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| No. | Factor | Type of factor | Description |
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| 1 | TMV | Value | Total market value |
| 2 | CPs | Value | The average daily closing price of individual stocks in the last month is taken as logarithm |
| 3 | EPS | Value | Earnings per share |
| 4 | TOIS | Value | Total operating income per share |
| 5 | PE | Value | Price-to-earnings ratio, PE = total market value/net profit = PRICE/EPS |
| 6 | PECut | Value | Price-to-earnings cut ratio, PECut = total market value/net profit after deducting nonrecurring profit and loss |
| 7 | PB | Value | Price-to-book ratio, PB = total market value/net assets = = PRICE/BPS |
| | | | BPS : BOOK PER SHARE |
| 8 | PS | Value | Price-to-sales ratio, PS = total market value/operating income = PRICE/SPS |
| | | | SPS : SALE PER SHARE |
| 9 | PNFC | Value | Price-to-net cash flow, PNFC = total market value/net cash flow |
| 10 | POCF | Value | Price-to-operating cash flow, POCF = total market value/operating cash flow |
| 11 | ORYY | Growth ability | Year-to-year growth rate of operating revenue |
| 12 | NPYY | Growth ability | Year-to-year growth rate of net profit |
| 13 | OCFYY | Growth ability | Year-to-year growth rate of operating cash flow |
| 14 | ROEYY | Growth ability | Year-to-year growth rate of ROE |
| 15 | ROE | Financial quality | Return on equity, ROE = net profit/net assets |
| 16 | ROA | Financial quality | Return on assets, ROA = [net income + interest (1−tax rate)]/total assets |
| 17 | GPM | Financial quality | Gross profit margin, GPM = gross profit/operating income 100% |
| 18 | NPM | Financial quality | Net profit margin, NPM = net profit/operating income 100% |
| 19 | AT | Financial quality | Asset turnover, AT = total revenue/total asset |
| 20 | RTR | Financial quality | Receivables turnover ratio |
| 21 | CAT | Financial quality | Current assets turnover |
| 22 | IT | Financial quality | Inventory turnover |
| 23 | FAT | Financial quality | Fixed assets turnover |
| 24 | TANA | Debt-paying ability | TANA = total assets/net assets |
| 25 | NCLNA | Debt-paying ability | NCLNA = noncurrent liabilities/net assets |
| 26 | Cash ratio | Debt-paying ability | Cash ratio = (cash + cash equivalents)/current liabilities 100% |
| 27 | Current ratio | Debt-paying ability | Current ratio = current assets/current liabilities |
| 28 | Quick ratio | Debt-paying ability | Quick ratio = liquid capital/current liabilities |
| 29 | Equity ratio | Debt-paying ability | Equity ratio = total liabilities/total owners’ equity |
| 30–33 | AANm | Profitability | The arithmetic average value of the daily turnover rate multiplied by the daily yield of individual stocks in the last N months, N = 1, 3, 6, and 12 |
| 34–37 | SDNm | Profitability | Standard deviation of daily return series of individual stocks in the last N months, N = 1, 3, 6, and 12 |
| 38–41 | ARNm | Profitability | Average value of daily return series of individual stocks in the last N months, N = 1, 3, 6, and 12 |
| 42–45 | AT_Nm | Profitability | Average value of daily turnover rate series of individual stocks in the last N months, N = 1, 3, 6, and 12 |
| 46 | RSC | Profitability | Ratio of sales to cost, RSC = cost of sales/net sales 100% |
| 47 | DAR | Profitability | Debt asset ratio, DAR = total indebtedness/total assets 100% |
| 48 | EBIT | Profitability | Earnings before interest and tax, EBIT = net profit + income tax + interest |
| 49 | ROA_Y | Profitability | Return on assets in one year |
| 50 | ROIC_Y | Profitability | Return on invested capital in one year, ROIC = (net income − tax)/total capital 100% |
| 51 | EPSYY | Profitability | Year-to-year growth rate of EPS |
| 52 | NCFYY | Profitability | Year-to-year growth rate of net cash flow from operating activities per share |
| 53 | SPYY | Profitability | Year-to-year growth rate of sales profit |
| 54 | NPYY | Profitability | Year-to-year growth rate of net profit attributable to shareholders of the parent company |
| 55 | NATY | Profitability | Growth rate of net assets per share relative to the beginning of the year |
| 56 | TATY | Profitability | Growth rate of total assets relative to the beginning of the yea |
| 57 | TORYY | Profitability | Year-to-year growth rate of total operating revenue |
| 58 | TORYYS | Profitability | Year-to-year growth rate of total operating revenue in single quarter |
| 59 | OPYYS | Profitability | Year-to-year growth rate of operating profit in single quarter |
| 60 | NPYYS | Profitability | Year-to-year growth rate of net profit attributable to shareholders of the parent company in single quarter |
| 61 | MACD | Technical indicators | Moving average convergence divergence |
| 62 | RSI | Technical indicators | Relative strength index |
| 63 | PSY | Technical indicators | Psychological line |
| 64 | BIAS | Technical indicators | |
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