Alpha Library  /  Point-in-time Fundamentals  /  fund_gross_profitability

fund_gross_profitability

Gross profitability - gross profit over total assets

Themes & universe

qualityequity_usequity_cnequity_hk1d

Formula

\mathrm{zscore}_{x}(\mathrm{gross\_profit}/\mathrm{total\_assets})

Definition

id

fund_gross_profitability

zoo

fundamental

module_path

src.factors.zoo.fundamental.gross_profitability

decay_horizon

252

min_warmup_bars

1

requires_sector

False

columns_required

fund:gross_profitability

Notes

PIT-safe Novy-Marx style gross profitability from the fundamental panel; cross-sectional z-score per date with missing issuers excluded.

Run it

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