Pine提供哪些財務數據?
下面列出了Pine中可用的所有財務數據。
每個表的第一列是每個指標的名稱。第二列列出了相應數據的發布頻率:TTM - 過去十二個月、FY - 財政年度、FQ - 財政季度、 FH - 半年。第三列列出了財務數據的標識符。
為了獲得某個財務指標的值,您需要使用request.financial()函數:
request.financial(symbol, financial_id, period)
這裡的第一個參數類似於request.security()函數的第一個參數,是請求指標商品的名稱。例如:“NASDAQ:AAPL”。
第二個參數是所需指標的標識符:表中第三列的值。
第三個參數表示該指標的發布頻率:來自第二列中相應單元格的值之一。
該函數回傳請求的財務數據值。
例如:
f = request.financial ("NASDAQ:AAPL", "ACCOUNTS_PAYABLE", "FQ")
您可以在此處閱讀有關財務數據的更多資訊。
請注意,當您使用request.dividends()和request.earnings()函數請求財務數據時,新值將在發布報告的K線上回傳。使用財務功能,您可以在下一個時段期間開始的K線上獲得新值。
基於市場價格的比率
財務選單中的一些財務指標不在下表中,因為它們是使用財務指標和圖表上當前價格計算的。這代表您不能直接請求它們的值,但您可以使用幾行Pine程式碼來計算它們。
市值
市值等於股價乘以已發行股票數(FQ)。
TSO = request.financial(syminfo.tickerid, "TOTAL_SHARES_OUTSTANDING", "FQ")
MarketCap = TSO * close
收益率
盈利收益率的計算方法是將過去12個月的每股收益除以當前每股市場價格。將結果乘以100得到盈利收益率%值。
EPS = request.financial(syminfo.tickerid, "EARNINGS_PER_SHARE", "TTM")
EarningsYield = (EPS / close) * 100
價格淨值比
價格淨值比透過將每股股價除以每股帳面價值來計算的。
BVPS = request.financial(syminfo.tickerid, "BOOK_VALUE_PER_SHARE", "FQ")
PriceBookRatio = close / BVPS
價格與現金流量比
價格與現金流量比的計算方法是將當前價格乘以稀釋後的已發行股票,然後將結果除以經營活動產生的現金流量來計算。
DSO = request.financial(syminfo.tickerid, "DILUTED_SHARES_OUTSTANDING", "FQ")
CFOA = request.financial(syminfo.tickerid, "CASH_F_OPERATING_ACTIVITIES", "TTM")
PriceToCashFlowRatio = close * DSO / CFOA
plot(PriceToCashFlowRatio)
市營率
市盈率的計算方法是將當前每股市場價格除以過去12個月的每股收益。
EPS = request.financial(syminfo.tickerid, "EARNINGS_PER_SHARE", "TTM")
PriceEarningsRatio = close / EPS
價格與自由現金流比率
價格與自由現金流比率的計算方法是將當前價格除以每股自由現金流。
FCFPS = request.financial(syminfo.tickerid, "FREE_CASH_FLOW_PER_SHARE", "TTM")
PriceToFreeCashFlowRatio = close / FCFPS
plot(PriceToFreeCashFlowRatio)
市銷率
市銷率的計算方法是將公司的市值除以過去12個月的總收入。
TSO = request.financial(syminfo.tickerid, "TOTAL_SHARES_OUTSTANDING", "FQ")
TR = request.financial(syminfo.tickerid, "TOTAL_REVENUE", "TTM")
MarketCap = TSO * close
PriseSalesRatio = MarketCap / TR
股價有形資產比
價格與有形資產比的計算方法是將每股價格除以每股有形資產價值。
BTPS = request.financial(syminfo.tickerid, "BOOK_TANGIBLE_PER_SHARE", "FQ")
PriceToTangibleBookRatio = close / BTPS
資產負債表
_TERM_INVES
財務 | 可用時段 | 財務編號 |
Accounts payable | FQ, FY | ACCOUNTS_PAYABLE |
Accounts receivable - trade, net | FQ, FY | ACCOUNTS_RECEIVABLES_NET |
Accrued payroll | FQ, FY | ACCRUED_PAYROLL |
Accumulated depreciation, total | FQ, FY | ACCUM_DEPREC_TOTAL |
Additional paid-in capital/Capital surplus | FQ, FY | ADDITIONAL_PAID_IN_CAPITAL |
Book value per share | FQ, FY | BOOK_VALUE_PER_SHARE |
Capital and operating lease obligations | FQ, FY | CAPITAL_OPERATING_LEASE_OBLIGATIONS |
Capitalized lease obligations | FQ, FY | CAPITAL_LEASE_OBLIGATIONS |
Cash & equivalents | FQ, FY | CASH_N_EQUIVALENTS |
Cash and short term investments | FQ, FY | CASH_N_SHORT_TERM_INVEST |
Common equity, total | FQ, FY | COMMON_EQUITY_TOTAL |
Common stock par/Carrying value | FQ, FY | COMMON_STOCK_PAR |
Current portion of LT debt and capital leases | FQ, FY | CURRENT_PORT_DEBT_CAPITAL_LEASES |
Deferred income, current | FQ, FY | DEFERRED_INCOME_CURRENT |
Deferred income, non-current | FQ, FY | DEFERRED_INCOME_NON_CURRENT |
Deferred tax assets | FQ, FY | DEFERRED_TAX_ASSESTS |
Deferred tax liabilities | FQ, FY | DEFERRED_TAX_LIABILITIES |
Dividends payable | FY | DIVIDENDS_PAYABLE |
Goodwill, net | FQ, FY | GOODWILL |
Gross property/plant/equipment | FQ, FY | PPE_TOTAL_GROSS |
Income tax payable | FQ, FY | INCOME_TAX_PAYABLE |
Inventories - finished goods | FQ, FY | INVENTORY_FINISHED_GOODS |
Inventories - progress payments & other | FQ, FY | INVENTORY_PROGRESS_PAYMENTS |
Inventories - raw materials | FQ, FY | INVENTORY_RAW_MATERIALS |
Inventories - work in progress | FQ, FY | INVENTORY_WORK_IN_PROGRESS |
Investments in unconsolidated subsidiaries | FQ, FY | INVESTMENTS_IN_UNCONCSOLIDATE |
Long term debt | FQ, FY | LONG_TERM_DEBT |
Long term debt excl. lease liabilities | FQ, FY | LONG_TERM_DEBT_EXCL_CAPITAL_LEASE |
Long term investments | FQ, FY | LONG_TERM_INVESTMENTS |
Minority interest | FQ, FY | MINORITY_INTEREST |
Net debt | FQ, FY | NET_DEBT |
Net intangible assets | FQ, FY | INTANGIBLES_NET |
Net property/plant/equipment | FQ, FY | PPE_TOTAL_NET |
Note receivable - long term | FQ, FY | LONG_TERM_NOTE_RECEIVABLE |
Notes payable | FY | NOTES_PAYABLE_SHORT_TERM_DEBT |
Operating lease liabilities | FQ, FY | OPERATING_LEASE_LIABILITIES |
Other common equity | FQ, FY | OTHER_COMMON_EQUITY |
Other current assets, total | FQ, FY | OTHER_CURRENT_ASSETS_TOTAL |
Other current liabilities | FQ, FY | OTHER_CURRENT_LIABILITIES |
Other intangibles, net | FQ, FY | OTHER_INTANGIBLES_NET |
Other investments | FQ, FY | OTHER_INVESTMENTS |
Other long term assets, total | FQ, FY | LONG_TERM_OTHER_ASSETS_TOTAL |
Other non-current liabilities, total | FQ, FY | OTHER_LIABILITIES_TOTAL |
Other receivables | FQ, FY | OTHER_RECEIVABLES |
Other short term debt | FY | OTHER_SHORT_TERM_DEBT |
Paid in capital | FQ, FY | PAID_IN_CAPITAL |
Preferred stock, carrying value | FQ, FY | PREFERRED_STOCK_CARRYING_VALUE |
Prepaid expenses | FQ, FY | PREPAID_EXPENSES |
Provision for risks & charge | FQ, FY | PROVISION_F_RISKS |
Retained earnings | FQ, FY | RETAINED_EARNINGS |
Shareholders' equity | FQ, FY | SHRHLDRS_EQUITY |
Short term debt | FQ, FY | SHORT_TERM_DEBT |
Short term debt excl. current portion of LT debt | FQ, FY | SHORT_TERM_DEBT_EXCL_CURRENT_PORT |
Short term investments | FQ, FY | SHORT_TERM_INVEST |
Tangible book value per share | FQ, FY | BOOK_TANGIBLE_PER_SHARE |
Total assets | FQ, FY | TOTAL_ASSETS |
Total current assets | FQ, FY | TOTAL_CURRENT_ASSETS |
Total current liabilities | FQ, FY | TOTAL_CURRENT_LIABILITIES |
Total debt | FQ, FY | TOTAL_DEBT |
Total equity | FQ, FY | TOTAL_EQUITY |
Total inventory | FQ, FY | TOTAL_INVENTORY |
Total liabilities | FQ, FY | TOTAL_LIABILITIES |
Total liabilities & shareholders' equities | FQ, FY | TOTAL_LIABILITIES_SHRHLDRS_EQUITY |
Total non-current assets | FQ, FY | TOTAL_NON_CURRENT_ASSETS |
Total non-current liabilities | FQ, FY | TOTAL_NON_CURRENT_LIABILITIES |
Total receivables, net | FQ, FY | TOTAL_RECEIVABLES_NET |
Treasury stock - common | FQ, FY | TREASURY_STOCK_COMMON |
CASH FLOW
Financial | Available periods | financial_id |
Amortization | FQ, FY | AMORTIZATION |
Capital expenditures | FQ, FY | CAPITAL_EXPENDITURES |
Capital expenditures - fixed assets | FQ, FY | CAPITAL_EXPENDITURES_FIXED_ASSETS |
Capital expenditures - other assets | FQ, FY | CAPITAL_EXPENDITURES_OTHER_ASSETS |
Cash from financing activities | FQ, FY, TTM | CASH_F_FINANCING_ACTIVITIES |
Cash from investing activities | FQ, FY, TTM | CASH_F_INVESTING_ACTIVITIES |
Cash from operating activities | FQ, FY, TTM | CASH_F_OPERATING_ACTIVITIES |
Change in accounts payable | FQ, FY | CHANGE_IN_ACCOUNTS_PAYABLE |
Change in accounts receivable | FQ, FY | CHANGE_IN_ACCOUNTS_RECEIVABLE |
Change in accrued expenses | FQ, FY | CHANGE_IN_ACCRUED_EXPENSES |
Change in inventories | FQ, FY | CHANGE_IN_INVENTORIES |
Change in other assets/liabilities | FQ, FY | CHANGE_IN_OTHER_ASSETS |
Change in taxes payable | FQ, FY | CHANGE_IN_TAXES_PAYABLE |
Changes in working capital | FQ, FY | CHANGES_IN_WORKING_CAPITAL |
Common dividends paid | FQ, FY | COMMON_DIVIDENDS_CASH_FLOW |
Deferred taxes (cash flow) | FQ, FY | CASH_FLOW_DEFERRED_TAXES |
Depreciation & amortization (cash flow) | FQ, FY | CASH_FLOW_DEPRECATION_N_AMORTIZATION |
Depreciation/depletion | FQ, FY | DEPRECIATION_DEPLETION |
Financing activities – other sources | FQ, FY | OTHER_FINANCING_CASH_FLOW_SOURCES |
Financing activities – other uses | FQ, FY | OTHER_FINANCING_CASH_FLOW_USES |
Free cash flow | FQ, FY, TTM | FREE_CASH_FLOW |
Funds from operations | FQ, FY | FUNDS_F_OPERATIONS |
Investing activities – other sources | FQ, FY | OTHER_INVESTING_CASH_FLOW_SOURCES |
Investing activities – other uses | FQ, FY | OTHER_INVESTING_CASH_FLOW_USES |
Issuance of long term debt | FQ, FY | SUPPLYING_OF_LONG_TERM_DEBT |
Issuance/retirement of debt, net | FQ, FY | ISSUANCE_OF_DEBT_NET |
Issuance/retirement of long term debt | FQ, FY | ISSUANCE_OF_LONG_TERM_DEBT |
Issuance/retirement of other debt | FQ, FY | ISSUANCE_OF_OTHER_DEBT |
Issuance/retirement of short term debt | FQ, FY | ISSUANCE_OF_SHORT_TERM_DEBT |
Issuance/retirement of stock, net | FQ, FY | ISSUANCE_OF_STOCK_NET |
Net income (cash flow) | FQ, FY | NET_INCOME_STARTING_LINE |
Non-cash items | FQ, FY | NON_CASH_ITEMS |
Other financing cash flow items, total | FQ, FY | OTHER_FINANCING_CASH_FLOW_ITEMS_TOTAL |
Other investing cash flow items, total | FQ, FY | OTHER_INVESTING_CASH_FLOW_ITEMS_TOTAL |
Preferred dividends paid | FQ, FY | PREFERRED_DIVIDENDS_CASH_FLOW |
Purchase of investments | FQ, FY | PURCHASE_OF_INVESTMENTS |
Purchase/acquisition of business | FQ, FY | PURCHASE_OF_BUSINESS |
Purchase/sale of business, net | FQ, FY | PURCHASE_SALE_BUSINESS |
Purchase/sale of investments, net | FQ, FY | PURCHASE_SALE_INVESTMENTS |
Reduction of long term debt | FQ, FY | REDUCTION_OF_LONG_TERM_DEBT |
Repurchase of common & preferred stock | FQ, FY | PURCHASE_OF_STOCK |
Sale of common & preferred stock | FQ, FY | SALE_OF_STOCK |
Sale of fixed assets & businesses | FQ, FY | SALES_OF_BUSINESS |
Sale/maturity of investments | FQ, FY | SALES_OF_INVESTMENTS |
Total cash dividends paid | FQ, FY | TOTAL_CASH_DIVIDENDS_PAID |
收入報表
財務 | 可用時段 | 財務編號 |
After tax other income/expense | FQ, FY | AFTER_TAX_OTHER_INCOME |
Average basic shares outstanding | FQ, FY | BASIC_SHARES_OUTSTANDING |
Basic earnings per share (Basic EPS) | FQ, FY, TTM | EARNINGS_PER_SHARE_BASIC |
Cost of goods sold | FQ, FY, TTM | COST_OF_GOODS |
Deprecation and amortization | FQ, FY, TTM | DEP_AMORT_EXP_INCOME_S |
Diluted earnings per share (Diluted EPS) | FQ, FY, TTM | EARNINGS_PER_SHARE_DILUTED |
Diluted net income available to common stockholders | FQ, FY | DILUTED_NET_INCOME |
Diluted shares outstanding | FQ, FY | DILUTED_SHARES_OUTSTANDING |
Dilution adjustment | FQ, FY | DILUTION_ADJUSTMENT |
Discontinued operations | FQ, FY | DISCONTINUED_OPERATIONS |
EBIT | FQ, FY, TTM | EBIT |
EBITDA | FQ, FY, TTM | EBITDA |
Equity in earnings | FQ, FY | EQUITY_IN_EARNINGS |
Gross profit | FQ, FY, TTM | GROSS_PROFIT |
Interest capitalized | FQ, FY | INTEREST_CAPITALIZED |
Interest expense on debt | FQ, FY | INTEREST_EXPENSE_ON_DEBT |
Interest expense, net of interest capitalized | FQ, FY | NON_OPER_INTEREST_EXP |
Miscellaneous non-operating expense | FQ, FY | OTHER_INCOME |
Net income | FQ, FY, TTM | NET_INCOME |
Net income before discontinued operations | FQ, FY | NET_INCOME_BEF_DISC_OPER |
Non-controlling/minority interest | FQ, FY | MINORITY_INTEREST_EXP |
Non-operating income, excl. interest expenses | FQ, FY | NON_OPER_INCOME |
Non-operating income, total | FQ, FY, TTM | TOTAL_NON_OPER_INCOME |
Non-operating interest income | FQ, FY | NON_OPER_INTEREST_INCOME |
Operating expenses (excl. COGS) | FQ, FY | OPERATING_EXPENSES |
Operating income | FQ, FY, TTM | OPER_INCOME |
Other cost of goods sold | FQ, FY | COST_OF_GOODS_EXCL_DEP_AMORT |
Other operating expenses, total | FQ, FY | OTHER_OPER_EXPENSE_TOTAL |
Preferred dividends | FQ, FY | PREFERRED_DIVIDENDS |
Pretax equity in earnings | FQ, FY | PRETAX_EQUITY_IN_EARNINGS |
Pretax income | FQ, FY, TTM | PRETAX_INCOME |
Research & development | FQ, FY | RESEARCH_AND_DEV |
Selling/general/admin expenses, other | FQ, FY | SELL_GEN_ADMIN_EXP_OTHER |
Selling/general/admin expenses, total | FQ, FY | SELL_GEN_ADMIN_EXP_TOTAL |
Taxes | FQ, FY, TTM | INCOME_TAX |
Total operating expenses | FQ, FY, TTM | TOTAL_OPER_EXPENSE |
Total revenue | FQ, FY, TTM | TOTAL_REVENUE |
Unusual income/expense | FQ, FY | UNUSUAL_EXPENSE_INC |
統計數據
財務 | 可用時段 | 財務編號 |
Accruals | FQ, FY | ACCRUALS_RATIO |
Altman Z-score | FQ, FY | ALTMAN_Z_SCORE |
Asset turnover | FQ, FY | ASSET_TURNOVER |
Beneish M-score | FQ, FY | BENEISH_M_SCORE |
Buyback yield % | FQ, FY | BUYBACK_YIELD |
COGS to revenue ratio | FQ, FY | COGS_TO_REVENUE |
Cash conversion cycle | FQ, FY | CASH_CONVERSION_CYCLE |
Cash to debt ratio | FQ, FY | CASH_TO_DEBT |
Current ratio | FQ, FY | CURRENT_RATIO |
Days inventory | FQ, FY | DAYS_INVENT |
Days payable | FQ, FY | DAYS_PAY |
Days sales outstanding | FQ, FY | DAY_SALES_OUT |
Debt to EBITDA ratio | FQ, FY | DEBT_TO_EBITDA |
Debt to assets ratio | FQ, FY | DEBT_TO_ASSET |
Debt to equity ratio | FQ, FY | DEBT_TO_EQUITY |
Debt to revenue ratio | FQ, FY | DEBT_TO_REVENUE |
Dividend payout ratio % | FQ, FY | DIVIDEND_PAYOUT_RATIO |
Dividend yield % | FQ, FY | DIVIDENDS_YIELD |
Dividends per share - common stock primary issue | FQ, FY | DPS_COMMON_STOCK_PRIM_ISSUE |
EBITDA margin % | FQ, FY, TTM | EBITDA_MARGIN |
EPS basic one year growth | FQ, FY | EARNINGS_PER_SHARE_BASIC_ONE_YEAR_GROWTH |
EPS diluted one year growth | FQ, FY | EARNINGS_PER_SHARE_DILUTED_ONE_YEAR_GROWTH |
EPS estimates | FQ, FY | EARNINGS_ESTIMATE |
Effective interest rate on debt % | FQ, FY | EFFECTIVE_INTEREST_RATE_ON_DEBT |
Enterprise value | FQ, FY | ENTERPRISE_VALUE |
Enterprise value to EBIT ratio | FQ, FY | EV_EBIT |
Enterprise value to EBITDA ratio | FQ, FY | ENTERPRISE_VALUE_EBITDA |
Enterprise value to revenue ratio | FQ, FY | EV_REVENUE |
Equity to assets ratio | FQ, FY | EQUITY_TO_ASSET |
Float shares outstanding | FY | FLOAT_SHARES_OUTSTANDING |
Free cash flow margin % | FQ, FY | FREE_CASH_FLOW_MARGIN |
Fulmer H factor | FQ, FY | FULMER_H_FACTOR |
Goodwill to assets ratio | FQ, FY | GOODWILL_TO_ASSET |
Graham's number | FQ, FY | GRAHAM_NUMBERS |
Gross margin % | FQ, FY, TTM | GROSS_MARGIN |
Gross profit to assets ratio | FQ, FY | GROSS_PROFIT_TO_ASSET |
Interest coverage | FQ, FY | INTERST_COVER |
Inventory to revenue ratio | FQ, FY | INVENT_TO_REVENUE |
Inventory turnover | FQ, FY | INVENT_TURNOVER |
KZ index | FY | KZ_INDEX |
Long term debt to total assets ratio | FQ, FY | LONG_TERM_DEBT_TO_ASSETS |
Net current asset value per share | FQ, FY | NCAVPS_RATIO |
Net income per employee | FY | NET_INCOME_PER_EMPLOYEE |
Net margin % | FQ, FY, TTM | NET_MARGIN |
Number of employees | FY | NUMBER_OF_EMPLOYEES |
Operating earnings yield % | FQ, FY | OPERATING_EARNINGS_YIELD |
Operating margin % | FQ, FY | OPERATING_MARGIN |
PEG ratio | FQ, FY | PEG_RATIO |
Piotroski F-score | FQ, FY | PIOTROSKI_F_SCORE |
Price earnings ratio forward | FQ, FY | PRICE_EARNINGS_FORWARD |
Price sales ratio forward | FQ, FY | PRICE_SALES_FORWARD |
Quality ratio | FQ, FY | QUALITY_RATIO |
Quick ratio | FQ, FY | QUICK_RATIO |
Research & development to revenue ratio | FQ, FY | RESEARCH_AND_DEVELOP_TO_REVENUE |
Return on assets % | FQ, FY | RETURN_ON_ASSETS |
Return on common equity % | FQ, FY | RETURN_ON_COMMON_EQUITY |
Return on equity % | FQ, FY | RETURN_ON_EQUITY |
Return on equity adjusted to book value % | FQ, FY | RETURN_ON_EQUITY_ADJUST_TO_BOOK |
Return on invested capital % | FQ, FY | RETURN_ON_INVESTED_CAPITAL |
Return on tangible assets % | FQ, FY | RETURN_ON_TANG_ASSETS |
Return on tangible equity % | FQ, FY | RETURN_ON_TANG_EQUITY |
Revenue estimates | FQ, FY | SALES_ESTIMATES |
Revenue one year growth | FQ, FY | REVENUE_ONE_YEAR_GROWTH |
Revenue per employee | FY | REVENUE_PER_EMPLOYEE |
Shares buyback ratio % | FQ, FY | SHARE_BUYBACK_RATIO |
Sloan ratio % | FQ, FY | SLOAN_RATIO |
Springate score | FQ, FY | SPRINGATE_SCORE |
Sustainable growth rate | FQ, FY | SUSTAINABLE_GROWTH_RATE |
Tangible common equity ratio | FQ, FY | TANGIBLE_COMMON_EQUITY_RATIO |
Tobin's Q (approximate) | FQ, FY | TOBIN_Q_RATIO |
Total common shares outstanding | FQ, FY | TOTAL_SHARES_OUTSTANDING |
Zmijewski score | FQ, FY | ZMIJEWSKI_SCORE |