Alpha Library  /  Point-in-time Fundamentals  /  fund_asset_growth

fund_asset_growth

Asset growth - inverse investment factor

Themes & universe

growthequity_usequity_cnequity_hk1d

Formula

-\mathrm{zscore}_{x}(\Delta \mathrm{total\_assets}_{YoY})

Definition

id
fund_asset_growth
zoo
fundamental
module_path
src.factors.zoo.fundamental.asset_growth
decay_horizon
252
min_warmup_bars
1
requires_sector
False
columns_required
fund:asset_growth

Notes

Inverse PIT-safe asset-growth factor. High asset growth is treated as aggressive investment and receives lower scores; low/negative growth receives higher scores.

Run it

pip install vibe-trading-ai
vibe-trading alpha show fund_asset_growth
vibe-trading alpha bench --zoo fundamental --universe csi300 --period 2020-2025