descriptor

Summary

This document provides an overview of various financial metrics related to Korean stocks, including their definitions and usage.

Example code

from finter.data import ContentFactory
cf = ContentFactory("kr_stock", 20200101, 20200201)
df = cf.get_df("operating-profits-to-assets")

Metadata

Valid From	Delivery Schedule	Time Zone	Data Frequency
	20 14 * * 1-5

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.