# 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.


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