templates.json 41 KB

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  1. [
  2. {
  3. "name": "sample1",
  4. "description": "111",
  5. "expression": "financial_data = ts_backfill(<vec_func/>(<analyst_metric/>), 60);\ngp = group_cartesian_product(country, industry);\n<ts_operator/>(<group_operator/>(financial_data, gp), <window/>)",
  6. "templateConfigurations": {
  7. "vec_func": {
  8. "variables": [
  9. "vec_norm",
  10. "vec_kurtosis",
  11. "vec_ir",
  12. "vec_min",
  13. "vec_count",
  14. "vec_sum",
  15. "vec_skewness",
  16. "vec_max",
  17. "vec_avg",
  18. "vec_stddev",
  19. "vec_range",
  20. "vec_choose",
  21. "vec_filter"
  22. ],
  23. "configType": "operator"
  24. },
  25. "analyst_metric": {
  26. "variables": [
  27. "mdl26_5yr_hstrcl_grwth_rt",
  28. "mdl26_60dy_srprs_lst_q_rnngs",
  29. "mdl26_60dy_srprs_lst_y_rnngs",
  30. "mdl26_7dy_mn_chng_flg_fq1_rnngs",
  31. "mdl26_actual_last_q_earnings",
  32. "mdl26_actual_last_y_earnings",
  33. "mdl26_avrevsn_fq1_earnings_30",
  34. "mdl26_blndd_grwth_ndstry_prcntl",
  35. "mdl26_blndd_grwth_rt_smrtstmt",
  36. "mdl26_blndd_grwth_sctr_prcntl",
  37. "mdl26_chng_frm_52wk_hgh_prc",
  38. "mdl26_chng_frm_52wk_lw_prc",
  39. "mdl26_chng_rltv_t_cc_40_30",
  40. "mdl26_chng_rltv_t_cntry_bnchmrk_30",
  41. "mdl26_chng_rltv_t_dj_stxx_600_30",
  42. "mdl26_chng_rltv_t_fts_100_30",
  43. "mdl26_chng_rltv_t_hng_sng_30",
  44. "mdl26_chng_rltv_t_js_ll_shr_30",
  45. "mdl26_chng_rltv_t_msc_f_30",
  46. "mdl26_chng_rltv_t_msc_mf_30",
  47. "mdl26_chng_rltv_t_msc_pc_x_jp_30",
  48. "mdl26_chng_rltv_t_msc_rp_30",
  49. "mdl26_chng_rltv_t_ndstry_bnchmrk_30",
  50. "mdl26_chng_rltv_t_r1000_grwth_30",
  51. "mdl26_chng_rltv_t_rssll_2000_30",
  52. "mdl26_chng_rltv_t_rssll_mdcp_30",
  53. "mdl26_chng_rltv_t_sp_400_30",
  54. "mdl26_chng_rltv_t_sp_500_30",
  55. "mdl26_chng_rltv_t_sp_600_30",
  56. "mdl26_chng_rltv_t_sx_100_30",
  57. "mdl26_chng_rltv_t_sx_200_30",
  58. "mdl26_chng_rltv_t_sx_300_30",
  59. "mdl26_chng_rltv_t_sx_ll_rd_30",
  60. "mdl26_chng_rltv_t_tpx_30",
  61. "mdl26_chng_rltv_t_tsx_cmpst_30",
  62. "mdl26_days_since_last_report",
  63. "mdl26_dff_frm_200dy_mvng_vrg",
  64. "mdl26_dff_frm_50dy_mvng_vrg",
  65. "mdl26_dffrnc_frm_hstrcl_p",
  66. "mdl26_dffrnc_frm_hstrcl_prc_rt_rnngs",
  67. "mdl26_dsnc_clstr_bgn_fq1_rnngs",
  68. "mdl26_dsnc_clstr_dtctd_fq1_rnngs",
  69. "mdl26_dsnc_lst_ps_prnnncmnt",
  70. "mdl26_dsnc_prd_srprs_flg_chg_fq1_rnngs",
  71. "mdl26_ep_industry_percentile_fy1",
  72. "mdl26_ep_sector_percentile_fy1",
  73. "mdl26_ep_yield_smartestimate_fy1",
  74. "mdl26_forward_pe_mean_fy1",
  75. "mdl26_frwrd_p_stm_fy1",
  76. "mdl26_grwth_nxt_yr_ndstry_prcntl_rnngs",
  77. "mdl26_grwth_nxt_yr_sctr_prcntl_rnngs",
  78. "mdl26_grwth_ths_yr_ndstry_prcntl_rnngs",
  79. "mdl26_grwth_ths_yr_sctr_prcntl_rnngs",
  80. "mdl26_hgh_stmt_chng_fq1_rnngs_30",
  81. "mdl26_hgh_stmt_prr_fq1_rnngs_30",
  82. "mdl26_high_price_52",
  83. "mdl26_last_fiscal_year_pe",
  84. "mdl26_low_price_52",
  85. "mdl26_lt_grwth_ndstry_prcntl",
  86. "mdl26_lt_grwth_sctr_prcntl",
  87. "mdl26_lw_stmt_chng_fq1_rnngs_30",
  88. "mdl26_lw_stmt_prr_fq1_rnngs_30",
  89. "mdl26_market_cap_l",
  90. "mdl26_market_cap_u",
  91. "mdl26_mdn_hstrcl_f12m_prc_rt_rnngs",
  92. "mdl26_median_historical_f12m_pe",
  93. "mdl26_mn_f_rvsnclstr_nlysts_fq1_rnngs",
  94. "mdl26_mn_stmt_prc_rt_fy1_rnngs",
  95. "mdl26_mn_stmt_prr_fq1_rnngs_7",
  96. "mdl26_mstchg_fq1_rnngs_30",
  97. "mdl26_nm_mn_nlysts_prr_fq1_rnngs_7",
  98. "mdl26_nm_rvsnclstr_nlysts_fq1_rnngs",
  99. "mdl26_nm_stm_nlysts_fq1_rnngs",
  100. "mdl26_nnlyst_rvsng_dwn_fq1_rnngs_30",
  101. "mdl26_nnlyst_rvsng_p_fq1_rnngs_30",
  102. "mdl26_peg_mean_fy1",
  103. "mdl26_peg_smartestimate_fy1",
  104. "mdl26_price_change_30",
  105. "mdl26_prsprise_flag_fq1_earnings",
  106. "mdl26_prsprise_fq1_earnings",
  107. "mdl26_prsprise_per_fq1_earnings",
  108. "mdl26_rvsnclstr_flg_fq1_rnngs",
  109. "mdl26_rvsnclstr_vg_rvsn_fq1_rnngs",
  110. "mdl26_rvsnclstr_vg_rvsn_pr_fq1_rnngs",
  111. "mdl26_smartestimate_fq1_earnings",
  112. "mdl26_smrtst_grwth_f12mt12m_rnngs",
  113. "mdl26_smrtst_grwth_f24mf12m_rnngs",
  114. "mdl26_smrtst_grwth_nxt_yrths_yr_rnngs",
  115. "mdl26_smrtst_grwth_ths_yrlst_yr_rnngs",
  116. "mdl26_smrtst_pg_ndstry_prcntl_f12m",
  117. "mdl26_smrtst_pg_sctr_prcntl_f12m",
  118. "mdl26_stdv_rvsnclstr_nlysts_fq1_rnngs",
  119. "mdl26_stdv_stm_nlysts_fq1_rnngs",
  120. "mdl26_stm_chng_fq1_rnngs_30",
  121. "mdl26_stm_prc_rt_fy1_rnngs",
  122. "mdl26_stm_prr_fq1_rnngs_7",
  123. "mdl26_stmt_dffsn_fq1_rnngs_30",
  124. "mdl26_surprise_last_q_earnings",
  125. "mdl26_surprise_last_y_earnings",
  126. "mdl26_traded_volume",
  127. "mdl26_traded_volume_l",
  128. "mdl26_traded_volume_u",
  129. "mdl26_trailing_4_quarter_pe",
  130. "mdl26_yld_ndstry_prcntl_fy1_rnngs",
  131. "mdl26_yld_sctr_prcntl_fy1_rnngs",
  132. "mdl26_yld_stm_fy1_rnngs",
  133. "star_arm_country_rank",
  134. "star_arm_global_rank",
  135. "star_arm_pref_earnings_score",
  136. "star_arm_rec_change_flag",
  137. "star_arm_rec_days_since_2lv_change",
  138. "star_arm_rec_days_since_new",
  139. "star_arm_rec_days_since_newsell",
  140. "star_arm_rec_mean_change30",
  141. "star_arm_rec_mean_prior7",
  142. "star_arm_rec_ndown_30",
  143. "star_arm_rec_nup_30",
  144. "star_arm_recommendations_score",
  145. "star_arm_region_rank_decimal",
  146. "star_arm_revenue_score",
  147. "star_arm_score",
  148. "star_arm_score_5",
  149. "star_arm_score_change_1m",
  150. "star_arm_secondary_earnings_score"
  151. ],
  152. "configType": "data"
  153. },
  154. "ts_operator": {
  155. "variables": [
  156. "ts_zscore",
  157. "ts_returns",
  158. "ts_product",
  159. "ts_std_dev",
  160. "days_from_last_change",
  161. "last_diff_value",
  162. "ts_scale",
  163. "ts_entropy",
  164. "ts_sum",
  165. "ts_av_diff",
  166. "ts_kurtosis",
  167. "ts_mean",
  168. "ts_min_max_diff",
  169. "ts_arg_max",
  170. "ts_max",
  171. "ts_min_max_cps",
  172. "ts_rank",
  173. "ts_ir",
  174. "ts_delay",
  175. "hump_decay",
  176. "ts_weighted_decay",
  177. "ts_quantile",
  178. "ts_min",
  179. "ts_count_nans",
  180. "ts_covariance",
  181. "ts_co_skewness",
  182. "ts_min_diff",
  183. "ts_decay_linear",
  184. "ts_arg_min",
  185. "ts_skewness",
  186. "ts_max_diff",
  187. "ts_median",
  188. "ts_delta"
  189. ],
  190. "configType": "operator"
  191. },
  192. "group_operator": {
  193. "variables": [
  194. "group_min",
  195. "group_median",
  196. "group_max",
  197. "group_rank",
  198. "group_normalize",
  199. "group_backfill",
  200. "group_count",
  201. "group_zscore",
  202. "group_std_dev",
  203. "group_scale",
  204. "group_sum",
  205. "group_neutralize"
  206. ],
  207. "configType": "operator"
  208. },
  209. "window": {
  210. "variables": [
  211. "20",
  212. "60",
  213. "90",
  214. "200"
  215. ],
  216. "configType": "normal"
  217. }
  218. },
  219. "createdAt": "2025-07-05T09:41:34.515Z",
  220. "updatedAt": "2025-07-15T17:35:47.859559"
  221. },
  222. {
  223. "name": "Double Neutral in Analyst15",
  224. "description": "",
  225. "expression": "financial_data = ts_backfill(vec_func(<analyst_metric/>), 60);\ngp = group_cartesian_product(country, industry);\n<ts_operator/>(<group_operator/>(financial_data, gp), <window/>)",
  226. "createdAt": "2025-07-06T23:51:33.182450"
  227. },
  228. {
  229. "name": "Group_compare_glb_topdiv",
  230. "description": "",
  231. "expression": "gp = group_cartesian_product(country, <group1/>);\nalpha = group_zscore(\n ts_zscore(\n ts_backfill(<vec_op/>(<analyst_field/>), 90), <t_window/>\n ), gp\n);\nalpha_gpm = <group_stats/>(alpha, gp);\nresid = <compare/>(alpha, alpha_gpm);\n<ts_op/>(<group_op/>(resid, gp), <t_window/>)",
  232. "templateConfigurations": {
  233. "group1": {
  234. "variables": [
  235. "industry",
  236. "subindustry",
  237. "sector",
  238. "exchange"
  239. ],
  240. "configType": "data"
  241. },
  242. "vec_op": {
  243. "variables": [
  244. "vec_max",
  245. "vec_avg",
  246. "vec_min"
  247. ],
  248. "configType": "operator"
  249. },
  250. "analyst_field": {
  251. "variables": [
  252. "fnd8_ff_dfd_tax_cf",
  253. "fnd8_ff_div_pay_out_ps",
  254. "fnd8_ff_pay_out_ratio",
  255. "fnd8_ff_turn_rate",
  256. "fnd8_s_basic_qf_cni_xtp_ff",
  257. "fnd8_s_basic_qf_fc_pxe_ped_ff",
  258. "fnd8_s_basic_qf_ff_accr_exp_xpayr",
  259. "fnd8_s_basic_qf_ff_acq_bus_cf",
  260. "fnd8_s_basic_qf_ff_assets",
  261. "fnd8_s_basic_qf_ff_assets_curr",
  262. "fnd8_s_basic_qf_ff_assets_oth_intang",
  263. "fnd8_s_basic_qf_ff_bk_invest_tot",
  264. "fnd8_s_basic_qf_ff_cash_only",
  265. "fnd8_s_basic_qf_ff_cash_st",
  266. "fnd8_s_basic_qf_ff_chg_cash_cf",
  267. "fnd8_s_basic_qf_ff_com_eq_retain_earn",
  268. "fnd8_s_basic_qf_ff_com_shs_out",
  269. "fnd8_s_basic_qf_ff_com_shs_out_eps",
  270. "fnd8_s_basic_qf_ff_com_shs_out_eps_basic",
  271. "fnd8_s_basic_qf_ff_com_shs_out_eps_dil",
  272. "fnd8_s_basic_qf_ff_consol_net_inc",
  273. "fnd8_s_basic_qf_ff_debt",
  274. "fnd8_s_basic_qf_ff_debt_lt",
  275. "fnd8_s_basic_qf_ff_debt_st",
  276. "fnd8_s_basic_qf_ff_dfd_tax",
  277. "fnd8_s_basic_qf_ff_dfd_tax_cr",
  278. "fnd8_s_basic_qf_ff_dfd_tax_db",
  279. "fnd8_s_basic_qf_ff_dfd_tax_itc",
  280. "fnd8_s_basic_qf_ff_div_cf",
  281. "fnd8_s_basic_qf_ff_dps_gross",
  282. "fnd8_s_basic_qf_ff_ebit_oper_ps",
  283. "fnd8_s_basic_qf_ff_eps_basic",
  284. "fnd8_s_basic_qf_ff_eps_reported",
  285. "fnd8_s_basic_qf_ff_eq_tot",
  286. "fnd8_s_basic_qf_ff_exp_tot",
  287. "fnd8_s_basic_qf_ff_for_exch_cf",
  288. "fnd8_s_basic_qf_ff_funds_oper_gross",
  289. "fnd8_s_basic_qf_ff_fy_length_days",
  290. "fnd8_s_basic_qf_ff_gross_inc",
  291. "fnd8_s_basic_qf_ff_inc_tax",
  292. "fnd8_s_basic_qf_ff_intang",
  293. "fnd8_s_basic_qf_ff_invest_activ_cf",
  294. "fnd8_s_basic_qf_ff_invest_aff",
  295. "fnd8_s_basic_qf_ff_invest_sources_cf",
  296. "fnd8_s_basic_qf_ff_liabs_curr",
  297. "fnd8_s_basic_qf_ff_liabs_xmin_int_accum",
  298. "fnd8_s_basic_qf_ff_min_int_accum",
  299. "fnd8_s_basic_qf_ff_min_int_exp",
  300. "fnd8_s_basic_qf_ff_net_inc_cf",
  301. "fnd8_s_basic_qf_ff_net_income",
  302. "fnd8_s_basic_qf_ff_non_cash",
  303. "fnd8_s_basic_qf_ff_oper_exp_oth",
  304. "fnd8_s_basic_qf_ff_oper_exp_tot",
  305. "fnd8_s_basic_qf_ff_oper_inc",
  306. "fnd8_s_basic_qf_ff_pay_acct",
  307. "fnd8_s_basic_qf_ff_pay_tax",
  308. "fnd8_s_basic_qf_ff_ppe_net",
  309. "fnd8_s_basic_qf_ff_price_close_fp",
  310. "fnd8_s_basic_qf_ff_prov_risk",
  311. "fnd8_s_basic_qf_ff_receiv_tot",
  312. "fnd8_s_basic_qf_ff_sale_assets_bus_cf",
  313. "fnd8_s_basic_qf_ff_sales",
  314. "fnd8_s_basic_qf_ff_wkcap_chg",
  315. "fnd8_s_basic_qf_fiscalend",
  316. "fnd8_s_basic_qf_grhc_drox_xtp_ff",
  317. "fnd8_s_basic_qf_nevni_ff",
  318. "fnd8_s_basic_qf_qe_moc_ff",
  319. "fnd8_s_basic_qf_qe_srdlhs_ff",
  320. "fnd8_s_basic_qf_qe_srdlhs_sbail_ff",
  321. "fnd8_s_basic_qf_rc_drox_xtp_ff",
  322. "fnd8_s_basic_qf_ryf_ff",
  323. "fnd8_s_basic_qf_spb_ff",
  324. "fnd8_s_basic_qf_spd_ff",
  325. "fnd8_s_basic_qf_ts_viecer_ff",
  326. "fnd8_s_basicder_qf_ags_ff",
  327. "fnd8_s_basicder_qf_aor_ff",
  328. "fnd8_s_basicder_qf_ep_ff",
  329. "fnd8_s_basicder_qf_fc_ghc_kts_ff",
  330. "fnd8_s_basicder_qf_fcp_ff",
  331. "fnd8_s_basicder_qf_ff_asset_turn",
  332. "fnd8_s_basicder_qf_ff_assets_curr_oth",
  333. "fnd8_s_basicder_qf_ff_assets_oth",
  334. "fnd8_s_basicder_qf_ff_bps_tang",
  335. "fnd8_s_basicder_qf_ff_capex",
  336. "fnd8_s_basicder_qf_ff_capex_sales",
  337. "fnd8_s_basicder_qf_ff_cogs",
  338. "fnd8_s_basicder_qf_ff_com_eq_assets",
  339. "fnd8_s_basicder_qf_ff_curr_ratio",
  340. "fnd8_s_basicder_qf_ff_debt_assets",
  341. "fnd8_s_basicder_qf_ff_debt_cf",
  342. "fnd8_s_basicder_qf_ff_debt_ebitda_oper",
  343. "fnd8_s_basicder_qf_ff_ebit_oper",
  344. "fnd8_s_basicder_qf_ff_ebitda_oper",
  345. "fnd8_s_basicder_qf_ff_entrpr_val",
  346. "fnd8_s_basicder_qf_ff_eps_dil_bef_unusual",
  347. "fnd8_s_basicder_qf_ff_fin_activ_oth_cf",
  348. "fnd8_s_basicder_qf_ff_fin_cf",
  349. "fnd8_s_basicder_qf_ff_free_cf",
  350. "fnd8_s_basicder_qf_ff_free_cf_minus_div",
  351. "fnd8_s_basicder_qf_ff_fy_length_days",
  352. "fnd8_s_basicder_qf_ff_gross_mgn",
  353. "fnd8_s_basicder_qf_ff_int_exp_net",
  354. "fnd8_s_basicder_qf_ff_invest_adv",
  355. "fnd8_s_basicder_qf_ff_invest_cf",
  356. "fnd8_s_basicder_qf_ff_invest_purch_sale_cf",
  357. "fnd8_s_basicder_qf_ff_invest_uses_cf",
  358. "fnd8_s_basicder_qf_ff_liabs_curr_oth",
  359. "fnd8_s_basicder_qf_ff_mkt_val",
  360. "fnd8_s_basicder_qf_ff_net_debt",
  361. "fnd8_s_basicder_qf_ff_net_inc",
  362. "fnd8_s_basicder_qf_ff_net_inc_aft_xord",
  363. "fnd8_s_basicder_qf_ff_net_inc_basic",
  364. "fnd8_s_basicder_qf_ff_net_mgn",
  365. "fnd8_s_basicder_qf_ff_non_oper_inc",
  366. "fnd8_s_basicder_qf_ff_oper_cf",
  367. "fnd8_s_basicder_qf_ff_oper_mgn",
  368. "fnd8_s_basicder_qf_ff_psales",
  369. "fnd8_s_basicder_qf_ff_quick_ratio",
  370. "fnd8_s_basicder_qf_ff_roe",
  371. "fnd8_s_basicder_qf_ff_rotc",
  372. "fnd8_s_basicder_qf_ff_sales_ps",
  373. "fnd8_s_basicder_qf_ff_tcap",
  374. "fnd8_s_basicder_qf_ff_unusual_exp",
  375. "fnd8_s_basicder_qf_hto_sbail_ff",
  376. "fnd8_s_basicder_qf_kbp_ff",
  377. "fnd8_s_basicder_qf_lid_spe_ff",
  378. "fnd8_s_basicder_qf_ngm_xtp_ff",
  379. "fnd8_s_basicder_qf_pxe_hto_ags_ff",
  380. "fnd8_s_basicder_qf_ryf_ff",
  381. "fnd8_s_basicder_qf_sbail_ff",
  382. "fnd8_undamental_basic_af_cni_ffa_qe_ff",
  383. "fnd8_undamental_basic_af_cni_xtp_ff",
  384. "fnd8_undamental_basic_af_fc_pxe_ped_ff",
  385. "fnd8_undamental_basic_af_ff_accr_exp_xpayr",
  386. "fnd8_undamental_basic_af_ff_acq_bus_cf",
  387. "fnd8_undamental_basic_af_ff_assets",
  388. "fnd8_undamental_basic_af_ff_assets_curr",
  389. "fnd8_undamental_basic_af_ff_assets_oth_intang",
  390. "fnd8_undamental_basic_af_ff_bk_invest_tot",
  391. "fnd8_undamental_basic_af_ff_cash_only",
  392. "fnd8_undamental_basic_af_ff_cash_st",
  393. "fnd8_undamental_basic_af_ff_chg_cash_cf",
  394. "fnd8_undamental_basic_af_ff_com_eq_retain_earn",
  395. "fnd8_undamental_basic_af_ff_com_shs_out",
  396. "fnd8_undamental_basic_af_ff_com_shs_out_eps",
  397. "fnd8_undamental_basic_af_ff_com_shs_out_eps_basic",
  398. "fnd8_undamental_basic_af_ff_com_shs_out_eps_dil",
  399. "fnd8_undamental_basic_af_ff_consol_net_inc",
  400. "fnd8_undamental_basic_af_ff_debt",
  401. "fnd8_undamental_basic_af_ff_debt_lt",
  402. "fnd8_undamental_basic_af_ff_debt_st",
  403. "fnd8_undamental_basic_af_ff_dfd_tax",
  404. "fnd8_undamental_basic_af_ff_dfd_tax_cr",
  405. "fnd8_undamental_basic_af_ff_dfd_tax_db",
  406. "fnd8_undamental_basic_af_ff_dfd_tax_itc",
  407. "fnd8_undamental_basic_af_ff_div_cf",
  408. "fnd8_undamental_basic_af_ff_dps_gross",
  409. "fnd8_undamental_basic_af_ff_ebit_oper_ps",
  410. "fnd8_undamental_basic_af_ff_eps_basic",
  411. "fnd8_undamental_basic_af_ff_eps_reported",
  412. "fnd8_undamental_basic_af_ff_eq_tot",
  413. "fnd8_undamental_basic_af_ff_exp_tot",
  414. "fnd8_undamental_basic_af_ff_for_exch_cf",
  415. "fnd8_undamental_basic_af_ff_funds_oper_gross",
  416. "fnd8_undamental_basic_af_ff_fy_length_days",
  417. "fnd8_undamental_basic_af_ff_gross_inc",
  418. "fnd8_undamental_basic_af_ff_inc_tax",
  419. "fnd8_undamental_basic_af_ff_intang",
  420. "fnd8_undamental_basic_af_ff_invest_activ_cf",
  421. "fnd8_undamental_basic_af_ff_invest_aff",
  422. "fnd8_undamental_basic_af_ff_invest_sources_cf",
  423. "fnd8_undamental_basic_af_ff_liabs_curr",
  424. "fnd8_undamental_basic_af_ff_liabs_xmin_int_accum",
  425. "fnd8_undamental_basic_af_ff_min_int_accum",
  426. "fnd8_undamental_basic_af_ff_min_int_exp",
  427. "fnd8_undamental_basic_af_ff_net_inc_cf",
  428. "fnd8_undamental_basic_af_ff_net_income",
  429. "fnd8_undamental_basic_af_ff_non_cash",
  430. "fnd8_undamental_basic_af_ff_notes_receiv_lt",
  431. "fnd8_undamental_basic_af_ff_oper_exp_oth",
  432. "fnd8_undamental_basic_af_ff_oper_exp_tot",
  433. "fnd8_undamental_basic_af_ff_oper_inc",
  434. "fnd8_undamental_basic_af_ff_pay_acct",
  435. "fnd8_undamental_basic_af_ff_pay_tax",
  436. "fnd8_undamental_basic_af_ff_ppe_net",
  437. "fnd8_undamental_basic_af_ff_price_close_fp",
  438. "fnd8_undamental_basic_af_ff_prov_risk",
  439. "fnd8_undamental_basic_af_ff_receiv_tot",
  440. "fnd8_undamental_basic_af_ff_sale_assets_bus_cf",
  441. "fnd8_undamental_basic_af_ff_sales",
  442. "fnd8_undamental_basic_af_ff_wkcap_chg",
  443. "fnd8_undamental_basic_af_fiscalend",
  444. "fnd8_undamental_basic_af_grhc_drox_xtp_ff",
  445. "fnd8_undamental_basic_af_nevni_ff",
  446. "fnd8_undamental_basic_af_qe_moc_ff",
  447. "fnd8_undamental_basic_af_qe_srdlhs_ff",
  448. "fnd8_undamental_basic_af_qe_srdlhs_sbail_ff",
  449. "fnd8_undamental_basic_af_rc_drox_xtp_ff",
  450. "fnd8_undamental_basic_af_ryf_ff",
  451. "fnd8_undamental_basic_af_spb_ff",
  452. "fnd8_undamental_basic_af_spd_ff",
  453. "fnd8_undamental_basic_af_ts_viecer_ff",
  454. "fnd8_undamental_basicder_af_ags_ff",
  455. "fnd8_undamental_basicder_af_aor_ff",
  456. "fnd8_undamental_basicder_af_ep_ff",
  457. "fnd8_undamental_basicder_af_fc_ghc_kts_ff",
  458. "fnd8_undamental_basicder_af_fcp_ff",
  459. "fnd8_undamental_basicder_af_ff_asset_turn",
  460. "fnd8_undamental_basicder_af_ff_assets_curr_oth",
  461. "fnd8_undamental_basicder_af_ff_assets_oth",
  462. "fnd8_undamental_basicder_af_ff_bps_tang",
  463. "fnd8_undamental_basicder_af_ff_capex",
  464. "fnd8_undamental_basicder_af_ff_capex_sales",
  465. "fnd8_undamental_basicder_af_ff_cogs",
  466. "fnd8_undamental_basicder_af_ff_com_eq_assets",
  467. "fnd8_undamental_basicder_af_ff_curr_ratio",
  468. "fnd8_undamental_basicder_af_ff_debt_assets",
  469. "fnd8_undamental_basicder_af_ff_debt_cf",
  470. "fnd8_undamental_basicder_af_ff_debt_ebitda_oper",
  471. "fnd8_undamental_basicder_af_ff_ebit_oper",
  472. "fnd8_undamental_basicder_af_ff_ebitda_oper",
  473. "fnd8_undamental_basicder_af_ff_entrpr_val",
  474. "fnd8_undamental_basicder_af_ff_eps_dil_bef_unusual",
  475. "fnd8_undamental_basicder_af_ff_fin_activ_oth_cf",
  476. "fnd8_undamental_basicder_af_ff_fin_cf",
  477. "fnd8_undamental_basicder_af_ff_free_cf",
  478. "fnd8_undamental_basicder_af_ff_free_cf_minus_div",
  479. "fnd8_undamental_basicder_af_ff_fy_length_days",
  480. "fnd8_undamental_basicder_af_ff_gross_mgn",
  481. "fnd8_undamental_basicder_af_ff_int_exp_net",
  482. "fnd8_undamental_basicder_af_ff_invest_adv",
  483. "fnd8_undamental_basicder_af_ff_invest_cf",
  484. "fnd8_undamental_basicder_af_ff_invest_purch_sale_cf",
  485. "fnd8_undamental_basicder_af_ff_invest_uses_cf",
  486. "fnd8_undamental_basicder_af_ff_liabs_curr_oth",
  487. "fnd8_undamental_basicder_af_ff_mkt_val",
  488. "fnd8_undamental_basicder_af_ff_net_debt",
  489. "fnd8_undamental_basicder_af_ff_net_inc",
  490. "fnd8_undamental_basicder_af_ff_net_inc_aft_xord",
  491. "fnd8_undamental_basicder_af_ff_net_inc_basic",
  492. "fnd8_undamental_basicder_af_ff_net_mgn",
  493. "fnd8_undamental_basicder_af_ff_non_oper_inc",
  494. "fnd8_undamental_basicder_af_ff_oper_cf",
  495. "fnd8_undamental_basicder_af_ff_oper_mgn",
  496. "fnd8_undamental_basicder_af_ff_psales",
  497. "fnd8_undamental_basicder_af_ff_quick_ratio",
  498. "fnd8_undamental_basicder_af_ff_roe",
  499. "fnd8_undamental_basicder_af_ff_rotc",
  500. "fnd8_undamental_basicder_af_ff_sales_ps",
  501. "fnd8_undamental_basicder_af_ff_tcap",
  502. "fnd8_undamental_basicder_af_ff_unusual_exp",
  503. "fnd8_undamental_basicder_af_hto_sbail_ff",
  504. "fnd8_undamental_basicder_af_kbp_ff",
  505. "fnd8_undamental_basicder_af_lid_spe_ff",
  506. "fnd8_undamental_basicder_af_ngm_xtp_ff",
  507. "fnd8_undamental_basicder_af_pxe_hto_ags_ff",
  508. "fnd8_undamental_basicder_af_ryf_ff",
  509. "fnd8_undamental_basicder_af_sbail_ff"
  510. ],
  511. "configType": "data"
  512. },
  513. "t_window": {
  514. "variables": [
  515. "20",
  516. "60",
  517. "200",
  518. "600"
  519. ],
  520. "configType": "normal"
  521. },
  522. "group_stats": {
  523. "variables": [
  524. "group_min",
  525. "group_median",
  526. "group_max",
  527. "group_count",
  528. "group_sum"
  529. ],
  530. "configType": "operator"
  531. },
  532. "compare": {
  533. "variables": [
  534. "signed_power",
  535. "regression_proj",
  536. "vector_neut",
  537. "regression_neut",
  538. "vector_proj"
  539. ],
  540. "configType": "operator"
  541. },
  542. "ts_op": {
  543. "variables": [
  544. "ts_zscore",
  545. "ts_returns",
  546. "ts_product",
  547. "ts_av_diff",
  548. "ts_min_max_diff",
  549. "ts_min_max_cps",
  550. "ts_rank",
  551. "ts_min_diff",
  552. "ts_arg_min",
  553. "ts_max_diff",
  554. "ts_delta",
  555. "ts_arg_max"
  556. ],
  557. "configType": "operator"
  558. },
  559. "group_op": {
  560. "variables": [
  561. "group_rank",
  562. "group_normalize",
  563. "group_scale",
  564. "group_zscore",
  565. "group_neutralize"
  566. ],
  567. "configType": "operator"
  568. }
  569. },
  570. "createdAt": "2025-07-09T03:30:20.796530",
  571. "updatedAt": "2025-07-09T04:27:46.406344"
  572. },
  573. {
  574. "name": "Group_compare_glb_topdiv_anl15",
  575. "description": "",
  576. "expression": "gp = group_cartesian_product(country, <group1/>);\nalpha = group_zscore(\n ts_zscore(\n ts_backfill(<analyst_field/>, 90), <t_window/>\n ), gp\n);\nalpha_gpm = <group_stats/>(alpha, gp);\nresid = <compare/>(alpha, alpha_gpm);\n<ts_op/>(<group_op/>(resid, gp), <t_window/>)",
  577. "templateConfigurations": {
  578. "group1": {
  579. "variables": [
  580. "industry",
  581. "subindustry",
  582. "sector",
  583. "exchange"
  584. ],
  585. "configType": "data"
  586. },
  587. "analyst_field": {
  588. "variables": [
  589. "anl15_gr_12_m_1m_chg",
  590. "anl15_gr_12_m_3m_chg",
  591. "anl15_gr_12_m_6m_chg",
  592. "anl15_gr_12_m_cos",
  593. "anl15_gr_12_m_cos_dn",
  594. "anl15_gr_12_m_cos_up",
  595. "anl15_gr_12_m_ests",
  596. "anl15_gr_12_m_ests_dn",
  597. "anl15_gr_12_m_ests_up",
  598. "anl15_gr_12_m_gro",
  599. "anl15_gr_12_m_mean",
  600. "anl15_gr_12_m_mktcap",
  601. "anl15_gr_12_m_pe",
  602. "anl15_gr_12_m_st_dev",
  603. "anl15_gr_12_m_total",
  604. "anl15_gr_12_m_tr_mean",
  605. "anl15_gr_18_m_1m_chg",
  606. "anl15_gr_18_m_3m_chg",
  607. "anl15_gr_18_m_6m_chg",
  608. "anl15_gr_18_m_cos",
  609. "anl15_gr_18_m_cos_dn",
  610. "anl15_gr_18_m_cos_up",
  611. "anl15_gr_18_m_ests",
  612. "anl15_gr_18_m_ests_dn",
  613. "anl15_gr_18_m_ests_up",
  614. "anl15_gr_18_m_gro",
  615. "anl15_gr_18_m_mean",
  616. "anl15_gr_18_m_mktcap",
  617. "anl15_gr_18_m_pe",
  618. "anl15_gr_18_m_st_dev",
  619. "anl15_gr_18_m_total",
  620. "anl15_gr_cal_fy0_gro",
  621. "anl15_gr_cal_fy0_pe",
  622. "anl15_gr_cal_fy0_total",
  623. "anl15_gr_cal_fy0_val",
  624. "anl15_gr_cal_fy1_1m_chg",
  625. "anl15_gr_cal_fy1_3m_chg",
  626. "anl15_gr_cal_fy1_6m_chg",
  627. "anl15_gr_cal_fy1_cos",
  628. "anl15_gr_cal_fy1_ests",
  629. "anl15_gr_cal_fy1_gro",
  630. "anl15_gr_cal_fy1_mean",
  631. "anl15_gr_cal_fy1_mktcap",
  632. "anl15_gr_cal_fy1_pe",
  633. "anl15_gr_cal_fy1_st_dev",
  634. "anl15_gr_cal_fy1_total",
  635. "anl15_gr_cal_fy2_1m_chg",
  636. "anl15_gr_cal_fy2_3m_chg",
  637. "anl15_gr_cal_fy2_6m_chg",
  638. "anl15_gr_cal_fy2_cos",
  639. "anl15_gr_cal_fy2_ests",
  640. "anl15_gr_cal_fy2_gro",
  641. "anl15_gr_cal_fy2_mean",
  642. "anl15_gr_cal_fy2_mktcap",
  643. "anl15_gr_cal_fy2_pe",
  644. "anl15_gr_cal_fy2_st_dev",
  645. "anl15_gr_cal_fy2_total",
  646. "anl15_gr_cal_fy3_1m_chg",
  647. "anl15_gr_cal_fy3_3m_chg",
  648. "anl15_gr_cal_fy3_6m_chg",
  649. "anl15_gr_cal_fy3_cos",
  650. "anl15_gr_cal_fy3_ests",
  651. "anl15_gr_cal_fy3_gro",
  652. "anl15_gr_cal_fy3_mean",
  653. "anl15_gr_cal_fy3_mktcap",
  654. "anl15_gr_cal_fy3_pe",
  655. "anl15_gr_cal_fy3_st_dev",
  656. "anl15_gr_cal_fy3_total",
  657. "anl15_gr_div_cos",
  658. "anl15_gr_divyld",
  659. "anl15_gr_fy1_cos_dn",
  660. "anl15_gr_fy1_cos_up",
  661. "anl15_gr_fy1_ests_dn",
  662. "anl15_gr_fy1_ests_up",
  663. "anl15_gr_fy2_cos_dn",
  664. "anl15_gr_fy2_cos_up",
  665. "anl15_gr_fy2_ests_dn",
  666. "anl15_gr_fy2_ests_up",
  667. "anl15_gr_fy3_cos_dn",
  668. "anl15_gr_fy3_cos_up",
  669. "anl15_gr_fy3_ests_dn",
  670. "anl15_gr_fy3_ests_up",
  671. "anl15_gr_hist_eps_gro",
  672. "anl15_gr_ltg_1m_chg",
  673. "anl15_gr_ltg_3m_chg",
  674. "anl15_gr_ltg_6m_chg",
  675. "anl15_gr_ltg_cos",
  676. "anl15_gr_ltg_cos_dn",
  677. "anl15_gr_ltg_cos_up",
  678. "anl15_gr_ltg_ests",
  679. "anl15_gr_ltg_ests_dn",
  680. "anl15_gr_ltg_ests_up",
  681. "anl15_gr_ltg_mdn",
  682. "anl15_gr_ltg_mktcap",
  683. "anl15_gr_ltg_st_dev",
  684. "anl15_gr_prc",
  685. "anl15_ind_12_m_1m_chg",
  686. "anl15_ind_12_m_3m_chg",
  687. "anl15_ind_12_m_6m_chg",
  688. "anl15_ind_12_m_cos",
  689. "anl15_ind_12_m_cos_dn",
  690. "anl15_ind_12_m_cos_up",
  691. "anl15_ind_12_m_ests",
  692. "anl15_ind_12_m_ests_dn",
  693. "anl15_ind_12_m_ests_up",
  694. "anl15_ind_12_m_gro",
  695. "anl15_ind_12_m_mean",
  696. "anl15_ind_12_m_mktcap",
  697. "anl15_ind_12_m_pe",
  698. "anl15_ind_12_m_st_dev",
  699. "anl15_ind_12_m_total",
  700. "anl15_ind_12_m_tr_mean",
  701. "anl15_ind_18_m_1m_chg",
  702. "anl15_ind_18_m_3m_chg",
  703. "anl15_ind_18_m_6m_chg",
  704. "anl15_ind_18_m_cos",
  705. "anl15_ind_18_m_cos_dn",
  706. "anl15_ind_18_m_cos_up",
  707. "anl15_ind_18_m_ests",
  708. "anl15_ind_18_m_ests_dn",
  709. "anl15_ind_18_m_ests_up",
  710. "anl15_ind_18_m_gro",
  711. "anl15_ind_18_m_mean",
  712. "anl15_ind_18_m_mktcap",
  713. "anl15_ind_18_m_pe",
  714. "anl15_ind_18_m_st_dev",
  715. "anl15_ind_18_m_total",
  716. "anl15_ind_cal_fy0_gro",
  717. "anl15_ind_cal_fy0_pe",
  718. "anl15_ind_cal_fy0_total",
  719. "anl15_ind_cal_fy0_val",
  720. "anl15_ind_cal_fy1_1m_chg",
  721. "anl15_ind_cal_fy1_3m_chg",
  722. "anl15_ind_cal_fy1_6m_chg",
  723. "anl15_ind_cal_fy1_cos",
  724. "anl15_ind_cal_fy1_ests",
  725. "anl15_ind_cal_fy1_gro",
  726. "anl15_ind_cal_fy1_mean",
  727. "anl15_ind_cal_fy1_mktcap",
  728. "anl15_ind_cal_fy1_pe",
  729. "anl15_ind_cal_fy1_st_dev",
  730. "anl15_ind_cal_fy1_total",
  731. "anl15_ind_cal_fy2_1m_chg",
  732. "anl15_ind_cal_fy2_3m_chg",
  733. "anl15_ind_cal_fy2_6m_chg",
  734. "anl15_ind_cal_fy2_cos",
  735. "anl15_ind_cal_fy2_ests",
  736. "anl15_ind_cal_fy2_gro",
  737. "anl15_ind_cal_fy2_mean",
  738. "anl15_ind_cal_fy2_mktcap",
  739. "anl15_ind_cal_fy2_pe",
  740. "anl15_ind_cal_fy2_st_dev",
  741. "anl15_ind_cal_fy2_total",
  742. "anl15_ind_cal_fy3_1m_chg",
  743. "anl15_ind_cal_fy3_3m_chg",
  744. "anl15_ind_cal_fy3_6m_chg",
  745. "anl15_ind_cal_fy3_cos",
  746. "anl15_ind_cal_fy3_ests",
  747. "anl15_ind_cal_fy3_gro",
  748. "anl15_ind_cal_fy3_mean",
  749. "anl15_ind_cal_fy3_mktcap",
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  751. "anl15_ind_cal_fy3_st_dev",
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  758. "anl15_ind_fy1_ests_up",
  759. "anl15_ind_fy2_cos_dn",
  760. "anl15_ind_fy2_cos_up",
  761. "anl15_ind_fy2_ests_dn",
  762. "anl15_ind_fy2_ests_up",
  763. "anl15_ind_fy3_cos_dn",
  764. "anl15_ind_fy3_cos_up",
  765. "anl15_ind_fy3_ests_dn",
  766. "anl15_ind_fy3_ests_up",
  767. "anl15_ind_hist_eps_gro",
  768. "anl15_ind_ltg_1m_chg",
  769. "anl15_ind_ltg_3m_chg",
  770. "anl15_ind_ltg_6m_chg",
  771. "anl15_ind_ltg_cos",
  772. "anl15_ind_ltg_cos_dn",
  773. "anl15_ind_ltg_cos_up",
  774. "anl15_ind_ltg_ests",
  775. "anl15_ind_ltg_ests_dn",
  776. "anl15_ind_ltg_ests_up",
  777. "anl15_ind_ltg_mdn",
  778. "anl15_ind_ltg_mktcap",
  779. "anl15_ind_ltg_st_dev",
  780. "anl15_ind_prc",
  781. "anl15_s_12_m_1m_chg",
  782. "anl15_s_12_m_3m_chg",
  783. "anl15_s_12_m_6m_chg",
  784. "anl15_s_12_m_cos",
  785. "anl15_s_12_m_cos_dn",
  786. "anl15_s_12_m_cos_up",
  787. "anl15_s_12_m_ests",
  788. "anl15_s_12_m_ests_dn",
  789. "anl15_s_12_m_ests_up",
  790. "anl15_s_12_m_gro",
  791. "anl15_s_12_m_mean",
  792. "anl15_s_12_m_mktcap",
  793. "anl15_s_12_m_pe",
  794. "anl15_s_12_m_st_dev",
  795. "anl15_s_12_m_total",
  796. "anl15_s_12_m_tr_mean",
  797. "anl15_s_18_m_1m_chg",
  798. "anl15_s_18_m_3m_chg",
  799. "anl15_s_18_m_6m_chg",
  800. "anl15_s_18_m_cos",
  801. "anl15_s_18_m_cos_dn",
  802. "anl15_s_18_m_cos_up",
  803. "anl15_s_18_m_ests",
  804. "anl15_s_18_m_ests_dn",
  805. "anl15_s_18_m_ests_up",
  806. "anl15_s_18_m_gro",
  807. "anl15_s_18_m_mean",
  808. "anl15_s_18_m_mktcap",
  809. "anl15_s_18_m_pe",
  810. "anl15_s_18_m_st_dev",
  811. "anl15_s_18_m_total",
  812. "anl15_s_cal_fy0_gro",
  813. "anl15_s_cal_fy0_pe",
  814. "anl15_s_cal_fy0_total",
  815. "anl15_s_cal_fy0_val",
  816. "anl15_s_cal_fy1_1m_chg",
  817. "anl15_s_cal_fy1_3m_chg",
  818. "anl15_s_cal_fy1_6m_chg",
  819. "anl15_s_cal_fy1_cos",
  820. "anl15_s_cal_fy1_ests",
  821. "anl15_s_cal_fy1_gro",
  822. "anl15_s_cal_fy1_mean",
  823. "anl15_s_cal_fy1_mktcap",
  824. "anl15_s_cal_fy1_pe",
  825. "anl15_s_cal_fy1_st_dev",
  826. "anl15_s_cal_fy1_total",
  827. "anl15_s_cal_fy2_1m_chg",
  828. "anl15_s_cal_fy2_3m_chg",
  829. "anl15_s_cal_fy2_6m_chg",
  830. "anl15_s_cal_fy2_cos",
  831. "anl15_s_cal_fy2_ests",
  832. "anl15_s_cal_fy2_gro",
  833. "anl15_s_cal_fy2_mean",
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  836. "anl15_s_cal_fy2_st_dev",
  837. "anl15_s_cal_fy2_total",
  838. "anl15_s_cal_fy3_1m_chg",
  839. "anl15_s_cal_fy3_3m_chg",
  840. "anl15_s_cal_fy3_6m_chg",
  841. "anl15_s_cal_fy3_cos",
  842. "anl15_s_cal_fy3_ests",
  843. "anl15_s_cal_fy3_gro",
  844. "anl15_s_cal_fy3_mean",
  845. "anl15_s_cal_fy3_mktcap",
  846. "anl15_s_cal_fy3_pe",
  847. "anl15_s_cal_fy3_st_dev",
  848. "anl15_s_cal_fy3_total",
  849. "anl15_s_div_cos",
  850. "anl15_s_divyld",
  851. "anl15_s_fy1_cos_dn",
  852. "anl15_s_fy1_cos_up",
  853. "anl15_s_fy1_ests_dn",
  854. "anl15_s_fy1_ests_up",
  855. "anl15_s_fy2_cos_dn",
  856. "anl15_s_fy2_cos_up",
  857. "anl15_s_fy2_ests_dn",
  858. "anl15_s_fy2_ests_up",
  859. "anl15_s_fy3_cos_dn",
  860. "anl15_s_fy3_cos_up",
  861. "anl15_s_fy3_ests_dn",
  862. "anl15_s_fy3_ests_up",
  863. "anl15_s_hist_eps_gro",
  864. "anl15_s_ltg_1m_chg",
  865. "anl15_s_ltg_3m_chg",
  866. "anl15_s_ltg_6m_chg",
  867. "anl15_s_ltg_cos",
  868. "anl15_s_ltg_cos_dn",
  869. "anl15_s_ltg_cos_up",
  870. "anl15_s_ltg_ests",
  871. "anl15_s_ltg_ests_dn",
  872. "anl15_s_ltg_ests_up",
  873. "anl15_s_ltg_mdn",
  874. "anl15_s_ltg_mktcap",
  875. "anl15_s_ltg_st_dev",
  876. "anl15_s_prc"
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  878. "configType": "data"
  879. },
  880. "t_window": {
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  883. "60",
  884. "200",
  885. "600"
  886. ],
  887. "configType": "normal"
  888. },
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  892. "group_median",
  893. "group_max",
  894. "group_count",
  895. "group_sum"
  896. ],
  897. "configType": "operator"
  898. },
  899. "compare": {
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  902. "regression_proj",
  903. "vector_neut",
  904. "regression_neut",
  905. "vector_proj"
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  908. },
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  912. "ts_returns",
  913. "ts_product",
  914. "ts_av_diff",
  915. "ts_min_max_diff",
  916. "ts_min_max_cps",
  917. "ts_rank",
  918. "ts_min_diff",
  919. "ts_arg_min",
  920. "ts_max_diff",
  921. "ts_delta",
  922. "ts_arg_max"
  923. ],
  924. "configType": "operator"
  925. },
  926. "group_op": {
  927. "variables": [
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  929. "group_normalize",
  930. "group_scale",
  931. "group_zscore",
  932. "group_neutralize"
  933. ],
  934. "configType": "operator"
  935. }
  936. },
  937. "createdAt": "2025-07-09T13:20:21.529056"
  938. },
  939. {
  940. "name": "Group_compare_glb_topdivmodel26",
  941. "description": "",
  942. "expression": "gp = group_cartesian_product(country, industry);\nalpha = group_zscore(\n ts_zscore(\n ts_backfill(<analyst_field/>, 90), 200\n ), gp\n);\nalpha_gpm = <group_stats/>(alpha, gp);\nresid = <compare/>(alpha, alpha_gpm);\n<ts_op/>(<group_op/>(resid, gp), 200)",
  943. "templateConfigurations": {
  944. "analyst_field": {
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  948. "mdl26_60dy_srprs_lst_y_rnngs",
  949. "mdl26_7dy_mn_chng_flg_fq1_rnngs",
  950. "mdl26_actual_last_q_earnings",
  951. "mdl26_actual_last_y_earnings",
  952. "mdl26_avrevsn_fq1_earnings_30",
  953. "mdl26_blndd_grwth_ndstry_prcntl",
  954. "mdl26_blndd_grwth_rt_smrtstmt",
  955. "mdl26_blndd_grwth_sctr_prcntl",
  956. "mdl26_chng_frm_52wk_hgh_prc",
  957. "mdl26_chng_frm_52wk_lw_prc",
  958. "mdl26_chng_rltv_t_cc_40_30",
  959. "mdl26_chng_rltv_t_cntry_bnchmrk_30",
  960. "mdl26_chng_rltv_t_dj_stxx_600_30",
  961. "mdl26_chng_rltv_t_fts_100_30",
  962. "mdl26_chng_rltv_t_hng_sng_30",
  963. "mdl26_chng_rltv_t_js_ll_shr_30",
  964. "mdl26_chng_rltv_t_msc_f_30",
  965. "mdl26_chng_rltv_t_msc_mf_30",
  966. "mdl26_chng_rltv_t_msc_pc_x_jp_30",
  967. "mdl26_chng_rltv_t_msc_rp_30",
  968. "mdl26_chng_rltv_t_ndstry_bnchmrk_30",
  969. "mdl26_chng_rltv_t_r1000_grwth_30",
  970. "mdl26_chng_rltv_t_rssll_2000_30",
  971. "mdl26_chng_rltv_t_rssll_mdcp_30",
  972. "mdl26_chng_rltv_t_sp_400_30",
  973. "mdl26_chng_rltv_t_sp_500_30",
  974. "mdl26_chng_rltv_t_sp_600_30",
  975. "mdl26_chng_rltv_t_sx_100_30",
  976. "mdl26_chng_rltv_t_sx_200_30",
  977. "mdl26_chng_rltv_t_sx_300_30",
  978. "mdl26_chng_rltv_t_sx_ll_rd_30",
  979. "mdl26_chng_rltv_t_tpx_30",
  980. "mdl26_chng_rltv_t_tsx_cmpst_30",
  981. "mdl26_days_since_last_report",
  982. "mdl26_dff_frm_200dy_mvng_vrg",
  983. "mdl26_dff_frm_50dy_mvng_vrg",
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  985. "mdl26_dffrnc_frm_hstrcl_prc_rt_rnngs",
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  987. "mdl26_dsnc_clstr_dtctd_fq1_rnngs",
  988. "mdl26_dsnc_lst_ps_prnnncmnt",
  989. "mdl26_dsnc_prd_srprs_flg_chg_fq1_rnngs",
  990. "mdl26_ep_industry_percentile_fy1",
  991. "mdl26_ep_sector_percentile_fy1",
  992. "mdl26_ep_yield_smartestimate_fy1",
  993. "mdl26_forward_pe_mean_fy1",
  994. "mdl26_frwrd_p_stm_fy1",
  995. "mdl26_grwth_nxt_yr_ndstry_prcntl_rnngs",
  996. "mdl26_grwth_nxt_yr_sctr_prcntl_rnngs",
  997. "mdl26_grwth_ths_yr_ndstry_prcntl_rnngs",
  998. "mdl26_grwth_ths_yr_sctr_prcntl_rnngs",
  999. "mdl26_hgh_stmt_chng_fq1_rnngs_30",
  1000. "mdl26_hgh_stmt_prr_fq1_rnngs_30",
  1001. "mdl26_high_price_52",
  1002. "mdl26_last_fiscal_year_pe",
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  1004. "mdl26_lt_grwth_ndstry_prcntl",
  1005. "mdl26_lt_grwth_sctr_prcntl",
  1006. "mdl26_lw_stmt_chng_fq1_rnngs_30",
  1007. "mdl26_lw_stmt_prr_fq1_rnngs_30",
  1008. "mdl26_market_cap_l",
  1009. "mdl26_market_cap_u",
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  1011. "mdl26_median_historical_f12m_pe",
  1012. "mdl26_mn_f_rvsnclstr_nlysts_fq1_rnngs",
  1013. "mdl26_mn_stmt_prc_rt_fy1_rnngs",
  1014. "mdl26_mn_stmt_prr_fq1_rnngs_7",
  1015. "mdl26_mstchg_fq1_rnngs_30",
  1016. "mdl26_nm_mn_nlysts_prr_fq1_rnngs_7",
  1017. "mdl26_nm_rvsnclstr_nlysts_fq1_rnngs",
  1018. "mdl26_nm_stm_nlysts_fq1_rnngs",
  1019. "mdl26_nnlyst_rvsng_dwn_fq1_rnngs_30",
  1020. "mdl26_nnlyst_rvsng_p_fq1_rnngs_30",
  1021. "mdl26_peg_mean_fy1",
  1022. "mdl26_peg_smartestimate_fy1",
  1023. "mdl26_price_change_30",
  1024. "mdl26_prsprise_flag_fq1_earnings",
  1025. "mdl26_prsprise_fq1_earnings",
  1026. "mdl26_prsprise_per_fq1_earnings",
  1027. "mdl26_rvsnclstr_flg_fq1_rnngs",
  1028. "mdl26_rvsnclstr_vg_rvsn_fq1_rnngs",
  1029. "mdl26_rvsnclstr_vg_rvsn_pr_fq1_rnngs",
  1030. "mdl26_smartestimate_fq1_earnings",
  1031. "mdl26_smrtst_grwth_f12mt12m_rnngs",
  1032. "mdl26_smrtst_grwth_f24mf12m_rnngs",
  1033. "mdl26_smrtst_grwth_nxt_yrths_yr_rnngs",
  1034. "mdl26_smrtst_grwth_ths_yrlst_yr_rnngs",
  1035. "mdl26_smrtst_pg_ndstry_prcntl_f12m",
  1036. "mdl26_smrtst_pg_sctr_prcntl_f12m",
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  1038. "mdl26_stdv_stm_nlysts_fq1_rnngs",
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  1040. "mdl26_stm_prc_rt_fy1_rnngs",
  1041. "mdl26_stm_prr_fq1_rnngs_7",
  1042. "mdl26_stmt_dffsn_fq1_rnngs_30",
  1043. "mdl26_surprise_last_q_earnings",
  1044. "mdl26_surprise_last_y_earnings",
  1045. "mdl26_traded_volume",
  1046. "mdl26_traded_volume_l",
  1047. "mdl26_traded_volume_u",
  1048. "mdl26_trailing_4_quarter_pe",
  1049. "mdl26_yld_ndstry_prcntl_fy1_rnngs",
  1050. "mdl26_yld_sctr_prcntl_fy1_rnngs",
  1051. "mdl26_yld_stm_fy1_rnngs",
  1052. "star_arm_country_rank",
  1053. "star_arm_global_rank",
  1054. "star_arm_pref_earnings_score",
  1055. "star_arm_rec_change_flag",
  1056. "star_arm_rec_days_since_2lv_change",
  1057. "star_arm_rec_days_since_new",
  1058. "star_arm_rec_days_since_newsell",
  1059. "star_arm_rec_mean_change30",
  1060. "star_arm_rec_mean_prior7",
  1061. "star_arm_rec_ndown_30",
  1062. "star_arm_rec_nup_30",
  1063. "star_arm_recommendations_score",
  1064. "star_arm_region_rank_decimal",
  1065. "star_arm_revenue_score",
  1066. "star_arm_score",
  1067. "star_arm_score_5",
  1068. "star_arm_score_change_1m",
  1069. "star_arm_secondary_earnings_score"
  1070. ],
  1071. "configType": "data"
  1072. },
  1073. "group_stats": {
  1074. "variables": [
  1075. "group_min",
  1076. "group_median",
  1077. "group_max",
  1078. "group_count",
  1079. "group_sum"
  1080. ],
  1081. "configType": "operator"
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  1083. "compare": {
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  1088. "regression_neut",
  1089. "vector_proj",
  1090. "subtract",
  1091. "add",
  1092. "multiply",
  1093. "divide"
  1094. ],
  1095. "configType": "operator"
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  1101. "ts_product",
  1102. "ts_av_diff",
  1103. "ts_min_max_diff",
  1104. "ts_min_max_cps",
  1105. "ts_rank",
  1106. "ts_min_diff",
  1107. "ts_arg_min",
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  1112. "configType": "operator"
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  1114. "group_op": {
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  1117. "group_normalize",
  1118. "group_scale",
  1119. "group_zscore",
  1120. "group_neutralize"
  1121. ],
  1122. "configType": "operator"
  1123. }
  1124. },
  1125. "createdAt": "2025-07-11T01:37:59.214242"
  1126. }
  1127. ]