Alpha Library  /  Point-in-time Fundamentals  /  fund_cash_to_assets

fund_cash_to_assets

Cash to assets - balance-sheet cash ratio

Themes & universe

qualityequity_usequity_cnequity_hk1d

Formula

\mathrm{zscore}_{x}\left(\frac{\mathrm{cash}}{\mathrm{total\_assets}}\right)

Definition

id

fund_cash_to_assets

zoo

fundamental

module_path

src.factors.zoo.fundamental.cash_to_assets

decay_horizon

252

min_warmup_bars

1

requires_sector

False

columns_required

fund:cash, fund:total_assets

Notes

Balance-sheet cash ratio (cash and equivalents / total assets): high cash holdings signal defensive capacity and financial flexibility. Zero or missing total assets become NaN via safe division before cross-sectional z-scoring; PIT-safe from the filed-date-anchored fundamental panel.

Run it

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