{"code":200,"data":[{"category":"valuation","description":"(市值+有息负债-现金)÷营业利润；迅投DA缺失故降级自原ev_ebitda","factor_id":"ev_ebit","name":"企业价值/EBIT","tier":"plus"},{"category":"valuation","description":"√(22.5×EPS×BVPS)","factor_id":"graham_value","name":"格雷厄姆价值","tier":"pro"},{"category":"valuation","description":"总市值÷归母净资产","factor_id":"pb","name":"市净率","tier":"free"},{"category":"valuation","description":"总市值÷近4季度经营现金流","factor_id":"pcf_ttm","name":"市现率(TTM)","tier":"plus"},{"category":"valuation","description":"总市值÷近4季度归母净利润","factor_id":"pe_ttm","name":"市盈率(TTM)","tier":"free"},{"category":"valuation","description":"PE÷(利润复合增速×100)","factor_id":"peg","name":"市盈增长比","tier":"plus"},{"category":"valuation","description":"(现价-内在价值)÷内在价值×100","factor_id":"price_vs_graham","name":"偏离格雷厄姆价值","tier":"pro"},{"category":"valuation","description":"总市值÷近4季度营收","factor_id":"ps_ttm","name":"市销率(TTM)","tier":"plus"},{"category":"quality","description":"(净利润-经营现金流)÷总资产","factor_id":"accrual_ratio","name":"应计项比率","tier":"plus"},{"category":"quality","description":"营收TTM÷平均总资产","factor_id":"asset_turnover","name":"总资产周转率","tier":"plus"},{"category":"quality","description":"流动资产÷流动负债","factor_id":"current_ratio","name":"流动比率","tier":"plus"},{"category":"quality","description":"总负债÷总资产×100","factor_id":"debt_ratio","name":"资产负债率","tier":"plus"},{"category":"quality","description":"(营收-营业成本)÷营收×100","factor_id":"gross_margin","name":"毛利率","tier":"free"},{"category":"quality","description":"归母净利润÷营收×100","factor_id":"net_margin","name":"净利率","tier":"plus"},{"category":"quality","description":"归母净利润TTM÷平均总资产×100","factor_id":"roa_ttm","name":"总资产收益率(TTM)","tier":"free"},{"category":"quality","description":"归母净利润TTM÷平均归母净资产×100","factor_id":"roe_ttm","name":"净资产收益率(TTM)","tier":"free"},{"category":"growth","description":"(本期/3年前)^(1/3)-1","factor_id":"eps_cagr_3y","name":"EPS 3年复合增速","tier":"plus"},{"category":"growth","description":"(本期EPS-去年)÷|去年|×100","factor_id":"eps_yoy","name":"EPS同比增速","tier":"plus"},{"category":"growth","description":"(本期/3年前)^(1/3)-1","factor_id":"profit_cagr_3y","name":"利润3年复合增速","tier":"plus"},{"category":"growth","description":"(本期净利润-去年同期)÷|去年同期|×100","factor_id":"profit_yoy","name":"利润同比增速","tier":"plus"},{"category":"growth","description":"(本期/3年前)^(1/3)-1","factor_id":"rev_cagr_3y","name":"营收3年复合增速","tier":"plus"},{"category":"growth","description":"rev_yoy-profit_yoy","factor_id":"rev_profit_scissors","name":"营收利润剪刀差","tier":"plus"},{"category":"growth","description":"(本期营收-去年同期)÷|去年同期|×100","factor_id":"rev_yoy","name":"营收同比增速","tier":"plus"},{"category":"momentum","description":"(close/max_high_252-1)×100","factor_id":"high52_distance","name":"距52周高点距离","tier":"plus"},{"category":"momentum","description":"(close/MA250-1)×100","factor_id":"ma_deviation","name":"均线偏离度","tier":"plus"},{"category":"momentum","description":"(close/close_120d-1)×100","factor_id":"momentum_120d","name":"120日收益率","tier":"plus"},{"category":"momentum","description":"(close/close_20d-1)×100","factor_id":"momentum_20d","name":"20日收益率","tier":"free"},{"category":"momentum","description":"(close/close_5d-1)×100","factor_id":"momentum_5d","name":"5日收益率","tier":"free"},{"category":"momentum","description":"(close/close_60d-1)×100","factor_id":"momentum_60d","name":"60日收益率","tier":"free"},{"category":"momentum","description":"相对沪深300的20日强度","factor_id":"rs_20d","name":"20日相对强度","tier":"plus"},{"category":"capital","description":"近5日特大单净额之和","factor_id":"big_order_net_5d","name":"5日特大单净额","tier":"pro"},{"category":"capital","description":"main_20d_net÷20日成交额","factor_id":"flow_20d_ratio","name":"20日资金流向比","tier":"plus"},{"category":"capital","description":"main_5d_net÷5日成交额","factor_id":"flow_5d_ratio","name":"5日资金流向比","tier":"plus"},{"category":"capital","description":"近20日(大单+特大单)净额之和","factor_id":"main_20d_net","name":"主力20日净流入","tier":"plus"},{"category":"capital","description":"近5日(大单+特大单)净额之和","factor_id":"main_5d_net","name":"主力5日净流入","tier":"plus"},{"category":"capital","description":"近20日北向净买入之和；仅日频窗口有效，其后is_valid=0","factor_id":"north_20d_net","name":"北向20日净买入","tier":"plus"},{"category":"capital","description":"近5日北向净买入之和；仅迅投hktstatistics有数日(约至2024-08-17)，其后is_valid=0不前滚","factor_id":"north_5d_net","name":"北向5日净买入","tier":"plus"},{"category":"capital","description":"日频用hktstatistics.hold_ratio(至2024-08-17)；其后用季频快照asof，无点则is_valid=0","factor_id":"north_holding_ratio","name":"北向持股比例","tier":"plus"},{"category":"signal","description":"收盘相对布林上下轨","factor_id":"boll_position","name":"布林带位置","tier":"free"},{"category":"signal","description":"带宽\u003c近60日中位数×50%","factor_id":"boll_squeeze","name":"布林收口","tier":"plus"},{"category":"signal","description":"K/D值+交叉","factor_id":"kdj_signal","name":"KDJ信号","tier":"free"},{"category":"signal","description":"MA5/MA20/MA60排列","factor_id":"ma_trend","name":"均线趋势","tier":"plus"},{"category":"signal","description":"MA20/MA60交叉状态","factor_id":"ma20_ma60_cross","name":"MA20/MA60状态","tier":"free"},{"category":"signal","description":"MA5/MA20交叉状态","factor_id":"ma5_ma20_cross","name":"MA5/MA20状态","tier":"free"},{"category":"signal","description":"DIF/DEA交叉+背离","factor_id":"macd_signal","name":"MACD信号","tier":"free"},{"category":"signal","description":"Wilder RSI(14)","factor_id":"rsi_14","name":"14日RSI","tier":"plus"},{"category":"signal","description":"价量趋势比较","factor_id":"volume_price_divergence","name":"量价背离","tier":"plus"},{"category":"signal","description":"今日成交量÷近5日均量","factor_id":"volume_ratio","name":"量比","tier":"free"},{"category":"risk","description":"cov(r,hs300)/var(hs300)","factor_id":"beta_252d","name":"252日Beta","tier":"plus"},{"category":"risk","description":"min((净值-前高)/前高)×100","factor_id":"max_drawdown_252d","name":"252日最大回撤","tier":"pro"},{"category":"risk","description":"(mean(r)×252-rf)/(stdev×√252)","factor_id":"sharpe_252d","name":"252日夏普","tier":"plus"},{"category":"risk","description":"近252日收益率第5百分位×√252","factor_id":"var_95","name":"95% VaR","tier":"pro"},{"category":"risk","description":"stdev(r,20)×√252×100","factor_id":"volatility_20d","name":"20日波动率","tier":"plus"},{"category":"risk","description":"stdev(r,60)×√252×100","factor_id":"volatility_60d","name":"60日波动率","tier":"plus"},{"category":"dividend","description":"近3年平均股息率","factor_id":"dividend_avg_3y","name":"3年平均股息率","tier":"plus"},{"category":"dividend","description":"从最新年向前连续有现金分红的年数","factor_id":"dividend_continuous_years","name":"连续分红年数","tier":"plus"},{"category":"dividend","description":"(今年/3年前)^(1/3)-1","factor_id":"dividend_growth_3y","name":"3年分红增速","tier":"plus"},{"category":"dividend","description":"近12月每股现金分红÷现价×100","factor_id":"dividend_yield","name":"股息率","tier":"free"},{"category":"dividend","description":"近12月现金分红总额÷归母净利润×100","factor_id":"payout_ratio","name":"股利支付率","tier":"plus"},{"category":"scale","description":"mean(|日收益|÷日成交额,20)","factor_id":"amihud_20d","name":"Amihud流动性","tier":"pro"},{"category":"scale","description":"按总市值分档","factor_id":"cap_scale","name":"市值规模","tier":"free"},{"category":"scale","description":"流通股本×收盘价","factor_id":"float_market_cap","name":"流通市值","tier":"free"},{"category":"scale","description":"流通股本÷总股本×100","factor_id":"float_ratio","name":"流通比例","tier":"free"},{"category":"scale","description":"总股本×收盘价","factor_id":"total_market_cap","name":"总市值","tier":"free"},{"category":"scale","description":"近20日换手率均值","factor_id":"turnover_20d_avg","name":"20日平均换手率","tier":"plus"},{"category":"sentiment","description":"问董秘近60日条数+密度+新鲜度加权0-100","factor_id":"attention_score","name":"关注度评分","tier":"pro"},{"category":"sentiment","description":"近20日龙虎榜上榜次数（hilh/ggsb 或 lup.sb 近似）","factor_id":"dragontiger_count","name":"龙虎榜上榜次数","tier":"pro"},{"category":"sentiment","description":"近期重要事件对应交易日 YYYYMMDD","factor_id":"event_date","name":"事件日期","tier":"pro"},{"category":"sentiment","description":"事件影响分 -100~100","factor_id":"event_impact","name":"事件影响分","tier":"pro"},{"category":"sentiment","description":"count(dr==2,近20日)","factor_id":"limit_down_count_20d","name":"20日跌停次数","tier":"pro"},{"category":"sentiment","description":"炸板次数 bu","factor_id":"limit_up_break","name":"炸板标记","tier":"pro"},{"category":"sentiment","description":"count(dr==1,近20日)","factor_id":"limit_up_count_20d","name":"20日涨停次数","tier":"pro"},{"category":"sentiment","description":"当日涨停连板数 sc","factor_id":"limit_up_streak","name":"连板数","tier":"pro"},{"category":"sentiment","description":"集合竞价竞昨比 bp","factor_id":"pre_auction_volume_ratio","name":"竞价量比","tier":"pro"},{"category":"sentiment","description":"近30日公告+涨跌停聚合影响最大事件类型","factor_id":"recent_event","name":"近期重要事件","tier":"pro"},{"category":"sentiment","description":"涨停封成比 vr","factor_id":"seal_ratio","name":"封成比","tier":"pro"},{"category":"sentiment","description":"涨停封流比 fr","factor_id":"seal_to_float","name":"封流比","tier":"pro"},{"category":"intraday","description":"近20日((h-l)/c)均值","factor_id":"intraday_amplitude_20d","name":"日内振幅均值","tier":"pro"},{"category":"intraday","description":"近20日(今收/今开-1)均值","factor_id":"intraday_momentum_20d","name":"日内开收动量","tier":"pro"},{"category":"intraday","description":"近20日Parkinson高低价波动率均值","factor_id":"intraday_parkinson_20d","name":"Parkinson波动率","tier":"pro"},{"category":"intraday","description":"近20日日内分钟收益偏度均值","factor_id":"intraday_skew_20d","name":"分钟收益偏度","tier":"pro"},{"category":"intraday","description":"近20日尾盘30分钟成交额/全天成交额均值","factor_id":"intraday_turnover_ratio_20d","name":"尾盘成交占比","tier":"pro"},{"category":"intraday","description":"近20日日内分钟收益标准差年化均值","factor_id":"intraday_vol_20d","name":"日内已实现波动率","tier":"pro"},{"category":"intraday","description":"近20日(今开/昨收-1)均值","factor_id":"overnight_gap_20d","name":"隔夜跳空均值","tier":"pro"},{"category":"intraday","description":"近20日收盘相对VWAP偏离均值","factor_id":"vwap_deviation_20d","name":"VWAP偏离","tier":"pro"}],"msg":"success"}
