Alpha Library  /  Point-in-time Fundamentals  /  fund_roa

fund_roa

ROA - return on assets (PIT-safe fundamentals)

Themes & universe

qualityequity_usequity_cnequity_hk1d

Formula

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

Definition

id

fund_roa

zoo

fundamental

module_path

src.factors.zoo.fundamental.roa

decay_horizon

252

min_warmup_bars

1

requires_sector

False

columns_required

fund:roa

Notes

PIT-safe return on assets (net income / total assets) from the fundamental panel; cross-sectional z-score per date. Higher ROA means a more profitable asset base and scores higher. Missing statements remain NaN and are excluded from that date's cross-section.

Run it

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