# Factor ## Example code ```python from finter.data import ContentFactory cf = ContentFactory("kr_stock", 20200101, 20200201) df = cf.get_df("kr-book_to_market") ``` ## Metadata | Valid From | Delivery Schedule | Time Zone | Data Frequency | | ---------- | ----------------- | --------- | -------------- | | | | | | ## Z-score In finance, the suffix **-z** typically denotes the **z-score** of a particular metric. The z-score represents how many standard deviations a data point is from the mean of the dataset. This allows us to understand the relative position of a specific data point within the context of the overall data distribution. ## Item List ### Valuation Ratios * Book to Market * `kr-book_to_market`: Book to Market ratio. * `kr-book_to_market-z`: Z-score of Book to Market ratio. * Operating Cash Flow to Price * `kr-operating_cashflow_to_price`: Operating Cash Flow to Price ratio. * `kr-operating_cashflow_to_price-z`: Z-score of Operating Cash Flow to Price ratio. * Enterprise Multiple * `kr-enterprise_multiple`: Enterprise Multiple. * `kr-enterprise_multiple-z`: Z-score of Enterprise Multiple. * Price to Book Ratio (PBR) * `kr-pbr_4q`: Price to Book Ratio (4 quarters). * `kr-pbr_4q-z`: Z-score of Price to Book Ratio (4 quarters). * `kr-pbr_4q_rel3y`: Relative Price to Book Ratio (4 quarters, 3-year). * `kr-pbr_4q_rel3y-z`: Z-score of Relative Price to Book Ratio (4 quarters, 3-year). * Price to Cash Flow Ratio (PCR) * `kr-pcr_ocf_4q`: Price to Cash Flow Ratio (Operating Cash Flow, 4 quarters). * `kr-pcr_ocf_4q-z`: Z-score of Price to Cash Flow Ratio (Operating Cash Flow, 4 quarters). * `kr-pcr_ocf_4q_rel3y`: Relative Price to Cash Flow Ratio (Operating Cash Flow, 4 quarters, 3-year). * `kr-pcr_ocf_4q_rel3y-z`: Z-score of Relative Price to Cash Flow Ratio (Operating Cash Flow, 4 quarters, 3-year). * Price to Sales Ratio (PSR) * `kr-psr_4q`: Price to Sales Ratio (4 quarters). * `kr-psr_4q-z`: Z-score of Price to Sales Ratio (4 quarters). * `kr-psr_4q_rel3y`: Relative Price to Sales Ratio (4 quarters, 3-year). * `kr-psr_4q_rel3y-z`: Z-score of Relative Price to Sales Ratio (4 quarters, 3-year). * Price to Earnings Ratio (PER) * `kr-per_4q`: Price to Earnings Ratio (4 quarters). * `kr-per_4q-z`: Z-score of Price to Earnings Ratio (4 quarters). * `kr-per_4q_rel3y`: Relative Price to Earnings Ratio (4 quarters, 3-year). * `kr-per_4q_rel3y-z`: Z-score of Relative Price to Earnings Ratio (4 quarters, 3-year). ### Profitability and Efficiency * Return on Assets (ROA) * `kr-change_roa`: Change in Return on Assets. * `kr-change_roa-z`: Z-score of Change in Return on Assets. * `kr-roa_slope`: Slope of Return on Assets. * `kr-roa_slope-z`: Z-score of Slope of Return on Assets. * Return on Equity (ROE) * `kr-change_roe`: Change in Return on Equity. * `kr-change_roe-z`: Z-score of Change in Return on Equity. * `kr-roe_slope`: Slope of Return on Equity. * `kr-roe_slope-z`: Z-score of Slope of Return on Equity. * Gross Profit Margin * `kr-change_gmar`: Change in Gross Profit Margin. * `kr-change_gmar-z`: Z-score of Change in Gross Profit Margin. * `kr-gross_profit_margin`: Gross Profit Margin. * `kr-gross_profit_margin-z`: Z-score of Gross Profit Margin. * Asset Turnover * `kr-change_ato`: Change in Asset Turnover. * `kr-change_ato-z`: Z-score of Change in Asset Turnover. * `kr-asset_turnover`: Asset Turnover. * `kr-asset_turnover-z`: Z-score of Asset Turnover. ### Cash Flow and Leverage * Operating Cash Flow to Assets * `kr-operating_cashflow_to_assets`: Operating Cash Flow to Assets ratio. * `kr-operating_cashflow_to_assets-z`: Z-score of Operating Cash Flow to Assets ratio. * Leverage Ratio * `kr-leverage_ratio`: Leverage Ratio. * `kr-leverage_ratio-z`: Z-score of Leverage Ratio. * Interest Coverage Ratio * `kr-interest_coverage_ratio`: Interest Coverage Ratio. * `kr-interest_coverage_ratio-z`: Z-score of Interest Coverage Ratio. ### Risk and Volatility * Volatility of ROA and ROE * `kr-roa_volatility`: Volatility of Return on Assets. * `kr-roa_volatility-z`: Z-score of Volatility of Return on Assets. * `kr-roe_volatility`: Volatility of Return on Equity. * `kr-roe_volatility-z`: Z-score of Volatility of Return on Equity. * Beta Measures * `kr-beta_756d`: Beta (756 days). * `kr-beta_756d-z`: Z-score of Beta (756 days). * `kr-beta_1260d`: Beta (1260 days). * `kr-beta_1260d-z`: Z-score of Beta (1260 days). * `kr-beta_down_756d`: Downside Beta (756 days). * `kr-beta_down_756d-z`: Z-score of Downside Beta (756 days). * `kr-beta_down_1260d`: Downside Beta (1260 days). * `kr-beta_down_1260d-z`: Z-score of Downside Beta (1260 days). * `kr-beta_fp_756d`: Fundamental Beta (756 days). * `kr-beta_fp_756d-z`: Z-score of Fundamental Beta (756 days). * `kr-beta_fp_1260d`: Fundamental Beta (1260 days). * `kr-beta_fp_1260d-z`: Z-score of Fundamental Beta (1260 days). ### Dividends * Payout Ratio * `kr-payout_ratio_4q`: Payout Ratio (4 quarters). * `kr-payout_ratio_4q-z`: Z-score of Payout Ratio (4 quarters). * `kr-payout_ratio_3y`: Payout Ratio (3 years). * `kr-payout_ratio_3y-z`: Z-score of Payout Ratio (3 years). * Dividend Yield * `kr-dividend_yield_3y`: Dividend Yield (3 years). * `kr-dividend_yield_3y-z`: Z-score of Dividend Yield (3 years). * `kr-dividend_yield_slopes`: Slopes of Dividend Yield. * `kr-dividend_yield_slopes-z`: Z-score of Slopes of Dividend Yield. * `kr-dividend_yield_slopes_with_std`: Slopes of Dividend Yield with Standard Deviation. * `kr-dividend_yield_slopes_with_std-z`: Z-score of Slopes of Dividend Yield with Standard Deviation. ### Solvency and Credit Models * Kaplan Zingales Index * `kr-kaplan_zingales`: Kaplan Zingales Index. * `kr-kaplan_zingales-z`: Z-score of Kaplan Zingales Index. * Ohlson O-Score * `kr-ohlson`: Ohlson O-Score. * `kr-ohlson-z`: Z-score of Ohlson O-Score. * Altman Z-Score * `kr-altman_z`: Altman Z-Score. * `kr-altman_z-z`: Z-score of Altman Z-Score. ### Market Sentiment * Short Interest and Volume * `kr-slb_volume_diff_20d`: SLB Volume Difference (20 days). * `kr-slb_volume_diff_20d-z`: Z-score of SLB Volume Difference (20 days). * `kr-short_intensity_5d`: Short Intensity (5 days). * `kr-short_intensity_5d-z`: Z-score of Short Intensity (5 days). * `kr-short_intensity_10d`: Short Intensity (10 days). * `kr-short_intensity_10d-z`: Z-score of Short Intensity (10 days). * `kr-short_intensity_20d`: Short Intensity (20 days). * `kr-short_intensity_20d-z`: Z-score of Short Intensity (20 days). * `kr-short_intensity_60d`: Short Intensity (60 days). * `kr-short_intensity_60d-z`: Z-score of Short Intensity (60 days). ### Momentum and Relative Strength * Returns * `kr-r21d`: 21-day simple return. * `kr-r21d-z`: Z-score of the 21-day return. * `kr-r63d`: 63-day simple return. * `kr-r63d-z`: Z-score of the 63-day return. * `kr-r126d`: 126-day simple return. * `kr-r126d-z`: Z-score of the 126-day return. * `kr-r252d`: 252-day simple return. * `kr-r252d-z`: Z-score of the 252-day return. * Relative Returns * `kr-sector_rr21d`: 21-day sector relative return. * `kr-sector_rr21d-z`: Z-score of the 21-day sector relative return. * `kr-sector_rr63d`: 63-day sector relative return. * `kr-sector_rr63d-z`: Z-score of the 63-day sector relative return. * `kr-sector_rr126d`: 126-day sector relative return. * `kr-sector_rr126d-z`: Z-score of the 126-day sector relative return. * `kr-sector_rr252d`: 252-day sector relative return. * `kr-sector_rr252d-z`: Z-score of the 252-day sector relative return. * Amihud Illiquidity Measure * `kr-ami_21d`: 21-day Amihud illiquidity measure. * `kr-ami_21d-z`: Z-score of the 21-day Amihud illiquidity measure. * `kr-ami_63d`: 63-day Amihud illiquidity measure. * `kr-ami_63d-z`: Z-score of the 63-day Amihud illiquidity measure. * `kr-ami_126d`: 126-day Amihud illiquidity measure. * `kr-ami_126d-z`: Z-score of the 126-day Amihud illiquidity measure. * `kr-ami_252d`: 252-day Amihud illiquidity measure. * `kr-ami_252d-z`: Z-score of the 252-day Amihud illiquidity measure. ### Trading Volume and Turnover * Turnover * `kr-turn_21d`: 21-day average turnover. * `kr-turn_21d-z`: Z-score of the 21-day turnover. * `kr-turn_63d`: 63-day average turnover. * `kr-turn_63d-z`: Z-score of the 63-day turnover. * `kr-turn_126d`: 126-day average turnover. * `kr-turn_126d-z`: Z-score of the 126-day turnover. * `kr-turn_252d`: 252-day average turnover. * `kr-turn_252d-z`: Z-score of the 252-day turnover. * Trading Volume * `kr-volume_126d`: 126-day total trading volume. * `kr-volume_126d-z`: Z-score of the 126-day trading volume. * `kr-tvol_21d`: 21-day trading volume. * `kr-tvol_21d-z`: Z-score of the 21-day trading volume. * `kr-tvol_63d`: 63-day trading volume. * `kr-tvol_63d-z`: Z-score of the 63-day trading volume. * `kr-tvol_126d`: 126-day trading volume. * `kr-tvol_126d-z`: Z-score of the 126-day trading volume. * `kr-tvol_252d`: 252-day trading volume. * `kr-tvol_252d-z`: Z-score of the 252-day trading volume. ### Other Factors * EV/EBITDA * `kr-ev_ebitda_4q`: Enterprise value to EBITDA for the last 4 quarters. * `kr-ev_ebitda_4q-z`: Z-score of the enterprise value to EBITDA for the last 4 quarters. * `kr-ev_ebitda_4q_rel3y`: Enterprise value to EBITDA relative to the past 3 years. * `kr-ev_ebitda_4q_rel3y-z`: Z-score of the enterprise value to EBITDA relative to the past 3 years. * `kr-ev_ebitda_12mf`: Enterprise value to EBITDA for the last 12 months forward. * `kr-ev_ebitda_12mf-z`: Z-score of the enterprise value to EBITDA for the last 12 months forward. * `kr-ev_ebitda_12mf_rel3y`: Enterprise value to EBITDA relative to the past 3 years based on forward estimates. * `kr-ev_ebitda_12mf_rel3y-z`: Z-score of the enterprise value to EBITDA based on forward estimates relative to the past 3 years. * Gross Profit to Assets * `kr-gross_profit_to_assets`: Ratio of gross profit to total assets. * `kr-gross_profit_to_assets-z`: Z-score of the gross profit to assets ratio. * Net Operating Asset Turnover * `kr-net_operating_asset_turnover`: Ratio of sales generated per unit of operating assets. * `kr-net_operating_asset_turnover-z`: Z-score of the net operating asset turnover. * Low Accrual * `kr-low_accrual`: Measure of the low accruals in financial reporting. * `kr-low_accrual-z`: Z-score of the low accrual measure. * Return on Equity (ROE) * `kr-return_on_equity_4q`: Return on equity calculated over the last 4 quarters. * `kr-return_on_equity_4q-z`: Z-score of the return on equity over the last 4 quarters. * Return on Asset (ROA) * `kr-return_on_asset_4q`: Return on assets calculated over the last 4 quarters. * `kr-return_on_asset_4q-z`: Z-score of the return on assets over the last 4 quarters. * Operating Profit Margin after Depreciation * `kr-operating_profit_margin_after_DP`: Operating profit margin after accounting for depreciation. * `kr-operating_profit_margin_after_DP-z`: Z-score of the operating profit margin after depreciation. * Net Profit Margin before Extraordinary Items * `kr-net_profit_margin_before_XI`: Net profit margin before extraordinary items are considered. * `kr-net_profit_margin_before_XI-z`: Z-score of the net profit margin before extraordinary items. * Net Income Volatility * `kr-net_income_volatility`: Volatility in net income over a specified period. * `kr-net_income_volatility-z`: Z-score of the net income volatility. * Capital Expenditure to Depreciation * `kr-capex_to_depreciation`: Ratio of capital expenditures to depreciation. * `kr-capex_to_depreciation-z`: Z-score of the capex to depreciation ratio. * Capital Expenditure to Assets * `kr-capex_to_assets`: Ratio of capital expenditures to total assets. * `kr-capex_to_assets-z`: Z-score of the capex to assets ratio. * Net Debt to Assets * `kr-net_debt_to_assets`: Ratio of net debt to total assets. * `kr-net_debt_to_assets-z`: Z-score of the net debt to assets ratio. * Change in Net Operating Assets * `kr-change_net_operating_assets`: Change in net operating assets over a specified period. * `kr-change_net_operating_assets-z`: Z-score of the change in net operating assets. * Change in Working Capital * `kr-change_working_capital`: Change in working capital over a specified period. * `kr-change_working_capital-z`: Z-score of the change in working capital. * Advertising to Sales * `kr-advertise_to_sales`: Ratio of advertising expenses to sales. * `kr-advertise_to_sales-z`: Z-score of the advertising to sales ratio. * Property, Plant, and Equipment to Asset * `kr-ppe_to_asset`: Ratio of property, plant, and equipment to total assets. * `kr-ppe_to_asset-z`: Z-score of the PPE to asset ratio. * Research and Development to Sales * `kr-rnd_to_sales`: Ratio of research and development expenses to sales. * `kr-rnd_to_sales-z`: Z-score of the research and development to sales ratio. * `kr-rnd_to_sales_std`: Standard deviation of the research and development to sales ratio over a specified period. * `kr-rnd_to_sales_std-z`: Z-score of the standard deviation of the research and development to sales ratio.