[Quantitative Trading] Quantitative Factor Basic Account Derivative Factor Calculation

Derived factors of basic subjects

Quantitative transactions, basic account derivative factor calculation logic.

Net working capital net_working_capital

Current Assets - Current Liabilities

Total Operating Revenue TTMtotal_operating_revenue_ttm

Calculate the sum of the total operating income for the last 12 months

Operating Profit TTM operating_profit_ttm

Calculate the sum of operating profit for the last 12 months

Net cash flow from operating activities TTM net_operate_cash_flow_ttm

Calculate the sum of net cash flows from operating activities for the past 12 months

Operating Revenue TTM operating_revenue_ttm

Calculate the sum of operating income for the past 12 months

Interest-carry current liabilities interest_carry_current_liability

Total current liabilities - non-interest bearing current liabilities

Sales Expense TTM sale_expense_ttm

Calculate the sum of sales expenses for the past 12 months

retained earnings retained_earnings

Surplus reserve fund + retained profit

Total Operating Cost TTM total_operating_cost_ttm

Calculate the sum of the total cost of doing business for the last 12 months

Non-operating income and expenses, net TTM non_operating_net_profit_ttm

Non-operating income (TTM) - Non-operating expenses (TTM)

Net cash flow from investing activities TTM net_invest_cash_flow_ttm

Calculate the sum of net cash flows from investing activities for the past 12 months

Financial Expense TTM financial_expense_ttm

Calculate the sum of financial charges for the past 12 months

Administration Expense TTM administration_expense_ttm

Calculate the sum of administrative expenses for the past 12 months

Net Interest Expense net_interest_expense

Interest Expense - Interest Income

Value Change Net Profit TTM value_change_profit_ttm

Calculate the sum of net gains from value changes over the past 12 months

interest_free_current_liability interest_free_current_liability

Notes payable + accounts payable + accounts received in advance (replaced by advance sales) + taxes payable + interest payable + other payables + other current liabilities

Net cash flow from financing activities TTM net_finance_cash_flow_ttm

Calculate the sum of net cash flows from financing activities over the past 12 months

Total Profit TTM total_profit_ttm

Calculate the sum of the total profits for the past 12 months

Net Profit TTM net_profit_ttm

Calculate the sum of net profit for the past 12 months

EBIT

Net profit + income tax + financial expenses

Asset impairment loss TTM asset_impairment_loss_ttm

Calculate the sum of asset impairment losses over the past 12 months

EBITDA

Operating income - operating costs - business tax and surcharges

Net income from operating activities OperateNetIncome

Net income/total profit from operating activities (%) * total profit

net debt net_debt

Total Debt - Closing Balance of Cash and Cash Equivalents

Operating Cost TTM operating_cost_ttm

Calculate the sum of operating costs for the last 12 months

Net profit attributable to shareholders of the parent company TTM np_parent_company_owners_ttm

Calculate the sum of the net profit attributable to shareholders of the parent company in the past 12 months

Gross Profit TTM gross_profit_ttm

Calculate the sum of gross profit for the past 12 months

Cash received from selling goods and rendering services goods_sale_and_service_render_cash_ttm

Calculate the sum of cash received from sales of goods and rendering of services in the past 12 months

Non-recurring gain and loss non_recurring_gain_loss

Net profit - net profit after deducting extraordinary gains and losses (yuan)

Revenue to market value ratio sales_to_price_ratio

1 / ps_ratio (ttm)

cash flow to market value ratio cash_flow_to_price_ratio

1 / pcf_ratio (ttm)

market cap market_cap

market value

Financial assets financial_assets

Monetary funds + trading financial assets + notes receivable + interest receivable + dividend receivable + available-for-sale financial assets + held-to-maturity investment

operating assets operating_assets

Total Assets - Financial Assets

Circulating market cap circulating_market_cap

Circulating market value

operating_liability

Total Liabilities - Financial Liabilities

Financial liabilities financial_liability

(Total current liabilities - interest-free current liabilities) + (interest-bearing non-current liabilities) = (total current liabilities - accounts payable - advance receipts - employee benefits payable - taxes payable - other payables - deferred income within one year - Other current liabilities) + (long-term borrowings + bonds payable)

reference

  1. Jukuan-Basic Subjects and Derived Factors

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Origin blog.csdn.net/luojie140/article/details/126332344