Alpha Library  /  Point-in-time Fundamentals  /  fund_earnings_yield

fund_earnings_yield

Earnings yield - net income over market cap

Themes & universe

valueequity_usequity_cnequity_hk1d

Formula

\mathrm{zscore}_{x}\left(\frac{\mathrm{net\_income}}{\mathrm{close}\times\mathrm{shares\_diluted}}\right)

Definition

id

fund_earnings_yield

zoo

fundamental

module_path

src.factors.zoo.fundamental.earnings_yield

decay_horizon

252

min_warmup_bars

1

requires_sector

False

columns_required

close, fund:net_income, fund:shares_diluted

Notes

Hybrid value factor using PIT-safe net income and shares diluted aligned to the daily close panel. Division by zero/non-finite market cap becomes NaN before cross-sectional scoring.

Run it

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