Alpha Library  /  Point-in-time Fundamentals  /  fund_roe

fund_roe

ROE - return on equity (PIT-safe fundamentals)

Themes & universe

qualityequity_usequity_cnequity_hk1d

Formula

\mathrm{zscore}_{x}(\mathrm{ROE})

Definition

id

fund_roe

zoo

fundamental

module_path

src.factors.zoo.fundamental.roe

decay_horizon

252

min_warmup_bars

1

requires_sector

False

columns_required

fund:roe

Notes

PIT-safe return on equity from the fundamental panel; cross-sectional z-score per date. 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_roe
vibe-trading alpha bench --zoo fundamental --universe csi300 --period 2020-2025