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
Item List
Financial Ratios
Quarterly Metrics
rnd-expense-to-market-quarterrnd-expenses-to-sales-quarteroperating-leverage-quartertangibility-quarterasset-liquidity-to-assets-quarterasset-liquidity-to-market-quarterinvestment-to-assets-quarterreturn-on-equity-quarterreturn-on-assets-quarterchange-return-on-equity-quarterchange-return-on-assets-quarterreturn-on-net-operating-assets-quarterasset-turnover-quarterprofit-margin-quartercapital-turnover-quartergross-profits-lagged-assets-quarteroperating-profits-lagged-equity-quarteroperating-profits-lagged-assets-quartercash-based-operating-profits-lagged-assets-quarterfundamental-score-quarterohlson-o-score-quarteraltman-z-score-quartertaxable-income-to-book-income-quarterbook-leverage-quartersales-growth-quarterbook-to-market-quarterdebt-to-market-quarterassets-to-market-quarterearnings-to-price-quartercashflow-to-price-quarteroperating-cashflow-to-price-quartersales-to-price-quarternet-debt-to-price-quarterenterprise-book-to-price-quarterenterprise-multiple-quarter
Annual Metrics
rnd-expense-to-marketrnd-expenses-to-salesrnd-capital-to-assetsoperating-leveragehiring-ratepercent-change-sales-minus-inventorypercent-change-sales-minus-accounts-receivablespercent-change-gross-margin-minus-salespercent-change-sales-minus-sgalabor-force-efficiencytangibilityasset-liquidity-to-assetsasset-liquidity-to-marketabnormal-corporate-investmentinvestment-to-assetschange-ppe-inventory-to-assetsnet-operating-assetschange-net-operating-assetschange-long-term-net-operating-assetsinvestment-growth-1-yearinvestment-growth-2-yearinvestment-growth-3-yearcomposite-equity-issuancecomposite-debt-issuanceinventory-growthinventory-changesoperating-accrualspercent-operating-accrualschange-current-operating-assetschange-current-operating-liabilitieschange-net-non-cash-working-capitalchange-non-current-operating-assetschange-non-current-operating-liabilitieschange-net-non-current-operating-assetschange-short-term-investmentschange-long-term-investmentschange-financial-liabilitieschange-net-financial-assetschange-book-equityreturn-on-equityreturn-on-assetschange-return-on-equitychange-return-on-assetsreturn-on-net-operating-assetsasset-turnoverprofit-margincapital-turnovergross-profits-to-assetsgross-profits-lagged-assetsoperating-profits-to-equityoperating-profits-lagged-equityoperating-profits-to-assetsoperating-profits-lagged-assetscash-based-operating-profits-to-assetscash-based-operating-profits-lagged-assetsfundamental-scoreohlson-o-scorealtman-z-scoretaxable-income-to-book-incomebook-leveragebook-to-marketbook-to-market-june-enddebt-to-marketassets-to-marketearnings-to-pricecashflow-to-priceoperating-cashflow-to-pricesales-to-pricesales-growthsales-growth-rank-5-yearnet-debt-to-priceenterprise-book-to-priceenterprise-multiplenet-stock-issues
Market Dynamics
total-volatilitytotal-skewnessmaximum-five-daily-returnmaximum-ten-daily-returnshare-turnoverdollar-trading-volumeabsolute-return-to-volumecoefficient-variation-of-share-turnovercoefficient-variation-of-dollar-trading-volumeshort-term-reversal
Risk Factors
market-betadimson-betafrazzini-pedersen-betaidiosyncratic-volatility-per-ff3idiosyncratic-volatility-per-capmidiosyncratic-skewness-per-ff3idiosyncratic-skewness-per-capm
Company Fundamentals
advertising-expenses-to-marketgrowth-advertising-expense6-month-momentum11-month-momentum52-week-high
Company Background
age-foundage-listed
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