# 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**
  * [**https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data\_library.html**](https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html)