{
  "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"
  ]
}