Descriptor

A comprehensive data catalog for KR STOCK quantitative descriptors, providing a wide range of financial metrics for analysis.

Example code

from finter.data import ContentFactory

cf = ContentFactory("kr_stock", 20200101, 20200201)
df = cf.get_df("rnd-expense-to-market-quarter")

Metadata

Valid From	Delivery Schedule	Time Zone	Data Frequency

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