以下是在在Boosted Insights 创建模型时可选的 Boosted Ratios 的定义。 这些都是是我们经过研究发现对于创建 AI 模型有效的因子。 每一个因子也可以通过数据规范中的归一化进行修改，并根据您的特定目标进行调整。
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Boosted.ai 比率 |
计算公式 |
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9 个月价格动量 (9 Month Price Momentum) |
变化率和动量：开盘价189天 Rate of Change and Momentum: Open 189 Days |
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60个月入CAPM Beta (60M CAPM Beta) |
Beta: 1260天 Beta: 1260 Days |
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FY1 每股收益的分析师分布 (Analyst Dispersion for FY1 EPS) |
EPS 标准化 - 标准偏差：实际 1 年/EPS 标准化共识平均值：实际 1 年 EPS Normalized - Standard Deviation: Actual 1 year forward / EPS Normalized Consensus Mean: Actual 1 year forward |
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分析师预测 (Analyst Expectations) |
目标价格共识平均值：实际价值/收盘价：实际价值 Target Price Consensus Mean: Actual Value / Close Price: Actual Value |
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应计比率 - 现金流量 (Accrual Ratio - Cash Flows) |
（净收入 - IS）：上个季度 - 无杠杆自由现金流：上个季度）/（总资产：上个季度） (Net Income - IS): Last quarter - Unlevered Free Cash Flow: Last quarter) / (Total Assets: Last quarter) |
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调整后的利息覆盖率 (Adjusted Interest Coverage Ratio) |
EBIT：过去 1 年（前 4 个季度）/利息支出，总计，过去 1 年（前 4 个季度） EBIT: Last 1 year (Previous 4 quarters) / Interest Expense, Total, Last 1 year (Previous 4 quarters) |
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资产价格比 (Assets to Price Ratio) |
总资产：上一季度/市值：实际价值 Total Assets: Last quarter / Market Capitalization: Actual Value |
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资本收购比率 (Capital Acquisition Ratio) |
（经营现金：过去 1 年（前 4 个季度） - 支付的普通股利：过去 1 年（前 4 个季度）/现金收购：过去 1 年（前 4 个季度） (Cash from Operations: Last 1 year (Previous 4 quarters) - Common Dividends Paid: Last 1 year (Previous 4 quarters) / Cash Aqcuisitions: Last 1 year (Previous 4 quarters) |
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资本效率 (Capital Efficiency) |
总收入：上个季度/总资产：上个季度 Total Revenues: Last quarter / Total Assets: Last quarter |
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销售资本支出 (Capital Expenditure to Sales) |
资本支出：过去 1 年（前 4 个季度）/收入：过去 1 年（前 4 个季度） Capital Expenditure: Last 1 year (Previous 4 quarters) / Revenues: Last 1 year (Previous 4 quarters) |
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现金和等价物与 EV 比率 (Cash and Equivalents to EV Ratio) |
现金和短期投资总额：上个季度/企业总价值：实际价值 Total Cash and Short Term Investments: Last quarter / Total Enterprise Value: Actual Value |
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现金和等价物与价格比率 (Cash and Equivalents to Price) |
现金和短期投资总额：上个季度/市值：实际价值 Total Cash and Short Term Investments: Last quarter / Market Capitalization: Actual Value |
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现金和等价物与总资产比率 (Cash and Equivalents to Total Assets) |
总现金和短期投资：上个季度/总资产：上个季度 Total Cash and Short Term Investments: Last quarter / Total Assets: Last quarter |
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流动比率 (Current Ratio) |
流动资产总额：上个季度/流动负债总额：上个季度 Total Current Assets: Last quarter / Total Current Liabilities: Last quarter |
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折旧与资本支出比率 (Depreciation to Capex Ratio) |
折旧和摊销：上个季度/资本支出：上个季度 Depreciation & Amortization: Last quarter / Capital Expenditure: Last quarter |
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现金流的股息 (Dividends to Cash Flow) |
支付的普通股息：过去 1 年（前 4 个季度）/无杠杆自由现金流：过去 1 年（前 4 个季度） Common Dividends Paid: Last 1 year (Previous 4 quarters) / Unlevered Free Cash Flow: Last 1 year (Previous 4 quarters) |
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共同股息收益率 (Common Dividend Yield) |
支付的普通股息：过去 1 年（前 4 个季度）/市值：实际价值 Common Dividends Paid: Last 1 year (Previous 4 quarters) / Market Capitalization: Actual Value |
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息税前利润 (EBIT Margin) |
EBIT：过去 1 年（前 4 个季度）/毛利润：过去 1 年（前 4 个季度） EBIT: Last 1 year (Previous 4 quarters) / Gross Profit: Last 1 year (Previous 4 quarters) |
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企业价值倍数 (EBITDA to Enterprise Value) |
EBITDA：过去 1 年（前 4 个季度）/企业总价值：实际价值 EBITDA: Last 1 year (Previous 4 quarters) / Total Enterprise Value: Actual Value |
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息税折旧前盈利与价格比 (EBITDA to Price) |
EBITDA：过去 1 年（前 4 个季度）/市值：实际价值 EBITDA: Last 1 year (Previous 4 quarters) / Market Capitalization: Actual Value |
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盈利质量 (Earnings Quality) |
经营现金：过去 1 年（前 4 个季度）/净收入 -（IS）：过去 1 年（前 4 个季度） Cash from Operations: Last 1 year (Previous 4 quarters) / Net Income - (IS): Last 1 year (Previous 4 quarters) |
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本益比 (Price to Earnings) |
市值：实际价值/净收入 - (IS)：过去 1 年（前 4 个季度） Market Capitalization: Actual Value / Net Income - (IS): Last 1 year (Previous 4 quarters) |
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财务杠杆 Financial Leverage (Equity Multiplier) |
总债务：上个季度/总权益：上个季度 Total Debt: Last quarter / Total Equity: Last quarter |
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远期收益比价格 (Forward Earnings to Price) |
EPS 标准化共识平均值：实际 1 年远期/收盘价：实际值 EPS Normalized Consensus Mean: Actual 1 year forward / Close Price: Actual Value |
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远期自由现金流与价格比率 (Forward Free Cash Flow to Price Ratio) |
现金流/股票共识平均值：实际 1 年远期/收盘价：实际价值 Cash Flow / Share Consensus Mean: Actual 1 year forward / Close Price: Actual Value |
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自由现金流入与权益比率 (Free Cash Flow to Equity) |
无杠杆自由现金流：过去 1 年（前 4 个季度）/总权益：上个季度 Unlevered Free Cash Flow: Last 1 year (Previous 4 quarters) / Total Equity: Last quarter |
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企业价值与自由现金流比率 (Free Cash Flow to Enterprise Value) |
无杠杆自由现金流：过去 1 年（前 4 个季度）/企业总价值：实际价值 Unlevered Free Cash Flow: Last 1 year (Previous 4 quarters) / Total Enterprise Value: Actual Value |
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自由现金流与价格比率 (Free Cash Flow to Price) |
无杠杆自由现金流：过去 1 年（前 4 个季度）/市值：实际价值 Unlevered Free Cash Flow: Last 1 year (Previous 4 quarters) / Market Capitalization: Actual Value |
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对数市值 (Log Market Cap) |
log(市值：实际价值） log(Market Capitalization: Actual Value) |
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营运资金与销售比率 (Working Capital to Sales) |
净营运资本：上个季度/收入：过去 1 年（前 4 个季度） Net Working Capital: Last quarter / Revenues: Last 1 year (Previous 4 quarters) |
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营运资金与总资产比率 (Working Capital to Total Assets) |
净营运资本：上个季度/总资产：上个季度 Net Working Capital: Last quarter / Total Assets: Last quarter |
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运营资本与流动资产比率 (Working Capital to Current Assets) |
净营运资本：上个季度/流动资产总额：上个季度 Net Working Capital: Last quarter / Total Current Assets: Last quarter |
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销售额与 EV 比率 (Sales to EV Ratio) |
收入：过去 1 年（前 4 个季度）/企业总价值：实际价值 Revenues: Last 1 year (Previous 4 quarters) / Total Enterprise Value: Actual Value |
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营业额与价格比率 (Sales to Price Ratio) |
收入：过去 1 年（前 4 个季度）/市值：实际价值 Revenues: Last 1 year (Previous 4 quarters) / Market Capitalization: Actual Value |
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净流动资产与价格比率 (Net Current Assets to Price Ratio) |
（流动资产总额：上一季度 - 流动负债总额：上一季度）/市值：实际价值 (Total Current Assets: Last quarter - Total Current Liabilites: Last quarter) / Market Capitalization: Actual Value |
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经营现金流对价格 (Operating Cash Flow to Price) |
经营现金：过去 1 年（前 4 个季度）/市值：实际价值 Cash from Operations: Last 1 year (Previous 4 quarters) / Market Capitalization: Actual Value |
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营业收益与价格比率 (Operating Earnings to Price Ratio) |
持续经营收益：过去 1 年（前 4 个季度）/市值：实际价值 Earnings from Continuing Operations: Last 1 year (Previous 4 quarters) / Market Capitalization: Actual Value |
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营业利润率 (Operating Margin) |
营业收入：过去 1 年（前 4 个季度）/收入：过去 1 年（前 4 个季度） Operating Income: Last 1 year (Previous 4 quarters) / Revenues: Last 1 year (Previous 4 quarters) |
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资产收益率 (Return on Assets) |
净收入 - (IS)：过去 1 年（前 4 个季度）/总资产：上个季度 Net Income - (IS): Last 1 year (Previous 4 quarters) / Total Assets: Last quarter |
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股本回报率 (Return on Equity) |
净收入 - (IS)：过去 1 年（前 4 个季度）/总权益：上个季度 Net Income - (IS): Last 1 year (Previous 4 quarters) / Total Equity: Last quarter |
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投资资本回报率 (Return on Invested Capital) |
净收入 - (IS)：过去 1 年（前 4 个季度）/（长期债务：上个季度 + 总权益：上个季度） Net Income - (IS): Last 1 year (Previous 4 quarters) / (Long-Term Debt: Last quarter + Total Equity: Last quarter) |
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销售与营运开支和销售额比率 (SG&A to Sales) |
销售一般和管理费用，总计：过去 1 年（前 4 个季度）/收入：过去 1 年（前 4 个季度） Selling General & Admin Expenses, Total: Last 1 year (Previous 4 quarters) / Revenues: Last 1 year (Previous 4 quarters) |
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速动比率 (Quick Ratio) |
（流动资产总额：上个季度 - 预付费用：上个季度 - 库存：上个季度）/流动负债总额：上个季度 (Total Current Assets: Last quarter - Prepaid Expenses: Last quarter - Inventory: Last quarter) / Total Current Liabilities: Last quarter |
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税前收入比价格 (Pretax Income to Price) |
EBT，不包括。 异常项目：过去 1 年（前 4 个季度）/市值：实际价值 EBT, Excl. Unusual Items: Last 1 year (Previous 4 quarters) / Market Capitalization: Actual Value |
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12M - 1M 价格动量 (12M - 1M Price Momentum) |
变化率和动量：开盘价 252 天 Rate of Change and Momentum: Open 252 Days |
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净现金流与企业价值比率 (Net Cash Flow to Enterprise Value) |
（经营现金：过去 1 年（前 4 个季度）+ 融资现金：过去 1 年（前 4 个季度）+ 投资现金：过去 1 年（前 4 个季度））/企业总价值：实际价值 (Cash from Operations: Last 1 year (Previous 4 quarters) + Cash from Financing: Last 1 year (Previous 4 quarters) + Cash from Investing: Last 1 year (Previous 4 quarters)) / Total Enterprise Value: Actual Value |