File size: 3,465 Bytes
ff4becd | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 | {
"target": [
"close"
],
"endogenous": [
"open",
"high",
"low",
"volume",
"adj_close"
],
"exogenous_fundamental": [
"shares_outstanding",
"derived_market_cap",
"derived_pe",
"derived_ev",
"derived_ev_to_revenue",
"derived_ev_to_ebitda",
"derived_fcf_yield",
"derived_pb",
"derived_debt_to_equity",
"derived_effective_tax_rate",
"derived_cost_of_debt",
"derived_beta",
"derived_wacc",
"derived_gross_margin",
"derived_ebitda_margin",
"derived_net_margin",
"derived_cogs_pct",
"derived_rev_growth_yoy",
"derived_current_ratio"
],
"exogenous_statement": [
"stmt_revenue",
"stmt_net_income",
"stmt_ebit",
"stmt_gross_profit",
"stmt_operating_income",
"stmt_basic_eps",
"stmt_tax_provision",
"stmt_pretax_income",
"stmt_interest_expense",
"stmt_operating_cashflow",
"stmt_capex",
"stmt_total_assets",
"stmt_total_liabilities",
"stmt_total_debt",
"stmt_total_equity",
"stmt_cash",
"stmt_shares_outstanding",
"stmt_shares_issued",
"stmt_accounts_receivable",
"stmt_inventory",
"stmt_current_assets",
"stmt_ppe_net",
"stmt_goodwill",
"stmt_accounts_payable",
"stmt_current_liabilities",
"stmt_lt_debt",
"stmt_cogs",
"stmt_operating_expenses",
"stmt_financing_cashflow",
"stmt_ebitda",
"stmt_free_cashflow",
"stmt_tax_rate",
"stmt_revenue_ttm",
"stmt_net_income_ttm",
"stmt_ebit_ttm",
"stmt_gross_profit_ttm",
"stmt_operating_income_ttm",
"stmt_basic_eps_ttm",
"stmt_operating_cashflow_ttm",
"stmt_capex_ttm",
"stmt_cogs_ttm",
"stmt_operating_expenses_ttm",
"stmt_financing_cashflow_ttm",
"stmt_ebitda_ttm",
"stmt_free_cashflow_ttm"
],
"exogenous_macro": [
"fred_FEDFUNDS",
"fred_SOFR",
"fred_DGS2",
"fred_DGS10",
"fred_DGS30",
"fred_T10Y3M",
"fred_T10Y2Y",
"fred_MORTGAGE30US",
"fred_SP500",
"fred_NASDAQCOM",
"fred_DJIA",
"fred_VIXCLS",
"fred_DCOILWTICO",
"fred_DHHNGSP",
"fred_DTWEXBGS",
"fred_DEXUSEU",
"fred_DEXJPUS",
"fred_DEXUSUK",
"fred_DEXCHUS",
"fred_CPIAUCSL",
"fred_CPILFESL",
"fred_PPIACO",
"fred_T10YIE",
"fred_T5YIE",
"fred_PCEPI",
"fred_UNRATE",
"fred_ICSA",
"fred_PAYEMS",
"fred_JTSJOL",
"fred_CES0500000003",
"fred_BAMLH0A0HYM2",
"fred_BAMLC0A0CM",
"fred_TEDRATE",
"fred_STLFSI2",
"fred_NFCI",
"fred_INDPRO",
"fred_RSAFS",
"fred_UMCSENT",
"fred_TOTALSA",
"fred_PERMIT",
"fred_CSUSHPISA",
"fred_HOUST",
"fred_M2SL",
"fred_BOGMBASE",
"fred_WALCL",
"fred_BUSLOANS"
],
"exogenous_commodity": [
"eia_crude_oil_crude_exports_weekly",
"eia_crude_oil_crude_imports_weekly",
"eia_crude_oil_crude_production_monthly",
"eia_crude_oil_crude_reserves_annual",
"eia_crude_oil_crude_spot_daily",
"eia_natural_gas_natural_gas_futures_weekly",
"eia_natural_gas_natural_gas_spot_weekly"
],
"context_filing": [
"nearest_filing_type",
"nearest_filing_date",
"nearest_filing_path",
"days_since_filing"
],
"context_real_estate": [],
"metadata": [
"ticker",
"date",
"sector",
"exchange",
"in_russell_2000",
"lower_end_russell2000",
"small_cap_outside",
"industry",
"fullTimeEmployees",
"label"
]
} |