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
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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.
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