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.
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