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May 23rd, 2019
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  1. z0_1=ts_delta(ts_delta(log(liabilities_cur_oth/income_tax_payable),315),315);z0_2=indneutralize(z0_1,rank(cash)*10+0.5);z1_1=rank(hump(ts_co_skewness(inventory_turnover,income,315)/ts_max(inventory_turnover,315),hump=0.05));z2_1=indneutralize(rank(hump(ts_corr(ts_delta(income_beforeextra/income_tax,200),cash/capex,200),hump=0.05)),rank(cash/capex)*5);z3_1=ts_corr(ppent_net/cogs,cash/debt,378)/ts_max(ppent_net/cogs,378);z3_2=indneutralize(z3_1,rank(debt)*10+0.5);z4_1=indneutralize(rank(hump(ts_corr(ts_delta(income_tax/cashflow_fin,315),cash/capex,315),hump=0.05)),rank(cash/capex)*5);z5_1=rank(hump(ts_delta(ts_delta(log(abs(income_tax_payable/eps))*ts_max(income_tax_payable/eps,50),50),50),hump=0.05));z6_1=indneutralize(rank(hump(ts_corr(ts_delta(debt_lt_curr/accounts_payable,160),cash/capex,160),hump=0.05)),rank(cash/capex)*5);z7_1=rank(hump(ts_corr(cashflow_fin,eps/ebit,504)/ts_max(cashflow_fin,504),hump=0.05));z8_1=indneutralize(rank(hump(ts_corr(ts_delta(1/operating_expense,504),cash/capex,504),hump=0.05)),rank(cash/capex)*5);z9_1=rank(hump(ts_corr(ebit/cashflow_invst,cashflow_op/cogs,200)/ts_max(ebit/cashflow_invst,200),hump=0.05));z10_1=rank(hump(ts_corr(assets_curr_oth/cash,income/debt,504)/ts_max(assets_curr_oth/cash,504),hump=0.05));z11_1=indneutralize(rank(hump(ts_delta(log(abs(liabilities_curr/assets)),200),hump=0.05)),rank(sales/assets)*5);z12_1=indneutralize(rank(hump(ts_co_skewness(debt_st,current_ratio,504),hump=0.05)),rank(sales/assets)*5);z13_1=indneutralize(rank(hump(ts_corr(ts_delta(cashflow_fin/cogs,504),cash/capex,504),hump=0.05)),rank(cash/capex)*5);z14_1=rank(hump(ts_delta(ts_delta(log(abs(cashflow_op/quick_ratio))/ts_corr(cashflow_op/quick_ratio,sales/assets,315),315),315),hump=0.05));z15_1=rank(hump(ts_corr(ts_delta(cashflow_invst/retained_earnings,126),debt/liabilities,126)/ts_max(cashflow_invst/retained_earnings,126),hump=0.05));z16_1=rank(hump(ts_corr(sga_expense,eps/ebit,160)/ts_max(sga_expense,160),hump=0.05));z17_1=indneutralize(rank(hump(ts_corr(ts_delta(income_beforeextra/debt,504),cash/capex,504),hump=0.05)),rank(cash/capex)*5);z18_1=indneutralize(rank(hump(ts_corr(ts_delta(liabilities_cur_oth/income_tax_payable,315),cash/capex,315),hump=0.05)),rank(cash/capex)*5);z0=scale(-z0_2)+scale(-z1_1)+scale(z2_1)+scale(-z3_2)+scale(z4_1)+scale(z5_1)+scale(-z6_1)+scale(z7_1)+scale(z8_1)+scale(-z9_1)+scale(-z10_1)+scale(z11_1)+scale(z12_1)+scale(-z13_1)+scale(-z14_1)+scale(z15_1)+scale(z16_1)+scale(-z17_1)+scale(-z18_1);z0
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