Content Model Catalog
Last updated
Last updated
A concise reference for accessing South Korean stock market price and volume data.
Example code
Metadata
| Valid From | Delivery Schedule | Time Zone | Data Frequency |
|---|---|---|---|
Item List
Price Data
price_close: Closing price
price_base: Base price
price_open: Opening price
price_high: Highest price
price_low: Lowest price
Volume Data
volume_sum: Total volume
turnover: Turnover
turnover_all: Total turnover
Shares Data
listed_shares: Number of listed shares
listed_shares_to_be: Number of shares to be listed
treasury_stock: Treasury stock
foreigner_shares: Number of shares held by foreigners
foreigner_shares_ratio: Ratio of shares held by foreigners
Market Capitalization
mkt_cap: Market capitalization
mkt_cap_all: Total market capitalization
mkt_cap_index: Market capitalization index
free_float: Free float shares
Short Selling Data
short_selling_volume: Short selling volume
short_selling_turnover: Short selling turnover
Securities Lending and Borrowing (SLB)
slb_new_loan: New SLB loans
slb_repay: SLB repayments
slb_balance_volume: SLB balance volume
slb_balance_amount: SLB balance amount
A concise reference for accessing South Korean stock market price and volume data.
Example code
Item List
Price Data
kr-spot-price_close: Closing price
kr-spot-price_base: Base price
kr-spot-price_open: Opening price
kr-spot-price_high: Highest price
kr-spot-price_low: Lowest price
Volume Data
kr-spot-volume_sum: Total volume
kr-spot-turnover: Turnover
kr-spot-turnover_all: Total turnover
Shares Data
kr-spot-listed_shares: Number of listed shares
kr-spot-listed_shares_to_be: Number of shares to be listed
kr-spot-treasury_stock: Treasury stock
kr-spot-foreigner_shares: Number of shares held by foreigners
kr-spot-foreigner_shares_ratio: Ratio of shares held by foreigners
Market Capitalization
kr-spot-mkt_cap: Market capitalization
kr-spot-mkt_cap_all: Total market capitalization
kr-spot-mkt_cap_index: Market capitalization index
kr-spot-free_float: Free float shares
A comprehensive guide to accessing investor activity data for the Korean stock market, detailing quantities and amounts of buying and selling by different investor types.
Example code
Metadata
Item List
Institutional Investors
buy_insti_qty: Quantity of stocks bought by institutional investors.
buy_insti_amt: Amount of money spent by institutional investors on buying stocks.
sell_insti_qty: Quantity of stocks sold by institutional investors.
sell_insti_amt: Amount of money received by institutional investors from selling stocks.
Foreign Investors
buy_frgn_qty: Quantity of stocks bought by foreign investors.
buy_frgn_amt: Amount of money spent by foreign investors on buying stocks.
sell_frgn_qty: Quantity of stocks sold by foreign investors.
sell_frgn_amt: Amount of money received by foreign investors from selling stocks.
Individual Investors
buy_indvsl_qty: Quantity of stocks bought by individual investors.
buy_indvsl_amt: Amount of money spent by individual investors on buying stocks.
sell_indvsl_qty: Quantity of stocks sold by individual investors.
sell_indvsl_amt: Amount of money received by individual investors from selling stocks.
Net Buy Amounts
DO NOT USE, Data Under Maintenance Due to Issues
net_buy_amt: Net amount of money spent on buying stocks (buy amount - sell amount).
net_buy_amt_all: Total net amount of money spent on buying stocks by all investors.
Total Buy and Sell Amounts
DO NOT USE, Data Under Maintenance Due to Issues
buy_amt_all: Total amount of money spent on buying stocks by all investors.
sell_amt_all: Total amount of money received from selling stocks by all investors.
Net Buy Amounts by Investor Code
net_buy_amt_0100: Net buy amount for institutional investors.
buy_amt_0100: Buy amount for institutional investors.
sell_amt_0100: Sell amount for institutional investors.
net_buy_amt_0101: Net buy amount for securities and futures companies.
buy_amt_0101: Buy amount for securities and futures companies.
sell_amt_0101: Sell amount for securities and futures companies.
net_buy_amt_0102: Net buy amount for insurance companies.
buy_amt_0102: Buy amount for insurance companies.
sell_amt_0102: Sell amount for insurance companies.
net_buy_amt_0103: Net buy amount for investment trust companies.
buy_amt_0103: Buy amount for investment trust companies.
sell_amt_0103: Sell amount for investment trust companies.
net_buy_amt_0104: Net buy amount for banks.
buy_amt_0104: Buy amount for banks.
sell_amt_0104: Sell amount for banks.
net_buy_amt_0105: Net buy amount for savings banks.
buy_amt_0105: Buy amount for savings banks.
sell_amt_0105: Sell amount for savings banks.
net_buy_amt_0106: Net buy amount for pension funds.
buy_amt_0106: Buy amount for pension funds.
sell_amt_0106: Sell amount for pension funds.
net_buy_amt_0107: Net buy amount for private equity funds.
buy_amt_0107: Buy amount for private equity funds.
sell_amt_0107: Sell amount for private equity funds.
Net Buy Amounts by Investor Type
net_buy_amt_0200: Net buy amount for all foreign investors.
buy_amt_0200: Buy amount for all foreign investors.
sell_amt_0200: Sell amount for all foreign investors.
net_buy_amt_0201: Net buy amount for foreign individual investors.
buy_amt_0201: Buy amount for foreign individual investors.
sell_amt_0201: Sell amount for foreign individual investors.
net_buy_amt_0202: Net buy amount for other foreign investors.
buy_amt_0202: Buy amount for other foreign investors.
sell_amt_0202: Sell amount for other foreign investors.
net_buy_amt_0300: Net buy amount for individual investors.
buy_amt_0300: Buy amount for individual investors.
sell_amt_0300: Sell amount for individual investors.
net_buy_amt_0400: Net buy amount for other corporations and governments.
buy_amt_0400: Buy amount for other corporations and governments.
sell_amt_0400: Sell amount for other corporations and governments.
net_buy_amt_0900: Net buy amount for all investor types.
buy_amt_0900: Buy amount for all investor types.
sell_amt_0900: Sell amount for all investor types.
Data catalog for Korean stock market credit data, including various counts, amounts, and rates related to financial balances and lending.
Example code
Metadata
Item List
Financial Balances
fin_bal_cnt: Financial balance count
fin_bal_amt: Financial balance amount
fin_bal_rt: Financial balance rate
Financial Transactions
fin_new_cnt: New financial transaction count
fin_new_amt: New financial transaction amount
fin_pay_cnt: Financial payment count
fin_pay_amt: Financial payment amount
fin_giv_rt: Financial given rate
Lending Balances
lend_bal_cnt: Lending balance count
lend_bal_amt: Lending balance amount
lend_bal_rt: Lending balance rate
Lending Transactions
lend_new_cnt: New lending transaction count
lend_new_amt: New lending transaction amount
lend_pay_cnt: Lending payment count
lend_pay_amt: Lending payment amount
lend_giv_rt: Lending given rate
Access financial statement data for Korean stocks with daily and annual frequency.
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:
1. 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.
2. '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.
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.
Example code
Metadata
Item List
Balance Sheet Items
Total Assets:
kr-spot-total_assets
'kr-spot-total_assets-annual'
Current Assets:
'kr-spot-current_assets'
'kr-spot-current_assets-annual'
'kr-spot-inventory'
'kr-spot-inventory-annual'
'kr-spot-trade_receivables'
'kr-spot-trade_receivables-annual'
'kr-spot-receivables'
'kr-spot-receivables-annual'
'kr-spot-cash_and_cash_equivalent'
'kr-spot-cash_and_cash_equivalent-annual'
'kr-spot-other_current_assets'
'kr-spot-other_current_assets-annual'
'kr-spot-current_financial_assets'
'kr-spot-current_financial_assets-annual'
'kr-spot-prepaid_expenses'
'kr-spot-prepaid_expenses-annual'
Non-Current Assets:
'kr-spot-property_plant_and_equipment'
'kr-spot-property_plant_and_equipment-annual'
'kr-spot-intangible_assets'
'kr-spot-intangible_assets-annual'
'kr-spot-goodwill'
'kr-spot-goodwill-annual'
'kr-spot-deferred_tax_assets'
'kr-spot-deferred_tax_assets-annual'
'kr-spot-non_current_biological_assets'
'kr-spot-non_current_biological_assets-annual'
'kr-spot-other_non_current_assets'
'kr-spot-other_non_current_assets-annual'
'kr-spot-long_term_financial_instrument'
'kr-spot-long_term_financial_instrument-annual'
'kr-spot-investment_in_properties'
'kr-spot-investment_in_properties-annual'
'kr-spot-land'
'kr-spot-land-annual'
'kr-spot-construction_in_progress'
'kr-spot-construction_in_progress-annual'
Liabilities:
'kr-spot-current_liabilities'
'kr-spot-current_liabilities-annual'
'kr-spot-trade_payables'
'kr-spot-trade_payables-annual'
'kr-spot-other_payables'
'kr-spot-other_payables-annual'
'kr-spot-short_term_provisions'
'kr-spot-short_term_provisions-annual'
'kr-spot-current_portion_of_long_term_debt'
'kr-spot-current_portion_of_long_term_debt-annual'
'kr-spot-short_term_bonds'
'kr-spot-short_term_bonds-annual'
'kr-spot-short_term_borrowings'
'kr-spot-short_term_borrowings-annual'
'kr-spot-short_term_financial_liabilities'
'kr-spot-short_term_financial_liabilities-annual'
'kr-spot-current_income_tax_liabilities'
'kr-spot-current_income_tax_liabilities-annual'
'kr-spot-current_provisions_for_employee_benefits'
'kr-spot-current_provisions_for_employee_benefits-annual'
'kr-spot-other_current_liabilities'
'kr-spot-other_current_liabilities-annual'
'kr-spot-trade_and_other_current_payables'
'kr-spot-trade_and_other_current_payables-annual'
'kr-spot-liabilities_included_in_disposal_groups_classified_as_held_for_sale'
'kr-spot-liabilities_included_in_disposal_groups_classified_as_held_for_sale-annual'
'kr-spot-advance_from_customers'
'kr-spot -advance_from_customers-annual'
'kr-spot-non_current_liabilities'
'kr-spot-non_current_liabilities-annual'
'kr-spot-long_term_borrowings'
'kr-spot-long_term_borrowings-annual'
'kr-spot-long_term_provisions'
'kr-spot-long_term_provisions-annual'
'kr-spot-deferred_tax_liabilities'
'kr-spot-deferred_tax_liabilities-annual'
'kr-spot-long_term_financial_liabilities'
'kr-spot-long_term_financial_liabilities-annual'
'kr-spot-non_current_provisions_for_employee_benefits'
'kr-spot-non_current_provisions_for_employee_benefits-annual'
'kr-spot-other_non_current_liabilities'
'kr-spot-other_non_current_liabilities-annual'
'kr-spot-convertible_bonds'
'kr-spot-convertible_bonds-annual'
'kr-spot-total_liabilities'
'kr-spot-total_liabilities-annual'
Equity:
'kr-spot-common_stock'
'kr-spot-common_stock-annual'
'kr-spot-preferred_stock'
'kr-spot-preferred_stock-annual'
'kr-spot-paid_in_capital_in_excess_of_par_value'
'kr-spot-paid_in_capital_in_excess_of_par_value-annual'
'kr-spot-retained_earnings'
'kr-spot-retained_earnings-annual'
'kr-spot-total_equity'
'kr-spot-total_equity-annual'
'kr-spot-non_controlling_interests_equity'
'kr-spot-non_controlling_interests_equity-annual'
'kr-spot-owners_of_parent_equity'
'kr-spot-owners_of_parent_equity-annual'
'kr-spot-capital_stock'
'kr-spot-capital_stock-annual'
Income Statement Items
Revenue:
'kr-spot-net_sales'
'kr-spot-net_sales-annual'
'kr-spot-sales'
'kr-spot-sales-annual'
Cost of Revenue:
'kr-spot-cost_of_sales'
'kr-spot-cost_of_sales-annual'
Gross Profit:
'kr-spot-gross_profit'
'kr-spot-gross_profit-annual'
Operating Expenses:
'kr-spot-selling_general_administrative_expenses'
'kr-spot-selling_general_administrative_expenses-annual'
'kr-spot-research_and_development'
'kr-spot-research_and_development-annual'
'kr-spot-advertising_expenses'
'kr-spot-advertising_expenses-annual'
'kr-spot-salaries_and_wages'
'kr-spot-salaries_and_wages-annual'
'kr-spot-accured_expenses'
'kr-spot-accured_expenses-annual'
Non-Operating Income/Expenses:
'kr-spot-interest_income'
'kr-spot-interest_income-annual'
'kr-spot-interest_expenses'
'kr-spot-interest_expenses-annual'
'kr-spot-financing_expenses'
'kr-spot-financing_expenses-annual'
'kr-spot-financial_income'
'kr-spot-financial_income-annual'
Depreciation/Amortization:
'kr-spot-is_depreciation'
'kr-spot-is_depreciation-annual'
'kr-spot-cf_depreciation'
'kr-spot-cf_depreciation-annual'
'kr-spot-amortization'
'kr-spot-amortization-annual'
Pretax Income:
'kr-spot-income_before_income_taxes_expenses'
'kr-spot-income_before_income_taxes_expenses-annual'
'kr-spot-pretax_income'
'kr-spot-pretax_income-annual'
Income Tax Expense:
'krx-spot-income_taxes_expenses'
'krx-spot-income_taxes_expenses-annual'
Net Income:
'kr-spot-net_income'
'kr-spot-net_income-annual'
'kr-spot-owners_of_parent_net_income'
'kr-spot-owners_of_parent_net_income-annual'
'kr-spot-net_income_attributed_to_non_controlling_interest'
'kr-spot-net_income_attributed_to_non_controlling_interest-annual'
'kr-spot-discontinued_operation_income'
'kr-spot-discontinued_operation_income-annual'
EBITDA:
'kr-spot-ebitda'
'kr-spot-ebitda-annual'
Operating Income:
'kr-spot-operating_income'
'kr-spot-operating_income-annual'
'kr-spot-ongoing_operating_income'
'kr-spot-ongoing_operating_income-annual'
Other Items:
'kr-spot-owners_of_parent_ongoing_operating_income_or_loss_per_share'
'kr-spot-owners_of_parent_ongoing_operating_income_or_loss_per_share-annual'
'kr-spot-eps'
'kr-spot-eps-annual'
'kr-spot-adj_bps'
'kr-spot-adj_bps-annual'
'kr-spot-profit_from_continuing_operations'
'kr-spot-profit_from_continuing_operations-annual'
'kr-spot-impairment_losses_on_intangible_assets'
'kr-spot-impairment_losses_on_intangible_assets-annual'
'kr-spot-impairment_losses_on_property_plant_and_equipment'
'kr-spot-impairment_losses_on_property_plant_and_equipment-annual'
Cash Flow Statement Items
Operating Cash Flows:
'kr-spot-cashflow_from_operating_activities'
'kr-spot-cashflow_from_operating_activities-annual'
Investing Cash Flows:
'kr-spot-cashflow_from_investing_activities'
'kr-spot-cashflow_from_investing_activities-annual'
'kr-spot-capex'
'kr-spot-capex-annual'
Financing Cash Flows:
'kr-spot-cashflow_from_financial_activities'
'kr-spot-cashflow_from_financial_activities-annual'
'kr-spot-dividends_paid'
'kr-spot-dividends_paid-annual'
'kr-spot-paid_in_capital_increase'
'kr-spot-paid_in_capital_increase-annual'
'kr-spot-purchase_of_treasury_stock'
'kr-spot-purchase_of_treasury_stock-annual'
'kr-spot-sales_of_treasury_stock'
'kr-spot-sales_of_treasury_stock-annual'
'kr-spot-dividend_comm_cash'
'kr-spot-dividend_comm_cash-annual'
'kr-spot-dividend_pref_cash'
'kr -spot-dividend_pref_cash-annual'
Free Cash Flow:
'kr-spot-fcf1'
'kr-spot-fcf1-annual'
'kr-spot-fcf2'
'kr-spot-fcf2-annual'
Other Financial Metrics
'kr-spot-enterprise_value'
'kr-spot-enterprise_value-annual'
'kr-spot-invested_capital'
'kr-spot-invested_capital-annual'
'kr-spot-roic'
'kr-spot-roic-annual'
'kr-spot-dividend'
'kr-spot-dividend-annual'
'kr -spot-dividend_all-annual'
'kr-spot-payout_ratio'
'kr-spot-payout_ratio-annual'
'kr-spot-cash_payout_ratio'
'kr-spot-cash_payout_ratio-annual'
'kr-spot-ex_dividend_date'
'kr-spot-ex_dividend_date-annual'
'kr-spot-scheduled_dividend_payment_date'
'kr-spot-scheduled_dividend_payment_date-annual'
'kr-spot-loans'
'kr-spot-loans-annual'
Other Items
'kr-spot-fiscal_end'
'kr-spot-finished_goods'
'kr-spot-finished_goods-annual'
'kr-spot-number_of_employees'
'kr-spot-number_of_employees-annual'
'kr-spot-unearned_income'
'kr-spot-unearned_income-annual'
'kr-spot-common_shares_fy_end-annual'
'kr-spot-preferred_shares_fy_end-annual'
'kr-spot-shares_fy_end-annual'
'kr-spot-listed_shares_comm'
'kr-spot-listed_shares_pref'
'kr-spot-listed_shares_comm-annual'
'kr-spot-listed_shares_pref-annual'
'kr-spot-fst_pub_dt'
Access financial statement data for Korean stocks with daily and annual frequency.
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:
1. 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.
2. '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.
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.
Example code
Metadata
Item List
Balance Sheet Items
Total Assets:
'krx-spot-total_assets'
'krx-spot-total_assets-annual'
Current Assets:
'krx-spot-current_assets'
'krx-spot-current_assets-annual'
'krx-spot-inventory'
'krx-spot-inventory-annual'
'krx-spot-trade_receivables'
'krx-spot-trade_receivables-annual'
'krx-spot-receivables'
'krx-spot-receivables-annual'
'krx-spot-cash_and_cash_equivalent'
'krx-spot-cash_and_cash_equivalent-annual'
'krx-spot-other_current_assets'
'krx-spot-other_current_assets-annual'
'krx-spot-current_financial_assets'
'krx-spot-current_financial_assets-annual'
'krx-spot-prepaid_expenses'
'krx-spot-prepaid_expenses-annual'
Non-Current Assets:
'krx-spot-property_plant_and_equipment'
'krx-spot-property_plant_and_equipment-annual'
'krx-spot-intangible_assets'
'krx-spot-intangible_assets-annual'
'krx-spot-goodwill'
'krx-spot-goodwill-annual'
'krx-spot-deferred_tax_assets'
'krx-spot-deferred_tax_assets-annual'
'krx-spot-non_current_biological_assets'
'krx-spot-non_current_biological_assets-annual'
'krx-spot-other_non_current_assets'
'krx-spot-other_non_current_assets-annual'
'krx-spot-long_term_financial_instrument'
'krx-spot-long_term_financial_instrument-annual'
'krx-spot-investment_in_properties'
'krx-spot-investment_in_properties-annual'
'krx-spot-land'
'krx-spot-land-annual'
'krx-spot-construction_in_progress'
'krx-spot-construction_in_progress-annual'
Liabilities:
'krx-spot-current_liabilities'
'krx-spot-current_liabilities-annual'
'krx-spot-trade_payables'
'krx-spot-trade_payables-annual'
'krx-spot-other_payables'
'krx-spot-other_payables-annual'
'krx-spot-short_term_provisions'
'krx-spot-short_term_provisions-annual'
'krx-spot-current_portion_of_long_term_debt'
'krx-spot-current_portion_of_long_term_debt-annual'
'krx-spot-short_term_bonds'
'krx-spot-short_term_bonds-annual'
'krx-spot-short_term_borrowings'
'krx-spot-short_term_borrowings-annual'
'krx-spot-short_term_financial_liabilities'
'krx-spot-short_term_financial_liabilities-annual'
'krx-spot-current_income_tax_liabilities'
'krx-spot-current_income_tax_liabilities-annual'
'krx-spot-current_provisions_for_employee_benefits'
'krx-spot-current_provisions_for_employee_benefits-annual'
'krx-spot-other_current_liabilities'
'krx-spot-other_current_liabilities-annual'
'krx-spot-trade_and_other_current_payables'
'krx-spot-trade_and_other_current_payables-annual'
'krx-spot-liabilities_included_in_disposal_groups_classified_as_held_for_sale'
'krx-spot-liabilities_included_in_disposal_groups_classified_as_held_for_sale-annual'
'krx-spot-advance_from_customers'
'krx-spot -advance_from_customers-annual'
'krx-spot-non_current_liabilities'
'krx-spot-non_current_liabilities-annual'
'krx-spot-long_term_borrowings'
'krx-spot-long_term_borrowings-annual'
'krx-spot-long_term_provisions'
'krx-spot-long_term_provisions-annual'
'krx-spot-deferred_tax_liabilities'
'krx-spot-deferred_tax_liabilities-annual'
'krx-spot-long_term_financial_liabilities'
'krx-spot-long_term_financial_liabilities-annual'
'krx-spot-non_current_provisions_for_employee_benefits'
'krx-spot-non_current_provisions_for_employee_benefits-annual'
'krx-spot-other_non_current_liabilities'
'krx-spot-other_non_current_liabilities-annual'
'krx-spot-convertible_bonds'
'krx-spot-convertible_bonds-annual'
'krx-spot-total_liabilities'
'krx-spot-total_liabilities-annual'
Equity:
'krx-spot-common_stock'
'krx-spot-common_stock-annual'
'krx-spot-preferred_stock'
'krx-spot-preferred_stock-annual'
'krx-spot-paid_in_capital_in_excess_of_par_value'
'krx-spot-paid_in_capital_in_excess_of_par_value-annual'
'krx-spot-retained_earnings'
'krx-spot-retained_earnings-annual'
'krx-spot-total_equity'
'krx-spot-total_equity-annual'
'krx-spot-non_controlling_interests_equity'
'krx-spot-non_controlling_interests_equity-annual'
'krx-spot-owners_of_parent_equity'
'krx-spot-owners_of_parent_equity-annual'
'krx-spot-capital_stock'
'krx-spot-capital_stock-annual'
Income Statement Items
Revenue:
'krx-spot-net_sales'
'krx-spot-net_sales-annual'
'krx-spot-sales'
'krx-spot-sales-annual'
Cost of Revenue:
'krx-spot-cost_of_sales'
'krx-spot-cost_of_sales-annual'
Gross Profit:
'krx-spot-gross_profit'
'krx-spot-gross_profit-annual'
Operating Expenses:
'krx-spot-selling_general_administrative_expenses'
'krx-spot-selling_general_administrative_expenses-annual'
'krx-spot-research_and_development'
'krx-spot-research_and_development-annual'
'krx-spot-advertising_expenses'
'krx-spot-advertising_expenses-annual'
'krx-spot-salaries_and_wages'
'krx-spot-salaries_and_wages-annual'
'krx-spot-accured_expenses'
'krx-spot-accured_expenses-annual'
Non-Operating Income/Expenses:
'krx-spot-interest_income'
'krx-spot-interest_income-annual'
'krx-spot-interest_expenses'
'krx-spot-interest_expenses-annual'
'krx-spot-financing_expenses'
'krx-spot-financing_expenses-annual'
'krx-spot-financial_income'
'krx-spot-financial_income-annual'
Depreciation/Amortization:
'krx-spot-depreciation'
'krx-spot-is_depreciation'
'krx-spot-is_depreciation-annual'
'krx-spot-cf_depreciation'
'krx-spot-cf_depreciation-annual'
'krx-spot-amortization'
'krx-spot-amortization-annual'
Pretax Income:
'krx-spot-income_before_income_taxes_expenses'
'krx-spot-income_before_income_taxes_expenses-annual'
'krx-spot-pretax_income'
'krx-spot-pretax_income-annual'
Income Tax Expense:
'krx-spot-income_taxes_expenses'
'krx-spot-income_taxes_expenses-annual'
Net Income:
'krx-spot-net_income'
'krx-spot-net_income-annual'
'krx-spot-owners_of_parent_net_income'
'krx-spot-owners_of_parent_net_income-annual'
'krx-spot-net_income_attributed_to_non_controlling_interest'
'krx-spot-net_income_attributed_to_non_controlling_interest-annual'
'krx-spot-discontinued_operation_income'
'krx-spot-discontinued_operation_income-annual'
EBITDA:
'krx-spot-ebitda'
'krx-spot-ebitda-annual'
Operating Income:
'krx-spot-operating_income'
'krx-spot-operating_income-annual'
'krx-spot-ongoing_operating_income'
'krx-spot-ongoing_operating_income-annual'
Other Items:
'krx-spot-owners_of_parent_ongoing_operating_income_or_loss_per_share'
'krx-spot-owners_of_parent_ongoing_operating_income_or_loss_per_share-annual'
'krx-spot-eps'
'krx-spot-eps-annual'
'krx-spot-adj_bps'
'krx-spot-adj_bps-annual'
'krx-spot-profit_from_continuing_operations'
'krx-spot-profit_from_continuing_operations-annual'
'krx-spot-impairment_losses_on_intangible_assets'
'krx-spot-impairment_losses_on_intangible_assets-annual'
'krx-spot-impairment_losses_on_property_plant_and_equipment'
'krx-spot-impairment_losses_on_property_plant_and_equipment-annual'
Cash Flow Statement Items
Operating Cash Flows:
'krx-spot-cashflow_from_operating_activities'
'krx-spot-cashflow_from_operating_activities-annual'
Investing Cash Flows:
'krx-spot-cashflow_from_investing_activities'
'krx-spot-cashflow_from_investing_activities-annual'
'krx-spot-capex'
'krx-spot-capex-annual'
Financing Cash Flows:
'krx-spot-cashflow_from_financial_activities'
'krx-spot-cashflow_from_financial_activities-annual'
'krx-spot-dividends_paid'
'krx-spot-dividends_paid-annual'
'krx-spot-paid_in_capital_increase'
'krx-spot-paid_in_capital_increase-annual'
'krx-spot-purchase_of_treasury_stock'
'krx-spot-purchase_of_treasury_stock-annual'
'krx-spot-sales_of_treasury_stock'
'krx-spot-sales_of_treasury_stock-annual'
'krx-spot-dividend_comm_cash'
'krx-spot-dividend_comm_cash-annual'
'krx-spot-dividend_pref_cash'
'krx -spot-dividend_pref_cash-annual'
Free Cash Flow:
'krx-spot-fcf1'
'krx-spot-fcf1-annual'
'krx-spot-fcf2'
'krx-spot-fcf2-annual'
Other Financial Metrics
'krx-spot-enterprise_value'
'krx-spot-enterprise_value-annual'
'krx-spot-invested_capital'
'krx-spot-invested_capital-annual'
'krx-spot-roic'
'krx-spot-roic-annual'
'krx-spot-dividend'
'krx-spot-dividend-annual'
'krx -spot-dividend_all-annual'
'krx-spot-payout_ratio'
'krx-spot-payout_ratio-annual'
'krx-spot-cash_payout_ratio'
'krx-spot-cash_payout_ratio-annual'
'krx-spot-ex_dividend_date'
'krx-spot-ex_dividend_date-annual'
'krx-spot-scheduled_dividend_payment_date'
'krx-spot-scheduled_dividend_payment_date-annual'
'krx-spot-loans'
'krx-spot-loans-annual'
Other Items
'krx-spot-fiscal_end'
'krx-spot-finished_goods'
'krx-spot-finished_goods-annual'
'krx-spot-number_of_employees'
'krx-spot-number_of_employees-annual'
'krx-spot-unearned_income'
'krx-spot-unearned_income-annual'
'krx-spot-common_shares_fy_end-annual'
'krx-spot-preferred_shares_fy_end-annual'
'krx-spot-shares_fy_end-annual'
'krx-spot-listed_shares_comm'
'krx-spot-listed_shares_pref'
'krx-spot-listed_shares_comm-annual'
'krx-spot-listed_shares_pref-annual'
Access financial analyst consensus data for Korean stocks, including earnings, assets, cash flows, and analyst ratings.
Example code
Metadata
Item List
Earnings Estimates
krx-spot-eps_q1_up
krx-spot-eps_q1_down
krx-spot-eps_q1_stay
krx-spot-eps_q2_up
krx-spot-eps_q2_down
krx-spot-eps_q2_stay
krx-spot-eps1_up
krx-spot-eps1_down
krx-spot-eps1_stay
krx-spot-new_eps1
krx-spot-eps2_up
krx-spot-eps2_down
krx-spot-eps2_stay
krx-spot-new_eps2
krx-spot-new_eps_q1
krx-spot-new_eps_q2
Earnings Revisions
krx-spot-eps1_revision_ratio_1m
krx-spot-eps2_revision_ratio_1m
krx-spot-eps_q1_revision_ratio_1m
krx-spot-eps_q2_revision_ratio_1m
krx-spot-eps1_revision_ratio_3m
krx-spot-eps2_revision_ratio_3m
krx-spot-eps_q1_revision_ratio_3m
krx-spot-eps_q2_revision_ratio_3m
krx-spot-changed_ratio_in_eps1
krx-spot-changed_ratio_in_eps2
Valuation and Profitability
krx-spot-evebitda_a
krx-spot-fcf_a
krx-spot-sales_a
krx-spot-sales_q
krx-spot-operating_profit_q
krx-spot-operating_profit_a
krx-spot-net_profit_q
krx-spot-net_profit_a
krx-spot-ebitda_a
krx-spot-owners_of_parent_equity_a
krx-spot-owners_of_parent_net_profit_a
krx-spot-owners_of_parent_net_profit_q
Assets and Investments
krx-spot-total_assets_a
krx-spot-capex_a
krx-spot-operating_cash_flows_a
krx-spot-investing_cash_flows_a
krx-spot-financing_cash_flows_a
krx-spot-net_debt_a
Dividends and Book Value
krx-spot-dividend_yield_a
krx-spot-cash_dividend_a
krx-spot-book_value_a
Analyst Ratings and Target Prices
krx-spot-rating
krx-spot-tp
krx-spot-tp_revision_ratio_1m
krx-spot-rating_revision_ratio_1m
krx-spot-disparate_ratio_tp
Fiscal Data
krx-spot-fiscal
A comprehensive data catalog for KR STOCK quantitative descriptors, providing a wide range of financial metrics for analysis.
Example code
Metadata
Item List
Financial Ratios
Quarterly Metrics
rnd-expense-to-market-quarter
rnd-expenses-to-sales-quarter
operating-leverage-quarter
tangibility-quarter
asset-liquidity-to-assets-quarter
asset-liquidity-to-market-quarter
investment-to-assets-quarter
return-on-equity-quarter
return-on-assets-quarter
change-return-on-equity-quarter
change-return-on-assets-quarter
return-on-net-operating-assets-quarter
asset-turnover-quarter
profit-margin-quarter
capital-turnover-quarter
gross-profits-lagged-assets-quarter
operating-profits-lagged-equity-quarter
operating-profits-lagged-assets-quarter
cash-based-operating-profits-lagged-assets-quarter
fundamental-score-quarter
ohlson-o-score-quarter
altman-z-score-quarter
taxable-income-to-book-income-quarter
book-leverage-quarter
sales-growth-quarter
book-to-market-quarter
debt-to-market-quarter
assets-to-market-quarter
earnings-to-price-quarter
cashflow-to-price-quarter
operating-cashflow-to-price-quarter
sales-to-price-quarter
net-debt-to-price-quarter
enterprise-book-to-price-quarter
enterprise-multiple-quarter
Annual Metrics
rnd-expense-to-market
rnd-expenses-to-sales
rnd-capital-to-assets
operating-leverage
hiring-rate
percent-change-sales-minus-inventory
percent-change-sales-minus-accounts-receivables
percent-change-gross-margin-minus-sales
percent-change-sales-minus-sga
labor-force-efficiency
tangibility
asset-liquidity-to-assets
asset-liquidity-to-market
abnormal-corporate-investment
investment-to-assets
change-ppe-inventory-to-assets
net-operating-assets
change-net-operating-assets
change-long-term-net-operating-assets
investment-growth-1-year
investment-growth-2-year
investment-growth-3-year
composite-equity-issuance
composite-debt-issuance
inventory-growth
inventory-changes
operating-accruals
percent-operating-accruals
change-current-operating-assets
change-current-operating-liabilities
change-net-non-cash-working-capital
change-non-current-operating-assets
change-non-current-operating-liabilities
change-net-non-current-operating-assets
change-short-term-investments
change-long-term-investments
change-financial-liabilities
change-net-financial-assets
change-book-equity
return-on-equity
return-on-assets
change-return-on-equity
change-return-on-assets
return-on-net-operating-assets
asset-turnover
profit-margin
capital-turnover
gross-profits-to-assets
gross-profits-lagged-assets
operating-profits-to-equity
operating-profits-lagged-equity
operating-profits-to-assets
operating-profits-lagged-assets
cash-based-operating-profits-to-assets
cash-based-operating-profits-lagged-assets
fundamental-score
ohlson-o-score
altman-z-score
taxable-income-to-book-income
book-leverage
book-to-market
book-to-market-june-end
debt-to-market
assets-to-market
earnings-to-price
cashflow-to-price
operating-cashflow-to-price
sales-to-price
sales-growth
sales-growth-rank-5-year
net-debt-to-price
enterprise-book-to-price
enterprise-multiple
net-stock-issues
Market Dynamics
total-volatility
total-skewness
maximum-five-daily-return
maximum-ten-daily-return
share-turnover
dollar-trading-volume
absolute-return-to-volume
coefficient-variation-of-share-turnover
coefficient-variation-of-dollar-trading-volume
short-term-reversal
Risk Factors
market-beta
dimson-beta
frazzini-pedersen-beta
idiosyncratic-volatility-per-ff3
idiosyncratic-volatility-per-capm
idiosyncratic-skewness-per-ff3
idiosyncratic-skewness-per-capm
Company Fundamentals
advertising-expenses-to-market
growth-advertising-expense
6-month-momentum
11-month-momentum
52-week-high
Company Background
age-found
age-listed
Factor (1)
Item List
Valuation Ratios
Price-to-Book Ratio (PBR)
kr-pbr_12mf: Price-to-book ratio for the next 12 months forecast.
kr-pbr_12mf-z: Z-score of the price-to-book ratio for the next 12 months forecast.
kr-pbr_12mf_rel3y: Price-to-book ratio for the next 12 months relative to the past 3 years.
kr-pbr_12mf_rel3y-z: Z-score of the price-to-book ratio for the next 12 months relative to the past 3 years.
kr-pbr_18mf: Price-to-book ratio for the next 18 months forecast.
kr-pbr_18mf-z: Z-score of the price-to-book ratio for the next 18 months forecast.
kr-pbr_18mf_rel3y: Price-to-book ratio for the next 18 months relative to the past 3 years.
kr-pbr_18mf_rel3y-z: Z-score of the price-to-book ratio for the next 18 months relative to the past 3 years.
kr-pbr_24mf: Price-to-book ratio for the next 24 months forecast.
kr-pbr_24mf-z: Z-score of the price-to-book ratio for the next 24 months forecast.
kr-pbr_24mf_rel3y: Price-to-book ratio for the next 24 months relative to the past 3 years.
kr-pbr_24mf_rel3y-z: Z-score of the price-to-book ratio for the next 24 months relative to the past 3 years.
Price-to-Sales Ratio (PSR)
kr-psr_12mf: Price-to-sales ratio for the next 12 months forecast.
kr-psr_12mf-z: Z-score of the price-to-sales ratio for the next 12 months forecast.
kr-psr_12mf_rel3y: Price-to-sales ratio for the next 12 months relative to the past 3 years.
kr-psr_12mf_rel3y-z: Z-score of the price-to-sales ratio for the next 12 months relative to the past 3 years.
kr-psr_18mf: Price-to-sales ratio for the next 18 months forecast.
kr-psr_18mf-z: Z-score of the price-to-sales ratio for the next 18 months forecast.
kr-psr_18mf_rel3y: Price-to-sales ratio for the next 18 months relative to the past 3 years.
kr-psr_18mf_rel3y-z: Z-score of the price-to-sales ratio for the next 18 months relative to the past 3 years.
kr-psr_24mf: Price-to-sales ratio for the next 24 months forecast.
kr-psr_24mf-z: Z-score of the price-to-sales ratio for the next 24 months forecast.
kr-psr_24mf_rel3y: Price-to-sales ratio for the next 24 months relative to the past 3 years.
kr-psr_24mf_rel3y-z: Z-score of the price-to-sales ratio for the next 24 months relative to the past 3 years.
Price-to-Free Cash Flow (P/FCF)
kr-p_fcf_12mf: Price-to-free cash flow ratio for the next 12 months forecast.
kr-p_fcf_12mf-z: Z-score of the price-to-free cash flow ratio for the next 12 months forecast.
kr-p_fcf_12mf_rel3y: Price-to-free cash flow ratio for the next 12 months relative to the past 3 years.
kr-p_fcf_12mf_rel3y-z: Z-score of the price-to-free cash flow ratio for the next 12 months relative to the past 3 years.
kr-p_fcf1_4q: Price-to-free cash flow ratio for the last 4 quarters.
kr-p_fcf1_4q-z: Z-score of the price-to-free cash flow ratio for the last 4 quarters.
kr-p_fcf1_4q_rel3y: Price-to-free cash flow ratio for the last 4 quarters relative to the past 3 years.
kr-p_fcf1_4q_rel3y-z: Z-score of the price-to-free cash flow ratio for the last 4 quarters relative to the past 3 years.
kr-p_fcf2_4q: Alternative calculation of the price-to-free cash flow ratio for the last 4 quarters.
kr-p_fcf2_4q-z: Z-score of the alternative calculation of the price-to-free cash flow ratio for the last 4 quarters.
kr-p_fcf2_4q_rel3y: Alternative calculation of the price-to-free cash flow ratio for the last 4 quarters relative to the past 3 years.
kr-p_fcf2_4q_rel3y-z: Z-score of the alternative calculation of the price-to-free cash flow ratio for the last 4 quarters relative to the past 3 years.
Price-to-Earnings Ratio (PER)
kr-per_12mf: Price-to-earnings ratio for the next 12 months forecast.
kr-per_12mf-z: Z-score of the price-to-earnings ratio for the next 12 months forecast.
kr-per_12mf_rel3y: Price-to-earnings ratio for the next 12 months relative to the past 3 years.
kr-per_12mf_rel3y-z: Z-score of the price-to-earnings ratio for the next 12 months relative to the past 3 years.
kr-per_18mf: Price-to-earnings ratio for the next 18 months forecast.
kr-per_18mf-z: Z-score of the price-to-earnings ratio for the next 18 months forecast.
kr-per_18mf_rel3y: Price-to-earnings ratio for the next 18 months relative to the past 3 years.
kr-per_18mf_rel3y-z: Z-score of the price-to-earnings ratio for the next 18 months relative to the past 3 years.
kr-per_24mf: Price-to-earnings ratio for the next 24 months forecast.
kr-per_24mf-z: Z-score of the price-to-earnings ratio for the next 24 months forecast.
kr-per_24mf_rel3y: Price-to-earnings ratio for the next 24 months relative to the past 3 years.
kr-per_24mf_rel3y-z: Z-score of the price-to-earnings ratio for the next 24 months relative to the past 3 years.
EV/EBITDA
kr-ev_ebitda_18mf: Enterprise value to EBITDA ratio for the next 18 months forecast.
kr-ev_ebitda_18mf-z: Z-score of the enterprise value to EBITDA ratio for the next 18 months forecast.
kr-ev_ebitda_18mf_rel3y: Enterprise value to EBITDA ratio for the next 18 months relative to the past 3 years.
kr-ev_ebitda_18mf_rel3y-z: Z-score of the enterprise value to EBITDA ratio for the next 18 months relative to the past 3 years.
kr-ev_ebitda_24mf: Enterprise value to EBITDA ratio for the next 24 months forecast.
kr-ev_ebitda_24mf-z: Z-score of the enterprise value to EBITDA ratio for the next 24 months forecast.
kr-ev_ebitda_24mf_rel3y: Enterprise value to EBITDA ratio for the next 24 months relative to the past 3 years.
kr-ev_ebitda_24mf_rel3y-z: Z-score of the enterprise value to EBITDA ratio for the next 24 months relative to the past 3 years.
Price-to-Cash Flow Ratio (PCR)
kr-pcr_12mf: Price-to-cash flow ratio for the next 12 months forecast.
kr-pcr_12mf-z: Z-score of the price-to-cash flow ratio for the next 12 months forecast.
kr-pcr_12mf_rel3y: Price-to-cash flow ratio for the next 12 months relative to the past 3 years.
kr-pcr_12mf_rel3y-z: Z-score of the price-to-cash flow ratio for the next 12 months relative to the past 3 years.
kr-pcr_18mf: Price-to-cash flow ratio for the next 18 months forecast.
kr-pcr_18mf-z: Z-score of the price-to-cash flow ratio for the next 18 months forecast.
kr-pcr_18mf_rel3y: Price-to-cash flow ratio for the next 18 months relative to the past 3 years.
kr-pcr_18mf_rel3y-z: Z-score of the price-to-cash flow ratio for the next 18 months relative to the past 3 years.
kr-pcr_24mf: Price-to-cash flow ratio for the next 24 months forecast.
kr-pcr_24mf-z: Z-score of the price-to-cash flow ratio for the next 24 months forecast.
kr-pcr_24mf_rel3y: Price-to-cash flow ratio for the next 24 months relative to the past 3 years.
kr-pcr_24mf_rel3y-z: Z-score of the price-to-cash flow ratio for the next 24 months relative to the past 3 years.
Profitability Ratios
Operating Profit Margin
kr-operating_profit_margin_12mf: Operating profit margin for the next 12 months forecast.
kr-operating_profit_margin_12mf-z: Z-score of the operating profit margin for the next 12 months forecast.
Net Profit Margin
kr-net_profit_margin_12mf: Net profit margin for the next 12 months forecast.
kr-net_profit_margin_12mf-z: Z-score of the net profit margin for the next 12 months forecast.
Return on Equity (ROE)
kr-return_on_equity_12mf: Return on equity for the next 12 months forecast.
kr-return_on_equity_12mf-z: Z-score of the return on equity for the next 12 months forecast.
Return on Asset (ROA)
kr-return_on_asset_12mf: Return on assets for the next 12 months forecast.
kr-return_on_asset_12mf-z: Z-score of the return on assets for the next 12 months forecast.
Investment Ratios
Dividend Yield
kr-dividend_yield_12mf: Dividend yield for the next 12 months forecast.
kr-dividend_yield_12mf-z: Z-score of the dividend yield for the next 12 months forecast.
kr-dividend_yield_12mf_rel3y: Dividend yield for the next 12 months relative to the past 3 years.
kr-dividend_yield_12mf_rel3y-z: Z-score of the dividend yield for the next 12 months relative to the past 3 years.
kr-dividend_yield_fy0: Dividend yield for the current fiscal year.
kr-dividend_yield_fy0-z: Z-score of the dividend yield for the current fiscal year.
kr-dividend_yield_fy0_rel3y: Dividend yield for the current fiscal year relative to the past 3 years.
kr-dividend_yield_fy0_rel3y-z: Z-score of the dividend yield for the current fiscal year relative to the past 3 years.
kr-dividend_yield_fy1: Dividend yield for the next fiscal year.
kr-dividend_yield_fy1-z: Z-score of the dividend yield for the next fiscal year.
kr-dividend_yield_fy1_rel3y: Dividend yield for the next fiscal year relative to the past 3 years.
kr-dividend_yield_fy1_rel3y-z: Z-score of the dividend yield for the next fiscal year relative to the past 3 years.
Dividend Per Share (DPS) Change
kr-dps_fy1_1m_chg: Change in dividend per share for the next fiscal year over the last month.
kr-dps_fy1_1m_chg-z: Z-score of the change in dividend per share for the next fiscal year over the last month.
kr-dps_fy1_3m_chg: Change in dividend per share for the next fiscal year over the last three months.
kr-dps_fy1_3m_chg-z: Z-score of the change in dividend per share for the next fiscal year over the last three months.
kr-dps_fy2_1m_chg: Change in dividend per share for the second next fiscal year over the last month.
kr-dps_fy2_1m_chg-z: Z-score of the change in dividend per share for the second next fiscal year over the last month.
kr-dps_fy2_3m_chg: Change in dividend per share for the second next fiscal year over the last three months.
kr-dps_fy2_3m_chg-z: Z-score of the change in dividend per share for the second next fiscal year over the last three months.
Market Ratios
Implied Volatility
kr-ivol_mkt_252d: Implied volatility in the market over the last 252 days.
kr-ivol_mkt_252d-z: Z-score of the implied volatility in the market over the last 252 days.
kr-ivol_ff_21d: Implied volatility from a fast formula over the last 21 days.
kr-ivol_ff_21d-z: Z-score of the implied volatility from a fast formula over the last 21 days.
kr-ivol_ff_63d: Implied volatility from a fast formula over the last 63 days.
kr-ivol_ff_63d-z: Z-score of the implied volatility from a fast formula over the last 63 days.
kr-ivol_ff_126d: Implied volatility from a fast formula over the last 126 days.
kr-ivol_ff_126d-z: Z-score of the implied volatility from a fast formula over the last 126 days.
kr-ivol_ff_252d: Implied volatility from a fast formula over the last 252 days.
kr-ivol_ff_252d-z: Z-score of the implied volatility from a fast formula over the last 252 days.
Beta
kr-beta_yield_3y_60m: Beta calculated using a 60-month window, based on the last 3 years.
kr-beta_yield_3y_60m-z: Z-score of the beta calculated using a 60-month window, based on the last 3 years.
kr-beta_yield_5y_60m: Beta calculated using a 60-month window, based on the last 5 years.
kr-beta_yield_5y_60m-z: Z-score of the beta calculated using a 60-month window, based on the last 5 years.
kr-beta_yield_10y_60m: Beta calculated using a 60-month window, based on the last 10 years.
kr-beta_yield_10y_60m-z: Z-score of the beta calculated using a 60-month window, based on the last 10 years.
Residual Yield
kr-resid_yield_3y_60m: Residual yield calculated using a 60-month window, based on the last 3 years.
kr-resid_yield_3y_60m-z: Z-score of the residual yield calculated using a 60-month window, based on the last 3 years.
kr-resid_us_1260d: Residual yield for the US market over the last 1260 days.
kr-resid_us_1260d-z: Z-score of the residual yield for the US market over the last 1260 days.
Credit and Investment Intensity Ratios
Credit Ratio
kr-credit_ratio_5d: Credit ratio over the last 5 days.
kr-credit_ratio_5d-z: Z-score of the credit ratio over the last 5 days.
kr-credit_ratio_10d: Credit ratio over the last 10 days.
kr-credit_ratio_10d-z: Z-score of the credit ratio over the last 10 days.
kr-credit_ratio_20d: Credit ratio over the last 20 days.
kr-credit_ratio_20d-z: Z-score of the credit ratio over the last 20 days.
kr-credit_ratio_60d: Credit ratio over the last 60 days.
kr-credit_ratio_60d-z: Z-score of the credit ratio over the last 60 days.
Securities Lending and Borrowing (SLB) Intensity
kr-slb_intensity_5d: Securities lending and borrowing intensity over the last 5 days.
kr-slb_intensity_5d-z: Z-score of the securities lending and borrowing intensity over the last 5 days.
kr-slb_intensity_10d: Securities lending and borrowing intensity over the last 10 days.
kr-slb_intensity_10d-z: Z-score of the securities lending and borrowing intensity over the last 10 days.
kr-slb_intensity_20d: Securities lending and borrowing intensity over the last 20 days.
kr-slb_intensity_20d-z: Z-score of the securities lending and borrowing intensity over the last 20 days.
kr-slb_intensity_60d: Securities lending and borrowing intensity over the last 60 days.
kr-slb_intensity_60d-z: Z-score of the securities lending and borrowing intensity over the last 60 days.
Net Investment Ratios
kr-net_inst_10d: Net investment by institutions over the last 10 days.
kr-net_inst_10d-z: Z-score of the net investment by institutions over the last 10 days.
kr-net_inst_20d: Net investment by institutions over the last 20 days.
kr-net_inst_20d-z: Z-score of the net investment by institutions over the last 20 days.
kr-net_fore_10d: Net foreign investment over the last 10 days.
kr-net_fore_10d-z: Z-score of the net foreign investment over the last 10 days.
kr-net_fore_20d: Net foreign investment over the last 20 days.
kr-net_fore_20d-z: Z-score of the net foreign investment over the last 20 days.
kr-net_retail_10d: Net retail investment over the last 10 days.
kr-net_retail_10d-z: Z-score of the net retail investment over the last 10 days.
kr-net_retail_20d: Net retail investment over the last 20 days.
kr-net_retail_20d-z: Z-score of the net retail investment over the last 20 days.
kr-net_invest_or_10d: Other net investment over the last 10 days.
kr-net_invest_or_10d-z: Z-score of other net investment over the last 10 days.
kr-net_invest_or_20d: Other net investment over the last 20 days.
kr-net_invest_or_20d-z: Z-score of other net investment over the last 20 days.
kr-net_invest_and_10d: Another category of net investment over the last 10 days.
kr-net_invest_and_10d-z: Z-score of another category of net investment over the last 10 days.
kr-net_invest_and_20d: Another category of net investment over the last 20 days.
kr-net_invest_and_20d-z: Z-score of another category of net investment over the last 20 days.
kr-net_invest_sum_10d: Sum of net investments over the last 10 days.
kr-net_invest_sum_10d-z: Z-score of the sum of net investments over the last 10 days.
kr-net_invest_sum_20d: Sum of net investments over the last 20 days.
kr-net_invest_sum_20d-z: Z-score of the sum of net investments over the last 20 days.
Investment Ratio by Investor Type
kr-inst_invest_ratio_5d: Investment ratio by institutions over the last 5 days.
kr-inst_invest_ratio_5d-z: Z-score of the investment ratio by institutions over the last 5 days.
kr-inst_invest_ratio_10d: Investment ratio by institutions over the last 10 days.
kr-inst_invest_ratio_10d-z: Z-score of the investment ratio by institutions over the last 10 days.
kr-inst_invest_ratio_20d: Investment ratio by institutions over the last 20 days.
kr-inst_invest_ratio_20d-z: Z-score of the investment ratio by institutions over the last 20 days.
kr-inst_invest_ratio_60d: Investment ratio by institutions over the last 60 days.
kr-inst_invest_ratio_60d-z: Z-score of the investment ratio by institutions over the last 60 days.
kr-fore_invest_ratio_5d: Investment ratio by foreign investors over the last 5 days.
kr-fore_invest_ratio_5d-z: Z-score of the investment ratio by foreign investors over the last 5 days.
kr-fore_invest_ratio_10d: Investment ratio by foreign investors over the last 10 days.
kr-fore_invest_ratio_10d-z: Z-score of the investment ratio by foreign investors over the last 10 days.
kr-fore_invest_ratio_20d: Investment ratio by foreign investors over the last 20 days.
kr-fore_invest_ratio_20d-z: Z-score of the investment ratio by foreign investors over the last 20 days.
kr-fore_invest_ratio_60d: Investment ratio by foreign investors over the last 60 days.
kr-fore_invest_ratio_60d-z: Z-score of the investment ratio by foreign investors over the last 60 days.
kr-retail_invest_ratio_5d: Investment ratio by retail investors over the last 5 days.
kr-retail_invest_ratio_5d-z: Z-score of the investment ratio by retail investors over the last 5 days.
kr-retail_invest_ratio_10d: Investment ratio by retail investors over the last 10 days.
kr-retail_invest_ratio_10d-z: Z-score of the investment ratio by retail investors over the last 10 days.
kr-retail_invest_ratio_20d: Investment ratio by retail investors over the last 20 days.
kr-retail_invest_ratio_20d-z: Z-score of the investment ratio by retail investors over the last 20 days.
kr-retail_invest_ratio_60d: Investment ratio by retail investors over the last 60 days.
kr-retail_invest_ratio_60d-z: Z-score of the investment ratio by retail investors over the last 60 days.
kr-net_invest_ratio_5d: Net investment ratio over the last 5 days.
kr-net_invest_ratio_5d-z: Z-score of the net investment ratio over the last 5 days.
kr-net_invest_ratio_10d: Net investment ratio over the last 10 days.
kr-net_invest_ratio_10d-z: Z-score of the net investment ratio over the last 10 days.
kr-net_invest_ratio_20d: Net investment ratio over the last 20 days.
kr-net_invest_ratio_20d-z: Z-score of the net investment ratio over the last 20 days.
kr-net_invest_ratio_60d: Net investment ratio over the last 60 days.
kr-net_invest_ratio_60d-z: Z-score of the net investment ratio over the last 60 days.
Growth Ratios
kr-np_yoy: Year-over-year growth in net profit.
kr-np_yoy-z: Z-score of the year-over-year growth in net profit.
kr-roe_delta: Change in return on equity from the previous period.
kr-roe_delta-z: Z-score of the change in return on equity from the previous period.
kr-sales_yoy: Year-over-year growth in sales.
kr-sales_yoy-z: Z-score of the year-over-year growth in sales.
kr-op_yoy: Year-over-year growth in operating profit.
kr-op_yoy-z: Z-score of the year-over-year growth in operating profit.
Capital Expenditure Ratios
kr-capex_to_asset_12mf: Capital expenditure to asset ratio for the next 12 months forecast.
kr-capex_to_asset_12mf-z: Z-score of the capital expenditure to asset ratio for the next 12 months forecast.
kr-capex_growth_12mf: Growth in capital expenditure over the next 12 months forecast.
kr-capex_growth_12mf-z: Z-score of the growth in capital expenditure over the next 12 months forecast.
Factor (2)
Item List
Sales
12-Month Forward
Monthly
kr-sales_12mf_1m - Represents the forecasted sales for the next 12 months on a monthly basis.
kr-sales_12mf_1m-z - Z-score of the 12-month forward sales on a monthly basis.
Quarterly
kr-sales_12mf_3m - Represents the forecasted sales for the next 12 months on a quarterly basis.
kr-sales_12mf_3m-z - Z-score of the 12-month forward sales on a quarterly basis.
18-Month Forward
Monthly
kr-sales_18mf_1m - Represents the forecasted sales for the next 18 months on a monthly basis.
kr-sales_18mf_1m-z - Z-score of the 18-month forward sales on a monthly basis.
Quarterly
kr-sales_18mf_3m - Represents the forecasted sales for the next 18 months on a quarterly basis.
kr-sales_18mf_3m-z - Z-score of the 18-month forward sales on a quarterly basis.
24-Month Forward
Monthly
kr-sales_24mf_1m - Represents the forecasted sales for the next 24 months on a monthly basis.
kr-sales_24mf_1m-z - Z-score of the 24-month forward sales on a monthly basis.
Quarterly
kr-sales_24mf_3m - Represents the forecasted sales for the next 24 months on a quarterly basis.
kr-sales_24mf_3m-z - Z-score of the 24-month forward sales on a quarterly basis.
Fiscal Quarters
FQ1
Monthly
kr-sales_fq1_1m - Represents the forecasted sales for the first fiscal quarter on a monthly basis.
kr-sales_fq1_1m-z - Z-score of the first fiscal quarter sales on a monthly basis.
Quarterly
kr-sales_fq1_3m - Represents the forecasted sales for the first fiscal quarter on a quarterly basis.
kr-sales_fq1_3m-z - Z-score of the first fiscal quarter sales on a quarterly basis.
FQ2
Monthly
kr-sales_fq2_1m - Represents the forecasted sales for the second fiscal quarter on a monthly basis.
kr-sales_fq2_1m-z - Z-score of the second fiscal quarter sales on a monthly basis.
Quarterly
kr-sales_fq2_3m - Represents the forecasted sales for the second fiscal quarter on a quarterly basis.
kr-sales_fq2_3m-z - Z-score of the second fiscal quarter sales on a quarterly basis.
Fiscal Years
FY1
Monthly
kr-sales_fy1_1m - Represents the forecasted sales for the first fiscal year on a monthly basis.
kr-sales_fy1_1m-z - Z-score of the first fiscal year sales on a monthly basis.
Quarterly
kr-sales_fy1_3m - Represents the forecasted sales for the first fiscal year on a quarterly basis.
kr-sales_fy1_3m-z - Z-score of the first fiscal year sales on a quarterly basis.
FY2
Monthly
kr-sales_fy2_1m - Represents the forecasted sales for the second fiscal year on a monthly basis.
kr-sales_fy2_1m-z - Z-score of the second fiscal year sales on a monthly basis.
Quarterly
kr-sales_fy2_3m - Represents the forecasted sales for the second fiscal year on a quarterly basis.
kr-sales_fy2_3m-z - Z-score of the second fiscal year sales on a quarterly basis.
Operating Profit
12-Month Forward
Monthly
kr-op_12mf_1m - Represents the forecasted operating profit for the next 12 months on a monthly basis.
kr-op_12mf_1m-z - Z-score of the 12-month forward operating profit on a monthly basis.
Quarterly
kr-op_12mf_3m - Represents the forecasted operating profit for the next 12 months on a quarterly basis.
kr-op_12mf_3m-z - Z-score of the 12-month forward operating profit on a quarterly basis.
18-Month Forward
Monthly
kr-op_18mf_1m - Represents the forecasted operating profit for the next 18 months on a monthly basis.
kr-op_18mf_1m-z - Z-score of the 18-month forward operating profit on a monthly basis.
Quarterly
kr-op_18mf_3m - Represents the forecasted operating profit for the next 18 months on a quarterly basis.
kr-op_18mf_3m-z - Z-score of the 18-month forward operating profit on a quarterly basis.
24-Month Forward
Monthly
kr-op_24mf_1m - Represents the forecasted operating profit for the next 24 months on a monthly basis.
kr-op_24mf_1m-z - Z-score of the 24-month forward operating profit on a monthly basis.
Quarterly
kr-op_24mf_3m - Represents the forecasted operating profit for the next 24 months on a quarterly basis.
kr-op_24mf_3m-z - Z-score of the 24-month forward operating profit on a quarterly basis.
Fiscal Quarters
FQ1
Monthly
kr-op_fq1_1m - Represents the forecasted operating profit for the first fiscal quarter on a monthly basis.
kr-op_fq1_1m-z - Z-score of the first fiscal quarter operating profit on a monthly basis.
Quarterly
kr-op_fq1_3m - Represents the forecasted operating profit for the first fiscal quarter on a quarterly basis.
kr-op_fq1_3m-z - Z-score of the first fiscal quarter operating profit on a quarterly basis.
FQ2
Monthly
kr-op_fq2_1m - Represents the forecasted operating profit for the second fiscal quarter on a monthly basis.
kr-op_fq2_1m-z - Z-score of the second fiscal quarter operating profit on a monthly basis.
Quarterly
kr-op_fq2_3m - Represents the forecasted operating profit for the second fiscal quarter on a quarterly basis.
kr-op_fq2_3m-z - Z-score of the second fiscal quarter operating profit on a quarterly basis.
Fiscal Years
FY1
Monthly
kr-op_fy1_1m - Represents the forecasted operating profit for the first fiscal year on a monthly basis.
kr-op_fy1_1m-z - Z-score of the first fiscal year operating profit on a monthly basis.
Quarterly
kr-op_fy1_3m - Represents the forecasted operating profit for the first fiscal year on a quarterly basis.
kr-op_fy1_3m-z - Z-score of the first fiscal year operating profit on a quarterly basis.
FY2
Monthly
kr-op_fy2_1m - Represents the forecasted operating profit for the second fiscal year on a monthly basis.
kr-op_fy2_1m-z - Z-score of the second fiscal year operating profit on a monthly basis.
Quarterly
kr-op_fy2_3m - Represents the forecasted operating profit for the second fiscal year on a quarterly basis.
kr-op_fy2_3m-z - Z-score of the second fiscal year operating profit on a quarterly basis.
Adjusted FY1
Monthly
kr-op_fy1_1m_adj - Represents the adjusted forecasted operating profit for the first fiscal year on a monthly basis.
kr-op_fy1_1m_adj-z - Z-score of the adjusted first fiscal year operating profit on a monthly basis.
Adjusted FY2
Monthly
kr-op_fy2_1m_adj - Represents the adjusted forecasted operating profit for the second fiscal year on a monthly basis.
kr-op_fy2_1m_adj-z - Z-score of the adjusted second fiscal year operating profit on a monthly basis.
Net Profit
12-Month Forward
Monthly
kr-np_12mf_1m - Represents the forecasted net profit for the next 12 months on a monthly basis.
kr-np_12mf_1m-z - Z-score of the 12-month forward net profit on a monthly basis.
Quarterly
kr-np_12mf_3m - Represents the forecasted net profit for the next 12 months on a quarterly basis.
kr-np_12mf_3m-z - Z-score of the 12-month forward net profit on a quarterly basis.
18-Month Forward
Monthly
kr-np_18mf_1m - Represents the forecasted net profit for the next 18 months on a monthly basis.
kr-np_18mf_1m-z - Z-score of the 18-month forward net profit on a monthly basis.
Quarterly
kr-np_18mf_3m - Represents the forecasted net profit for the next 18 months on a quarterly basis.
kr-np_18mf_3m-z - Z-score of the 18-month forward net profit on a quarterly basis.
24-Month Forward
Monthly
kr-np_24mf_1m - Represents the forecasted net profit for the next 24 months on a monthly basis.
kr-np_24mf_1m-z - Z-score of the 24-month forward net profit on a monthly basis.
Quarterly
kr-np_24mf_3m - Represents the forecasted net profit for the next 24 months on a quarterly basis.
kr-np_24mf_3m-z - Z-score of the 24-month forward net profit on a quarterly basis.
Fiscal Quarters
FQ1
Monthly
kr-np_fq1_1m - Represents the forecasted net profit for the first fiscal quarter on a monthly basis.
kr-np_fq1_1m-z - Z-score of the first fiscal quarter net profit on a monthly basis.
Quarterly
kr-np_fq1_3m - Represents the forecasted net profit for the first fiscal quarter on a quarterly basis.
kr-np_fq1_3m-z - Z-score of the first fiscal quarter net profit on a quarterly basis.
FQ2
Monthly
kr-np_fq2_1m - Represents the forecasted net profit for the second fiscal quarter on a monthly basis.
kr-np_fq2_1m-z - Z-score of the second fiscal quarter net profit on a monthly basis.
Quarterly
kr-np_fq2_3m - Represents the forecasted net profit for the second fiscal quarter on a quarterly basis.
kr-np_fq2_3m-z - Z-score of the second fiscal quarter net profit on a quarterly basis.
Fiscal Years
FY1
Monthly
kr-np_fy1_1m - Represents the forecasted net profit for the first fiscal year on a monthly basis.
kr-np_fy1_1m-z - Z-score of the first fiscal year net profit on a monthly basis.
Quarterly
kr-np_fy1_3m - Represents the forecasted net profit for the first fiscal year on a quarterly basis.
kr-np_fy1_3m-z - Z-score of the first fiscal year net profit on a quarterly basis.
FY2
Monthly
kr-np_fy2_1m - Represents the forecasted net profit for the second fiscal year on a monthly basis.
kr-np_fy2_1m-z - Z-score of the second fiscal year net profit on a monthly basis.
Quarterly
kr-np_fy2_3m - Represents the forecasted net profit for the second fiscal year on a quarterly basis.
kr-np_fy2_3m-z - Z-score of the second fiscal year net profit on a quarterly basis.
Dividend Yield
18-Month Forward
kr-dividend_yield_18mf - Represents the forecasted dividend yield for the next 18 months.
kr-dividend_yield_18mf-z - Z-score of the 18-month forward dividend yield.
Relative 3-Year
kr-dividend_yield_18mf_rel3y - Represents the 18-month forward dividend yield relative to the past 3 years.
kr-dividend_yield_18mf_rel3y-z - Z-score of the 18-month forward dividend yield relative to the past 3 years.
24-Month Forward
kr-dividend_yield_24mf - Represents the forecasted dividend yield for the next 24 months.
kr-dividend_yield_24mf-z - Z-score of the 24-month forward dividend yield.
Relative 3-Year
kr-dividend_yield_24mf_rel3y - Represents the 24-month forward dividend yield relative to the past 3 years.
kr-dividend_yield_24mf_rel3y-z - Z-score of the 24-month forward dividend yield relative to the past 3 years.
Profit Surprises
Net Profit Surprise
Current Quarter
kr-net_profit_surprise_fq0 - Represents the net profit surprise for the current quarter.
kr-net_profit_surprise_fq0-z - Z-score of the net profit surprise for the current quarter.
Adjusted
kr-net_profit_surprise_adj_fq0 - Represents the adjusted net profit surprise for the current quarter.
kr-net_profit_surprise_adj_fq0-z - Z-score of the adjusted net profit surprise for the current quarter.
Operating Profit Surprise
Current Quarter
kr-operating_profit_surprise_fq0 - Represents the operating profit surprise for the current quarter.
kr-operating_profit_surprise_fq0-z - Z-score of the operating profit surprise for the current quarter.
Adjusted
kr-operating_profit_surprise_adj_fq0 - Represents the adjusted operating profit surprise for the current quarter.
kr-operating_profit_surprise_adj_fq0-z - Z-score of the adjusted operating profit surprise for the current quarter.
Profit Growth
Net Profit Growth
Current Quarter
kr-net_profit_growth_fq0 - Represents the net profit growth for the current quarter.
kr-net_profit_growth_fq0-z - Z-score of the net profit growth for the current quarter.
Operating Profit Growth
Current Quarter
kr-operating_profit_growth_fq0 - Represents the operating profit growth for the current quarter.
kr-operating_profit_growth_fq0-z - Z-score of the operating profit growth for the current quarter.
Target Price Change
21-Day Change
kr-change_of_target_price_21d - Represents the change in target price over the past 21 days.
kr-change_of_target_price_21d-z - Z-score of the change in target price over the past 21 days.
Wage to Asset Ratio
kr-wage_to_asset - Represents the ratio of wages to total assets.
kr-wage_to_asset-z - Z-score of the ratio of wages to total assets.
Price to Free Cash Flow
18-Month Forward
kr-p_fcf_18mf - Represents the forecasted price to free cash flow ratio for the next 18 months.
kr-p_fcf_18mf-z - Z-score of the 18-month forward price to free cash flow ratio.
Relative 3-Year
kr-p_fcf_18mf_rel3y - Represents the 18-month forward price to free cash flow ratio relative to the past 3 years.
kr-p_fcf_18mf_rel3y-z - Z-score of the 18-month forward price to free cash flow ratio relative to the past 3 years.
24-Month Forward
kr-p_fcf_24mf - Represents the forecasted price to free cash flow ratio for the next 24 months.
kr-p_fcf_24mf-z - Z-score of the 24-month forward price to free cash flow ratio.
Relative 3-Year
kr-p_fcf_24mf_rel3y - Represents the 24-month forward price to free cash flow ratio relative to the past 3 years.
kr-p_fcf_24mf_rel3y-z - Z-score of the 24-month forward price to free cash flow ratio relative to the past 3 years.
Fama-French Factors
kr-ff3_daily - Represents the daily Fama-French three-factor model coefficients.
kr-ff3_monthly - Represents the monthly Fama-French three-factor model coefficients.
Earnings Per Share (EPS)
Fiscal Years
FY1
Monthly
kr-eps_fy1_1m - Represents the forecasted EPS for the first fiscal year on a monthly basis.
kr-eps_fy1_1m-z - Z-score of the first fiscal year EPS on a monthly basis.
FY2
Monthly
kr-eps_fy2_1m - Represents the forecasted EPS for the second fiscal year on a monthly basis.
kr-eps_fy2_1m-z - Z-score of the second fiscal year EPS on a monthly basis.
Fiscal Quarters
FQ1
Monthly
kr-eps_fq1_1m - Represents the forecasted EPS for the first fiscal quarter on a monthly basis.
kr-eps_fq1_1m-z - Z-score of the first fiscal quarter EPS on a monthly basis.
FQ2
Monthly
kr-eps_fq2_1m - Represents the forecasted EPS for the second fiscal quarter on a monthly basis.
kr-eps_fq2_1m-z - Z-score of the second fiscal quarter EPS on a monthly basis.
Adjusted EPS
FY1
Monthly
kr-eps_fy1_1m_adj - Represents the adjusted forecasted EPS for the first fiscal year on a monthly basis.
kr-eps_fy1_1m_adj-z - Z-score of the adjusted first fiscal year EPS on a monthly basis.
FY2
Monthly
kr-eps_fy2_1m_adj - Represents the adjusted forecasted EPS for the second fiscal year on a monthly basis.
kr-eps_fy2_1m_adj-z - Z-score of the adjusted second fiscal year EPS on a monthly basis.
Return Ratios
kr-r126d_r21d - Represents the return ratio of 126 days to 21 days.
kr-r126d_r21d-z - Z-score of the return ratio of 126 days to 21 days.
Trading Volume
Logarithm of 12-Month Trading Volume
kr-log_tvol_12m - Represents the logarithm of the trading volume over the past 12 months.
kr-log_tvol_12m-z - Z-score of the logarithm of the trading volume over the past 12 months.
Factor Scores (Z-Scores)
kr-size-z - Z-score representing the size factor.
kr-value-z - Z-score representing the value factor.
kr-momentum-z - Z-score representing the momentum factor.
kr-quality-z - Z-score representing the quality factor.
kr-volatility-z - Z-score representing the volatility factor.
kr-beta-z - Z-score representing the beta factor.
kr-dividend-z - Z-score representing the dividend factor.
kr-surprise-z - Z-score representing the surprise factor.
kr-liquidity-z - Z-score representing the liquidity factor.
Investment Strategies
kr-benjamin_graham - Represents the investment strategy based on Benjamin Graham's principles.
kr-peter_lynch - Represents the investment strategy based on Peter Lynch's principles.
kr-warren_buffet - Represents the investment strategy based on Warren Buffet's principles.
kr-william_oneil - Represents the investment strategy based on William O'Neil's principles.
kr-david_dreman - Represents the investment strategy based on David Dreman's principles.
kr-charles_munger - Represents the investment strategy based on Charles Munger's principles.
kr-bill_ackman - Represents the investment strategy based on Bill Ackman's principles.
kr-james_oshaughnessy - Represents the investment strategy based on James O'Shaughnessy's principles.
kr-glenn_welling - Represents the investment strategy based on Glenn Welling's principles.
kr-ron_baron - Represents the investment strategy based on Ron Baron's principles.
kr-cathie_wood - Represents the investment strategy based on Cathie Wood's principles.
kr-alex_sacerdote - Represents the investment strategy based on Alex Sacerdote's principles.
kr-glenn_greenberg - Represents the investment strategy based on Glenn Greenberg's principles.
kr-brad_gerstner - Represents the investment strategy based on Brad Gerstner's principles.
kr-colin_moran - Represents the investment strategy based on Colin Moran's principles.
Debt Ratios
Net Debt to Equity
kr-net_debt_to_equity - Represents the net debt to equity ratio.
kr-net_debt_to_equity-z - Z-score of the net debt to equity ratio.
This document provides information on accessing the market regime data for the Korean stock market, suitable for quantitative analysis.
Example code
Metadata
Item List
Hidden Markov Models (HMM)
hmm: Standard HMM for KR STOCK
hmm_sp500: HMM based on S&P 500 index
hmm_wo_us_etf: HMM without US ETFs
hmm_wo_krx_etf: HMM without KRX-listed ETFs
OECD Economic Indicators
oecd_usa: OECD indicators for the USA
oecd_world: Global OECD indicators
oecd_china: OECD indicators for China
Market Sentiment
k200_ms4: Market sentiment for KOSPI 200
This document provides information on how to access and use the company status event data for the Korean stock market from our data catalog.
Example code
Metadata
Item List
Company Status
market: General market-related status updates. (1: KS, 2: KQ)
liquidation: Information about liquidation trading (1: applicable, 0: normal).
unreliable: Data on unreliable public disclosure companies (1: applicable, 0: not applicable).
abnormal: Details on abnormal surge stocks (1: applicable, 0: not applicable).
overheating: Information on short-term overheating stocks (0: not applicable, 1: designation notice, 2: designated, 3: designation extended).
borrowing: Data on borrowing short-selling overheating stocks (1: applicable, 0: not applicable).
illiquid: Information on low liquidity stocks (1: applicable, 0: not applicable).
caution: Alerts and warnings issued for particular stocks (1: caution, 0: normal).
alert: Investment warning classification for stocks (1: applicable, 0: not applicable).
administration: Information on administrative decisions affecting stocks (1: administrative, 0: normal).
suspension: Notices of temporary halts in trading for certain stocks (1: suspended, 0: normal).
list_yn : Indicates whether the stock is listed (1: listed, NaN: delisted)
This document provides information on accessing corporate actions data for the Korean stock market, including adjustment and dividend factors.
Example code
Metadata
Item List
Corporate Actions
adjust_factor: A multiplier applied to stock prices and volumes to account for historical changes due to stock splits, dividends, and other corporate actions, ensuring comparability over time.
dividend_factor: A factor reflecting the adjustment made to a stock's price to incorporate the distribution of dividends, aiming to present a price that accurately represents the stock's value post-dividend payout.
This document provides an overview of the economic indicators data related to the Korean stock market, available for use in financial analysis.
Example code
Metadata
Item List
Currency
currency: Information about the currency rates.
Interest Rates
interest_rate: Data on the prevailing interest rates.
Market Indices
index_close: Closing values of the market indices.
index_mkt_cap: Market capitalization based on the indices.
VAIV Theme
This dataset provides various metrics and scores related to companies, businesses, themes, and items, including keyword analysis and sales ratios.
Example code
Metadata
Structure
Item List
Business Metrics
business-ma
business-score
business-z_score
Theme Metrics
theme-ma
theme-score
theme-z_score
Item Metrics
item-ma
item-score
item-z_score
VAIV Company Keyword
This dataset provides various metrics related to company keywords, including their relevance scores, sales ratios, and total sales.
Example code
Metadata
Structure
Item List
company-keyword_pearson: Pearson correlation coefficient for company keywords.
company-keyword_score: Relevance score for company keywords.
company-keyword_sales_ratio: Sales ratio associated with company keywords.
company-keyword_total_sales: Total sales associated with company keywords.
company-keyword_last_upt_dt: Last update date for company keyword data.
Korea Sentiment Index
This dataset provides various sentiment and tone metrics related to the Korean market and the S&P 500.
Example code
Metadata
Item List
Sentiment and Tone Metrics
korea_tone: Korean Sentiment Tone Index
korea_tone_neutral: Korean Sentiment Neutral Index (Valid From: 2020-10-21)
korea_tone_SP500: English Sentiment Tone Index on Korea (Valid To: 2021-07-31)
Korea EWS Index
This dataset provides early warning signals (EWS) for the Korean market and a specific subset for the S&P 500, including Principal Component Analysis (PCA) related data, proxy, and sentiment metrics.
Example code
Metadata
Item List
pca_proxy: PCA Integrated Macroeconomic and Financial Indicators Input Feature
pca_sentiment: PCA Integrated Macroeconomic and Financial Indicators
weekly
korea_EWS: Weekly KOSPI EWS Based on Korean Sentiment Index
monthly
korea_EWS: Monthly KOSPI EWS Based on Korean Sentiment Index
korea_EWS_SP500: Monthly KOSPI EWS Based on English Sentiment Index
VAIV Keyterm
This dataset provides metrics on news articles, segmented by sentiment (positive, negative, neutral) and category, including rates and counts of materials.
Example code
Metadata
Item List
Use sentiment category for Korea
Use sentiment_exp category for Korea Expanded
All Sentiment
all-N_of_mat_key[all_cat]: Number of total key terms for overall sentiment on the given day in Korea.
all-N_of_mat_key[in_cat]: Number of matching key terms for overall sentiment in the specified category on the given day in Korea.
all-N_of_news: Number of total news articles for overall sentiment on the given day in Korea.
all-mat_key_rate[in_cat%all_cat]: Category key term rate for overall sentiment on the given day in Korea.
Negative Sentiment
neg-N_of_mat_key[all_cat]: Number of total key terms for negative sentiment on the given day in Korea.
neg-N_of_mat_key[in_cat]: Number of matching key terms for negative sentiment in the specified category on the given day in Korea.
neg-N_of_news: Number of total news articles for negative sentiment on the given day in Korea.
neg-mat_key_rate[in_cat%all_cat]: Category key term rate for negative sentiment on the given day in Korea.
Neutral Sentiment
neu-N_of_mat_key[all_cat]: Number of total key terms for neutral sentiment on the given day in Korea.
neu-N_of_mat_key[in_cat]: Number of matching key terms for neutral sentiment in the specified category on the given day in Korea.
neu-N_of_news: Number of total news articles for neutral sentiment on the given day in Korea.
neu-mat_key_rate[in_cat%all_cat]: Category key term rate for neutral sentiment on the given day in Korea.
Positive Sentiment
pos-N_of_mat_key[all_cat]: Number of total key terms for positive sentiment on the given day in Korea.
pos-N_of_mat_key[in_cat]: Number of matching key terms for positive sentiment in the specified category on the given day in Korea.
pos-N_of_news: Number of total news articles for positive sentiment on the given day in Korea.
pos-mat_key_rate[in_cat%all_cat]: Category key term rate for positive sentiment on the given day in Korea.
The data is released for free in the public interest by Dart, a Korean open data portal and publication site, and the data column is returned with the 6-digit stock short_code.
Open data will gradually be added in the future.
Price Data
price_close: Closing price
price_high: Highest price
price_low: Lowest price
volume_sum: Total volume
listed_shares: Number of listed shares
mkt_cap: Market capitalization
Where does the data come from?
Korea public data portal : https://www.data.go.kr/
A concise reference for accessing US etf market price and volume data.
Example code
Metadata
Item List
Price Data
price_close: Closing price
price_high: Base price
price_open: Opening price
price_low: Highest price
Volume Data
trading_volume: Total volume
Shares Data
shares_outstanding: Number of listed shares
Dividend Data
indicated_annual_dividend: Indicated annual dividend
Earnings Data
eps: Earnings per share (EPS)
Additional Data
amount: Amount
ctoc: Daily CtoC (close-to-close) return
ctoc_total: Total CtoC (close-to-close) return (dividend applied)
A concise reference for accessing US stock market price and volume data.
Example code
Metadata
Item List
Price Data
price_close: Closing price
price_high: Base price
price_open: Opening price
price_low: Highest price
Volume Data
trading_volume: Total volume
Shares Data
shares_outstanding: Number of listed shares
Dividend Data
indicated_annual_dividend: Indicated annual dividend
Earnings Data
eps: Earnings per share (EPS)
Additional Data
amount: Amount
ctoc: Daily CtoC (close-to-close) return
ctoc_total: Total CtoC (close-to-close) return (dividend applied)
This dataset provides classification information for US stocks, specifically using the GICS (Global Industry Classification Standard).
Example code
Metadata
Item List
gics
Summary
This dataset provides 90 days delayed financial statements for US stocks, including various financial metrics and indicators.
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
Item List
Balance Sheet Items
Assets
atq: Total Assets
actq: Current Assets
rectq: Accounts Receivable
cheq: Cash and Short-Term Investment
invtq: Inventories
ancq: Non-Current Assets
intanq: Intangible Assets
ivaoq: Investment and Advances
ivstq: Short-Term Investments
ppegtq: Property, Plant and Equipment Gross
ppentq: Property, Plant and Equipment Net
Liabilities
ltq: Total Liabilities
lctq: Current Liabilities
apq: Accounts Payable
dlcq: Short-Term Debt
txpq: Income Taxes Payable
dlttq: Long-Term Debt
txditcq: Deferred Taxes and Investment Credit
Equity
pstkq: Preferred Stock
seqq: Shareholders Equity
Income Statement Items
revtq: Sales
cogsq: Cost of Goods Sold
gpq: Gross Profit
xsgaq: Selling, General and Administrative Expenses
xrdq: Research and Development Expenses
xstq: Staff Expense - Wages/Salaries
xstoq: Staff Expense - Other
spiq: Special Items
xoprq: Operating Expenses
oibdpq: Operating Income Before Depreciation
dpq: Depreciation and Amortization
oiadpq: Operating Income After Depreciation
xintq: Interest Expenses
piq: Earnings before Tax and Extraordinary Items
txtq: Income Tax
xidoq: Extraordinary Items and Discontinued Operations
ibq: Net Income
niq: Net Income Including Extraordinary Items
dvtq: Total Dividends
saleq: Net Sales
req: Retained Earnings
Earning Per Shares Items
epsf12: Earnings Per Share (Diluted) - Excluding Extraordinary Items - 12 Months Moving
epsfi12: Earnings Per Share (Diluted) - Including Extraordinary Items - 12 Months Moving
epsfiq: Earnings Per Share (Diluted) - Including Extraordinary Items
epsfxq: Earnings Per Share (Diluted) - Excluding Extraordinary items
epspi12: Earnings Per Share (Basic) - Including Extraordinary Items - 12 Months Moving
epspiq: Earnings Per Share (Basic) - Including Extraordinary Items
epspxq: Earnings Per Share (Basic) - Excluding Extraordinary Items
epsx12: Earnings Per Share (Basic) - Excluding Extraordinary Items - 12 Months Moving
oepsxq: Earnings Per Share (Diluted) - from Operations
opepsq: Earnings Per Share from Operations
oepf12: Earnings Per Share (Diluted) - from Operations - 12 Months Moving
oeps12: Earnings Per Share from Operations - 12 Months Moving
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.
Example code
Metadata
Item List
Balance Sheet Items
Assets
pit-atq: Total Assets
pit-actq: Current Assets
pit-rectq: Accounts Receivable
pit-cheq: Cash and Short-Term Investment
pit-invtq: Inventories
pit-ancq: Non-Current Assets
pit-intanq: Intangible Assets
pit-ivaoq: Investment and Advances
pit-ivstq: Short-Term Investments
pit-ppegtq: Property, Plant and Equipment Gross
pit-ppentq: Property, Plant and Equipment Net
Liabilities
pit-ltq: Total Liabilities
pit-lctq: Current Liabilities
pit-apq: Accounts Payable
pit-dlcq: Short-Term Debt
pit-txpq: Income Taxes Payable
pit-dlttq: Long-Term Debt
pit-txditcq: Deferred Taxes and Investment Credit
Equity
pit-pstkq: Preferred Stock
pit-seqq: Shareholders Equity
Income Statement Items
pit-revtq: Sales
pit-cogsq: Cost of Goods Sold
pit-gpq: Gross Profit
pit-xsgaq: Selling, General and Administrative Expenses
pit-xrdq: Research and Development Expenses
pit-xstq: Staff Expense - Wages/Salaries
pit-xstoq: Staff Expense - Other
pit-spiq: Special Items
pit-xoprq: Operating Expenses
pit-oibdpq: Operating Income Before Depreciation
pit-dpq: Depreciation and Amortization
pit-oiadpq: Operating Income After Depreciation
pit-xintq: Interest Expenses
pit-piq: Earnings before Tax and Extraordinary Items
pit-txtq: Income Tax
pit-xidoq: Extraordinary Items and Discontinued Operations
pit-ibq: Net Income
pit-niq: Net Income Including Extraordinary Items
pit-dvtq: Total Dividends
pit-saleq: Net Sales
pit-req: Retained Earnings
Earning Per Shares Items
pit-epsf12: Earnings Per Share (Diluted) - Excluding Extraordinary Items - 12 Months Moving
pit-epsfi12: Earnings Per Share (Diluted) - Including Extraordinary Items - 12 Months Moving
pit-epsfiq: Earnings Per Share (Diluted) - Including Extraordinary Items
pit-epsfxq: Earnings Per Share (Diluted) - Excluding Extraordinary items
pit-epspi12: Earnings Per Share (Basic) - Including Extraordinary Items - 12 Months Moving
pit-epspiq: Earnings Per Share (Basic) - Including Extraordinary Items
pit-epspxq: Earnings Per Share (Basic) - Excluding Extraordinary Items
pit-epsx12: Earnings Per Share (Basic) - Excluding Extraordinary Items - 12 Months Moving
pit-oepsxq: Earnings Per Share (Diluted) - from Operations
pit-opepsq: Earnings Per Share from Operations
pit-oepf12: Earnings Per Share (Diluted) - from Operations - 12 Months Moving
pit-oeps12: Earnings Per Share from Operations - 12 Months Moving
Access a comprehensive collection of quantitative factor data for US stocks, suitable for financial analysis and modeling.
Example code
Item List
Growth - Percentage
• at_gr1 : Asset Growth 1yr
• sale_gr1 : Sales Growth 1yr
• ca_gr1 : Current Asset Growth 1yr
• nca_gr1 : Non-Current Asset Growth 1yr
• lt_gr1 : Total Liabilities Growth 1yr
• cl_gr1 : Current Liabilities Growth 1yr
• ncl_gr1 : Non-Current Liabilities Growth 1yr
• be_gr1 : Book Equity Growth 1yr
• pstk_gr1 : Preferred Stock Growth 1yr
• debt_gr1 : Total Debt Growth 1yr
• cogs_gr1 : Cost of Goods Sold Growth 1yr
• sga_gr1 : Selling, General, and Administrative Expenses Growth 1yr
• opex_gr1 : Operating Expenses Growth 1yr
• at_gr3 : Asset Growth 3yr
• sale_gr3 : Sales Growth 3yr
• ca_gr3 : Current Asset Growth 3yr
• nca_gr3 : Non-Current Asset Growth 3yr
• lt_gr3 : Total Liabilities Growth 3yr
• cl_gr3 : Current Liabilities Growth 3yr
• ncl_gr3 : Non-Current Liabilities Growth 3yr
• be_gr3 : Book Equity Growth 3yr
• pstk_gr3 : Preferred Stock Growth 3yr
• debt_gr3 : Total Debt Growth 3yr
• cogs_gr3 : Cost of Goods Sold Growth 3yr
• sga_gr3 : Selling, General, and Administrative Expenses Growth 3yr
• opex_gr3 : Operating Expenses Growth 3yr
Growth - Changed Scaled by Total Assets
• gp_gr1a : Gross Profit Change 1yr (Scaled by Total Assets)
• ocf_gr1a : Operating Cash Flow Change 1yr (Scaled by Total Assets)
• cash_gr1a : Cash and Short-Term Investments Change 1yr (Scaled by Total Assets)
• inv_gr1a : Inventory Change 1yr (Scaled by Total Assets)
• rec_gr1a : Receivables Change 1yr (Scaled by Total Assets)
• ppeg_gr1a : Property, Plant, and Equipment Gross Change 1yr
• intan_gr1a : Intangible Assets Change 1yr
• debtst_gr1a : Short-Term Debt Change 1yr
• ap_gr1a : Accounts Payable Change 1yr
• txp_gr1a : Income Tax Payable Change 1yr
• debtlt_gr1a : Long-Term Debt Change 1yr
• txditc_gr1a : Deferred Taxes and Investment Credit Change 1yr
• coa_gr1a : Current Operating Assets Change 1yr
• col_gr1a : Current Operating Liabilities Change 1yr
• cowc_gr1a : Current Operating Working Capital Change 1yr
• ncoa_gr1a : Non-Current Operating Assets Change 1yr
• ncol_gr1a : Non-Current Operating Liabilities Change 1yr
• nncoa_gr1a : Net Non-Current Operating Assets Change 1yr
• oa_gr1a : Operating Assets Change 1yr
• ol_gr1a : Operating Liabilities Change 1yr
• noa_gr1a : Net Operating Assets Change 1yr
• fna_gr1a : Financial Assets Change 1yr
• fnl_gr1a : Financial Liabilities Change 1yr
• nfna_gr1a : Net Financial Assets Change 1yr
• ebitda_gr1a : Operating Profit before Depreciation Change 1yr
• ebit_gr1a : Operating Profit after Depreciation Change 1yr
• ope_gr1a : Operating Earnings to Equity Change 1yr
• ni_gr1a : Net Income Change 1yr
• dp_gr1a : Depreciation and Amortization Change 1yr
• nwc_gr1a : Net Working Capital Change 1yr
• nix_gr1a : Net Income Including Extraordinary Items Change 1yr
• tax_gr1a : Effective Tax Rate Change 1yr
• div_gr1a : Dividend Payout Ratio Change 1yr
• gp_gr3a : Gross Profit Change 3yr
• ocf_gr3a : Operating Cash Flow Change 3yr
• cash_gr3a : Cash and Short-Term Investments Change 3yr
• inv_gr3a : Inventory Change 3yr
• rec_gr3a : Receivables Change 3yr
• ppeg_gr3a : Property, Plant, and Equipment Gross Change 3yr
• lti_gr3a : Investment and Advances Change 3yr
• intan_gr3a : Intangible Assets Change 3yr
• debst_gr3a : Short-Term Debt Change 3yr
• ap_gr3a : Accounts Payable Change 3yr
• txp_gr3a : Income Tax Payable Change 3yr
• debtlt_gr3a : Long-Term Debt Change 3yr
• txditc_gr3a : Deferred Taxes and Investment Credit Change 3yr
• coa_gr3a : Current Operating Assets Change 3yr
• col_gr3a : Current Operating Liabilities Change 3yr
• cowc_gr3a : Current Operating Working Capital Change 3yr
• ncoa_gr3a : Non-Current Operating Assets Change 3yr
• nncoa_gr3a : Net Non-Current Operating Assets Change 3yr
• oa_gr3a : Operating Assets Change 3yr
• ol_gr3a : Operating Liabilities Change 3yr
• noa_gr3a : Net Operating Assets Change 3yr
• fna_gr3a : Financial Assets Change 3yr
• fnl_gr3a : Financial Liabilities Change 3yr
• nfna_gr3a : Net Financial Assets Change 3yr
• ebitda_gr3a : Operating Profit before Depreciation Change 3yr
• ebit_gr3a : Operating Profit after Depreciation Change 3yr
• ope_gr3a : Operating Earnings to Equity Change 3yr
• ni_gr3a : Net Income Change 3yr
• dp_gr3a : Depreciation and Amortization Change 3yr
• nwc_gr3a : Net Working Capital Change 3yr
• inv_gr3a : Inventory Change 3yr
• ncol_gr3a : Non-Current Operating Liabilities Change 3yr
• nix_gr3a : Net Income Including Extraordinary Items Change 3yr
• tax_gr3a : Effective Tax Rate Change 3yr
• div_gr3a : Dividend Payout Ratio Change 3yr
Investment
• rd_at : R&D scaled by Assets
Non-Recurring Items
• spi_at : Special Items scaled by Assets
• xido_at : Extraordinary Items and Discontinued Operations scaled by Assets
• nri_at : Non-Recurring Items scaled by Assets
Profit Margins
• gp_sale : Gross Profit Margin
• ebitda_sale : Operating Profit Margin before Depreciation
• ebit_sale : Operating Profit Margin after Depreciation
• pi_sale : Pretax Profit Margin
• nix_sale : Net Profit Margin
• ocf_sale : Operating Cash Flow Margin
Return on Assets
• gp_at : Gross Profit scaled by Assets
• ebitda_at : Operating Profit before Depreciation scaled by Assets
• ebit_at : Operating Profit after Depreciation scaled by Assets
• fi_at : Firm Income scaled by Assets
• cop_at : Cash Based Operating Profitability scaled by Assets
Return on Book Equity
• ope_be : Operating Profit to Equity scaled by BE
• ni_be : Net Income scaled by BE
• nix_be : Net Income Including Extraordinary Items scaled by BE
• ocf_be : Operating Cash Flow scaled by BE
Return on Invested Capital
• gp_bev : Gross Profit scaled by BEV
• ebitda_bev : Operating Profit before Depreciation scaled by BEV
• ebit_bev : Operating Profit after Depreciation scaled by BEV
• fi_bev : Firm Income scaled by BEV
• cop_bev : Cash Based Operating Profitability scaled by BEV
Return on Physical Capital
• gp_ppen : Gross Profit scaled by PPEN
• ebitda_ppen : Operating Profit before Depreciation scaled by PPEN
Equity Payout
• div_at : Total Dividends scaled by Assets
Accurals
• oaccruals_at : Operating Accruals
• oaccruals_ni : Percent Operating Accruals
• taccruals_at : Total Accruals
• taccruals_ni : Percent Total Accruals
• noa_at : Net Operating Asset to Total Assets
Capitalization/Leverage Ratios
• be_bev : Common Equity scaled by BEV
• debt_bev : Total Debt scaled by BEV
• cash_bev : Cash and Short-Term Investments scaled by BEV
• pstk_bev : Preferred Stock scaled by BEV
• debtlt_bev : Long-Term Debt scaled by BEV
• debtst_bev : Short-Term Debt scaled by BEV
• debt_mev : Total Debt scaled by MEV
• pstk_mev : Preferred Stock scaled by MEV
• debtlt_mev : Long-Term Debt scaled by MEV
• debtst_mev : Short-Term Debt scaled by MEV
Financial Soundness Ratios
• int_debt : Interest scaled by Total Debt
• int_debtlt : Interest scaled by Long-Term Debt
• ebitda_debt : Operating Profit before Depreciation scaled by Total Debt
• profit_cl : Profit before D&A scaled by Current Liabilities
• ocf_cl : Operating Cash Flow scaled by Current Liabilities
• ocf_debt : Operating Cash Flow scaled by Total Debt
• cash_lt : Cash Balance scaled by Total Liabilities
• inv_act : Inventory scaled by Current Assets
• rec_act : Receivables scaled by Current Assets
• debtst_debt : Short-Term Debt scaled by Total Debt
• cl_lt : Current Liabilities scaled by Total Liabilities
• debtlt_debt : Long-Term Debt scaled by Total Debt
• opex_at : Operating Leverage
• lt_ppen : Total Liabilities scaled by Total Tangible Assets
• debtlt_be : Long-Term Debt to Book Equity
• nwc_at : Working Capital scaled by Assets
Solvency Ratios
• debt_at : Debt-to-Assets
• ebit_int : Interest Coverage Ratio
Liquidity Ratios
• inv_days : Days Inventory Outstanding
• rec_days : Days Sales Outstanding
• ap_days : Days Accounts Payable Outstanding
• cash_conversion : Cash Conversion Cycle
• cash_cl : Cash Ratio
• caliq_cl : Quick Ratio
• ca_cl : Current Ratio
Activity/Efficiency Ratios
• inv_turnover : Inventory Turnover
• at_turnover : Asset Turnover
• rec_turnover : Receivables Turnover
• ap_turnover : Account Payables Turnover
Miscellaneous
• sale_bev : Sales scaled by BEV
• rd_sale : R&D scaled by Sales
• sale_be : Sales scaled by Total Stockholders’ Equity
• div_ni : Dividend Payout Ratio
• sale_nwc : Sales scaled by Working Capital
• tax_pi : Effective Tax Rate
Balance Sheet Fundamental to Market Equity
• be_me : Book Equity scaled by Market Equity
• at_me : Total Assets scaled by Market Equity
• cash_me : Cash and Short-Term Investments scaled by Market Equity
Income Fundamentals to Market Equity
• gp_me : Gross Profit scaled by ME
• ebitda_me : Operating Profit before Depreciation scaled by ME
• ebit_me : Operating Profit after Depreciation scaled by ME
• ope_me : Operating Earnings to Equity scaled by ME
• ni_me : Net Income scaled by ME
• sale_me : Sales scaled by ME
• ocf_me : Operating Cash Flow scaled by ME
• nix_me : Net Income Including Extraordinary Items scaled by ME
• cop_me : Cash Based Operating Profitability scaled by ME
• rd_me : R&D scaled by ME
Balance Sheet Fundamentals to Market Enterprise Value
• be_mev : Book Equity scaled by MEV
• at_mev : Total Assets scaled by MEV
• cash_mev : Cash and Short-Term Investments scaled by MEV
• bev_mev : Book Enterprise Value scaled by MEV
• ppen_mev : Property, Plant, and Equipment Net scaled by MEV
Equity Payout/Issuance to Market Equity
• div_me : Total Dividends scaled by ME
Income Fundamentals to Market Enterprise Value
• gp_mev : Gross Profit scaled by MEV
• ebitda_mev : Operating Profit before Depreciation scaled by MEV
• ebit_mev : Operating Profit after Depreciation scaled by MEV
• sale_mev : Sales scaled by MEV
• ocf_mev : Operating Cash Flow scaled by MEV
• cop_mev : Cash Based Operating Profitability scaled by MEV
New Variables not in HXZ
• niq_saleq_std : Net Income to Sales Quarterly Volatility
• ni_at : Net Income scaled by Assets
• ocf_at : Operating Cash Flow scaled by Assets
• ocf_at_chg1 : Operating Cash Flow to Assets 1 yr Change
• roeq_be_std : Quarterly ROE Volatility
• roe_be_std : ROE Volatility
• gpoa_ch5 : Gross Product to Assets 5 yr Change
• roe_ch5 : ROE 5 yr Change
• roa_ch5 : ROA 5 yr Change
• cfoa_ch5 : Operating Cash Flow to Assets 5 yr Change
• gmar_ch5 : Gross Product to Sales 5 yr Change
New Variables from HXZ
• cash_at : Cash and Short Term Investments scaled by Assets
• ni_inc8q : Number of Consecutive Earnings Increases
• ppeinv_gr1a : Change in Property, Plant and Equipment Less Inventories scaled by lagged Assets
• lnoa_gr1a : Change in Long-Term NOA scaled by average Assets
• sti_gr1a : Change in Short-Term Investments scaled by Assets
• niq_be : Quarterly Income scaled by BE
• niq_be_chg1 : Change in Quarterly Income scaled by BE
• niq_at : Quarterly Income scaled by AT
• niq_at_chg1 : Change in Quarterly Income scaled by AT
• saleq_gr1 : Quarterly Sales Growth
• rd5_at : R&D Capital-to-Assets
• dsale_dinv : Change Sales minus Change Inventory
• dsale_drec : Change Sales minus Change Receivables
• dgp_dsale : Change Gross Profit minus Change Sales
• dsale_dsga : Change Sales minus Change SG&A
• saleq_su : Earnings Surprise
• niq_su : Revenue Surprise
• debt_me : Total Debt scaled by ME
• netdebt_me : Net Debt scaled by ME
• inv_gr1 : Inventory Change 1 yr
• be_gr1a : Book Equity Change 1 yr scaled by Assets
• op_at : Ball Operating Profit to Assets
• pi_nix : Earnings before Tax and Extraordinary Items to Net Income Including Extraordinary Items
• op_atl1 : Ball Operating Profit scaled by lagged Assets
• ope_bel1 : Operating Profit scaled by lagged Book Equity
• gp_atl1 : Gross Profit scaled by lagged Assets
• cop_atl1 : Cash Based Operating Profitability scaled by lagged Assets
• at_be : Book Leverage
• ocfq_saleq_std : Operating Cash Flow to Sales Quarterly Volatility
• aliq_at : Liquidity scaled by lagged Assets
• aliq_mat : Liquidity scaled by lagged Market Assets
• tangibility : Tangibility
• eq_dur : Equity Duration
• o_score : Ohlson O-Score
• z_score : Altman Z-Score
• kz_index : Kaplan-Zingales Index
• earnings_variability : Earnings Variability
• ni_ar1 : 1 yr lagged Net Income to Assets
• ni_ivol : Net Income Idiosyncratic Volatility
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, 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.
US sentiment index
This dataset includes raw and post-processed SARIMA sentiment analysis metrics from business news articles, along with various US market news tone metrics.
Example code
Metadata
Item List
raw_sentiment_biz_news-1_1-sum_sum: Past processing method, global English sentiment index extracted using sum + sum method
raw_sentiment_biz_news-1_1-sum_per: Past processing method, global English sentiment index extracted using sum + neutralization method
raw_sentiment_biz_news-1_1-mean_sum: Past processing method, global English sentiment index extracted using mean + sum method
raw_sentiment_biz_news-1_1-mean_per: Past processing method, global English sentiment index extracted using mean + neutralization method
raw_sentiment_biz_news-1_2-sum_sum: Latest processing method, global English sentiment index extracted using sum + sum method
raw_sentiment_biz_news-1_2-sum_per: Latest processing method, global English sentiment index extracted using sum + neutralization method
raw_sentiment_biz_news-1_2-mean_sum: Latest processing method, global English sentiment index extracted using mean + sum method
raw_sentiment_biz_news-1_2-mean_per: Latest processing method, global English sentiment index extracted using mean + neutralization method
post_sarima_sent_biz_news-1_1-sum_sum: Past processing method, time series processed index of global English sentiment index extracted using sum + sum method
post_sarima_sent_biz_news-1_1-sum_per: Past processing method, time series processed index of global English sentiment index extracted using sum + neutralization method
post_sarima_sent_biz_news-1_2-sum_sum: Latest processing method, time series processed index of global English sentiment index extracted using sum + sum method
post_sarima_sent_biz_news-1_2-sum_per: Latest processing method, time series processed index of global English sentiment index extracted using sum + neutralization method
us_tone_m3: Sentiment index calculated for positive, negative, and neutral sentiments related to the key term sentiment_us
us_tone_m3_exp: Sentiment index calculated for positive, negative, and neutral sentiments related to the key term sentiment_exp_us
US EWS Index
This dataset includes various S&P 500 EWS versions from original, and business news sources. It also contains metrics on the tone of US market news.
Example code
Metadata
Item List
weekly
SP500_EWS_origin_biz_news: Previous version of the weekly S&P 500 EWS based on global sentiment time series index (post_sarima_sent_biz_news-1_1-sum_per)
SP500_EWS_biz_news: Latest version of the weekly S&P 500 EWS based on global sentiment time series index (post_sarima_sent_biz_news-1_2-sum_sum)
monthly
SP500_EWS_origin_biz_news: Previous version of the monthly S&P 500 EWS based on global sentiment time series index (post_sarima_sent_biz_news-1_1-sum_per)
SP500_EWS_biz_news: Latest version of the monthly S&P 500 EWS based on global sentiment time series index (post_sarima_sent_biz_news-1_2-sum_sum)
us_tone_m3_EWS_compustat: Monthly S&P 500 EWS based on key term sentiment US sentiment index
us_tone_m3_exp_EWS_compustat: Monthly S&P 500 EWS based on key term sentiment export US sentiment index
VAIV Keyterm
This dataset provides metrics on news articles, segmented by sentiment (positive, negative, neutral) and category, including rates and counts of materials.
Example code
Metadata
Item List
Use sentiment_us category for US
Use sentiment_exp_us category for US Expanded
All Sentiment
all-mat_cat_rate: Category rate for overall sentiment on the given day in the U.S.
all-N_of_mat_cat_each: Number of news articles for overall sentiment in each category on the given day in the U.S.
all-N_of_news: Number of total news articles for overall sentiment on the given day in the U.S.
Negative Sentiment
neg-mat_cat_rate: Category rate for negative sentiment on the given day in the U.S.
neg-N_of_mat_cat_each: Number of news articles for negative sentiment in each category on the given day in the U.S.
neg-N_of_news: Number of total news articles for negative sentiment on the given day in the U.S.
Neutral Sentiment
neu-mat_cat_rate: Category rate for neutral sentiment on the given day in the U.S.
neu-N_of_mat_cat_each: Number of news articles for neutral sentiment in each category on the given day in the U.S.
neu-N_of_news: Number of total news articles for neutral sentiment on the given day in the U.S.
Positive Sentiment
pos-mat_cat_rate: Category rate for positive sentiment on the given day in the U.S.
pos-N_of_mat_cat_each: Number of news articles for positive sentiment in each category on the given day in the U.S.
pos-N_of_news: Number of total news articles for positive sentiment on the given day in the U.S.
This dataset provides daily price and volume information for the Vietnamese market, including stock prices, trading volumes, and other financial metrics.
Example code
Metadata
Item List
Price Information
price_close: Closing price of the stock.
price_high: Highest price of the stock during the trading day.
price_open: Opening price of the stock.
price_low: Lowest price of the stock during the trading day.
Volume Information
trading_volume: Number of shares traded during the day.
shares_outstanding: Total number of shares outstanding.
amount: The total value of transactions during the trading day.
This dataset provides classification information for Vietnamese stocks, specifically using the GICS (Global Industry Classification Standard).
Example code
Metadata
Item List
gics
This dataset provides adjustment factors and total return factors for Vietnamese stocks.
Example code
Metadata
Item List
adjust_factor
total_return_factor
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2000-01-04
"20 23 * * 1-5"
KST
1d delay
20000101
UTC 20 14 * * 1-5
Asia/Seoul
1d
20000101
UTC 20 14 * * 1-5
Asia/Seoul
1d
2000-01-01
KST 20 23 * * 1-5
Asia/Seoul
1d
2018-01-01
UTC 10 22 * * *
Asia/Seoul
1d
ma
7-day moving average of buzz volume in the news sector and blog sector (normalized per 100,000 keyword occurrences)
score
Theme score
z_score
180-day z_score of buzz volume in the news sector and blog sector (normalized per 100,000 keyword occurrences)
2018-01-01
UTC 10 22 * * *
Asia/Seoul
1d
index
date
column
multi-index
level 0 - ccid
level 1 - theme keyword
value
float
2005-01-02
UTC 30 21 * * *
Asia/Seoul
1d
2008-01-02
UTC 30 21 * * 0-4
Asia/Seoul
1d, 1W, 1M
2005-01-01
UTC 00 21 * * *
Asia/Seoul
1d
Asia/Seoul
1d
1983-12-30
1d
1998-04-01
1d
1998-04-01
1d
1982-01-31
1d
1982-01-31
1d
2004-01-01
UTC 0 18 * * *
US/Eastern
1d
2008-02-01
UTC 0 9 * * *
US/Eastern
1W, 1M
2005-01-01
UTC 00 21 * * *
Asia/Seoul
1d
20060711
00 22 * * 1-5
Asia/Ho_Chi_Minh
1d
1d