| Type | Factor | Description |
| Transaction frictiona | ILLIQ | Liquidity indicator under Amihud measurements |
| Psos | Liquidity indicator under The Pastor-Stambaugh measurement | |
| Roll | Roll indicator that uses daily yield estimates | |
| Zeros | Zero yield days in the month/trading days in the month | |
| ZerosImp | Factor Zeros/average daily turnover (10,000) in the month | |
| ToverOs | The sum of the daily turnover rate in the month | |
| Profitabilityb | ROE | Return on equity, net profit TTM/((shareholders’ equity closing balance + shareholders’ equity closing balance year-on-year)/2) |
| ROA | Return on assets, net profit TTM/((total asset closing balance + total asset total year-over-year closing balance)/2) | |
| TROA | Total return on assets, (total profit TTM + financial expenses TTM)/ ((total asset closing balances + total year-over-year end balance)/2) | |
| EPS | Earnings per share, net profit/total equity | |
| AdjEPS | EPS adjusted by | |
| UnEPS | Adjusted EPS for the current period - Adjusted EPS for the first two periods of the current period | |
| SigmaEPS | The standard deviation for EPS that was not expected for the first 5 half years before EPS | |
| Sue | No expected EPS /standard deviation | |
| Valuationc | PE | Closing price * total equity/net profit closing value TTM |
| PS | Closing price * total equity/gross income closing value TTM | |
| Evm | Enterprise multiple, (total market cap + total liabilities − monetary funds)/EBITDA | |
| Amv | Market value, A-share close price * outstanding A-shares | |
| Growthd | Agr | Capital preservation and appreciation rate, the closing value of the total owner’s equity/the opening value of the total owner’s equity |
| Sgr | Sustainable growth rate, return on net assets * earnings retention rate/(1 − return on net assets * earnings retention rate) |