| { |
| "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" |
| ] |
| } |
