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()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 payableFQ, FYACCOUNTS_PAYABLE
Accounts receivable - trade, netFQ, FYACCOUNTS_RECEIVABLES_NET
Accrued payrollFQ, FYACCRUED_PAYROLL
Accumulated depreciation, totalFQ, FYACCUM_DEPREC_TOTAL
Additional paid-in capital/Capital surplusFQ, FYADDITIONAL_PAID_IN_CAPITAL
Book value per shareFQ, FYBOOK_VALUE_PER_SHARE
Capital and operating lease obligationsFQ, FYCAPITAL_OPERATING_LEASE_OBLIGATIONS
Capitalized lease obligationsFQ, FYCAPITAL_LEASE_OBLIGATIONS
Cash & equivalentsFQ, FYCASH_N_EQUIVALENTS
Cash and short term investmentsFQ, FYCASH_N_SHORT_TERM_INVEST
Common equity, totalFQ, FYCOMMON_EQUITY_TOTAL
Common stock par/Carrying valueFQ, FYCOMMON_STOCK_PAR
Current portion of LT debt and capital leasesFQ, FYCURRENT_PORT_DEBT_CAPITAL_LEASES
Deferred income, currentFQ, FYDEFERRED_INCOME_CURRENT
Deferred income, non-currentFQ, FYDEFERRED_INCOME_NON_CURRENT
Deferred tax assetsFQ, FYDEFERRED_TAX_ASSESTS
Deferred tax liabilitiesFQ, FYDEFERRED_TAX_LIABILITIES
Dividends payableFYDIVIDENDS_PAYABLE
Goodwill, netFQ, FYGOODWILL
Gross property/plant/equipmentFQ, FYPPE_TOTAL_GROSS
Income tax payableFQ, FYINCOME_TAX_PAYABLE
Inventories - finished goodsFQ, FYINVENTORY_FINISHED_GOODS
Inventories - progress payments & otherFQ, FYINVENTORY_PROGRESS_PAYMENTS
Inventories - raw materialsFQ, FYINVENTORY_RAW_MATERIALS
Inventories - work in progressFQ, FYINVENTORY_WORK_IN_PROGRESS
Investments in unconsolidated subsidiariesFQ, FYINVESTMENTS_IN_UNCONCSOLIDATE
Long term debtFQ, FYLONG_TERM_DEBT
Long term debt excl. lease liabilitiesFQ, FYLONG_TERM_DEBT_EXCL_CAPITAL_LEASE
Long term investmentsFQ, FYLONG_TERM_INVESTMENTS
Minority interestFQ, FYMINORITY_INTEREST
Net debtFQ, FYNET_DEBT
Net intangible assetsFQ, FYINTANGIBLES_NET
Net property/plant/equipmentFQ, FYPPE_TOTAL_NET
Note receivable - long termFQ, FYLONG_TERM_NOTE_RECEIVABLE
Notes payableFYNOTES_PAYABLE_SHORT_TERM_DEBT
Operating lease liabilitiesFQ, FYOPERATING_LEASE_LIABILITIES
Other common equityFQ, FYOTHER_COMMON_EQUITY
Other current assets, totalFQ, FYOTHER_CURRENT_ASSETS_TOTAL
Other current liabilitiesFQ, FYOTHER_CURRENT_LIABILITIES
Other intangibles, netFQ, FYOTHER_INTANGIBLES_NET
Other investmentsFQ, FYOTHER_INVESTMENTS
Other long term assets, totalFQ, FYLONG_TERM_OTHER_ASSETS_TOTAL
Other non-current liabilities, totalFQ, FYOTHER_LIABILITIES_TOTAL
Other receivablesFQ, FYOTHER_RECEIVABLES
Other short term debtFYOTHER_SHORT_TERM_DEBT
Paid in capitalFQ, FYPAID_IN_CAPITAL
Preferred stock, carrying valueFQ, FYPREFERRED_STOCK_CARRYING_VALUE
Prepaid expensesFQ, FYPREPAID_EXPENSES
Provision for risks & chargeFQ, FYPROVISION_F_RISKS
Retained earningsFQ, FYRETAINED_EARNINGS
Shareholders' equityFQ, FYSHRHLDRS_EQUITY
Short term debtFQ, FYSHORT_TERM_DEBT
Short term debt excl. current portion of LT debtFQ, FYSHORT_TERM_DEBT_EXCL_CURRENT_PORT
Short term investmentsFQ, FYSHORT_TERM_INVEST
Tangible book value per shareFQ, FYBOOK_TANGIBLE_PER_SHARE
Total assetsFQ, FYTOTAL_ASSETS
Total current assetsFQ, FYTOTAL_CURRENT_ASSETS
Total current liabilitiesFQ, FYTOTAL_CURRENT_LIABILITIES
Total debtFQ, FYTOTAL_DEBT
Total equityFQ, FYTOTAL_EQUITY
Total inventoryFQ, FYTOTAL_INVENTORY
Total liabilitiesFQ, FYTOTAL_LIABILITIES
Total liabilities & shareholders' equitiesFQ, FYTOTAL_LIABILITIES_SHRHLDRS_EQUITY
Total non-current assetsFQ, FYTOTAL_NON_CURRENT_ASSETS
Total non-current liabilitiesFQ, FYTOTAL_NON_CURRENT_LIABILITIES
Total receivables, netFQ, FYTOTAL_RECEIVABLES_NET
Treasury stock - commonFQ, FYTREASURY_STOCK_COMMON
CASH FLOW

Financial

Available periods

financial_id

AmortizationFQ, FYAMORTIZATION
Capital expendituresFQ, FYCAPITAL_EXPENDITURES
Capital expenditures - fixed assetsFQ, FYCAPITAL_EXPENDITURES_FIXED_ASSETS
Capital expenditures - other assetsFQ, FYCAPITAL_EXPENDITURES_OTHER_ASSETS
Cash from financing activitiesFQ, FY, TTMCASH_F_FINANCING_ACTIVITIES
Cash from investing activitiesFQ, FY, TTMCASH_F_INVESTING_ACTIVITIES
Cash from operating activitiesFQ, FY, TTMCASH_F_OPERATING_ACTIVITIES
Change in accounts payableFQ, FYCHANGE_IN_ACCOUNTS_PAYABLE
Change in accounts receivableFQ, FYCHANGE_IN_ACCOUNTS_RECEIVABLE
Change in accrued expensesFQ, FYCHANGE_IN_ACCRUED_EXPENSES
Change in inventoriesFQ, FYCHANGE_IN_INVENTORIES
Change in other assets/liabilitiesFQ, FYCHANGE_IN_OTHER_ASSETS
Change in taxes payableFQ, FYCHANGE_IN_TAXES_PAYABLE
Changes in working capitalFQ, FYCHANGES_IN_WORKING_CAPITAL
Common dividends paidFQ, FYCOMMON_DIVIDENDS_CASH_FLOW
Deferred taxes (cash flow)FQ, FYCASH_FLOW_DEFERRED_TAXES
Depreciation & amortization (cash flow)FQ, FYCASH_FLOW_DEPRECATION_N_AMORTIZATION
Depreciation/depletionFQ, FYDEPRECIATION_DEPLETION
Financing activities – other sourcesFQ, FYOTHER_FINANCING_CASH_FLOW_SOURCES
Financing activities – other usesFQ, FYOTHER_FINANCING_CASH_FLOW_USES
Free cash flowFQ, FY, TTMFREE_CASH_FLOW
Funds from operationsFQ, FYFUNDS_F_OPERATIONS
Investing activities – other sourcesFQ, FYOTHER_INVESTING_CASH_FLOW_SOURCES
Investing activities – other usesFQ, FYOTHER_INVESTING_CASH_FLOW_USES
Issuance of long term debtFQ, FYSUPPLYING_OF_LONG_TERM_DEBT
Issuance/retirement of debt, netFQ, FYISSUANCE_OF_DEBT_NET
Issuance/retirement of long term debtFQ, FYISSUANCE_OF_LONG_TERM_DEBT
Issuance/retirement of other debtFQ, FYISSUANCE_OF_OTHER_DEBT
Issuance/retirement of short term debtFQ, FYISSUANCE_OF_SHORT_TERM_DEBT
Issuance/retirement of stock, netFQ, FYISSUANCE_OF_STOCK_NET
Net income (cash flow)FQ, FYNET_INCOME_STARTING_LINE
Non-cash itemsFQ, FYNON_CASH_ITEMS
Other financing cash flow items, totalFQ, FYOTHER_FINANCING_CASH_FLOW_ITEMS_TOTAL
Other investing cash flow items, totalFQ, FYOTHER_INVESTING_CASH_FLOW_ITEMS_TOTAL
Preferred dividends paidFQ, FYPREFERRED_DIVIDENDS_CASH_FLOW
Purchase of investmentsFQ, FYPURCHASE_OF_INVESTMENTS
Purchase/acquisition of businessFQ, FYPURCHASE_OF_BUSINESS
Purchase/sale of business, netFQ, FYPURCHASE_SALE_BUSINESS
Purchase/sale of investments, netFQ, FYPURCHASE_SALE_INVESTMENTS
Reduction of long term debtFQ, FYREDUCTION_OF_LONG_TERM_DEBT
Repurchase of common & preferred stockFQ, FYPURCHASE_OF_STOCK
Sale of common & preferred stockFQ, FYSALE_OF_STOCK
Sale of fixed assets & businessesFQ, FYSALES_OF_BUSINESS
Sale/maturity of investmentsFQ, FYSALES_OF_INVESTMENTS
Total cash dividends paidFQ, FYTOTAL_CASH_DIVIDENDS_PAID
收入報表

財務

可用時段

財務編號

After tax other income/expenseFQ, FYAFTER_TAX_OTHER_INCOME
Average basic shares outstandingFQ, FYBASIC_SHARES_OUTSTANDING
Basic earnings per share (Basic EPS)FQ, FY, TTMEARNINGS_PER_SHARE_BASIC
Cost of goods soldFQ, FY, TTMCOST_OF_GOODS
Deprecation and amortizationFQ, FY, TTMDEP_AMORT_EXP_INCOME_S
Diluted earnings per share (Diluted EPS)FQ, FY, TTMEARNINGS_PER_SHARE_DILUTED
Diluted net income available to common stockholdersFQ, FYDILUTED_NET_INCOME
Diluted shares outstandingFQ, FYDILUTED_SHARES_OUTSTANDING
Dilution adjustmentFQ, FYDILUTION_ADJUSTMENT
Discontinued operationsFQ, FYDISCONTINUED_OPERATIONS
EBITFQ, FY, TTMEBIT
EBITDAFQ, FY, TTMEBITDA
Equity in earningsFQ, FYEQUITY_IN_EARNINGS
Gross profitFQ, FY, TTMGROSS_PROFIT
Interest capitalizedFQ, FYINTEREST_CAPITALIZED
Interest expense on debtFQ, FYINTEREST_EXPENSE_ON_DEBT
Interest expense, net of interest capitalizedFQ, FYNON_OPER_INTEREST_EXP
Miscellaneous non-operating expenseFQ, FYOTHER_INCOME
Net incomeFQ, FY, TTMNET_INCOME
Net income before discontinued operationsFQ, FYNET_INCOME_BEF_DISC_OPER
Non-controlling/minority interestFQ, FYMINORITY_INTEREST_EXP
Non-operating income, excl. interest expensesFQ, FYNON_OPER_INCOME
Non-operating income, totalFQ, FY, TTMTOTAL_NON_OPER_INCOME
Non-operating interest incomeFQ, FYNON_OPER_INTEREST_INCOME
Operating expenses (excl. COGS)FQ, FYOPERATING_EXPENSES
Operating incomeFQ, FY, TTMOPER_INCOME
Other cost of goods soldFQ, FYCOST_OF_GOODS_EXCL_DEP_AMORT
Other operating expenses, totalFQ, FYOTHER_OPER_EXPENSE_TOTAL
Preferred dividendsFQ, FYPREFERRED_DIVIDENDS
Pretax equity in earningsFQ, FYPRETAX_EQUITY_IN_EARNINGS
Pretax incomeFQ, FY, TTMPRETAX_INCOME
Research & developmentFQ, FYRESEARCH_AND_DEV
Selling/general/admin expenses, otherFQ, FYSELL_GEN_ADMIN_EXP_OTHER
Selling/general/admin expenses, totalFQ, FYSELL_GEN_ADMIN_EXP_TOTAL
TaxesFQ, FY, TTMINCOME_TAX
Total operating expensesFQ, FY, TTMTOTAL_OPER_EXPENSE
Total revenueFQ, FY, TTMTOTAL_REVENUE
Unusual income/expenseFQ, FYUNUSUAL_EXPENSE_INC
統計數據

財務

可用時段

財務編號

AccrualsFQ, FYACCRUALS_RATIO
Altman Z-scoreFQ, FYALTMAN_Z_SCORE
Asset turnoverFQ, FYASSET_TURNOVER
Beneish M-scoreFQ, FYBENEISH_M_SCORE
Buyback yield %FQ, FYBUYBACK_YIELD
COGS to revenue ratioFQ, FYCOGS_TO_REVENUE
Cash conversion cycleFQ, FYCASH_CONVERSION_CYCLE
Cash to debt ratioFQ, FYCASH_TO_DEBT
Current ratioFQ, FYCURRENT_RATIO
Days inventoryFQ, FYDAYS_INVENT
Days payableFQ, FYDAYS_PAY
Days sales outstandingFQ, FYDAY_SALES_OUT
Debt to EBITDA ratioFQ, FYDEBT_TO_EBITDA
Debt to assets ratioFQ, FYDEBT_TO_ASSET
Debt to equity ratioFQ, FYDEBT_TO_EQUITY
Debt to revenue ratioFQ, FYDEBT_TO_REVENUE
Dividend payout ratio %FQ, FYDIVIDEND_PAYOUT_RATIO
Dividend yield %FQ, FYDIVIDENDS_YIELD
Dividends per share - common stock primary issueFQ, FYDPS_COMMON_STOCK_PRIM_ISSUE
EBITDA margin %FQ, FY, TTMEBITDA_MARGIN
EPS basic one year growthFQ, FYEARNINGS_PER_SHARE_BASIC_ONE_YEAR_GROWTH
EPS diluted one year growthFQ, FYEARNINGS_PER_SHARE_DILUTED_ONE_YEAR_GROWTH
EPS estimatesFQ, FYEARNINGS_ESTIMATE
Effective interest rate on debt %FQ, FYEFFECTIVE_INTEREST_RATE_ON_DEBT
Enterprise valueFQ, FYENTERPRISE_VALUE
Enterprise value to EBIT ratioFQ, FYEV_EBIT
Enterprise value to EBITDA ratioFQ, FYENTERPRISE_VALUE_EBITDA
Enterprise value to revenue ratioFQ, FYEV_REVENUE
Equity to assets ratioFQ, FYEQUITY_TO_ASSET
Float shares outstandingFYFLOAT_SHARES_OUTSTANDING
Free cash flow margin %FQ, FYFREE_CASH_FLOW_MARGIN
Fulmer H factorFQ, FYFULMER_H_FACTOR
Goodwill to assets ratioFQ, FYGOODWILL_TO_ASSET
Graham's numberFQ, FYGRAHAM_NUMBERS
Gross margin %FQ, FY, TTMGROSS_MARGIN
Gross profit to assets ratioFQ, FYGROSS_PROFIT_TO_ASSET
Interest coverageFQ, FYINTERST_COVER
Inventory to revenue ratioFQ, FYINVENT_TO_REVENUE
Inventory turnoverFQ, FYINVENT_TURNOVER
KZ indexFYKZ_INDEX
Long term debt to total assets ratioFQ, FYLONG_TERM_DEBT_TO_ASSETS
Net current asset value per shareFQ, FYNCAVPS_RATIO
Net income per employeeFYNET_INCOME_PER_EMPLOYEE
Net margin %FQ, FY, TTMNET_MARGIN
Number of employeesFYNUMBER_OF_EMPLOYEES
Operating earnings yield %FQ, FYOPERATING_EARNINGS_YIELD
Operating margin %FQ, FYOPERATING_MARGIN
PEG ratioFQ, FYPEG_RATIO
Piotroski F-scoreFQ, FYPIOTROSKI_F_SCORE
Price earnings ratio forwardFQ, FYPRICE_EARNINGS_FORWARD
Price sales ratio forwardFQ, FYPRICE_SALES_FORWARD
Quality ratioFQ, FYQUALITY_RATIO
Quick ratioFQ, FYQUICK_RATIO
Research & development to revenue ratioFQ, FYRESEARCH_AND_DEVELOP_TO_REVENUE
Return on assets %FQ, FYRETURN_ON_ASSETS
Return on common equity %FQ, FYRETURN_ON_COMMON_EQUITY
Return on equity %FQ, FYRETURN_ON_EQUITY
Return on equity adjusted to book value %FQ, FYRETURN_ON_EQUITY_ADJUST_TO_BOOK
Return on invested capital %FQ, FYRETURN_ON_INVESTED_CAPITAL
Return on tangible assets %FQ, FYRETURN_ON_TANG_ASSETS
Return on tangible equity %FQ, FYRETURN_ON_TANG_EQUITY
Revenue estimatesFQ, FYSALES_ESTIMATES
Revenue one year growthFQ, FYREVENUE_ONE_YEAR_GROWTH
Revenue per employeeFYREVENUE_PER_EMPLOYEE
Shares buyback ratio %FQ, FYSHARE_BUYBACK_RATIO
Sloan ratio %FQ, FYSLOAN_RATIO
Springate scoreFQ, FYSPRINGATE_SCORE
Sustainable growth rateFQ, FYSUSTAINABLE_GROWTH_RATE
Tangible common equity ratioFQ, FYTANGIBLE_COMMON_EQUITY_RATIO
Tobin's Q (approximate)FQ, FYTOBIN_Q_RATIO
Total common shares outstandingFQ, FYTOTAL_SHARES_OUTSTANDING
Zmijewski scoreFQ, FYZMIJEWSKI_SCORE