class DividendPolicyAnalyzer():
def __init__(self, stock_symbol):
param = {
'stock_symbol' : stock_symbol,
'account_list' : [
'CashDividends',
'StockDividendsFromRetainedEarnings',
'StockDividendsFromCapitalReserve',
'EmployeeStockBonusRatio',
]
}
self.time_series = AccountTimeSeries(param)
def get_cash_dividends(self):
return self.time_series.get('CashDividends')
def get_stock_dividends_from_retained_earnings(self):
return self.time_series.get('StockDividendsFromRetainedEarnings')
def get_stock_dividends_from_capital_reserve(self):
return self.time_series.get('StockDividendsFromCapitalReserve')
def get_stock_dividends(self):
# StockDividends = StockDividendsFromRetainedEarnings + StockDividendsFromCapitalReserve
stock_dividends_from_retained_earnings = self.get_stock_dividends_from_retained_earnings()
stock_dividends_from_capital_reserve = self.get_stock_dividends_from_capital_reserve()
return stock_dividends_from_retained_earnings + stock_dividends_from_capital_reserve
def get_employee_stock_bonus_ratio(self):
return self.time_series.get('EmployeeStockBonusRatio')
class DividendPolicyAnalyzer():
def __init__(self, stock_symbol):
param = {
'stock_symbol':
stock_symbol,
'account_list': [
'CashDividends',
'StockDividendsFromRetainedEarnings',
'StockDividendsFromCapitalReserve',
'EmployeeStockBonusRatio',
]
}
self.time_series = AccountTimeSeries(param)
def get_cash_dividends(self):
return self.time_series.get('CashDividends')
def get_stock_dividends_from_retained_earnings(self):
return self.time_series.get('StockDividendsFromRetainedEarnings')
def get_stock_dividends_from_capital_reserve(self):
return self.time_series.get('StockDividendsFromCapitalReserve')
def get_stock_dividends(self):
# StockDividends = StockDividendsFromRetainedEarnings + StockDividendsFromCapitalReserve
stock_dividends_from_retained_earnings = self.get_stock_dividends_from_retained_earnings(
)
stock_dividends_from_capital_reserve = self.get_stock_dividends_from_capital_reserve(
)
return stock_dividends_from_retained_earnings + stock_dividends_from_capital_reserve
def get_employee_stock_bonus_ratio(self):
return self.time_series.get('EmployeeStockBonusRatio')
class RevenueIndexAnalyzer():
def __init__(self, stock_symbol, period):
param = {
'stock_symbol' : stock_symbol,
'period' : period,
'account_list' : [
'Inventories',
'Sales',
'AccountsReceivable',
'GrossProfit',
'SellingExpenses',
'AdministrativeExpenses',
'AccountsPayable',
]
}
self.time_series = AccountTimeSeries(param)
self.period = period
def get_inventory_index(self):
# InventoryIndex = InventoryGrowthRate - SalesGrowthRate
inventory_growth_rate = self.__get_growth_rate('Inventories')
sales_growth_rate = self.__get_growth_rate('Sales')
return inventory_growth_rate - sales_growth_rate
def get_accounts_receivable_index(self):
# AccountsReceivableIndex = AccountsReceivableGrowthRate - SalesGrowthRate
accounts_receivable_growth_rate = self.__get_growth_rate('AccountsReceivable')
sales_growth_rate = self.__get_growth_rate('Sales')
return accounts_receivable_growth_rate - sales_growth_rate
def get_gross_profit_index(self):
# GrossProfitIndex = SalesGrowthRate - GrossProfitGrowthRate
sales_growth_rate = self.__get_growth_rate('Sales')
gross_profit_growth_rate = self.__get_growth_rate('GrossProfit')
return sales_growth_rate - gross_profit_growth_rate
def get_selling_and_administrative_expenses_index(self):
# SellingAndAdministrativeExpensesIndex = SellingAndAdministrativeExpensesGrowthRate - SalesGrowthRate
selling_expenses = self.time_series.get('SellingExpenses')
administrative_expenses = self.time_series.get('AdministrativeExpenses')
selling_and_administrative_expenses = selling_expenses + administrative_expenses
selling_and_administrative_expenses_growth_rate \
= self.__get_growth_rate_by_curr_time_series(selling_and_administrative_expenses)
sales_growth_rate = self.__get_growth_rate('Sales')
return selling_and_administrative_expenses_growth_rate - sales_growth_rate
def get_accounts_payable_index(self):
# AccountsPayableIndex = SalesGrowthRate - AccountsPayableGrowthRate
sales_growth_rate = self.__get_growth_rate('Sales')
accounts_payable_growth_rate = self.__get_growth_rate('AccountsPayable')
return sales_growth_rate - accounts_payable_growth_rate
def __get_growth_rate(self, account):
curr_time_series = self.time_series.get(account)
return self.__get_growth_rate_by_curr_time_series(curr_time_series)
def __get_growth_rate_by_curr_time_series(self, curr_time_series):
prev_time_series = curr_time_series.get_average().shift()
return (curr_time_series - prev_time_series) / prev_time_series
def __init__(self, stock_symbol):
param = {
'stock_symbol' : stock_symbol,
'account_list' : [
'OperatingRevenue',
]
}
self.time_series = AccountTimeSeries(param)
def __init__(self, stock_symbol):
param = {
'stock_symbol':
stock_symbol,
'account_list': [
'CapitalIncreaseByCash',
'CapitalIncreaseByEarnings',
'CapitalIncreaseBySurplus',
]
}
self.time_series = AccountTimeSeries(param)
def __init__(self, stock_symbol):
param = {
'stock_symbol':
stock_symbol,
'account_list': [
'CashDividends',
'StockDividendsFromRetainedEarnings',
'StockDividendsFromCapitalReserve',
'EmployeeStockBonusRatio',
]
}
self.time_series = AccountTimeSeries(param)
def __init__(self, stock_symbol, period):
param = {
'stock_symbol': stock_symbol,
'period': period,
'account_list': [
'NetProfit',
'Equity',
'StockPrice',
'BookValue',
]
}
self.time_series = AccountTimeSeries(param)
self.period = period
def __init__(self, stock_symbol, period):
param = {
'stock_symbol' : stock_symbol,
'period' : period,
'account_list' : [
'Assets',
'Liabilities',
'Equity',
'LongTermLiabilities',
'CurrentLiabilities',
'FixedAssets',
]
}
self.time_series = AccountTimeSeries(param)
self.period = period
class CapitalStructureAnalyzer():
def __init__(self, stock_symbol, period):
param = {
'stock_symbol' : stock_symbol,
'period' : period,
'account_list' : [
'Assets',
'Liabilities',
'Equity',
'LongTermLiabilities',
'CurrentLiabilities',
'FixedAssets',
]
}
self.time_series = AccountTimeSeries(param)
self.period = period
def get_equity_ratio(self):
# EquityRatio = Equity / Assets
equity = self.time_series.get('Equity')
assets = self.time_series.get('Assets')
return equity / assets
def get_liabilities_ratio(self):
# LiabilitiesRatio = Liabilities / Assets
liabilities = self.time_series.get('Liabilities')
assets = self.time_series.get('Assets')
return liabilities / assets
def get_equity_multiplier(self):
# EquityMultiplier = Assets / Equity
assets = self.time_series.get('Assets')
equity = self.time_series.get('Equity')
return assets / equity
def get_true_liabilities_ratio(self):
# TrueLiabilitiesRatio = LongTermLiabilities / (Assets - CurrentLiabilities)
long_term_liabilities = self.time_series.get('LongTermLiabilities')
assets = self.time_series.get('Assets')
current_liabilities = self.time_series.get('CurrentLiabilities')
return long_term_liabilities / (assets - current_liabilities)
def get_long_term_capital_to_fixed_assets_ratio(self):
# LongTermCapitalToFixedAssetsRatio = (LongTermLiabilities + Equity) / FixedAssets
long_term_liabilities = self.time_series.get('LongTermLiabilities')
equity = self.time_series.get('Equity')
fixed_assets = self.time_series.get('FixedAssets')
return (long_term_liabilities + equity) / fixed_assets
class OperatingRevenueAnalyzer():
def __init__(self, stock_symbol):
param = {
'stock_symbol' : stock_symbol,
'account_list' : [
'OperatingRevenue',
]
}
self.time_series = AccountTimeSeries(param)
def get_operating_revenue(self):
operating_revenue = self.time_series.get('OperatingRevenue')
return operating_revenue
def get_accumulated_operating_revenue(self):
return self.get_operating_revenue().accumulate_annually()
def get_accumulated_operating_revenue_yoy(self):
return self.get_accumulated_operating_revenue().get_yoy()
def get_long_term_average(self):
return self.get_operating_revenue().get_moving_average(12)
def get_short_term_average(self):
return self.get_operating_revenue().get_moving_average(3)
def __init__(self, stock_symbol, period):
param = {
'stock_symbol' : stock_symbol,
'period' : period,
'account_list' : [
'Inventories',
'Sales',
'AccountsReceivable',
'GrossProfit',
'SellingExpenses',
'AdministrativeExpenses',
'AccountsPayable',
]
}
self.time_series = AccountTimeSeries(param)
self.period = period
def __init__(self, stock_symbol, period):
param = {
'stock_symbol':
stock_symbol,
'period':
period,
'account_list': [
'CurrentAssets',
'CurrentLiabilities',
'Inventories',
'PrepaidAccounts',
'IncomeBeforeTax',
'InterestExpense',
]
}
self.time_series = AccountTimeSeries(param)
self.period = period
def __init__(self, stock_symbol, period):
param = {
'stock_symbol':
stock_symbol,
'period':
period,
'account_list': [
'NetProfit',
'CashFlowFromOperatingActivities',
'CashFlowFromInvestingActivities',
'CashFlowFromFinancingActivities',
'LongTermInvestments',
'Assets',
]
}
self.time_series = AccountTimeSeries(param)
self.period = period
def __init__(self, stock_symbol, period):
param = {
'stock_symbol' : stock_symbol,
'period' : period,
'account_list' : [
'Sales',
'GrossProfit',
'OperatingProfit',
'NetProfit',
'IncomeBeforeTax',
'CostOfGoodsSold',
'Inventories',
'AccountsReceivable',
'AccountsPayable',
]
}
self.time_series = AccountTimeSeries(param)
self.period = period
def __init__(self, stock_symbol):
param = {
'stock_symbol' : stock_symbol,
'account_list' : [
'CapitalIncreaseByCash',
'CapitalIncreaseByEarnings',
'CapitalIncreaseBySurplus',
]
}
self.time_series = AccountTimeSeries(param)
def __init__(self, stock_symbol):
param = {
'stock_symbol' : stock_symbol,
'account_list' : [
'CashDividends',
'StockDividendsFromRetainedEarnings',
'StockDividendsFromCapitalReserve',
'EmployeeStockBonusRatio',
]
}
self.time_series = AccountTimeSeries(param)
class CapitalIncreaseHistoryAnalyzer():
def __init__(self, stock_symbol):
param = {
'stock_symbol' : stock_symbol,
'account_list' : [
'CapitalIncreaseByCash',
'CapitalIncreaseByEarnings',
'CapitalIncreaseBySurplus',
]
}
self.time_series = AccountTimeSeries(param)
def get_capital_increase_by_cash(self):
return self.time_series.get('CapitalIncreaseByCash')
def get_capital_increase_by_earnings(self):
return self.time_series.get('CapitalIncreaseByEarnings')
def get_capital_increase_by_surplus(self):
return self.time_series.get('CapitalIncreaseBySurplus')
class CashFlowAnalyzer():
def __init__(self, stock_symbol, period):
param = {
'stock_symbol':
stock_symbol,
'period':
period,
'account_list': [
'NetProfit',
'CashFlowFromOperatingActivities',
'CashFlowFromInvestingActivities',
'CashFlowFromFinancingActivities',
'LongTermInvestments',
'Assets',
]
}
self.time_series = AccountTimeSeries(param)
self.period = period
def get_net_profit(self):
net_profit = self.time_series.get('NetProfit')
return net_profit
def get_cash_flow_from_operating_activities(self):
cash_flow = self.time_series.get('CashFlowFromOperatingActivities')
return cash_flow
def get_cash_flow_from_investing_activities(self):
cash_flow = self.time_series.get('CashFlowFromInvestingActivities')
return cash_flow
def get_cash_flow_from_financing_activities(self):
cash_flow = self.time_series.get('CashFlowFromFinancingActivities')
return cash_flow
def get_free_cash_flow(self):
# FreeCashFlow = CashFlowFromOperatingActivities + CashFlowFromInvestingActivities
cash_flow_from_operating_activities = self.time_series.get(
'CashFlowFromOperatingActivities')
cash_flow_from_investing_activities = self.time_series.get(
'CashFlowFromInvestingActivities')
return cash_flow_from_operating_activities + cash_flow_from_investing_activities
def get_accumulated_free_cash_flow(self):
free_cash_flow = self.get_free_cash_flow()
return free_cash_flow.accumulate()
def get_long_term_investments_to_assets_ratio(self):
long_term_investments = self.time_series.get('LongTermInvestments')
assets = self.time_series.get('Assets')
return long_term_investments / assets
class CapitalIncreaseHistoryAnalyzer():
def __init__(self, stock_symbol):
param = {
'stock_symbol':
stock_symbol,
'account_list': [
'CapitalIncreaseByCash',
'CapitalIncreaseByEarnings',
'CapitalIncreaseBySurplus',
]
}
self.time_series = AccountTimeSeries(param)
def get_capital_increase_by_cash(self):
return self.time_series.get('CapitalIncreaseByCash')
def get_capital_increase_by_earnings(self):
return self.time_series.get('CapitalIncreaseByEarnings')
def get_capital_increase_by_surplus(self):
return self.time_series.get('CapitalIncreaseBySurplus')
class DupontAnalyzer():
def __init__(self, stock_symbol, period):
param = {
'stock_symbol' : stock_symbol,
'period' : period,
'account_list' : [
'NetProfit',
'Equity',
'Assets',
'Sales',
]
}
self.time_series = AccountTimeSeries(param)
self.period = period
def get_roe(self):
# ROE = NetProfit / Equity
net_profit = self.time_series.get('NetProfit')
equity = self.time_series.get('Equity').get_average()
return net_profit / equity
def get_roa(self):
# ROE = NetProfit / Assets
net_profit = self.time_series.get('NetProfit')
assets = self.time_series.get('Assets').get_average()
return net_profit / assets
def get_ros(self):
# ROS (returns on sales) = NetProfit / Sales
net_profit = self.time_series.get('NetProfit')
sales = self.time_series.get('Sales')
return net_profit / sales
def get_ato(self):
# ATO (asset turnover) = Sales / Assets
sales = self.time_series.get('Sales')
assets = self.time_series.get('Assets').get_average()
return sales / assets
def get_equity_multiplier(self):
# EquityMultiplier = Assets / Equity
assets = self.time_series.get('Assets').get_average()
equity = self.time_series.get('Equity').get_average()
return assets / equity
def __init__(self, stock_symbol, period):
param = {
'stock_symbol' : stock_symbol,
'period' : period,
'account_list' : [
'NetProfit',
'Equity',
'Assets',
'Sales',
]
}
self.time_series = AccountTimeSeries(param)
self.period = period
class DupontAnalyzer():
def __init__(self, stock_symbol, period):
param = {
'stock_symbol': stock_symbol,
'period': period,
'account_list': [
'NetProfit',
'Equity',
'Assets',
'Sales',
]
}
self.time_series = AccountTimeSeries(param)
self.period = period
def get_roe(self):
# ROE = NetProfit / Equity
net_profit = self.time_series.get('NetProfit')
equity = self.time_series.get('Equity').get_average()
return net_profit / equity
def get_roa(self):
# ROE = NetProfit / Assets
net_profit = self.time_series.get('NetProfit')
assets = self.time_series.get('Assets').get_average()
return net_profit / assets
def get_ros(self):
# ROS (returns on sales) = NetProfit / Sales
net_profit = self.time_series.get('NetProfit')
sales = self.time_series.get('Sales')
return net_profit / sales
def get_ato(self):
# ATO (asset turnover) = Sales / Assets
sales = self.time_series.get('Sales')
assets = self.time_series.get('Assets').get_average()
return sales / assets
def get_equity_multiplier(self):
# EquityMultiplier = Assets / Equity
assets = self.time_series.get('Assets').get_average()
equity = self.time_series.get('Equity').get_average()
return assets / equity
def __init__(self, stock_symbol, period):
param = {
'stock_symbol' : stock_symbol,
'period' : period,
'account_list' : [
'CurrentAssets',
'CurrentLiabilities',
'Inventories',
'PrepaidAccounts',
'IncomeBeforeTax',
'InterestExpense',
]
}
self.time_series = AccountTimeSeries(param)
self.period = period
def __init__(self, stock_symbol, period):
param = {
'stock_symbol' : stock_symbol,
'period' : period,
'account_list' : [
'NetProfit',
'CashFlowFromOperatingActivities',
'CashFlowFromInvestingActivities',
'CashFlowFromFinancingActivities',
'LongTermInvestments',
'Assets',
]
}
self.time_series = AccountTimeSeries(param)
self.period = period
class CashFlowAnalyzer():
def __init__(self, stock_symbol, period):
param = {
'stock_symbol' : stock_symbol,
'period' : period,
'account_list' : [
'NetProfit',
'CashFlowFromOperatingActivities',
'CashFlowFromInvestingActivities',
'CashFlowFromFinancingActivities',
'LongTermInvestments',
'Assets',
]
}
self.time_series = AccountTimeSeries(param)
self.period = period
def get_net_profit(self):
net_profit = self.time_series.get('NetProfit')
return net_profit
def get_cash_flow_from_operating_activities(self):
cash_flow = self.time_series.get('CashFlowFromOperatingActivities')
return cash_flow
def get_cash_flow_from_investing_activities(self):
cash_flow = self.time_series.get('CashFlowFromInvestingActivities')
return cash_flow
def get_cash_flow_from_financing_activities(self):
cash_flow = self.time_series.get('CashFlowFromFinancingActivities')
return cash_flow
def get_free_cash_flow(self):
# FreeCashFlow = CashFlowFromOperatingActivities + CashFlowFromInvestingActivities
cash_flow_from_operating_activities = self.time_series.get('CashFlowFromOperatingActivities')
cash_flow_from_investing_activities = self.time_series.get('CashFlowFromInvestingActivities')
return cash_flow_from_operating_activities + cash_flow_from_investing_activities
def get_accumulated_free_cash_flow(self):
free_cash_flow = self.get_free_cash_flow()
return free_cash_flow.accumulate()
def get_long_term_investments_to_assets_ratio(self):
long_term_investments = self.time_series.get('LongTermInvestments')
assets = self.time_series.get('Assets')
return long_term_investments / assets
class LiquidityAnalyzer():
def __init__(self, stock_symbol, period):
param = {
'stock_symbol':
stock_symbol,
'period':
period,
'account_list': [
'CurrentAssets',
'CurrentLiabilities',
'Inventories',
'PrepaidAccounts',
'IncomeBeforeTax',
'InterestExpense',
]
}
self.time_series = AccountTimeSeries(param)
self.period = period
def get_current_ratio(self):
# CurrentRatio = CurrentAssets / CurrentLiabilities
current_assets = self.time_series.get('CurrentAssets')
current_liabilities = self.time_series.get('CurrentLiabilities')
return current_assets / current_liabilities
def get_quick_ratio(self):
# QuickAssets = CurrentAssets - Inventories - PrepaidAccounts
current_assets = self.time_series.get('CurrentAssets')
inventories = self.time_series.get('Inventories')
prepaid_accounts = self.time_series.get('PrepaidAccounts')
quick_assets = current_assets - inventories - prepaid_accounts
# QuickRatio = QuickAssets / CurrentLiabilities
current_liabilities = self.time_series.get('CurrentLiabilities')
return quick_assets / current_liabilities
def get_interest_protection_multiples(self):
# InterestProtectionMultiples = EBDIT / InterestExpense
# EBDIT = IncomeBeforeTax + InterestExpense
income_before_tax = self.time_series.get('IncomeBeforeTax')
interest_expense = self.time_series.get('InterestExpense')
return (income_before_tax + interest_expense) / interest_expense
class LiquidityAnalyzer():
def __init__(self, stock_symbol, period):
param = {
'stock_symbol' : stock_symbol,
'period' : period,
'account_list' : [
'CurrentAssets',
'CurrentLiabilities',
'Inventories',
'PrepaidAccounts',
'IncomeBeforeTax',
'InterestExpense',
]
}
self.time_series = AccountTimeSeries(param)
self.period = period
def get_current_ratio(self):
# CurrentRatio = CurrentAssets / CurrentLiabilities
current_assets = self.time_series.get('CurrentAssets')
current_liabilities = self.time_series.get('CurrentLiabilities')
return current_assets / current_liabilities
def get_quick_ratio(self):
# QuickAssets = CurrentAssets - Inventories - PrepaidAccounts
current_assets = self.time_series.get('CurrentAssets')
inventories = self.time_series.get('Inventories')
prepaid_accounts = self.time_series.get('PrepaidAccounts')
quick_assets = current_assets - inventories - prepaid_accounts
# QuickRatio = QuickAssets / CurrentLiabilities
current_liabilities = self.time_series.get('CurrentLiabilities')
return quick_assets / current_liabilities
def get_interest_protection_multiples(self):
# InterestProtectionMultiples = EBDIT / InterestExpense
# EBDIT = IncomeBeforeTax + InterestExpense
income_before_tax = self.time_series.get('IncomeBeforeTax')
interest_expense = self.time_series.get('InterestExpense')
return (income_before_tax + interest_expense) / interest_expense
class KnAnalyzer():
def __init__(self, stock_symbol, period):
param = {
'stock_symbol': stock_symbol,
'period': period,
'account_list': [
'NetProfit',
'Equity',
'StockPrice',
'BookValue',
]
}
self.time_series = AccountTimeSeries(param)
self.period = period
def get_roe(self):
# ROE = NetProfit / Equity
net_profit = self.time_series.get('NetProfit')
assets = self.time_series.get('Equity').get_average()
return net_profit / assets
def get_max_pbr(self):
# max(PBR) = max(StockPrice) / BookValue
stock_price = self.time_series.get('StockPrice')
book_value = self.time_series.get('BookValue')
return stock_price.get_max_by_period(self.period) / book_value
def get_min_pbr(self):
# min(PBR) = min(StockPrice) / BookValue
stock_price = self.time_series.get('StockPrice')
book_value = self.time_series.get('BookValue')
return stock_price.get_min_by_period(self.period) / book_value
def get_max_kn(self):
# max(Kn) = ROE / min(PBR)
roe = self.get_roe().annualize(self.period)
min_pbr = self.get_min_pbr()
return roe / min_pbr
def get_min_kn(self):
# min(Kn) = ROE / max(PBR)
roe = self.get_roe().annualize(self.period)
max_pbr = self.get_max_pbr()
return roe / max_pbr
class KnAnalyzer():
def __init__(self, stock_symbol, period):
param = {
'stock_symbol' : stock_symbol,
'period' : period,
'account_list' : [
'NetProfit',
'Equity',
'StockPrice',
'BookValue',
]
}
self.time_series = AccountTimeSeries(param)
self.period = period
def get_roe(self):
# ROE = NetProfit / Equity
net_profit = self.time_series.get('NetProfit')
assets = self.time_series.get('Equity').get_average()
return net_profit / assets
def get_max_pbr(self):
# max(PBR) = max(StockPrice) / BookValue
stock_price = self.time_series.get('StockPrice')
book_value = self.time_series.get('BookValue')
return stock_price.get_max_by_period(self.period) / book_value
def get_min_pbr(self):
# min(PBR) = min(StockPrice) / BookValue
stock_price = self.time_series.get('StockPrice')
book_value = self.time_series.get('BookValue')
return stock_price.get_min_by_period(self.period) / book_value
def get_max_kn(self):
# max(Kn) = ROE / min(PBR)
roe = self.get_roe().annualize(self.period)
min_pbr = self.get_min_pbr()
return roe / min_pbr
def get_min_kn(self):
# min(Kn) = ROE / max(PBR)
roe = self.get_roe().annualize(self.period)
max_pbr = self.get_max_pbr()
return roe / max_pbr
class ProfitabilityAnalyzer():
def __init__(self, stock_symbol, period):
param = {
'stock_symbol' : stock_symbol,
'period' : period,
'account_list' : [
'Sales',
'GrossProfit',
'OperatingProfit',
'NetProfit',
'IncomeBeforeTax',
'CostOfGoodsSold',
'Inventories',
'AccountsReceivable',
'AccountsPayable',
]
}
self.time_series = AccountTimeSeries(param)
self.period = period
def get_gross_profit_margin(self):
# GrossProfitMargin = GrossProfit / Sales
gross_profit = self.time_series.get('GrossProfit')
sales = self.time_series.get('Sales')
return gross_profit / sales
def get_operating_profit_margin(self):
# OperatingProfitMargin = OperatingProfit / Sales
operating_profit = self.time_series.get('OperatingProfit')
sales = self.time_series.get('Sales')
return operating_profit / sales
def get_net_profit_before_tax_margin(self):
# NetProfitBeforeTaxMargin = NetProfit / Sales
net_profit_before_tax = self.time_series.get('IncomeBeforeTax')
sales = self.time_series.get('Sales')
return net_profit_before_tax / sales
def get_net_profit_margin(self):
# NetProfitMargin = NetProfit / Sales
net_profit = self.time_series.get('NetProfit')
sales = self.time_series.get('Sales')
return net_profit / sales
def get_dio(self):
# Inventory Turnover Ratio = Cost of goods sold / Inventory
# DIO = 365 / Inventory Turnover Ratio
cost_of_goods_sold = self.time_series.get('CostOfGoodsSold')
inventories = self.time_series.get('Inventories')
inventory_turnover_ratio = cost_of_goods_sold / inventories.get_average()
dio = inventory_turnover_ratio.get_inverse().scalar(365.0)
return self.__annualize(dio)
def get_dso(self):
# Receivables Turnover Ratio = Sales / Accounts receivable
# DSO = 365 / Receivables Turnover Ratio
sales = self.time_series.get('Sales')
accounts_receivable = self.time_series.get('AccountsReceivable')
receivables_turnover_ratio = sales / accounts_receivable.get_average()
dso = receivables_turnover_ratio.get_inverse().scalar(365.0)
return self.__annualize(dso)
def get_dpo(self):
# AccountsPayableTurnoverRatio = Cost of goods sold / Accounts payable
# DPO = 365 / AccountsPayableTurnoverRatio
cost_of_goods_sold = self.time_series.get('CostOfGoodsSold')
accounts_payable = self.time_series.get('AccountsPayable')
accounts_payable_turnover_ratio = cost_of_goods_sold / accounts_payable.get_average()
dpo = accounts_payable_turnover_ratio.get_inverse().scalar(365.0)
return self.__annualize(dpo)
def get_cash_conversion_cycle(self):
# CCC = DIO + DSO - DPO
dio = self.get_dio()
dso = self.get_dso()
dpo = self.get_dpo()
return dio + dso - dpo
def __annualize(self, time_series):
if self.period == 'Y':
return time_series
elif self.period == 'Q':
return time_series.scalar(0.25)