Alpha Library  /  Point-in-time Fundamentals  /  fund_earnings_growth

fund_earnings_growth

Earnings growth - sign-safe YoY net income expansion

Themes & universe

growthequity_usequity_cnequity_hk1d

Formula

\mathrm{zscore}_{x}\left(\frac{\Delta\,\mathrm{net\_income}}{\left|\mathrm{lag}_{365d}(\mathrm{net\_income})\right|}\right)

Definition

id

fund_earnings_growth

zoo

fundamental

module_path

src.factors.zoo.fundamental.earnings_growth

decay_horizon

252

min_warmup_bars

1

requires_sector

False

columns_required

fund:earnings_growth

Notes

PIT-safe earnings growth from the fundamental panel's derived field ``earnings_growth``. The schema-side formula is sign-safe: delta net_income / abs(lag_365d net_income), so a negative year-ago base does not flip the growth sign (the proposal #6 footnote resolution; the alternative NaN-on-negative-base was not chosen). Calendar-day lag per the #1564 lesson. High earnings growth scores high, matching the JoinQuant net_profit_growth_rate convention. Missing statements or a zero/missing year-ago base remain NaN and are excluded from that date's cross-section.

Run it

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