FIAM-hack/factor_char_list.csv at main · Ronkiji/FIAM-hack · GitHub

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variable
age
aliq_at
aliq_mat
ami_126d
at_be
at_gr1
at_me
at_turnover
be_gr1a
be_me
beta_60m
beta_dimson_21d
betabab_1260d
betadown_252d
bev_mev
bidaskhl_21d
capex_abn
capx_gr1
capx_gr2
capx_gr3
cash_at
chcsho_12m
coa_gr1a
col_gr1a
cop_at
cop_atl1
corr_1260d
coskew_21d
cowc_gr1a
dbnetis_at
debt_gr3
debt_me
dgp_dsale
div12m_me
dolvol_126d
dolvol_var_126d
dsale_dinv
dsale_drec
dsale_dsga
earnings_variability
ebit_bev
ebit_sale
ebitda_mev
emp_gr1
eq_dur
eqnetis_at
eqnpo_12m
eqnpo_me
eqpo_me
f_score
fcf_me
fnl_gr1a
gp_at
gp_atl1
intrinsic_value
inv_gr1
inv_gr1a
iskew_capm_21d
iskew_ff3_21d
iskew_hxz4_21d
ivol_capm_21d
ivol_capm_252d
ivol_ff3_21d
ivol_hxz4_21d
kz_index
lnoa_gr1a
lti_gr1a
market_equity
mispricing_mgmt
mispricing_perf
ncoa_gr1a
ncol_gr1a
netdebt_me
netis_at
nfna_gr1a
ni_ar1
ni_be
ni_inc8q
ni_ivol
ni_me
niq_at
niq_at_chg1
niq_be
niq_be_chg1
niq_su
nncoa_gr1a
noa_at
noa_gr1a
o_score
oaccruals_at
oaccruals_ni
ocf_at
ocf_at_chg1
ocf_me
ocfq_saleq_std
op_at
op_atl1
ope_be
ope_bel1
opex_at
pi_nix
ppeinv_gr1a
prc
prc_highprc_252d
qmj
qmj_growth
qmj_prof
qmj_safety
rd_me
rd_sale
rd5_at
resff3_12_1
resff3_6_1
ret_1_0
ret_12_1
ret_12_7
ret_3_1
ret_6_1
ret_60_12
ret_9_1
rmax1_21d
rmax5_21d
rmax5_rvol_21d
rskew_21d
rvol_21d
sale_bev
sale_emp_gr1
sale_gr1
sale_gr3
sale_me
saleq_gr1
saleq_su
seas_1_1an
seas_1_1na
seas_2_5an
seas_2_5na
sti_gr1a
taccruals_at
taccruals_ni
tangibility
tax_gr1a
turnover_126d
turnover_var_126d
z_score
zero_trades_126d
zero_trades_21d
zero_trades_252d