stock_pit-ncoa_gr1a: 1-Year Growth Rate of Non-Current Operating Assets of U.S. Stocks
us-stock_pit-ncoa_gr3a: The 3-year average annual growth rate of non-current operating assets in U.S. stocks
us-stock_pit-ncol_gr1a: 1-Year Non-Current Operating Liabilities Growth Rate of U.S. Stocks
us-stock_pit-ncol_gr3a: The 3-year average annual growth rate of non-current operating liabilities for U.S. stocks
us-stock_pit-netdebt_me: Net Debt to Market Value Ratio of U.S. Stocks
us-stock_pit-nfna_gr1a: 1-Year Net Financial Asset Growth Rate of U.S. Stocks
us-stock_pit-nfna_gr3a: The 3-year average annual growth rate of net financial assets in U.S. stocks
us-stock_pit-ni_ar1: Autocorrelation coefficient of net income of U.S. stocks
us-stock_pit-ni_at: Net income to total assets ratio of U.S. stocks
us-stock_pit-ni_be: Return on Equity ratio of U.S. stocks
us-stock_pit-ni_gr1a: 1-Year Growth Rate of Daily Net Income for U.S. Stocks
us-stock_pit-ni_gr3a: 3-Year Net Income Growth Rate of U.S. Stocks
us-stock_pit-ni_inc8q: Whether the net profit of U.S. stocks has increased for eight consecutive quarters
us-stock_pit-ni_ivol: Volatility of net income in U.S. stocks
us-stock_pit-ni_me: The ratio of net income to market value of U.S. stocks
us-stock_pit-ni_sale: The ratio of net income to revenue for U.S. stocks
us-stock_pit-niq_at: Quarterly net income to total assets ratio of U.S. stocks
us-stock_pit-niq_at_chg1: Year-over-year change in the quarterly net income to total assets ratio of U.S. stocks
us-stock_pit-niq_be: Quarterly net income to equity ratio of U.S. stocks
us-stock_pit-niq_be_chg1: Year-over-year change in the quarterly net income to equity ratio of U.S. stocks
us-stock_pit-niq_saleq_std: Standard deviation of the quarterly net income to revenue ratio of U.S. stocks
us-stock_pit-niq_su: Quarterly earnings surprise of U.S. stocks
us-stock_pit-nix_be: Net income ratio excluding special items to equity for U.S. stocks
us-stock_pit-nix_gr1a: 1-Year Special Profit and Loss Growth Rate of U.S. Stocks
us-stock_pit-nix_gr3a: The 3-year average annual growth rate of net income excluding special items for U.S. stocks
us-stock_pit-nix_me: Net income excluding special items to market value ratio of U.S. stocks
us-stock_pit-nix_sale: Net profit margin excluding special items relative to revenue for U.S. stocks
us-stock_pit-nncoa_gr1a: 1-Year Net Non-Current Operating Asset Growth Rate of U.S. Stocks
us-stock_pit-nncoa_gr3a: 3-Year Average Annual Growth Rate of Net Non-Current Operating Assets in U.S. Stocks
us-stock_pit-noa_at: The ratio of net operating assets to total assets of U.S. stocks
us-stock_pit-noa_gr1a: 1-Year Net Operating Asset Growth Rate of U.S. Stocks
us-stock_pit-noa_gr3a: The 3-year average annual growth rate of net operating assets in U.S. stocks
us-stock_pit-nri_at: The ratio of non-recurring items to total assets of U.S. stocks
us-stock_pit-nwc_at: The ratio of net working capital to total assets of U.S. stocks
us-stock_pit-nwc_gr1a: 1-Year Net Working Capital Growth Rate of U.S. Stocks
us-stock_pit-nwc_gr3a: 3-Year Average Annual Growth Rate of Net Working Capital for U.S. Stocks
us-stock_pit-o_score: Ohlson O-Score of U.S. stocks (bankruptcy risk indicator)
us-stock_pit-oa_gr1a: 1-Year Operating Asset Growth Rate of U.S. Stocks
us-stock_pit-oa_gr3a: 3-Year Average Annual Growth Rate of Operating Assets in U.S. Stocks
us-stock_pit-oaccruals_at: The ratio of operating income to total assets of U.S. stocks
us-stock_pit-oaccruals_ni: The ratio of operating income to net income for U.S. stocks
us-stock_pit-ocf_at: Operating cash flow to total assets ratio of U.S. stocks
us-stock_pit-ocf_at_chg1: The one-year change in the operating cash flow to total assets ratio of U.S. stocks
us-stock_pit-ocf_be: Operating cash flow ratio to equity for U.S. stocks
us-stock_pit-ocf_cl: Operating cash flow ratio compared to current liabilities of U.S. stocks
us-stock_pit-ocf_debt: Operating cash flow ratio to total debt of U.S. stocks
us-stock_pit-ocf_gr1a: 1-Year Operating Cash Flow Growth Rate of U.S. Stocks
us-stock_pit-ocf_gr3a: 3-Year Average Annual Growth Rate of Operating Cash Flow for U.S. Stocks
us-stock_pit-ocf_me: Operating cash flow to market value ratio of U.S. stocks
us-stock_pit-ocf_mev: Operating cash flow to market capitalization ratio of U.S. stocks
us-stock_pit-ocf_sale: Operating cash flow ratio compared to revenue of U.S. stocks
us-stock_pit-ocfq_saleq_std: Standard deviation of operating cash flow relative to quarterly revenue of U.S. stocks
us-stock_pit-ol_gr1a: 1-Year Operating Liability Growth Rate of U.S. Stocks
us-stock_pit-ol_gr3a: The 3-year average annual growth rate of operating liabilities for U.S. stocks
us-stock_pit-op_at: Operating profit margin relative to total assets of U.S. stocks
us-stock_pit-op_atl1: Operating profit margin compared to total assets of the previous year for U.S. stocks
us-stock_pit-ope_be: Operating profit margin relative to equity for U.S. stocks
us-stock_pit-ope_bel1: Operating profit margin of U.S. stocks compared to last year's equity
us-stock_pit-ope_gr1a: 1-Year Operating Profit Growth Rate of U.S. Stocks
us-stock_pit-ope_gr3a: The 3-year average annual growth rate of operating profit for U.S. stocks
us-stock_pit-ope_me: Operating profit to market value ratio of U.S. stocks
us-stock_pit-opex_at: Operating expense ratio relative to total assets of U.S. stocks
us-stock_pit-opex_gr1: 1-Year Growth Rate of Daily Operating Expenses for U.S. Stocks
us-stock_pit-opex_gr3: 3-Year Operating Expense Growth Rate of U.S. Stocks
us-stock_pit-pi_nix: The ratio of special items to net income excluding special items for U.S. stocks
us-stock_pit-pi_sale: Pre-tax profit margin relative to revenue for U.S. stocks
us-stock_pit-ppeg_gr1a: 1-Year Growth Rate of Tangible Assets in U.S. Stocks
us-stock_pit-ppeg_gr3a: 3-Year Growth Rate of Tangible Assets in U.S. Stocks
us-stock_pit-ppeinv_gr1a: 1-Year Growth Rate of Tangible Assets and Inventory of U.S. Stocks
us-stock_pit-ppen_mev: Ratio of tangible assets to market capitalization of U.S. stocks
us-stock_pit-profit_cl: Net income ratio compared to current liabilities of U.S. stocks
us-stock_pit-pstk_bev: The ratio of preferred shares to the market value of U.S. stocks
us-stock_pit-pstk_gr1: 1-Year Growth Rate of Daily Preferred Stocks in the U.S.
us-stock_pit-pstk_gr3: 3-Year Growth Rate of Daily Preferred Stocks in the U.S. Market
us-stock_pit-pstk_mev: The ratio of preferred shares to the market capitalization of U.S. stocks
us-stock_pit-rd5_at: The ratio of cumulative research and development expenses to total assets for U.S. stocks over five years
us-stock_pit-rd_at: The ratio of research and development expenses to total assets of U.S. stocks
us-stock_pit-rd_me: Research and Development Expense to Market Value Ratio of U.S. Stocks
us-stock_pit-rd_sale: The ratio of research and development expenses to sales in U.S. stocks
us-stock_pit-rec_act: The ratio of accounts receivable to current assets in U.S. stocks
us-stock_pit-rec_days: Days Sales Outstanding (DSO) of U.S. Stocks
us-stock_pit-rec_gr1a: 1-year accounts receivable growth rate of U.S. stocks
us-stock_pit-rec_gr3a: The 3-year revenue growth rate of U.S. stocks
us-stock_pit-rec_turnover: Accounts receivable turnover ratio of U.S. stocks
us-stock_pit-roa_ch5: 5-Year Change in Total Asset Return of U.S. Stocks
us-stock_pit-roe_be_std: The standard deviation of the annual return on equity for U.S. stocks
us-stock_pit-roe_ch5: 5-Year Change in Return on Equity for U.S. Stocks
us-stock_pit-roeq_be_std: The standard deviation of quarterly return on equity for U.S. stocks
us-stock_pit-sale_be: Return on equity of U.S. stocks
us-stock_pit-sale_bev: Revenue to enterprise value ratio of U.S. stocks
us-stock_pit-sale_gr1: Year-over-year growth rate of daily sales for U.S. stocks
us-stock_pit-sale_gr3: 3-Year Growth Rate of Daily Sales for U.S. Stocks
us-stock_pit-sale_me: Revenue to Market Value Ratio of U.S. Stocks
us-stock_pit-sale_mev: Revenue to Market Capitalization Ratio of U.S. Stocks
us-stock_pit-sale_nwc: The turnover rate of net working capital in U.S. stocks
us-stock_pit-saleq_su: Quarterly revenue surprise of U.S. stocks
us-stock_pit-sga_gr1: 1-Year Growth Rate of Daily Selling and Administrative Expenses for U.S. Stocks
us-stock_pit-sga_gr3: 3-Year Selling, General and Administrative Expense Growth Rate of U.S. Stocks
us-stock_pit-spi_at: The ratio of special items to total assets of U.S. stocks
us-stock_pit-sti_gr1a: 1-Year Growth Rate of Short-Term Investments in U.S. Stocks
us-stock_pit-taccruals_at: Ratio of total liabilities to total assets of U.S. stocks
us-stock_pit-taccruals_ni: The ratio of total expenses to net income for U.S. stocks
us-stock_pit-tangibility: The ratio of tangible assets in U.S. stocks
us-stock_pit-tax_gr1a: 1-Year Corporate Tax Growth Rate of U.S. Stocks
us-stock_pit-tax_gr3a: The 3-year average annual increase rate of corporate tax expenses for U.S. stocks
us-stock_pit-tax_pi: Corporate tax rate compared to pre-tax earnings of U.S. stocks
us-stock_pit-txditc_gr1a: 1-Year Deferred Corporate Tax Growth Rate of U.S. Stocks
us-stock_pit-txditc_gr3a: The 3-year average annual growth rate of deferred corporate tax and investment tax credits for U.S. stocks
us-stock_pit-txp_gr1a: The one-year growth rate of deferred corporate taxes for U.S. stocks
us-stock_pit-txp_gr3a: The three-year average annual growth rate of corporate tax payments for U.S. stocks
us-stock_pit-xido_at: Special items and discontinued operations ratio compared to total assets of U.S. stocks
us-stock_pit-z_score: Altman Z-Score of US stocks (bankruptcy risk indicator)
Reference and Formula
Note
The paper calculate factor using annual data, but Finterlabs provides factors calculated using quarterly data. Therefore, we do not provide factors for items that do not have quarterly data available.
For factors calculated using me_company(such as _me, _mev and etc.), their column is provided as gvkeyiid.
In the paper, me_company was used on a monthly basis, but we provide factors calculated using daily me_company.
Summary This document provides an overview of various US stock strategies based on different investment criteria set by renowned investors.
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20000101
0 15 * * 1-5
Item List Strategies Based on Specific Investors
us-brad_gerstner: A US stock strategy based on Brad Gerstner's criteria: Revenue growth with annual revenue growth > 20%, margin expansion with annual gross margin growth > 5%, cash flow with annual FCF growth > 10%, EPS growth with annual EPS growth > 10%, and valuation with P/E < 15.
us-charlie_munger: A US stock strategy based on Charlie Munger's criteria: Buy and Hold with ROIC > 15%, margin of safety with P/E < 10 & P/B < 1.5, moat holding quality stocks with ROE > 15% & annual revenue growth < 15%, cash strategy with debt-to-equity ratio < 0.5 & ROE > 15%, and risk management with current ratio > 2.
us-david_dreman: A US stock strategy based on David Dreman's criteria: PER in the bottom 20% or PBR in the bottom 20%, market cap within the top 500, annual net income growth > 7%, ROE in the top one-third among the top 500 by market cap, current ratio > 2, and debt-to-equity ratio < 1.
us-alex_sacerdote: A US stock strategy based on Alex Sacerdote's criteria: Growth with annual revenue growth > 20% or net income growth > 30%, innovation with R&D expenditure > 10%, market leadership with EPS growth > 20% or ROE > 10%, macro trends with debt-to-equity ratio < 0.5, and valuation with P/E < 15 or PSR < 2 or EV/EBITDA < 10 or P/CF < 10.
us-james_oshaughnessy: A US stock strategy based on James O'Shaughnessy's criteria: ROIC > 13% & P/E < 20, P/B < 2, debt-to-equity ratio > 1.5 or FCF > 0, dividend yield > 2%, annual EPS growth > 20%, dividend yield > 4% & debt-to-equity ratio < 1, 12-month price momentum > 0 & annual EPS growth > 20%.
us-glenn_welling: A US stock strategy based on Glenn Welling's criteria: Activist strategy with EV/EBITDA < 8, operational improvement with ROIC < 10%, spinoff strategy with P/B < 1.5, event-driven strategy with P/S < 1.5, activist focus with P/B < 1, and growth strategy with PEG < 1.
us-benjamin: A US stock strategy based on Benjamin Graham's criteria: Current ratio > 200%, net current assets > long-term debt, EPS growth > 3%, PER < 15, PBR*PER < 22, and debt-to-equity ratio < 1.
us-colin_moran: A US stock strategy based on Colin Moran's criteria: High-quality investments with a focus on consistent earnings growth, low leverage with debt-to-equity ratio < 0.5, strong ROE > 15%, valuation with P/E < 20 or P/B < 2, and sustainable free cash flow (FCF > 0).
us-warren_buffet: A US stock strategy based on Warren Buffett's criteria: ROE > 15%, long-term debt-to-equity ratio < 1, current ratio > 1.5, FCF > 0, PER < 17, P/B < 1.5, debt-to-equity ratio > 1.5, and EPS growth > 10%.
us-bill_ackman: A US stock strategy based on Bill Ackman's criteria: ROIC > 13% & P/E < 20, activist strategy with P/E < 20 & P/B < 2, debt-to-equity ratio > 1.5 or FCF > 0, and dividend yield > 2%.
benjamin_graham: No description.
us-glenn_greenberg: A US stock strategy based on Glenn Greenberg's criteria: Low valuation with P/E < 15, high efficiency with ROIC > 15%, strong financials with debt-to-equity ratio < 0.5, margin expansion with gross margin growth > 3%, and strong cash flow with FCF > 5% of market cap.
us-peter_lynch: A US stock strategy based on Peter Lynch's criteria: PER < 40, PEG < 1.8, inventory-to-sales ratio < 5%, debt-to-equity ratio < 0.8, ROE > 5%, ROA > 1%, and dividend yield > 3%.
us-cathie_wood: A US stock strategy based on Cathie Wood's criteria: Innovative companies with PEG < 2, technological transition with PSR < 20, disruptive companies with revenue growth > 20%, and risk management with current ratio > 2.
us-william_oneil: A US stock strategy based on William O'Neil's criteria: Current quarterly EPS growth > 18%, annual EPS growth > 18%, ROE > 17%, recent stock price > 85% of the 52-week high, and annual stock price growth in the top 20%.
us-ron_baron: A US stock strategy based on Ron Baron's criteria: Long-term investment with ROE > 15%, valuation strategy with PSR < 1.5 or P/E < 20 or EV/EBITDA < 10 or P/FCF < 15, growth potential with annual revenue growth > 25%, and innovation with R&D expenditure > 10% of revenue.
macro
Summary The data set includes various economic indicators related to the U.S. stock market, such as the 30-year Treasury yield, Producer Price Index, and Real Gross Domestic Product (GDP) Growth Rate. It also features metrics like the Consumer Price Index, unemployment rate estimates, and housing market statistics, providing a comprehensive overview of the current economic landscape.
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live-a261rx1q020sbea: U.S. Real Gross Domestic Product (GDP) Growth Rate
live-aaa10y: Spread between Moody's Aaa corporate bonds and 10-year government bond yields
live-awhaeman: Real-time average hourly wage estimate
live-bamlh0a0hym2: ICE BofA US High Yield Index option-adjusted spread
live-bamlhyh0a0hym2triv: ICE BofA US High Yield Index total return
live-boptexp: Export amount
live-boptimp: Revenue
live-businv: Total corporate inventory
live-cdsp: Retail Inventory/Sales Ratio
live-cfnai: Chicago Federal Reserve National Activity Index
live-chnlolitoaastsam: Real-time estimate of China's leading economic index
live-comrepusq159n: Real-time Commercial Real Estate Price Index Estimate
live-cpiaucsl: Real-time Consumer Price Index (CPI) estimate
live-cpilfesl: Consumer Price Index (excluding food and energy)
live-csushpinsa: Real-time S&P/Case-Shiller U.S. National Home Price Index estimate
live-daaa: Moody's Aaa rated corporate bond yield
live-dbaa: Moody's Baa rated corporate bond yield
live-dcoilwtico: WTI crude oil price
live-dfii10: 10-year Treasury Inflation-Protected Securities (TIPS) yield
live-dgorder: New Orders in Manufacturing
live-dgs1: 1-year government bond yield
live-dgs10: U.S. 10-Year Treasury Yield
live-dgs1mo: 1-month Treasury yield
live-dgs2: 2-year Treasury yield
live-dgs20: 20-year Treasury yield
live-dgs3: 3-year government bond yield
live-dgs30: 30-year Treasury yield
live-dgs3mo: 3-month U.S. Treasury yield
live-dgs5: 5-year government bond yield
live-dgs6mo: 6-month U.S. Treasury yield
live-dgs7: 7-year government bond yield
live-dspic96: Real Disposable Personal Income
live-dtb3: 3-month Treasury yield
live-dtwexbgs: Real Effective Exchange Rate Index of the US Dollar
live-fedfunds: Real-time Federal Funds Rate Estimate
live-gacdfsa066msfrbphi: Philadelphia Federal Reserve Bank GDP Forecast
live-gacdisa066msfrbny: New York Federal Reserve Bank GDP Forecast
live-gdp: Real-time Gross Domestic Product (GDP) estimates
live-gdpc1: Real-time estimate of the real Gross Domestic Product (GDP)
live-houst: Number of housing starts
live-hsn1f: New Home Sales
live-icsa: Initial unemployment insurance claims
live-indpro: Real-time Industrial Production Index Estimate
live-iq: No description
live-ir: No description
live-jtsjol: Number of job openings
live-m1sl: Real-time M1 money supply estimate
live-m2real: Real-time estimate of the actual M2 money supply
live-m2sl: Real-time M2 money supply estimate
live-mdsp: Manufacturing Inventory/Sales Ratio
live-mich: University of Michigan Consumer Confidence Index
live-mortgage30us: 30-year fixed mortgage rate
live-oecdlolitoaastsam: Real-time OECD Composite Leading Indicator Estimate
live-payems: Number of Non-Farm Employees
live-pcec96: Real Personal Consumption Expenditures
live-pcepi: Personal Consumption Expenditures Price Index
live-pcepilfe: Personal Consumption Expenditures Price Index (excluding food and energy)
live-pcoppusdm: 미국 달러로 표시된 구리 가격의 일일 데이터
live-permit: Estimated number of new housing construction permits in real-time
live-ppiaco: Real-time Producer Price Index (PPI) estimate
live-ppifis: Producer Price Index
live-recprousm156n: Real-time estimate of recession probabilities
live-rpi: Real Personal Income
live-rsafs: Retail sales
live-sp500: S&P 500 Index
live-stlfsi2: St. Louis Federal Reserve Financial Stress Index
live-t10y2y: 10-year to 2-year Treasury yield spread
live-t10yie: 10-Year Treasury Inflation-Protected Securities (TIPS) Yield
live-t5yie: 5-Year Treasury Inflation-Protected Securities (TIPS) Yield
live-tcu: Equipment Utilization Rate
live-tedrate: TED Spread
live-ttlcons: Total construction expenditure
live-ulcnfb: Non-farm sector unit labor costs
live-umcsent: University of Michigan Consumer Sentiment Index
live-unrate: Real-time unemployment rate estimate
live-usalolitoaastsam: Real-time estimate of the US Leading Economic Index
live-usepuindxd: U.S. Economic Policy Uncertainty Index
live-usrec: Real-time estimates of U.S. recession indicators
live-vixcls: CBOE Volatility Index (VIX)
live-wdtgal: Survey of Loan Officer Opinions: Loan Criteria
live-whlslrimsa: Wholesale inventory
live-wlodll: Survey of Loan Officer Opinions: Loan Demand
live-wshotsl: Housing sales inventory
edge
Summary The data consists of various sentiment indices and tone metrics related to the U.S. stock market, including averages, totals, and percentages derived from raw sentiment analysis and business news. These indices are designed to provide insights into market sentiment and trends, utilizing models such as SARIMA and moving averages for analysis.
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1d, 1w, 1m
Item List
SP500_EWS: S&P 500 Early Warning System (Monthly)
SP500_EWS: S&P 500 Early Warning System (Weekly)
SP500_EWS_UI_append: Monthly UI Additional Sentiment Index for S&P 500
SP500_EWS_UI_append: Weekly UI Additional Sentiment Index for S&P 500
SP500_EWS_biz_news: Monthly Business News Sentiment Index for S&P 500
SP500_EWS_biz_news: Weekly Business News Sentiment Index for S&P 500
SP500_EWS_compustat: S&P 500 Early Warning System (Based on Compustat, Weekly)
SP500_EWS_compustat: S&P 500 Early Warning System (Compustat-based, Monthly)
SP500_EWS_origin: S&P 500 Early Warning System Original (Monthly)
SP500_EWS_origin: S&P 500 Early Warning System Original (Weekly)
SP500_EWS_origin_biz_news: Original monthly business news sentiment index for the S&P 500
SP500_EWS_origin_biz_news: Original weekly business news sentiment index for the S&P 500
SP500_EWS_origin_compustat: S&P 500 Early Warning System Original (Compustat-based, Monthly)
SP500_EWS_origin_compustat: S&P 500 Early Warning System Original (Compustat-based, Weekly)
SP500_EWS_origins_biz_news: Original value of the weekly business news sentiment index for the S&P 500
SP500_EWS_origins_biz_news: Original values of the monthly business news sentiment index for the S&P 500
SP500_EWSs_biz_news: Monthly Business News Sentiment Index for S&P 500
SP500_EWSs_biz_news: Weekly Business News Sentiment Index for S&P 500
post_sarima_sent-1_1-sum_per: Percentage of the sentiment index for the US stock market after applying the SARIMA model (alternative version)
post_sarima_sent-1_1-sum_sum: Total sentiment index of the US stock market after applying the SARIMA model (alternative version)
post_sarima_sent-1_2-sum_per: Percentage of sentiment index in the US stock market after applying the SARIMA model
post_sarima_sent-1_2-sum_sum: Total sentiment index of the US stock market after applying the SARIMA model
post_sarima_sent_biz_news-1_1-sum_per: The percentage sum of sentiment analysis results after applying the SARIMA model to business news about the US stock market
post_sarima_sent_biz_news-1_1-sum_sum: The total results of sentiment analysis after applying the SARIMA model to business news about the US stock market
post_sarima_sent_biz_news-1_2-sum_per: The percentage sum of the results of the second type of sentiment analysis after applying the SARIMA model to business news about the US stock market
post_sarima_sent_biz_news-1_2-sum_sum: The total of the second type sentiment analysis results after applying the SARIMA model to business news about the US stock market
raw_sentiment-1_1-mean_per: Average percentage of the U.S. stock market sentiment index
raw_sentiment-1_1-mean_sum: Average Total of the U.S. Stock Market Sentiment Index
raw_sentiment-1_1-sum_per: Percentage of the U.S. Stock Market Sentiment Index
raw_sentiment-1_1-sum_sum: Total Sentiment Index of the U.S. Stock Market
raw_sentiment-1_2-mean_per: Average Percentage of the U.S. Stock Market Sentiment Index (Alternative Version)
raw_sentiment-1_2-mean_sum: Average Total of the U.S. Stock Market Sentiment Index (Alternative Version)
raw_sentiment-1_2-sum_per: U.S. Stock Market Sentiment Index Percentage (Alternative Version)
raw_sentiment-1_2-sum_sum: Total Sentiment Index of the U.S. Stock Market (Alternative Version)
raw_sentiment_biz_news-1_1-mean_per: Average percentage of raw sentiment analysis results of business news regarding the US stock market
raw_sentiment_biz_news-1_1-mean_sum: The average sum of raw sentiment analysis results of business news regarding the U.S. stock market
raw_sentiment_biz_news-1_1-sum_per: The percentage sum of raw sentiment analysis results of business news regarding the US stock market
raw_sentiment_biz_news-1_1-sum_sum: The total of raw sentiment analysis results of business news regarding the U.S. stock market
raw_sentiment_biz_news-1_2-mean_per: The average percentage of the second type of raw sentiment analysis results for business news related to the U.S. stock market
raw_sentiment_biz_news-1_2-mean_sum: The average total of the second type of raw sentiment analysis results for business news related to the U.S. stock market
raw_sentiment_biz_news-1_2-sum_per: The second type percentage total of raw sentiment analysis results for business news about the U.S. stock market
raw_sentiment_biz_news-1_2-sum_sum: The total of the second type of raw sentiment analysis results for business news regarding the U.S. stock market
us_tone_m3: U.S. Stock Market Tone Index (3-Month Moving Average)
us_tone_m3_EWS: U.S. Stock Market Tone Index Early Warning System (3-Month Moving Average, Monthly)
us_tone_m3_EWS_compustat: U.S. Stock Market Tone Index Early Warning System (3-Month Moving Average, Compustat-Based, Monthly)
us_tone_m3_exp: U.S. Stock Market Tone Index Smoothing (3-Month Moving Average)
us_tone_m3_exp_EWS: U.S. Stock Market Tone Index Smoothing Early Warning System (3-Month Moving Average, Monthly)
us_tone_m3_exp_EWS_compustat: U.S. Stock Market Tone Index Smoothing Early Warning System (3-Month Moving Average, Compustat-Based, Monthly)
Summary This data catalog provides unstructured information related to assets using LLM for the US stock universe.
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asset: Unstructured information related to assets using LLM. Summary The data encompasses summaries of major news topics in the United States, specifically focusing on general news and business news. Each summary is organized by topic and includes a list of relevant keywords associated with the news items.
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topenbiznews_us: Summary of major English business news in the United States; columns are topic. e.g. 0:['edge', 'lee', 'rambunctious', 'inflect', 'ontroerend', 'obliqueness', 'mortality', 'pounce', 'merry', 'len'],
topnews_us: Summary of Major News in the United States; columns are topic. e.g. 0:['edge', 'lee', 'rambunctious', 'inflect', 'ontroerend', 'obliqueness', 'mortality', 'pounce', 'merry', 'len']
Summary This document provides information about the US stock market risk-related knowledge graph data.
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Item List
kg_risk_us: Knowledge graph information on risks in the U.S. market
US ETF
market
Summary This document provides information on U.S. ETF data items, including total return and adjustment factors.
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Item List
Total Return Factors
us-etf-total_return_factor: Total return coefficient of U.S. ETFs
Adjustment Factors
us-etf-adjust_factor: Adjustment factor of US ETFsSummary This document provides an overview of the US ETF price and volume data items available in the data catalog.
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Daily
Item List Price Data
us-etf-price_open: Daily opening price of US ETFs
us-etf-price_close: Daily closing price of US ETFs
us-etf-price_high: Daily high of US ETFs
us-etf-price_low: Daily low of US ETFs
us-etf-indicated_annual_dividend: Annual expected dividends of U.S. ETFs
Volume Data
us-etf-trading_volume: Daily trading volume of US ETFs
us-etf-amount: Trading volume of US ETFs
us-etf-shares_outstanding: Daily issuance of shares for U.S. ETFs
Performance Metrics
us-etf-eps: Earnings Per Share (EPS) of US ETFs
us-etf-adr_ratio: ADR ratio of US ETFs
us-etf-ctoc: Rate of change in closing price compared to the closing price of US ETFs
us-etf-ctoc_total: Rate of change in closing price compared to the cumulative closing price of U.S. ETFs
VN ETF
market
Summary This document provides information on Vietnam ETF data items, including their adjustment factors and total return coefficients.
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vnm-etf-adjust_factor: Adjustment factor of Vietnam ETF
vnm-etf-total_return_factor: Total return coefficient of Vietnam ETF
VN STOCK
financial
Summary The data encompasses various financial ratios and metrics related to Vietnamese stocks, including earnings per share (EPS), price-to-earnings ratios, dividend yields, and market capitalization. It also includes growth rates, cash flow metrics, and valuation ratios, providing a comprehensive overview of the financial performance and valuation of stocks within the Vietnamese market.
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BV_per_Share: Book value per share of Vietnamese stocks
Beta_2_years: 2-Year Beta Coefficient of Vietnamese Stocks
Beta_6_months: 6-month beta coefficient of Vietnamese stocks
Cash_Flow_per_Share: Cash flow per share of Vietnamese stocks
Correlation_between_price_and_market: The correlation between Vietnamese stock prices and the market
Dividend_Yield_Paid: The actual paid dividend yield of Vietnamese stocks
Dividend_Yield_Plan: Planned dividend yield of Vietnamese stocks
Dividend_payout_ratio: Dividend policy of Vietnamese stocks
Dividend_per_share: Dividend per share of Vietnamese stocks
Dividend_yield_ratio: Dividend yield of Vietnamese stocks
EBITDA_per_share: EBITDA per share of Vietnamese stocks
EPS: Earnings Per Share of Vietnamese Stocks
EPS_Forecast: EPS forecast for Vietnamese stocks
EPS_diluted: Diluted earnings per share of Vietnamese stocks
EPS_diluted_finacial_statement: Diluted earnings per share of Vietnamese stocks
EPS_finacial_statement: Earnings per Share based on the financial statements of Vietnamese stocks
EPS_growth_QoQ: EPS growth rate of Vietnamese stocks compared to the previous quarter
EPS_growth_YoY: Year-over-year EPS growth rate of Vietnamese stocks
EPS_preother_income: Earnings per share excluding other income from Vietnamese stocks
EV: Corporate value of Vietnamese stocks
EV_EBIT: Vietnamese stock enterprise value to EBIT ratio
EV_EBITDA: Vietnamese stock enterprise value to EBITDA ratio
EV_Sales: The ratio of enterprise value to revenue of Vietnamese stocks
Foreign_investor_sector: Information on foreign investor sectors in Vietnamese stocks
Free_cash_flow_to_firm: Free cash flow of Vietnamese stocks
Freeloat_Shares: The number of outstanding shares of Vietnamese stocks
Graham_Number: Graham number of Vietnamese stocks
Listing_Volume: Number of listed shares in Vietnam stocks
Market_Cap: Market capitalization of Vietnamese stocks
Median_P_S_Value: The median price-to-sales ratio of Vietnamese stocks
Outstanding_Shares: Number of issued shares of Vietnamese stocks
PEG: PEG ratio of Vietnamese stocks
PEG_percentage: PEG ratio (%) of Vietnamese stocks
PE_preother_income: Price-to-earnings ratio excluding other income of Vietnamese stocks
P_B: Price-to-Book Ratio of Vietnamese Stocks
P_CFO: Price-to-Cash-Flow Ratio of Vietnamese Stocks
P_Cash_Flow: Price-to-Cash-Flow Ratio of Vietnamese Stocks
P_DIV: The price-to-dividend ratio of Vietnamese stocks
P_E: Price-to-earnings ratio of Vietnamese stocks
P_E_Forecast: Forecasted Price-to-Earnings Ratio of Vietnamese Stocks
P_E_diluted: Diluted price-to-earnings ratio of Vietnamese stocks
P_FCFE: The price-to-free cash flow to equity ratio (based on FCFE) of Vietnamese stocks
P_FCFF: The price-to-free cash flow ratio (based on FCFF) of Vietnamese stocks
P_S: Price-to-Sales Ratio of Vietnamese Stocks
P_Tangible_Book: Price-to-Asset Ratio of Vietnamese Stocks
Peter_Lynch_Value: Peter Lynch's value of Vietnamese stocks
Return_of_market_in_2_years: 2-Year Return of the Vietnamese Market
Return_of_stock_in_2_years: 2-Year Return on Vietnamese Stocks
Sales_per_Share: Revenue per share of Vietnamese stocks
Tangible_BV_per_Share: Book value per share of Vietnamese stocks for tangible assets
Trading_value_compared_to_market_capitalization: The trading value ratio compared to the market capitalization of Vietnamese stocks
Trading_value_compared_to_the_market: The trading value ratio of Vietnamese stocks compared to the market
Weighted_Average_Diluted_Outstanding_Shares: Weighted average diluted shares outstanding of Vietnamese stocks
Weighted_Average_Outstanding_Shares: Weighted average number of shares issued in Vietnam
Weighted_Average_Outstanding_Shares_in_the_period: Weighted average number of shares outstanding during the period for Vietnamese stocks
Summary This document provides an overview of cash flow data items related to Vietnamese stocks, including their descriptions and usage examples.
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net_profit_before_tax: Pre-tax net income information of Vietnamese stocks
net_cash_inflows_outflows_from_operating_activities: Information on net cash flow from operating activities of Vietnamese stocks
net_cash_inflows_outflows_from_financing_activities: Information on net cash flow from financing activities of Vietnamese stocks
net_cash_inflows_outflows_from_investing_activities: Information on net cash flow resulting from investment activities in Vietnamese stocks
net_increase_in_cash_and_cash_equivalents: Information on the net increase of cash and cash equivalents in Vietnamese stocks
cash_and_cash_equivalents_at_the_beginning_of_period: Information on the basic cash and cash equivalents of Vietnamese stocks
cash_and_cash_equivalents_at_the_end_of_period: Information on cash and cash equivalents at the end of the Vietnamese stocks
Investment and Asset Information
purchases_of_fixed_assets_and_other_long_term_assets: Information on the purchase of fixed assets and other long-term assets of Vietnamese stocks
proceeds_from_disposal_of_fixed_assets: Information on the disposal income of fixed assets in Vietnamese stocks
profit_loss_from_liquidating_fixed_assets: Information on the profit and loss from the disposal of fixed assets in Vietnamese stocks
investments_in_other_entities: Investment information on other companies in Vietnamese stocks
proceeds_from_divestment_in_other_entities: Information on the return on investment from other companies in Vietnamese stocks
Income and Expense Information
dividends_and_interest_received: Information on dividends and interest income from Vietnamese stocks
interest_income_and_dividend: Information on interest income and dividends from Vietnamese stocks
interest_expense: Interest expense information of Vietnamese stocks
loan_interests_already_paid: Information on interest payments for loans on Vietnamese stocks
payments_for_corporate_income_tax: Information on corporate tax payments for Vietnamese stocks
business_income_tax_paid: Information on corporate tax payments for Vietnamese stocks
payments_to_employees: Information on employee salary payments for Vietnamese stocks
payments_to_suppliers: Information on supplier payments for Vietnamese stocks
payments_for_share_returns_and_repurchases: Information on share buybacks and redemption expenditures of Vietnamese stocks
other_payments_on_operating_activities: Information on other operating expenses of Vietnamese stocks
Cash Flow Adjustments
increase_decrease_in_inventories: Information on the changes in inventory assets of Vietnamese stocks
increase_decrease_in_prepaid_expenses: Information on the changes in prepaid expenses for Vietnamese stocks
increase_decrease_in_payables: Information on the increase and decrease of accounts payable for Vietnamese stocks
increase_decrease_in_receivables: Information on the changes in accounts receivable of Vietnamese stocks
effect_of_foreign_exchange_differences: Information on the effects of exchange rate fluctuations on Vietnamese stocks
unrealised_foreign_exchange_gain_loss: Information on unrealized foreign exchange gains and losses of Vietnamese stocks
Other Financial Information
other_receipts_from_operating_activities: Information on other operating income from Vietnamese stocks
other_disbursements: Other expenditure information for Vietnamese stocks
other_gains: Other income information of Vietnamese stocks
gains_from_sales_of_goods_and_service_provisons_and_other_gains: Revenue from the sale of products and provision of services related to Vietnamese stocks and other revenue information
profit_loss_from_investing_activities: Profit and loss information on investment activities in Vietnamese stocks
collection_of_loans_proceeds_from_sales_of_debt_instruments: Information on loan recovery and debt product sales revenue from Vietnamese stocks
finance_lease_principal_payments: Information on principal repayment of financial leases for Vietnamese stocks
provisions: Information on provisions for Vietnamese stocks
This structured list provides a comprehensive overview of the cash flow data items available for Vietnamese stocks, making it easier for users to identify and utilize the relevant data.Summary This document provides an overview of the balance sheet data for Vietnamese stocks, including various financial metrics.
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long_term_assets: Non-current assets of Vietnamese stocks
total_assets: Total assets of Vietnamese stocks
current_assets: Liquid assets of Vietnamese stocks
fixed_assets: Fixed assets of Vietnamese stocks
inventories_net: Net inventory assets of Vietnamese stocks
cash_and_cash_equivalents: Cash and cash equivalents of Vietnamese stocks
Liabilities
total_liabilities: Total debt of Vietnamese stocks
current_liabilities: Current liabilities of Vietnamese stocks
long_term_liabilities: Non-current liabilities of Vietnamese stocks
short_term_loans: Short-term borrowings of Vietnamese stocks
long_term_loans: Long-term loan information for Vietnamese stocks
trade_accounts_payable: Accounts payable for Vietnamese stocks
Equity
owners_equity: Information on the equity of Vietnamese stocks
paid_in_capital: Information on paid-in capital of Vietnamese stocks
retained_earnings: Information on retained earnings of Vietnamese stocks
Other
total_resources: Total resource information of Vietnamese stocks Summary The data encompasses various financial metrics related to Vietnamese stocks, including revenue sources such as sales, interest expenses, and insurance premiums, as well as expenses like general administrative and selling costs. It also includes profitability indicators such as net profit after tax, gross profit, and earnings per share, providing a comprehensive overview of the income statement for the Vietnamese stock market.
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business_tax_current: Current corporate tax on Vietnamese stocks
business_tax_deferred: Deferred corporate tax on Vietnamese stocks
cogs: Cost of goods sold for Vietnamese stocks
eps_basic: Basic Earnings Per Share of Vietnamese Stocks
eps_diluted: Diluted earnings per share of Vietnamese stocks
expenses_banking_activities: Banking activity costs of Vietnamese stocks
financial_expense: Financial costs of Vietnamese stocks
financial_income: Financial returns of Vietnamese stocks
general_admin_expense: General administrative expenses of Vietnamese stocks
gross_insurance_operating_profit: Total profit from insurance operations in Vietnamese stocks
gross_profit: Gross profit of Vietnamese stocks
gross_written_premium: Total insurance premium of Vietnamese stocks
income_banking_activities: Banking activity income from Vietnamese stocks
income_reinsurance_assumed: The profitability of reinsurance in Vietnamese stocks
income_reinsurance_ceded: The revenue from the issuance insurance of Vietnamese stocks
increase_unearned_premium_reserve: Increase in unearned premium reserves for Vietnamese stocks
increase_unearned_premium_reserve_direct: Increase in direct unearned premium reserves for Vietnamese stocks
interest_expenses: Interest expenses of Vietnamese stocks
investment_income: Investment returns on Vietnamese stocks
minority_interest: Minority shareholder equity in Vietnamese stocks
net_operating_income_banking: Net operating income of banks in Vietnam
net_other_income_exp: Net other income or expenses from Vietnamese stocks
net_profit_after_tax: Net income after tax of Vietnamese stocks
net_profit_bank_operation: Net operating profit of banks in Vietnam
net_profit_before_tax: Pre-tax net income of Vietnamese stocks
net_profit_insurance_operation: Net profit from insurance operations of Vietnamese stocks
net_profit_parent_company: Net income of controlling companies in Vietnam stocks
net_revenue_insurance_premium: Net premium income from Vietnamese stocks
net_sales: Net sales of Vietnamese stocks
net_sales_insurance_business: Net sales of the insurance business in Vietnam
operating_profit_loss: Operating profit or loss of Vietnamese stocks
other_expenses: Other expenses of Vietnamese stocks
other_income: Other income from Vietnamese stocks
provision_credit_losses: Vietnamese stock allowance for doubtful accounts
reinsurance_premium_assumed: Vietnamese stock reinsurance premium
reinsurance_premium_ceded: Vietnamese stock issuance insurance premium
revenue_brokerage: Brokerage commission revenue from Vietnamese stocks
revenue_insurance_premium: Insurance premium income from Vietnamese stocks
revenue_investment_advisory: Revenue from investment advisory fees for Vietnamese stocks
revenue_issuance_agency: Revenue from issuance agency fees for Vietnamese stocks
revenue_securities_custody: Custody fee income from Vietnamese stocks
revenue_underwriting: Acquisition commission revenue from Vietnamese stocks
sales: Revenue of Vietnamese stocks
sales_deductions: Revenue deduction for Vietnamese stocks
selling_expenses: Selling costs of Vietnamese stocks
tax_expense: Total tax cost of Vietnamese stocks
market
classification
Summary
This document provides information about the GICS industry classification of Vietnamese stocks.
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Item List
fiintek-gics: GICS industry classification of Vietnamese stocks Summary This document provides information on Vietnamese stock data, including adjustment factors and total return coefficients.
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Adjustment Factors
vnm-stock-adjust_factor: Adjustment factor of Vietnamese stocks
Total Return Factors
vnm-stock-total_return_factor: Total return coefficient of Vietnamese stocksSummary This document provides an overview of the Vietnamese stock price and volume data available in the data catalog.
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Item List Price Data
vnm-stock-price_open: The market price of Vietnamese stocks
vnm-stock-price_close: Closing price of Vietnamese stocks
vnm-stock-price_high: High price of Vietnamese stocks
vnm-stock-price_low: Low prices of Vietnamese stocks
Volume Data
vnm-stock-amount: Trading volume of Vietnamese stocks
vnm-stock-trading_volume: Trading volume of Vietnamese stocks
vnm-stock-shares_outstanding: Number of issued shares of Vietnamese stocks
Change Rate Data
vnm-stock-ctoc: Rate of change in closing price compared to the closing price of Vietnamese stocks
vnm-stock-ctoc_total: Rate of change in closing price compared to the cumulative closing price of Vietnamese stocks
ID STOCK
market
Summary This document provides information about the GICS classification of Indonesian stocks.
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Metadata
Item List
id-stock-gics: GICS classification of Indonesian stocks
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