Alpha Library  /  Point-in-time Fundamentals  /  fund_cfo_yield

fund_cfo_yield

CFO yield - operating cash flow over total assets

Themes & universe

qualityequity_usequity_cnequity_hk1d

Formula

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

Definition

id

fund_cfo_yield

zoo

fundamental

module_path

src.factors.zoo.fundamental.cfo_yield

decay_horizon

252

min_warmup_bars

1

requires_sector

False

columns_required

fund:cfo, fund:total_assets

Notes

Valuation proxy: close times weighted-average diluted shares is not reported market capitalization; adjusted closes can change the level. Cash-flow return on assets: the cash-backed counterpart of ROA, so accrual-heavy earnings score lower here. 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_cfo_yield
vibe-trading alpha bench --zoo fundamental --universe csi300 --period 2020-2025