Alpha Library  /  Point-in-time Fundamentals  /  fund_ps_ttm

fund_ps_ttm

P/S TTM - inverse price-to-sales (daily market data)

Themes & universe

valueequity_cn1d

Formula

-\mathrm{zscore}_{x}(\mathrm{PS_{TTM}})

Definition

id

fund_ps_ttm

zoo

fundamental

module_path

src.factors.zoo.fundamental.ps_ttm

decay_horizon

252

min_warmup_bars

1

requires_sector

False

columns_required

val:ps_ttm

Notes

Nonpositive multiples are excluded rather than ranked as cheap. Inverse trailing price-to-sales from the val: namespace (tushare daily_basic ps_ttm, CN A-share only): low PS scores high. PS stays informative for loss-making names where earnings yield fails. Keyed by trade_date, so PIT-safe by construction with no filing lag. Missing dates or non-CN symbols stay NaN and are excluded from that date's cross-section. Lineage: JoinQuant style-pro sales-to-price; akshare/Eastmoney ps_ttm convention.

Run it

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