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.
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