Factor (2)
Item List
Sales
12-Month Forward
Monthly
kr-sales_12mf_1m- Represents the forecasted sales for the next 12 months on a monthly basis.kr-sales_12mf_1m-z- Z-score of the 12-month forward sales on a monthly basis.
Quarterly
kr-sales_12mf_3m- Represents the forecasted sales for the next 12 months on a quarterly basis.kr-sales_12mf_3m-z- Z-score of the 12-month forward sales on a quarterly basis.
18-Month Forward
Monthly
kr-sales_18mf_1m- Represents the forecasted sales for the next 18 months on a monthly basis.kr-sales_18mf_1m-z- Z-score of the 18-month forward sales on a monthly basis.
Quarterly
kr-sales_18mf_3m- Represents the forecasted sales for the next 18 months on a quarterly basis.kr-sales_18mf_3m-z- Z-score of the 18-month forward sales on a quarterly basis.
24-Month Forward
Monthly
kr-sales_24mf_1m- Represents the forecasted sales for the next 24 months on a monthly basis.kr-sales_24mf_1m-z- Z-score of the 24-month forward sales on a monthly basis.
Quarterly
kr-sales_24mf_3m- Represents the forecasted sales for the next 24 months on a quarterly basis.kr-sales_24mf_3m-z- Z-score of the 24-month forward sales on a quarterly basis.
Fiscal Quarters
FQ1
Monthly
kr-sales_fq1_1m- Represents the forecasted sales for the first fiscal quarter on a monthly basis.kr-sales_fq1_1m-z- Z-score of the first fiscal quarter sales on a monthly basis.
Quarterly
kr-sales_fq1_3m- Represents the forecasted sales for the first fiscal quarter on a quarterly basis.kr-sales_fq1_3m-z- Z-score of the first fiscal quarter sales on a quarterly basis.
FQ2
Monthly
kr-sales_fq2_1m- Represents the forecasted sales for the second fiscal quarter on a monthly basis.kr-sales_fq2_1m-z- Z-score of the second fiscal quarter sales on a monthly basis.
Quarterly
kr-sales_fq2_3m- Represents the forecasted sales for the second fiscal quarter on a quarterly basis.kr-sales_fq2_3m-z- Z-score of the second fiscal quarter sales on a quarterly basis.
Fiscal Years
FY1
Monthly
kr-sales_fy1_1m- Represents the forecasted sales for the first fiscal year on a monthly basis.kr-sales_fy1_1m-z- Z-score of the first fiscal year sales on a monthly basis.
Quarterly
kr-sales_fy1_3m- Represents the forecasted sales for the first fiscal year on a quarterly basis.kr-sales_fy1_3m-z- Z-score of the first fiscal year sales on a quarterly basis.
FY2
Monthly
kr-sales_fy2_1m- Represents the forecasted sales for the second fiscal year on a monthly basis.kr-sales_fy2_1m-z- Z-score of the second fiscal year sales on a monthly basis.
Quarterly
kr-sales_fy2_3m- Represents the forecasted sales for the second fiscal year on a quarterly basis.kr-sales_fy2_3m-z- Z-score of the second fiscal year sales on a quarterly basis.
Operating Profit
12-Month Forward
Monthly
kr-op_12mf_1m- Represents the forecasted operating profit for the next 12 months on a monthly basis.kr-op_12mf_1m-z- Z-score of the 12-month forward operating profit on a monthly basis.
Quarterly
kr-op_12mf_3m- Represents the forecasted operating profit for the next 12 months on a quarterly basis.kr-op_12mf_3m-z- Z-score of the 12-month forward operating profit on a quarterly basis.
18-Month Forward
Monthly
kr-op_18mf_1m- Represents the forecasted operating profit for the next 18 months on a monthly basis.kr-op_18mf_1m-z- Z-score of the 18-month forward operating profit on a monthly basis.
Quarterly
kr-op_18mf_3m- Represents the forecasted operating profit for the next 18 months on a quarterly basis.kr-op_18mf_3m-z- Z-score of the 18-month forward operating profit on a quarterly basis.
24-Month Forward
Monthly
kr-op_24mf_1m- Represents the forecasted operating profit for the next 24 months on a monthly basis.kr-op_24mf_1m-z- Z-score of the 24-month forward operating profit on a monthly basis.
Quarterly
kr-op_24mf_3m- Represents the forecasted operating profit for the next 24 months on a quarterly basis.kr-op_24mf_3m-z- Z-score of the 24-month forward operating profit on a quarterly basis.
Fiscal Quarters
FQ1
Monthly
kr-op_fq1_1m- Represents the forecasted operating profit for the first fiscal quarter on a monthly basis.kr-op_fq1_1m-z- Z-score of the first fiscal quarter operating profit on a monthly basis.
Quarterly
kr-op_fq1_3m- Represents the forecasted operating profit for the first fiscal quarter on a quarterly basis.kr-op_fq1_3m-z- Z-score of the first fiscal quarter operating profit on a quarterly basis.
FQ2
Monthly
kr-op_fq2_1m- Represents the forecasted operating profit for the second fiscal quarter on a monthly basis.kr-op_fq2_1m-z- Z-score of the second fiscal quarter operating profit on a monthly basis.
Quarterly
kr-op_fq2_3m- Represents the forecasted operating profit for the second fiscal quarter on a quarterly basis.kr-op_fq2_3m-z- Z-score of the second fiscal quarter operating profit on a quarterly basis.
Fiscal Years
FY1
Monthly
kr-op_fy1_1m- Represents the forecasted operating profit for the first fiscal year on a monthly basis.kr-op_fy1_1m-z- Z-score of the first fiscal year operating profit on a monthly basis.
Quarterly
kr-op_fy1_3m- Represents the forecasted operating profit for the first fiscal year on a quarterly basis.kr-op_fy1_3m-z- Z-score of the first fiscal year operating profit on a quarterly basis.
FY2
Monthly
kr-op_fy2_1m- Represents the forecasted operating profit for the second fiscal year on a monthly basis.kr-op_fy2_1m-z- Z-score of the second fiscal year operating profit on a monthly basis.
Quarterly
kr-op_fy2_3m- Represents the forecasted operating profit for the second fiscal year on a quarterly basis.kr-op_fy2_3m-z- Z-score of the second fiscal year operating profit on a quarterly basis.
Adjusted FY1
Monthly
kr-op_fy1_1m_adj- Represents the adjusted forecasted operating profit for the first fiscal year on a monthly basis.kr-op_fy1_1m_adj-z- Z-score of the adjusted first fiscal year operating profit on a monthly basis.
Adjusted FY2
Monthly
kr-op_fy2_1m_adj- Represents the adjusted forecasted operating profit for the second fiscal year on a monthly basis.kr-op_fy2_1m_adj-z- Z-score of the adjusted second fiscal year operating profit on a monthly basis.
Net Profit
12-Month Forward
Monthly
kr-np_12mf_1m- Represents the forecasted net profit for the next 12 months on a monthly basis.kr-np_12mf_1m-z- Z-score of the 12-month forward net profit on a monthly basis.
Quarterly
kr-np_12mf_3m- Represents the forecasted net profit for the next 12 months on a quarterly basis.kr-np_12mf_3m-z- Z-score of the 12-month forward net profit on a quarterly basis.
18-Month Forward
Monthly
kr-np_18mf_1m- Represents the forecasted net profit for the next 18 months on a monthly basis.kr-np_18mf_1m-z- Z-score of the 18-month forward net profit on a monthly basis.
Quarterly
kr-np_18mf_3m- Represents the forecasted net profit for the next 18 months on a quarterly basis.kr-np_18mf_3m-z- Z-score of the 18-month forward net profit on a quarterly basis.
24-Month Forward
Monthly
kr-np_24mf_1m- Represents the forecasted net profit for the next 24 months on a monthly basis.kr-np_24mf_1m-z- Z-score of the 24-month forward net profit on a monthly basis.
Quarterly
kr-np_24mf_3m- Represents the forecasted net profit for the next 24 months on a quarterly basis.kr-np_24mf_3m-z- Z-score of the 24-month forward net profit on a quarterly basis.
Fiscal Quarters
FQ1
Monthly
kr-np_fq1_1m- Represents the forecasted net profit for the first fiscal quarter on a monthly basis.kr-np_fq1_1m-z- Z-score of the first fiscal quarter net profit on a monthly basis.
Quarterly
kr-np_fq1_3m- Represents the forecasted net profit for the first fiscal quarter on a quarterly basis.kr-np_fq1_3m-z- Z-score of the first fiscal quarter net profit on a quarterly basis.
FQ2
Monthly
kr-np_fq2_1m- Represents the forecasted net profit for the second fiscal quarter on a monthly basis.kr-np_fq2_1m-z- Z-score of the second fiscal quarter net profit on a monthly basis.
Quarterly
kr-np_fq2_3m- Represents the forecasted net profit for the second fiscal quarter on a quarterly basis.kr-np_fq2_3m-z- Z-score of the second fiscal quarter net profit on a quarterly basis.
Fiscal Years
FY1
Monthly
kr-np_fy1_1m- Represents the forecasted net profit for the first fiscal year on a monthly basis.kr-np_fy1_1m-z- Z-score of the first fiscal year net profit on a monthly basis.
Quarterly
kr-np_fy1_3m- Represents the forecasted net profit for the first fiscal year on a quarterly basis.kr-np_fy1_3m-z- Z-score of the first fiscal year net profit on a quarterly basis.
FY2
Monthly
kr-np_fy2_1m- Represents the forecasted net profit for the second fiscal year on a monthly basis.kr-np_fy2_1m-z- Z-score of the second fiscal year net profit on a monthly basis.
Quarterly
kr-np_fy2_3m- Represents the forecasted net profit for the second fiscal year on a quarterly basis.kr-np_fy2_3m-z- Z-score of the second fiscal year net profit on a quarterly basis.
Dividend Yield
18-Month Forward
kr-dividend_yield_18mf- Represents the forecasted dividend yield for the next 18 months.kr-dividend_yield_18mf-z- Z-score of the 18-month forward dividend yield.Relative 3-Year
kr-dividend_yield_18mf_rel3y- Represents the 18-month forward dividend yield relative to the past 3 years.kr-dividend_yield_18mf_rel3y-z- Z-score of the 18-month forward dividend yield relative to the past 3 years.
24-Month Forward
kr-dividend_yield_24mf- Represents the forecasted dividend yield for the next 24 months.kr-dividend_yield_24mf-z- Z-score of the 24-month forward dividend yield.Relative 3-Year
kr-dividend_yield_24mf_rel3y- Represents the 24-month forward dividend yield relative to the past 3 years.kr-dividend_yield_24mf_rel3y-z- Z-score of the 24-month forward dividend yield relative to the past 3 years.
Profit Surprises
Net Profit Surprise
Current Quarter
kr-net_profit_surprise_fq0- Represents the net profit surprise for the current quarter.kr-net_profit_surprise_fq0-z- Z-score of the net profit surprise for the current quarter.
Adjusted
kr-net_profit_surprise_adj_fq0- Represents the adjusted net profit surprise for the current quarter.kr-net_profit_surprise_adj_fq0-z- Z-score of the adjusted net profit surprise for the current quarter.
Operating Profit Surprise
Current Quarter
kr-operating_profit_surprise_fq0- Represents the operating profit surprise for the current quarter.kr-operating_profit_surprise_fq0-z- Z-score of the operating profit surprise for the current quarter.
Adjusted
kr-operating_profit_surprise_adj_fq0- Represents the adjusted operating profit surprise for the current quarter.kr-operating_profit_surprise_adj_fq0-z- Z-score of the adjusted operating profit surprise for the current quarter.
Profit Growth
Net Profit Growth
Current Quarter
kr-net_profit_growth_fq0- Represents the net profit growth for the current quarter.kr-net_profit_growth_fq0-z- Z-score of the net profit growth for the current quarter.
Operating Profit Growth
Current Quarter
kr-operating_profit_growth_fq0- Represents the operating profit growth for the current quarter.kr-operating_profit_growth_fq0-z- Z-score of the operating profit growth for the current quarter.
Target Price Change
21-Day Change
kr-change_of_target_price_21d- Represents the change in target price over the past 21 days.kr-change_of_target_price_21d-z- Z-score of the change in target price over the past 21 days.
Wage to Asset Ratio
kr-wage_to_asset- Represents the ratio of wages to total assets.kr-wage_to_asset-z- Z-score of the ratio of wages to total assets.
Price to Free Cash Flow
18-Month Forward
kr-p_fcf_18mf- Represents the forecasted price to free cash flow ratio for the next 18 months.kr-p_fcf_18mf-z- Z-score of the 18-month forward price to free cash flow ratio.Relative 3-Year
kr-p_fcf_18mf_rel3y- Represents the 18-month forward price to free cash flow ratio relative to the past 3 years.kr-p_fcf_18mf_rel3y-z- Z-score of the 18-month forward price to free cash flow ratio relative to the past 3 years.
24-Month Forward
kr-p_fcf_24mf- Represents the forecasted price to free cash flow ratio for the next 24 months.kr-p_fcf_24mf-z- Z-score of the 24-month forward price to free cash flow ratio.Relative 3-Year
kr-p_fcf_24mf_rel3y- Represents the 24-month forward price to free cash flow ratio relative to the past 3 years.kr-p_fcf_24mf_rel3y-z- Z-score of the 24-month forward price to free cash flow ratio relative to the past 3 years.
Fama-French Factors
kr-ff3_daily- Represents the daily Fama-French three-factor model coefficients.kr-ff3_monthly- Represents the monthly Fama-French three-factor model coefficients.kr-ff5_daily- Represents the daily Fama-French five-factor model coefficients.kr-ff5_monthly- Represents the monthly Fama-French five-factor model coefficients.
Sorts involving Prior Returns
prior_return_monthly- Represents the monthly Fama-French five-factor model coefficients.
Earnings Per Share (EPS)
Fiscal Years
FY1
Monthly
kr-eps_fy1_1m- Represents the forecasted EPS for the first fiscal year on a monthly basis.kr-eps_fy1_1m-z- Z-score of the first fiscal year EPS on a monthly basis.
FY2
Monthly
kr-eps_fy2_1m- Represents the forecasted EPS for the second fiscal year on a monthly basis.kr-eps_fy2_1m-z- Z-score of the second fiscal year EPS on a monthly basis.
Fiscal Quarters
FQ1
Monthly
kr-eps_fq1_1m- Represents the forecasted EPS for the first fiscal quarter on a monthly basis.kr-eps_fq1_1m-z- Z-score of the first fiscal quarter EPS on a monthly basis.
FQ2
Monthly
kr-eps_fq2_1m- Represents the forecasted EPS for the second fiscal quarter on a monthly basis.kr-eps_fq2_1m-z- Z-score of the second fiscal quarter EPS on a monthly basis.
Adjusted EPS
FY1
Monthly
kr-eps_fy1_1m_adj- Represents the adjusted forecasted EPS for the first fiscal year on a monthly basis.kr-eps_fy1_1m_adj-z- Z-score of the adjusted first fiscal year EPS on a monthly basis.
FY2
Monthly
kr-eps_fy2_1m_adj- Represents the adjusted forecasted EPS for the second fiscal year on a monthly basis.kr-eps_fy2_1m_adj-z- Z-score of the adjusted second fiscal year EPS on a monthly basis.
Return Ratios
kr-r126d_r21d- Represents the return ratio of 126 days to 21 days.kr-r126d_r21d-z- Z-score of the return ratio of 126 days to 21 days.
Trading Volume
Logarithm of 12-Month Trading Volume
kr-log_tvol_12m- Represents the logarithm of the trading volume over the past 12 months.kr-log_tvol_12m-z- Z-score of the logarithm of the trading volume over the past 12 months.
Factor Scores (Z-Scores)
kr-size-z- Z-score representing the size factor.kr-value-z- Z-score representing the value factor.kr-momentum-z- Z-score representing the momentum factor.kr-quality-z- Z-score representing the quality factor.kr-volatility-z- Z-score representing the volatility factor.kr-beta-z- Z-score representing the beta factor.kr-dividend-z- Z-score representing the dividend factor.kr-surprise-z- Z-score representing the surprise factor.kr-liquidity-z- Z-score representing the liquidity factor.
Investment Strategies
kr-benjamin_graham- Represents the investment strategy based on Benjamin Graham's principles.kr-peter_lynch- Represents the investment strategy based on Peter Lynch's principles.kr-warren_buffet- Represents the investment strategy based on Warren Buffet's principles.kr-william_oneil- Represents the investment strategy based on William O'Neil's principles.kr-david_dreman- Represents the investment strategy based on David Dreman's principles.kr-charles_munger- Represents the investment strategy based on Charles Munger's principles.kr-bill_ackman- Represents the investment strategy based on Bill Ackman's principles.kr-james_oshaughnessy- Represents the investment strategy based on James O'Shaughnessy's principles.kr-glenn_welling- Represents the investment strategy based on Glenn Welling's principles.kr-ron_baron- Represents the investment strategy based on Ron Baron's principles.kr-cathie_wood- Represents the investment strategy based on Cathie Wood's principles.kr-alex_sacerdote- Represents the investment strategy based on Alex Sacerdote's principles.kr-glenn_greenberg- Represents the investment strategy based on Glenn Greenberg's principles.kr-brad_gerstner- Represents the investment strategy based on Brad Gerstner's principles.kr-colin_moran- Represents the investment strategy based on Colin Moran's principles.
Debt Ratios
Net Debt to Equity
kr-net_debt_to_equity- Represents the net debt to equity ratio.kr-net_debt_to_equity-z- Z-score of the net debt to equity ratio.
Reference
Fama-French Factors, Sorts involving Prior Returns
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