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Built-in Measures

module
frds.measures.corporate
Functions
  • book_leverage(data) (Union[pd.Series, None]) Book leverage
  • capital_expenditure(data) (Union[pd.Series, None]) Capital expenditure
  • firm_size(data) (Union[pd.Series, None]) Firm size
  • market_to_book(data) (Union[pd.Series, None]) Market-to-Book ratio
  • roa(data, use_lagged_total_asset) (Union[pd.Series, None]) ROA
  • roe(data, use_lagged_ceq) (Union[pd.Series, None]) ROE
  • tangibility(data) (Union[pd.Series, None]) Asset tangibility

Last update: June 3, 2021