KR_Fundamentals_Momentum_V1.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "id": "69368669",
   "metadata": {},
   "outputs": [],
   "source": [
    "import numpy as np\n",
    "import pandas as pd\n",
    "from scipy.stats import gmean\n",
    "from glob import glob\n",
    "import math\n",
    "from bs4 import BeautifulSoup\n",
    "import requests\n",
    "import warnings\n",
    "warnings.filterwarnings('ignore')\n",
    "\n",
    "%matplotlib inline"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "id": "47f9f7e5",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "['/Users/kevinpark/Desktop/QuantData/퀀트데이터(전체)_20191215_19Q3.csv',\n",
       " '/Users/kevinpark/Desktop/QuantData/퀀트데이터(전체)_20220615_22Q1.csv',\n",
       " '/Users/kevinpark/Desktop/QuantData/퀀트데이터(전체)_20220915_164124.csv',\n",
       " '/Users/kevinpark/Desktop/QuantData/퀀트데이터(전체)_20190915_19Q2.csv',\n",
       " '/Users/kevinpark/Desktop/QuantData/~$퀀트데이터(전체)_20190915_19Q2.xlsx',\n",
       " '/Users/kevinpark/Desktop/QuantData/퀀트데이터(전체)_20220415_21Q4.csv',\n",
       " '/Users/kevinpark/Desktop/QuantData/퀀트데이터(전체)_20221214_22Q3.csv',\n",
       " '/Users/kevinpark/Desktop/QuantData/퀀트데이터(전체)_20221215_194726.csv',\n",
       " '/Users/kevinpark/Desktop/QuantData/퀀트데이터(전체)_20210915_21Q2.csv',\n",
       " '/Users/kevinpark/Desktop/QuantData/퀀트데이터(전체)_20201215_20Q3.csv',\n",
       " '/Users/kevinpark/Desktop/QuantData/과거 분기 15일 이후 근접일',\n",
       " '/Users/kevinpark/Desktop/QuantData/퀀트데이터2022.12.14(22년3Q 재무데이터반영).xlsx',\n",
       " '/Users/kevinpark/Desktop/QuantData/퀀트데이터(전체)_20200615_20Q1.csv',\n",
       " '/Users/kevinpark/Desktop/QuantData/퀀트데이터(전체)_20210614_21Q1.csv',\n",
       " '/Users/kevinpark/Desktop/QuantData/new original.csv',\n",
       " '/Users/kevinpark/Desktop/QuantData/퀀트데이터(전체)_20210415_20Q4.csv',\n",
       " '/Users/kevinpark/Desktop/QuantData/퀀트데이터_20220914(22년2Q재무데이터반영)_22Q2.csv',\n",
       " '/Users/kevinpark/Desktop/QuantData/퀀트데이터(전체)_20211214_21Q3.csv',\n",
       " '/Users/kevinpark/Desktop/QuantData/퀀트데이터(전체)_20200915_20Q2.csv',\n",
       " '/Users/kevinpark/Desktop/QuantData/퀀트데이터(전체)_20200415_19Q4.csv']"
      ]
     },
     "execution_count": 2,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Annual = \"Y\"\n",
    "Quarterly = \"Q\"\n",
    "\n",
    "# FnGuide 크롤링, 분기 영활현이 없을시 NaN value\n",
    "def crawlCFdata(code, frequency):\n",
    "    # Using FnGuide\n",
    "    URL = f\"https://comp.fnguide.com/SVO2/ASP/SVD_Finance.asp?pGB=1&gicode={code}&cID=&MenuYn=Y&ReportGB=&NewMenuID=103&stkGb=701\"\n",
    "    response = requests.get(URL)\n",
    "    soup = BeautifulSoup(response.content,'html.parser')\n",
    "    \n",
    "    # Getting CF figures\n",
    "    divCash = soup.find(\"div\",{\"id\":f\"divCash{frequency}\"})\n",
    "    table = divCash.find(\"table\",{\"class\":\"us_table_ty1 h_fix zigbg_no\"})\n",
    "    tbody = table.find(\"tbody\")\n",
    "    trs = tbody.findAll(\"tr\")\n",
    "    CFtr = trs[0]\n",
    "    CFtd = CFtr.findAll(\"td\")\n",
    "    \n",
    "    # some companies does not have data\n",
    "    CFlist = []\n",
    "    for dpoint in range(len(CFtd)):\n",
    "        dpoint = CFtd[dpoint].text.replace(\",\",\"\").replace(u'\\xa0', u'nan')\n",
    "        if dpoint == 'nan':\n",
    "            CFlist.append(dpoint)\n",
    "        else:\n",
    "            CFlist.append(float(dpoint))\n",
    "\n",
    "    #Getting Dates of CF figures\n",
    "    Dateth = table.findAll(\"th\")[1:5]\n",
    "\n",
    "    Dates = []\n",
    "    for date in Dateth:\n",
    "        Dates.append(date.text)\n",
    "\n",
    "    return Dates, CFlist\n",
    "\n",
    "\n",
    "# 크롤링 데이터 frequency input & outputs pd.Series of OCF for each firms\n",
    "def getCF(code, frequency):\n",
    "    #for code in code_list:\n",
    "    if frequency == \"Q\":\n",
    "        # Form Quarterly Operating CF series\n",
    "        Qcf = crawlCFdata(code, Quarterly)\n",
    "        Qcf_ser = pd.Series(Qcf[1],index = Qcf[0],name = f\"{code}\")\n",
    "        return Qcf_ser\n",
    "        \n",
    "    elif frequency == \"Y\":\n",
    "        # Form Annual Operating CF series\n",
    "        Ycf = crawlCFdata(code, Annual)\n",
    "        Ycf_ser = pd.Series(Ycf[1],index = Ycf[0],name = f\"{code}\")\n",
    "        return Ycf_ser\n",
    "\n",
    "\n",
    "# Input exact Year & Quarter to get OCF specific to the date for each firm\n",
    "def searchCF(code,frequency,Year,Month=None):\n",
    "    companyCF = getCF(code, frequency)\n",
    "\n",
    "    for time in companyCF.index:\n",
    "        if frequency == Quarterly:\n",
    "            if Year in time:\n",
    "                if Month in time:\n",
    "                    return float(companyCF.loc[time])\n",
    "\n",
    "        elif frequency == Annual:\n",
    "            if Year in time:\n",
    "                return float(companyCF.loc[time])            \n",
    "\n",
    "\n",
    "# 파일명을 사용해서 자동 해당 분기 네이밍\n",
    "def naming(path):\n",
    "    download_date = path.split(\"_\")[1]\n",
    "    YY = int(download_date[2:4])\n",
    "    MM = download_date[4:6]\n",
    "    Q = Qclassify[MM]\n",
    "    if Q == '4Q':\n",
    "        YY -= 1\n",
    "    return YY,Q\n",
    "\n",
    "# 분기 백워드 카운터\n",
    "def backwardQcounter(YY,Q,N): # N = number of backward counts\n",
    "    Qlist = ['4Q','3Q','2Q','1Q']*3\n",
    "\n",
    "    backmove = Qlist.index(Q) + N\n",
    "    Qstart = Qlist[backmove]\n",
    "    YYstart = YY - math.ceil((backmove+1)/4) + 1 # 연 단위 백무브 = (이번 분기 포함 총 백무브)/4 + 1(1Q는 같은 연도)\n",
    "    return YYstart, Qstart\n",
    "\n",
    "# Settings: a folder with non-redundant Quant Data files, \n",
    "# renaming is not necessary as long as it includes ~_20XXMMDD~\n",
    "files = glob(\"/Users/kevinpark/Desktop/QuantData/*\") #/Users/kevinpark/Desktop/QuantData/*.csv\n",
    "files"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "id": "ce17b9ae",
   "metadata": {
    "scrolled": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "22 3Q 20 4Q\n",
      "현 분기 순이익 데이터: (20, '4Q') 부터 (22, '3Q')\n",
      "현 분기 영업이익 데이터: (20, '4Q') 부터 (22, '3Q')\n"
     ]
    },
    {
     "data": {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>코드번호</th>\n",
       "      <th>회사명</th>\n",
       "      <th>시가총액(억)</th>\n",
       "      <th>발표PSR</th>\n",
       "      <th>발표PBR</th>\n",
       "      <th>발표PER</th>\n",
       "      <th>영업활동현금흐름(억)</th>\n",
       "      <th>EBITDA(억)</th>\n",
       "      <th>과거EV/EBITDA(%)</th>\n",
       "      <th>발표POR</th>\n",
       "      <th>...</th>\n",
       "      <th>영업이익22년2Q</th>\n",
       "      <th>영업이익22년3Q</th>\n",
       "      <th>순이익20년4Q</th>\n",
       "      <th>순이익21년1Q</th>\n",
       "      <th>순이익21년2Q</th>\n",
       "      <th>순이익21년3Q</th>\n",
       "      <th>순이익21년4Q</th>\n",
       "      <th>순이익22년1Q</th>\n",
       "      <th>순이익22년2Q</th>\n",
       "      <th>순이익22년3Q</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>A000020</td>\n",
       "      <td>동화약품</td>\n",
       "      <td>2757</td>\n",
       "      <td>0.83</td>\n",
       "      <td>0.77</td>\n",
       "      <td>12.04</td>\n",
       "      <td>445</td>\n",
       "      <td>455</td>\n",
       "      <td>3.28</td>\n",
       "      <td>8.33</td>\n",
       "      <td>...</td>\n",
       "      <td>101</td>\n",
       "      <td>74</td>\n",
       "      <td>78</td>\n",
       "      <td>54</td>\n",
       "      <td>63</td>\n",
       "      <td>4</td>\n",
       "      <td>57</td>\n",
       "      <td>52</td>\n",
       "      <td>60</td>\n",
       "      <td>59</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>A000040</td>\n",
       "      <td>KR모터스</td>\n",
       "      <td>547</td>\n",
       "      <td>0.43</td>\n",
       "      <td>1.85</td>\n",
       "      <td>-5.58</td>\n",
       "      <td>-72</td>\n",
       "      <td>-23</td>\n",
       "      <td>-37.09</td>\n",
       "      <td>-8.55</td>\n",
       "      <td>...</td>\n",
       "      <td>-8</td>\n",
       "      <td>-13</td>\n",
       "      <td>-56</td>\n",
       "      <td>-14</td>\n",
       "      <td>-18</td>\n",
       "      <td>-17</td>\n",
       "      <td>-46</td>\n",
       "      <td>-22</td>\n",
       "      <td>4</td>\n",
       "      <td>-34</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>2 rows × 26 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "      코드번호    회사명  시가총액(억)  발표PSR  발표PBR  발표PER  영업활동현금흐름(억)  EBITDA(억)  \\\n",
       "0  A000020   동화약품     2757   0.83   0.77  12.04          445        455   \n",
       "1  A000040  KR모터스      547   0.43   1.85  -5.58          -72        -23   \n",
       "\n",
       "   과거EV/EBITDA(%)  발표POR  ...  영업이익22년2Q  영업이익22년3Q  순이익20년4Q  순이익21년1Q  \\\n",
       "0            3.28   8.33  ...        101         74        78        54   \n",
       "1          -37.09  -8.55  ...         -8        -13       -56       -14   \n",
       "\n",
       "   순이익21년2Q  순이익21년3Q  순이익21년4Q  순이익22년1Q  순이익22년2Q  순이익22년3Q  \n",
       "0        63         4        57        52        60        59  \n",
       "1       -18       -17       -46       -22         4       -34  \n",
       "\n",
       "[2 rows x 26 columns]"
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "### 21Q2(check), 21Q3(check), 21 Q4(check), 22Q1(check)\n",
    "\n",
    "# Computing Periods settings\n",
    "# Q4:Y/04, Q1:Y/06, Q2:Y/09, Q3:Y/12 or Q1:Y/06, Q2:Y/09, Q3:Y/12, Q4:Y-1/04\n",
    "Qclassify = {'06':'1Q','09':'2Q','12':'3Q','04':'4Q'}\n",
    "YY = 0\n",
    "Q = 0\n",
    "YY0 = 0 \n",
    "Q0 = 0\n",
    "\n",
    "# 분석 대상 컬럼\n",
    "identifer = ['코드번호']\n",
    "valuations = ['회사명','시가총액(억)','발표PSR','발표PBR','발표PER','영업활동현금흐름(억)','EBITDA(억)','과거EV/EBITDA(%)','발표POR']\n",
    "\n",
    "# 현 분기 퀀트데이터\n",
    "# INPUT: PATH VARIABLE\n",
    "path = '/Users/kevinpark/Desktop/QuantData/퀀트데이터(전체)_20221215_194726.csv'\n",
    "CurrentData = pd.read_csv(path)\n",
    "CurrentData.columns = CurrentData.columns.str.replace(' ', '') # strip all spaces in column names\n",
    "\n",
    "CurrentData = CurrentData[CurrentData['업종(소)']!=\"스팩\"]\n",
    "\n",
    "QuantColumns = list(CurrentData.columns)\n",
    "\n",
    "# 현 분기 데이터 순이익 추출 = 현 분기 - 7분기\n",
    "YY,Q = naming(path)\n",
    "YY0, Q0 = backwardQcounter(YY,Q,N=7)\n",
    "print(YY,Q,YY0, Q0)\n",
    "\n",
    "# 컬럼 이름 띄어쓰기 영향 받음\n",
    "NIstart = QuantColumns.index(f'순이익{YY0}년{Q0}') \n",
    "NIend = QuantColumns.index(f'순이익{YY}년{Q}') # 기준: 제일 최근 데이터 = 현 분기\n",
    "NIcol = QuantColumns[NIstart:NIend+1]\n",
    "print(\"현 분기 순이익 데이터:\",(YY0, Q0),\"부터\", (YY, Q))\n",
    "\n",
    "# 현 분기 데이터 영업이익 추출 = 현 분기 - 7분기\n",
    "# 컬럼 이름 띄어쓰기 영향 받음\n",
    "OPstart = QuantColumns.index(f'영업이익{YY0}년{Q0}')\n",
    "OPend = QuantColumns.index(f'영업이익{YY}년{Q}') # 기준: 제일 최근 데이터 = 현 분기\n",
    "OPcol = QuantColumns[OPstart:OPend+1]\n",
    "print(\"현 분기 영업이익 데이터:\", (YY0, Q0),\"부터\", (YY, Q))\n",
    "\n",
    "# 현 분기 전체 분석 대상 컬럼 데이터 추출\n",
    "filteredcols = identifer + valuations + OPcol + NIcol\n",
    "CurrentData = CurrentData[filteredcols]\n",
    "\n",
    "\n",
    "# Convert all object dtype to float in the DF\n",
    "cols = ['시가총액(억)','발표PSR','발표PBR','발표PER','영업활동현금흐름(억)','EBITDA(억)','과거EV/EBITDA(%)','발표POR']\n",
    "for col in cols:\n",
    "    if CurrentData.loc[:,col].dtype == 'O':\n",
    "        CurrentData.loc[:,col] = CurrentData.loc[:,col].str.replace(\",\",\"\").astype(float)\n",
    "    else:\n",
    "        continue\n",
    "\n",
    "CurrentData.head(2)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "id": "d82393a6",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Recommended Data: \n",
      " /Users/kevinpark/Desktop/QuantData/퀀트데이터(전체)_20211214_21Q3.csv\n",
      "/Users/kevinpark/Desktop/QuantData/퀀트데이터(전체)_20211214_21Q3.csv\n"
     ]
    }
   ],
   "source": [
    "# YoY Data Guide\n",
    "download_date = path.split(\"_\")[1]\n",
    "YY = int(download_date[2:4])\n",
    "MM = download_date[4:6]\n",
    "recommended_date = \"20\"+str(YY-1)+MM\n",
    "\n",
    "for file in files:\n",
    "    if \"_\" in file:\n",
    "        if recommended_date in file.split(\"_\")[1]:\n",
    "            print(\"Recommended Data:\",'\\n',file)\n",
    "            break\n",
    "    else:\n",
    "        continue\n",
    "\n",
    "print(file)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "id": "c4be038f",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "동일 분기 YoY 순이익 시작: (19, '4Q') 부터 (20, '3Q')\n",
      "동일 분기 YoY 영업이익 시작: (20, '1Q') 부터 (20, '3Q')\n"
     ]
    },
    {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>코드번호</th>\n",
       "      <th>회사명</th>\n",
       "      <th>영업이익20년1Q</th>\n",
       "      <th>영업이익20년2Q</th>\n",
       "      <th>영업이익20년3Q</th>\n",
       "      <th>순이익19년4Q</th>\n",
       "      <th>순이익20년1Q</th>\n",
       "      <th>순이익20년2Q</th>\n",
       "      <th>순이익20년3Q</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>A005930</td>\n",
       "      <td>삼성전자</td>\n",
       "      <td>64,473</td>\n",
       "      <td>81,463</td>\n",
       "      <td>123,532</td>\n",
       "      <td>52,280</td>\n",
       "      <td>48,896</td>\n",
       "      <td>54,890</td>\n",
       "      <td>92,668</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>A000660</td>\n",
       "      <td>SK하이닉스</td>\n",
       "      <td>8,028</td>\n",
       "      <td>19,491</td>\n",
       "      <td>13,019</td>\n",
       "      <td>-1,255</td>\n",
       "      <td>6,329</td>\n",
       "      <td>12,689</td>\n",
       "      <td>10,839</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "      코드번호     회사명 영업이익20년1Q 영업이익20년2Q 영업이익20년3Q 순이익19년4Q 순이익20년1Q 순이익20년2Q  \\\n",
       "0  A005930    삼성전자    64,473    81,463   123,532   52,280   48,896   54,890   \n",
       "1  A000660  SK하이닉스     8,028    19,491    13,019   -1,255    6,329   12,689   \n",
       "\n",
       "  순이익20년3Q  \n",
       "0   92,668  \n",
       "1   10,839  "
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 동일 분기 YoY 퀀트데이터\n",
    "# INPUT: PATH VARIABLE\n",
    "path_yoy = file\n",
    "YOYData = pd.read_csv(path_yoy)\n",
    "YOYData.columns = YOYData.columns.str.replace(' ', '') # strip all spaces in column names\n",
    "\n",
    "\n",
    "YOYData = YOYData[YOYData['업종(소)']!=\"스팩\"]\n",
    "\n",
    "QuantColumns = list(YOYData.columns)\n",
    "\n",
    "# 현 분기 시작 데이터\n",
    "YY,Q = naming(path)\n",
    "YY0, Q0 = backwardQcounter(YY,Q,N=7)\n",
    "\n",
    "# 동일 분기 YoY 순이익 추출: 현 분기 시작 데이터 - 3분기\n",
    "N=3\n",
    "YYstart, Qstart = backwardQcounter(YY0,Q0,N+1) # 현 분기 데이터 마지막 백무브부터 시작, 1번 더 내려가야 됨\n",
    "YYend, Qend = backwardQcounter(YY0,Q0,N=1)\n",
    "print(\"동일 분기 YoY 순이익 시작:\",(YYstart, Qstart),\"부터\", (YYend, Qend))\n",
    "\n",
    "NIstart = QuantColumns.index(f'순이익{YYstart}년{Qstart}')\n",
    "NIend = QuantColumns.index(f'순이익{YYend}년{Qend}')\n",
    "NIyoycol = QuantColumns[NIstart:NIend+1]\n",
    "\n",
    "\n",
    "# 동일 분기 YoY 영업이익 추출: 현 분기 마지막 데이터 - 2분기\n",
    "N=2\n",
    "YYstart, Qstart = backwardQcounter(YY0,Q0,N+1) # 현 분기 데이터 마지막 백무브부터 시작, 1번 더 내려가야 됨\n",
    "YYend, Qend = backwardQcounter(YY0,Q0,N=1)\n",
    "print(\"동일 분기 YoY 영업이익 시작:\",(YYstart, Qstart),\"부터\", (YYend, Qend))\n",
    "\n",
    "OPstart = QuantColumns.index(f'영업이익{YYstart}년{Qstart}')\n",
    "OPend = QuantColumns.index(f'영업이익{YYend}년{Qend}')\n",
    "OPyoycol = QuantColumns[OPstart:OPend+1]\n",
    "\n",
    "\n",
    "# 동일 분기 YoY 전체 분석 대상 컬럼 데이터 추출\n",
    "filteredyoycols = identifer + ['회사명'] + OPyoycol + NIyoycol\n",
    "YOYData = YOYData[filteredyoycols]\n",
    "\n",
    "YOYData.head(2)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "id": "3771a6c6",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>회사명</th>\n",
       "      <th>영업이익20년1Q</th>\n",
       "      <th>영업이익20년2Q</th>\n",
       "      <th>영업이익20년3Q</th>\n",
       "      <th>순이익19년4Q</th>\n",
       "      <th>순이익20년1Q</th>\n",
       "      <th>순이익20년2Q</th>\n",
       "      <th>순이익20년3Q</th>\n",
       "      <th>시가총액(억)</th>\n",
       "      <th>발표PSR</th>\n",
       "      <th>...</th>\n",
       "      <th>영업이익22년2Q</th>\n",
       "      <th>영업이익22년3Q</th>\n",
       "      <th>순이익20년4Q</th>\n",
       "      <th>순이익21년1Q</th>\n",
       "      <th>순이익21년2Q</th>\n",
       "      <th>순이익21년3Q</th>\n",
       "      <th>순이익21년4Q</th>\n",
       "      <th>순이익22년1Q</th>\n",
       "      <th>순이익22년2Q</th>\n",
       "      <th>순이익22년3Q</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>코드번호</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>A005930</th>\n",
       "      <td>삼성전자</td>\n",
       "      <td>64,473</td>\n",
       "      <td>81,463</td>\n",
       "      <td>123,532</td>\n",
       "      <td>52,280</td>\n",
       "      <td>48,896</td>\n",
       "      <td>54,890</td>\n",
       "      <td>92,668</td>\n",
       "      <td>3611718</td>\n",
       "      <td>1.17</td>\n",
       "      <td>...</td>\n",
       "      <td>140970</td>\n",
       "      <td>108520</td>\n",
       "      <td>64455</td>\n",
       "      <td>70928</td>\n",
       "      <td>94507</td>\n",
       "      <td>120572</td>\n",
       "      <td>106431</td>\n",
       "      <td>111291</td>\n",
       "      <td>109545</td>\n",
       "      <td>91439</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A000660</th>\n",
       "      <td>SK하이닉스</td>\n",
       "      <td>8,028</td>\n",
       "      <td>19,491</td>\n",
       "      <td>13,019</td>\n",
       "      <td>-1,255</td>\n",
       "      <td>6,329</td>\n",
       "      <td>12,689</td>\n",
       "      <td>10,839</td>\n",
       "      <td>595506</td>\n",
       "      <td>1.21</td>\n",
       "      <td>...</td>\n",
       "      <td>41926</td>\n",
       "      <td>16556</td>\n",
       "      <td>17694</td>\n",
       "      <td>9904</td>\n",
       "      <td>19845</td>\n",
       "      <td>33108</td>\n",
       "      <td>33165</td>\n",
       "      <td>19788</td>\n",
       "      <td>28715</td>\n",
       "      <td>11067</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>2 rows × 32 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "            회사명 영업이익20년1Q 영업이익20년2Q 영업이익20년3Q 순이익19년4Q 순이익20년1Q 순이익20년2Q  \\\n",
       "코드번호                                                                       \n",
       "A005930    삼성전자    64,473    81,463   123,532   52,280   48,896   54,890   \n",
       "A000660  SK하이닉스     8,028    19,491    13,019   -1,255    6,329   12,689   \n",
       "\n",
       "        순이익20년3Q  시가총액(억)  발표PSR  ...  영업이익22년2Q  영업이익22년3Q  순이익20년4Q  \\\n",
       "코드번호                              ...                                   \n",
       "A005930   92,668  3611718   1.17  ...     140970     108520     64455   \n",
       "A000660   10,839   595506   1.21  ...      41926      16556     17694   \n",
       "\n",
       "         순이익21년1Q  순이익21년2Q  순이익21년3Q  순이익21년4Q  순이익22년1Q  순이익22년2Q  순이익22년3Q  \n",
       "코드번호                                                                           \n",
       "A005930     70928     94507    120572    106431    111291    109545     91439  \n",
       "A000660      9904     19845     33108     33165     19788     28715     11067  \n",
       "\n",
       "[2 rows x 32 columns]"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Merge on 코드 번호\n",
    "TotalData = pd.merge(YOYData, CurrentData, how='inner', on = identifer[0])\n",
    "TotalData.set_index(['코드번호'], inplace = True)\n",
    "#TotalData[\"회사명_x\"] == TotalData[\"회사명_y\"] # all equal\n",
    "TotalData.drop([\"회사명_y\"],axis=1,inplace=True)\n",
    "TotalData.rename({\"회사명_x\":'회사명'},axis=1,inplace=True)\n",
    "TotalData.head(2)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "id": "037428ad",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "True\n"
     ]
    },
    {
     "data": {
      "text/plain": [
       "(65, -28)"
      ]
     },
     "execution_count": 7,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Sanity Checks\n",
    "# row size: CurrentData > YOYData, YOYData가 CurrentData에 포함됨\n",
    "print(\n",
    "    len(YOYData['코드번호'].isin(CurrentData['코드번호'])) == len(YOYData) # all YOY tickers contained in current data\n",
    ")\n",
    "\n",
    "# thus, followings are new tickers added (actual change in number of firms/tickers from 2020 --> 2021)\n",
    "# OK because newly added ones does not meet Quant conditions that use YOY Data \n",
    "healthydiff = CurrentData.shape[0] - YOYData.shape[0]\n",
    "\n",
    "# number of old tickers lost from merging, for some other reasons (May not be OK, except those delisted)\n",
    "unhealthydiff = TotalData.shape[0] - CurrentData.shape[0] + healthydiff\n",
    "\n",
    "\n",
    "healthydiff, unhealthydiff"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "id": "90a4c3da",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "<class 'pandas.core.frame.DataFrame'>\n",
      "Index: 2259 entries, A005930 to A121890\n",
      "Data columns (total 11 columns):\n",
      " #   Column     Non-Null Count  Dtype \n",
      "---  ------     --------------  ----- \n",
      " 0   영업이익20년1Q  2259 non-null   object\n",
      " 1   영업이익20년2Q  2259 non-null   object\n",
      " 2   영업이익20년3Q  2259 non-null   object\n",
      " 3   영업이익20년4Q  2259 non-null   int64 \n",
      " 4   영업이익21년1Q  2259 non-null   int64 \n",
      " 5   영업이익21년2Q  2259 non-null   int64 \n",
      " 6   영업이익21년3Q  2259 non-null   int64 \n",
      " 7   영업이익21년4Q  2259 non-null   int64 \n",
      " 8   영업이익22년1Q  2259 non-null   int64 \n",
      " 9   영업이익22년2Q  2259 non-null   int64 \n",
      " 10  영업이익22년3Q  2259 non-null   int64 \n",
      "dtypes: int64(8), object(3)\n",
      "memory usage: 211.8+ KB\n",
      "<class 'pandas.core.frame.DataFrame'>\n",
      "Index: 2259 entries, A005930 to A121890\n",
      "Data columns (total 12 columns):\n",
      " #   Column    Non-Null Count  Dtype \n",
      "---  ------    --------------  ----- \n",
      " 0   순이익19년4Q  2259 non-null   object\n",
      " 1   순이익20년1Q  2259 non-null   object\n",
      " 2   순이익20년2Q  2259 non-null   object\n",
      " 3   순이익20년3Q  2259 non-null   object\n",
      " 4   순이익20년4Q  2259 non-null   int64 \n",
      " 5   순이익21년1Q  2259 non-null   int64 \n",
      " 6   순이익21년2Q  2259 non-null   int64 \n",
      " 7   순이익21년3Q  2259 non-null   int64 \n",
      " 8   순이익21년4Q  2259 non-null   int64 \n",
      " 9   순이익22년1Q  2259 non-null   int64 \n",
      " 10  순이익22년2Q  2259 non-null   int64 \n",
      " 11  순이익22년3Q  2259 non-null   int64 \n",
      "dtypes: int64(8), object(4)\n",
      "memory usage: 229.4+ KB\n"
     ]
    }
   ],
   "source": [
    "# filter columns with OP and NI\n",
    "\n",
    "# 영업이익 데이터 df\n",
    "OP = ['영업이익' in col for col in TotalData.columns]\n",
    "OPdf = TotalData.iloc[:,OP]\n",
    "\n",
    "# 순이익 데이터 df\n",
    "NI = ['순이익' in col for col in TotalData.columns]\n",
    "NIdf = TotalData.iloc[:,NI]\n",
    "\n",
    "OPdf.info()\n",
    "NIdf.info()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "id": "b94df1b7",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "<class 'pandas.core.frame.DataFrame'>\n",
      "Index: 2259 entries, A005930 to A121890\n",
      "Data columns (total 11 columns):\n",
      " #   Column     Non-Null Count  Dtype  \n",
      "---  ------     --------------  -----  \n",
      " 0   영업이익20년1Q  2030 non-null   float64\n",
      " 1   영업이익20년2Q  2030 non-null   float64\n",
      " 2   영업이익20년3Q  2030 non-null   float64\n",
      " 3   영업이익20년4Q  2259 non-null   int64  \n",
      " 4   영업이익21년1Q  2259 non-null   int64  \n",
      " 5   영업이익21년2Q  2259 non-null   int64  \n",
      " 6   영업이익21년3Q  2259 non-null   int64  \n",
      " 7   영업이익21년4Q  2259 non-null   int64  \n",
      " 8   영업이익22년1Q  2259 non-null   int64  \n",
      " 9   영업이익22년2Q  2259 non-null   int64  \n",
      " 10  영업이익22년3Q  2259 non-null   int64  \n",
      "dtypes: float64(3), int64(8)\n",
      "memory usage: 211.8+ KB\n",
      "<class 'pandas.core.frame.DataFrame'>\n",
      "Index: 2259 entries, A005930 to A121890\n",
      "Data columns (total 12 columns):\n",
      " #   Column    Non-Null Count  Dtype  \n",
      "---  ------    --------------  -----  \n",
      " 0   순이익19년4Q  2030 non-null   float64\n",
      " 1   순이익20년1Q  2030 non-null   float64\n",
      " 2   순이익20년2Q  2030 non-null   float64\n",
      " 3   순이익20년3Q  2030 non-null   float64\n",
      " 4   순이익20년4Q  2259 non-null   int64  \n",
      " 5   순이익21년1Q  2259 non-null   int64  \n",
      " 6   순이익21년2Q  2259 non-null   int64  \n",
      " 7   순이익21년3Q  2259 non-null   int64  \n",
      " 8   순이익21년4Q  2259 non-null   int64  \n",
      " 9   순이익22년1Q  2259 non-null   int64  \n",
      " 10  순이익22년2Q  2259 non-null   int64  \n",
      " 11  순이익22년3Q  2259 non-null   int64  \n",
      "dtypes: float64(4), int64(8)\n",
      "memory usage: 229.4+ KB\n"
     ]
    }
   ],
   "source": [
    "# NI and OP: Convert all object dtype to float in the DF\n",
    "for col in range(len(OPdf.columns)):\n",
    "    if OPdf.iloc[:,col].dtype == 'O':\n",
    "        OPdf.iloc[:,col] = OPdf.iloc[:,col].str.replace(\",\",\"\").astype(float)\n",
    "    else:\n",
    "        continue\n",
    "        \n",
    "for col in range(len(NIdf.columns)):\n",
    "    if NIdf.iloc[:,col].dtype == 'O':\n",
    "        NIdf.iloc[:,col] = NIdf.iloc[:,col].str.replace(\",\",\"\").astype(float)\n",
    "    else:\n",
    "        continue\n",
    "\n",
    "OPdf.info()\n",
    "NIdf.info()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "id": "db03e88a",
   "metadata": {},
   "outputs": [],
   "source": [
    "# 4QTrailing 영업이익 & 순이익\n",
    "FourQtrailingOP = OPdf.rolling(4,axis=1).sum().iloc[:,3:] # 8개\n",
    "FourQtrailingNI = NIdf.rolling(4,axis=1).sum().iloc[:,3:] # 9개\n",
    "\n",
    "\n",
    "# 영업이익 4QTrailing GEOMEAN\n",
    "# 영업이익이 시간순일때 4QTrailing 영업이익 YoY gross return 계산 (= simple return + 1)\n",
    "for i in range(4):\n",
    "    new_col = f\"YoY 4QTrailing OP Q{i+1}\"\n",
    "    FourQtrailingOP[new_col] = FourQtrailingOP.iloc[:,i+4] / FourQtrailingOP.iloc[:,i]\n",
    "\n",
    "# 계산한 4QTrailing 영업이익 YoY gross return으로(최근 추가되어 오른쪽 4개 컬럼) GEOMEAN 계산 \n",
    "FourQtrailingOP[\"4QTrailing OP GEOMEAN\"] = gmean([\n",
    "    FourQtrailingOP.iloc[:,-4],\n",
    "    FourQtrailingOP.iloc[:,-3],\n",
    "    FourQtrailingOP.iloc[:,-2],\n",
    "    FourQtrailingOP.iloc[:,-1]\n",
    "]) - 1\n",
    "\n",
    "\n",
    "### FILTER CONDITIONS\n",
    "# 4QTrailing 영업이익 GEOMEAN > 0.1\n",
    "condition_OPGeomean = FourQtrailingOP[\"4QTrailing OP GEOMEAN\"] > 0.1\n",
    "\n",
    "\n",
    "# 4QTrailing 순이익\n",
    "# Computing Periods settings: 9개 분기중 첫번째 제거 --> 8개 분기\n",
    "FourQtrailingNI8 = NIdf.rolling(4,axis=1).sum().iloc[:,4:]\n",
    "\n",
    "# 현 분기 YoY growth, simple return\n",
    "YY,Q = naming(path)\n",
    "FourQtrailingNI8[\"4QTrailing NI YoYGrowth\"] = FourQtrailingNI8[f\"순이익{YY}년{Q}\"]/FourQtrailingNI8[f\"순이익{YY-1}년{Q}\"] -1\n",
    "\n",
    "\n",
    "### FILTER CONDITION\n",
    "# 4QTrailing 순이익 현 분기 YoY growth > 0\n",
    "condition_4QTrailingNIyoygrowth = FourQtrailingNI8[\"4QTrailing NI YoYGrowth\"] > 0\n",
    "\n",
    "### FILTER CONDITION\n",
    "# 4QTrailing 순이익 현 분기 YoY growth > 0, 9분기 all True\n",
    "condition_9QTrailingNIpositive = (FourQtrailingNI > 0).all(axis=1);"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "id": "2e477651",
   "metadata": {
    "scrolled": true
   },
   "outputs": [],
   "source": [
    "# Computing Periods settings\n",
    "YY,Q = naming(path) # YoY = YY,Q & YY-1,Q\n",
    "YY0, Q0 = backwardQcounter(YY,Q,N=1) # QoQ = YY,Q & YY0,Q0(N=1)\n",
    "\n",
    "# 영업이익 YoY, QoQ growth\n",
    "OPdf[\"Q4 YoY OP growth\"] = OPdf[f\"영업이익{YY}년{Q}\"]/OPdf[f\"영업이익{YY-1}년{Q}\"] - 1\n",
    "OPdf[\"Q4 QoQ OP growth\"] = OPdf[f\"영업이익{YY}년{Q}\"]/OPdf[f\"영업이익{YY0}년{Q0}\"] - 1\n",
    "\n",
    "### FILTER CONDITION\n",
    "# 영업이익 YoY, QoQ growth > 0\n",
    "condition_OPYoYcurrentQgrowth = OPdf[\"Q4 YoY OP growth\"] > 0\n",
    "condition_OPQoQcurrentQgrowth = OPdf[\"Q4 QoQ OP growth\"] > 0\n",
    "\n",
    "# 순이익 YoY, QoQ growth\n",
    "NIdf[\"Q4 YoY OP growth\"] = NIdf[f\"순이익{YY}년{Q}\"]/NIdf[f\"순이익{YY-1}년{Q}\"] - 1\n",
    "NIdf[\"Q4 QoQ OP growth\"] = NIdf[f\"순이익{YY}년{Q}\"]/NIdf[f\"순이익{YY0}년{Q0}\"] - 1\n",
    "\n",
    "### FILTER CONDITION\n",
    "# 순이익 YoY, QoQ growth > 0\n",
    "condition_NIYoYcurrentQgrowth = NIdf[\"Q4 YoY OP growth\"] > 0\n",
    "condition_NIQoQcurrentQgrowth = NIdf[\"Q4 QoQ OP growth\"] > 0\n",
    "\n",
    "\n",
    "### FILTER CONDITION\n",
    "# Valuations conditions\n",
    "condition_POR = (0 <= TotalData[\"발표POR\"]) & (TotalData[\"발표POR\"] <= 10)\n",
    "condition_CFO = TotalData['영업활동현금흐름(억)'] > 0;"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "id": "8308267d",
   "metadata": {
    "scrolled": false
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
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       "\n",
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       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>회사명</th>\n",
       "      <th>영업이익20년1Q</th>\n",
       "      <th>영업이익20년2Q</th>\n",
       "      <th>영업이익20년3Q</th>\n",
       "      <th>순이익19년4Q</th>\n",
       "      <th>순이익20년1Q</th>\n",
       "      <th>순이익20년2Q</th>\n",
       "      <th>순이익20년3Q</th>\n",
       "      <th>시가총액(억)</th>\n",
       "      <th>발표PSR</th>\n",
       "      <th>...</th>\n",
       "      <th>순이익21년1Q</th>\n",
       "      <th>순이익21년2Q</th>\n",
       "      <th>순이익21년3Q</th>\n",
       "      <th>순이익21년4Q</th>\n",
       "      <th>순이익22년1Q</th>\n",
       "      <th>순이익22년2Q</th>\n",
       "      <th>순이익22년3Q</th>\n",
       "      <th>PCR</th>\n",
       "      <th>MV/EBITDA</th>\n",
       "      <th>가치지표통합순위</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>코드번호</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>A000540</th>\n",
       "      <td>흥국화재</td>\n",
       "      <td>-85</td>\n",
       "      <td>237</td>\n",
       "      <td>9</td>\n",
       "      <td>5</td>\n",
       "      <td>-63</td>\n",
       "      <td>198</td>\n",
       "      <td>10</td>\n",
       "      <td>2011</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>149</td>\n",
       "      <td>128</td>\n",
       "      <td>322</td>\n",
       "      <td>22</td>\n",
       "      <td>486</td>\n",
       "      <td>215</td>\n",
       "      <td>449</td>\n",
       "      <td>1.0</td>\n",
       "      <td>4.0</td>\n",
       "      <td>1.6</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A036710</th>\n",
       "      <td>심텍홀딩스</td>\n",
       "      <td>132</td>\n",
       "      <td>297</td>\n",
       "      <td>308</td>\n",
       "      <td>12</td>\n",
       "      <td>37</td>\n",
       "      <td>107</td>\n",
       "      <td>93</td>\n",
       "      <td>1661</td>\n",
       "      <td>3.0</td>\n",
       "      <td>...</td>\n",
       "      <td>23</td>\n",
       "      <td>60</td>\n",
       "      <td>152</td>\n",
       "      <td>39</td>\n",
       "      <td>172</td>\n",
       "      <td>94</td>\n",
       "      <td>278</td>\n",
       "      <td>2.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>4.1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A138040</th>\n",
       "      <td>메리츠금융지주</td>\n",
       "      <td>2,683</td>\n",
       "      <td>3,512</td>\n",
       "      <td>3,625</td>\n",
       "      <td>1,134</td>\n",
       "      <td>917</td>\n",
       "      <td>1,445</td>\n",
       "      <td>1,305</td>\n",
       "      <td>48796</td>\n",
       "      <td>48.0</td>\n",
       "      <td>...</td>\n",
       "      <td>1787</td>\n",
       "      <td>1864</td>\n",
       "      <td>2234</td>\n",
       "      <td>2008</td>\n",
       "      <td>3352</td>\n",
       "      <td>2311</td>\n",
       "      <td>3205</td>\n",
       "      <td>3.0</td>\n",
       "      <td>8.0</td>\n",
       "      <td>22.8</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A009970</th>\n",
       "      <td>영원무역홀딩스</td>\n",
       "      <td>572</td>\n",
       "      <td>596</td>\n",
       "      <td>1,159</td>\n",
       "      <td>265</td>\n",
       "      <td>304</td>\n",
       "      <td>181</td>\n",
       "      <td>385</td>\n",
       "      <td>8100</td>\n",
       "      <td>6.0</td>\n",
       "      <td>...</td>\n",
       "      <td>373</td>\n",
       "      <td>382</td>\n",
       "      <td>704</td>\n",
       "      <td>750</td>\n",
       "      <td>681</td>\n",
       "      <td>1020</td>\n",
       "      <td>1395</td>\n",
       "      <td>4.0</td>\n",
       "      <td>2.0</td>\n",
       "      <td>3.6</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A007810</th>\n",
       "      <td>코리아써키트</td>\n",
       "      <td>89</td>\n",
       "      <td>16</td>\n",
       "      <td>91</td>\n",
       "      <td>-61</td>\n",
       "      <td>81</td>\n",
       "      <td>36</td>\n",
       "      <td>73</td>\n",
       "      <td>3212</td>\n",
       "      <td>5.0</td>\n",
       "      <td>...</td>\n",
       "      <td>68</td>\n",
       "      <td>29</td>\n",
       "      <td>231</td>\n",
       "      <td>234</td>\n",
       "      <td>203</td>\n",
       "      <td>170</td>\n",
       "      <td>274</td>\n",
       "      <td>5.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>7.8</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>5 rows × 35 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "             회사명 영업이익20년1Q 영업이익20년2Q 영업이익20년3Q 순이익19년4Q 순이익20년1Q 순이익20년2Q  \\\n",
       "코드번호                                                                        \n",
       "A000540     흥국화재       -85       237         9        5      -63      198   \n",
       "A036710    심텍홀딩스       132       297       308       12       37      107   \n",
       "A138040  메리츠금융지주     2,683     3,512     3,625    1,134      917    1,445   \n",
       "A009970  영원무역홀딩스       572       596     1,159      265      304      181   \n",
       "A007810   코리아써키트        89        16        91      -61       81       36   \n",
       "\n",
       "        순이익20년3Q  시가총액(억)  발표PSR  ...  순이익21년1Q  순이익21년2Q  순이익21년3Q  순이익21년4Q  \\\n",
       "코드번호                              ...                                           \n",
       "A000540       10     2011    1.0  ...       149       128       322        22   \n",
       "A036710       93     1661    3.0  ...        23        60       152        39   \n",
       "A138040    1,305    48796   48.0  ...      1787      1864      2234      2008   \n",
       "A009970      385     8100    6.0  ...       373       382       704       750   \n",
       "A007810       73     3212    5.0  ...        68        29       231       234   \n",
       "\n",
       "         순이익22년1Q  순이익22년2Q  순이익22년3Q  PCR  MV/EBITDA  가치지표통합순위  \n",
       "코드번호                                                             \n",
       "A000540       486       215       449  1.0        4.0       1.6  \n",
       "A036710       172        94       278  2.0        1.0       4.1  \n",
       "A138040      3352      2311      3205  3.0        8.0      22.8  \n",
       "A009970       681      1020      1395  4.0        2.0       3.6  \n",
       "A007810       203       170       274  5.0        5.0       7.8  \n",
       "\n",
       "[5 rows x 35 columns]"
      ]
     },
     "execution_count": 12,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "filteredDF = TotalData[condition_OPGeomean & \n",
    "   condition_4QTrailingNIyoygrowth & \n",
    "   condition_9QTrailingNIpositive & \n",
    "   condition_OPYoYcurrentQgrowth & \n",
    "   condition_OPQoQcurrentQgrowth & \n",
    "   condition_NIYoYcurrentQgrowth &\n",
    "   condition_NIQoQcurrentQgrowth &\n",
    "   condition_POR &\n",
    "   condition_CFO]\n",
    "\n",
    "# Valuation 지표 컬럼 추가\n",
    "filteredDF[\"PCR\"] = filteredDF['시가총액(억)'] / filteredDF['영업활동현금흐름(억)']\n",
    "filteredDF[\"MV/EBITDA\"] = filteredDF['시가총액(억)'] / filteredDF['EBITDA(억)']\n",
    "\n",
    "filteredDF = filteredDF[filteredDF['PCR'] > 0]\n",
    "filteredDF = filteredDF[filteredDF['발표PER'] > 0]\n",
    "filteredDF = filteredDF[filteredDF['발표PBR'] > 0]\n",
    "filteredDF = filteredDF[filteredDF['MV/EBITDA'] > 0]\n",
    "filteredDF = filteredDF[filteredDF['발표PSR'] > 0]\n",
    "\n",
    "filteredDF['PCR'] = filteredDF['PCR'].rank(ascending=True)\n",
    "filteredDF['발표PER'] = filteredDF['발표PER'].rank(ascending=True)\n",
    "filteredDF['발표PBR'] = filteredDF['발표PBR'].rank(ascending=True)\n",
    "filteredDF['MV/EBITDA'] = filteredDF['MV/EBITDA'].rank(ascending=True)\n",
    "filteredDF['발표PSR'] = filteredDF['발표PSR'].rank(ascending=True)\n",
    "\n",
    "filteredDF[\"가치지표통합순위\"] = np.mean(filteredDF[['발표PSR','발표PBR','발표PER',\"PCR\",\"MV/EBITDA\"]],axis=1)\n",
    "\n",
    "\n",
    "# 정렬기준 사용가능: \"가치지표통합순위\",'발표PSR','발표PBR','발표PER',\"PCR\",\"MV/EBITDA\"\n",
    "filtered_list = filteredDF[\"PCR\"].sort_values().index.to_list() \n",
    "filteredDF.loc[filtered_list].head(5)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "id": "a52886c4",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "현 분기: 2022 12월, 3Q\n"
     ]
    }
   ],
   "source": [
    "#YY,Q = naming(path)\n",
    "Qclassify = {'06':'1Q','09':'2Q','12':'3Q','03':'4Q'}\n",
    "\n",
    "MM = list(Qclassify.keys())[list(Qclassify.values()).index(Q)]\n",
    "\n",
    "if Q == '4Q': # 현 분기를 날짜로 표현할때 4Q = 분기로 표현한 Year + 1\n",
    "    YY += 1\n",
    "\n",
    "current = f\"현 분기: 20{YY} {MM}월, {Q}\" \n",
    "print(current)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "id": "f73dc380",
   "metadata": {
    "scrolled": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "A000540 834.0 True 22 09\n",
      "A036710 957.0 True 22 09\n",
      "A138040 22857.0 True 22 09\n",
      "A009970 2600.0 True 22 09\n",
      "A007810 489.0 True 22 09\n",
      "A010780 696.0 True 22 09\n",
      "A007340 557.0 True 22 09\n",
      "A010100 83.0 True 22 09\n",
      "A000060 4364.0 True 22 09\n",
      "A265520 294.0 True 22 09\n",
      "A155660 215.0 True 22 09\n",
      "A000990 2108.0 True 22 09\n",
      "A009070 200.0 True 22 09\n",
      "A066900 -18.0 False 22 09\n",
      "A222800 1183.0 True 22 09\n",
      "A008260 -10.0 False 22 09\n",
      "A045100 220.0 True 22 09\n",
      "A067280 167.0 True 22 09\n",
      "A195870 602.0 True 22 09\n",
      "A090460 811.0 True 22 09\n",
      "A001340 51.0 True 22 09\n",
      "A215200 415.0 True 22 09\n",
      "A008370 49.0 True 22 09\n",
      "A111770 3156.0 True 22 09\n",
      "A183300 300.0 True 22 09\n",
      "A011070 -324.0 False 22 09\n",
      "A356860 163.0 True 22 09\n",
      "A319660 175.0 True 22 09\n",
      "A036670 69.0 True 22 09\n",
      "A155650 95.0 True 22 09\n",
      "A058630 66.0 True 22 09\n",
      "A205100 38.0 True 22 09\n",
      "A014570 36.0 True 22 09\n",
      "A140070 213.0 True 22 09\n",
      "A007570 102.0 True 22 09\n",
      "A093320 95.0 True 22 09\n",
      "A003220 125.0 True 22 09\n",
      "A030000 1929.0 True 22 09\n",
      "A083450 155.0 True 22 09\n",
      "A094840 -1.0 False 22 09\n",
      "A094820 7.0 True 22 09\n",
      "A005290 773.0 True 22 09\n",
      "A101160 41.0 True 22 09\n",
      "A092070 82.0 True 22 09\n",
      "A083310 31.0 True 22 09\n",
      "A131220 12.0 True 22 09\n",
      "A250000 39.0 True 22 09\n",
      "A143160 116.0 True 22 09\n",
      "A036890 114.0 True 22 09\n",
      "A009780 -69.0 False 22 09\n",
      "A007370 22.0 True 22 09\n"
     ]
    }
   ],
   "source": [
    "### FnGuide 크롤링은 최근 4분기 for Quarterly, 최근 4년(이번 연도 진행중 포함) for Annual만 제공\n",
    "# 최근 분기 영업활동현금흐름 크롤링 & 양수 확인\n",
    "bool_list = []\n",
    "\n",
    "for company in filtered_list:\n",
    "    ### 크롤링할 영활현 Date설정 분기: \"03\"(4Q), \"06\"(1Q), \"09\"(2Q), \"12\"(3Q)\n",
    "    # 가장 최근 분기 참고\n",
    "    #YY,Q = naming(path)\n",
    "    MM = list(Qclassify.keys())[list(Qclassify.values()).index(Q)]\n",
    "    OCF = searchCF(company,Quarterly,\"20\"+str(YY),MM)\n",
    "    \n",
    "    try:\n",
    "        if OCF == None:\n",
    "            if Q == '4Q': # 현 날짜를 분기로 표현할때 4Q = 날짜로 표현한 Year - 1\n",
    "                YY -= 1 \n",
    "            MM = list(Qclassify.keys())[list(Qclassify.values()).index(Q)-1]\n",
    "            OCF = searchCF(company,Quarterly,\"20\"+str(YY),MM)\n",
    "            #print(company,OCF, OCF > 0, MM)\n",
    "        if OCF > 0:\n",
    "            bool_list.append(True)\n",
    "        else: # including nan values for companies without quarterly OCF data\n",
    "            bool_list.append(False)\n",
    "    \n",
    "    except TypeError as e:\n",
    "        print(company, \"None\")\n",
    "        bool_list.append(False)\n",
    "        continue\n",
    "     \n",
    "    print(company,OCF, OCF > 0, YY,MM)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "id": "14f5eca2",
   "metadata": {
    "scrolled": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "현 분기: 2022 12월, 3Q\n"
     ]
    },
    {
     "data": {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>회사명</th>\n",
       "      <th>영업이익20년1Q</th>\n",
       "      <th>영업이익20년2Q</th>\n",
       "      <th>영업이익20년3Q</th>\n",
       "      <th>순이익19년4Q</th>\n",
       "      <th>순이익20년1Q</th>\n",
       "      <th>순이익20년2Q</th>\n",
       "      <th>순이익20년3Q</th>\n",
       "      <th>시가총액(억)</th>\n",
       "      <th>발표PSR</th>\n",
       "      <th>...</th>\n",
       "      <th>순이익21년1Q</th>\n",
       "      <th>순이익21년2Q</th>\n",
       "      <th>순이익21년3Q</th>\n",
       "      <th>순이익21년4Q</th>\n",
       "      <th>순이익22년1Q</th>\n",
       "      <th>순이익22년2Q</th>\n",
       "      <th>순이익22년3Q</th>\n",
       "      <th>PCR</th>\n",
       "      <th>MV/EBITDA</th>\n",
       "      <th>가치지표통합순위</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>코드번호</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>A000540</th>\n",
       "      <td>흥국화재</td>\n",
       "      <td>-85</td>\n",
       "      <td>237</td>\n",
       "      <td>9</td>\n",
       "      <td>5</td>\n",
       "      <td>-63</td>\n",
       "      <td>198</td>\n",
       "      <td>10</td>\n",
       "      <td>2011</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>149</td>\n",
       "      <td>128</td>\n",
       "      <td>322</td>\n",
       "      <td>22</td>\n",
       "      <td>486</td>\n",
       "      <td>215</td>\n",
       "      <td>449</td>\n",
       "      <td>1.0</td>\n",
       "      <td>4.0</td>\n",
       "      <td>1.6</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A036710</th>\n",
       "      <td>심텍홀딩스</td>\n",
       "      <td>132</td>\n",
       "      <td>297</td>\n",
       "      <td>308</td>\n",
       "      <td>12</td>\n",
       "      <td>37</td>\n",
       "      <td>107</td>\n",
       "      <td>93</td>\n",
       "      <td>1661</td>\n",
       "      <td>3.0</td>\n",
       "      <td>...</td>\n",
       "      <td>23</td>\n",
       "      <td>60</td>\n",
       "      <td>152</td>\n",
       "      <td>39</td>\n",
       "      <td>172</td>\n",
       "      <td>94</td>\n",
       "      <td>278</td>\n",
       "      <td>2.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>4.1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A138040</th>\n",
       "      <td>메리츠금융지주</td>\n",
       "      <td>2,683</td>\n",
       "      <td>3,512</td>\n",
       "      <td>3,625</td>\n",
       "      <td>1,134</td>\n",
       "      <td>917</td>\n",
       "      <td>1,445</td>\n",
       "      <td>1,305</td>\n",
       "      <td>48796</td>\n",
       "      <td>48.0</td>\n",
       "      <td>...</td>\n",
       "      <td>1787</td>\n",
       "      <td>1864</td>\n",
       "      <td>2234</td>\n",
       "      <td>2008</td>\n",
       "      <td>3352</td>\n",
       "      <td>2311</td>\n",
       "      <td>3205</td>\n",
       "      <td>3.0</td>\n",
       "      <td>8.0</td>\n",
       "      <td>22.8</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A009970</th>\n",
       "      <td>영원무역홀딩스</td>\n",
       "      <td>572</td>\n",
       "      <td>596</td>\n",
       "      <td>1,159</td>\n",
       "      <td>265</td>\n",
       "      <td>304</td>\n",
       "      <td>181</td>\n",
       "      <td>385</td>\n",
       "      <td>8100</td>\n",
       "      <td>6.0</td>\n",
       "      <td>...</td>\n",
       "      <td>373</td>\n",
       "      <td>382</td>\n",
       "      <td>704</td>\n",
       "      <td>750</td>\n",
       "      <td>681</td>\n",
       "      <td>1020</td>\n",
       "      <td>1395</td>\n",
       "      <td>4.0</td>\n",
       "      <td>2.0</td>\n",
       "      <td>3.6</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A007810</th>\n",
       "      <td>코리아써키트</td>\n",
       "      <td>89</td>\n",
       "      <td>16</td>\n",
       "      <td>91</td>\n",
       "      <td>-61</td>\n",
       "      <td>81</td>\n",
       "      <td>36</td>\n",
       "      <td>73</td>\n",
       "      <td>3212</td>\n",
       "      <td>5.0</td>\n",
       "      <td>...</td>\n",
       "      <td>68</td>\n",
       "      <td>29</td>\n",
       "      <td>231</td>\n",
       "      <td>234</td>\n",
       "      <td>203</td>\n",
       "      <td>170</td>\n",
       "      <td>274</td>\n",
       "      <td>5.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>7.8</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A010780</th>\n",
       "      <td>아이에스동서</td>\n",
       "      <td>281</td>\n",
       "      <td>569</td>\n",
       "      <td>716</td>\n",
       "      <td>169</td>\n",
       "      <td>84</td>\n",
       "      <td>192</td>\n",
       "      <td>836</td>\n",
       "      <td>9206</td>\n",
       "      <td>12.0</td>\n",
       "      <td>...</td>\n",
       "      <td>119</td>\n",
       "      <td>-2</td>\n",
       "      <td>292</td>\n",
       "      <td>641</td>\n",
       "      <td>792</td>\n",
       "      <td>519</td>\n",
       "      <td>545</td>\n",
       "      <td>6.0</td>\n",
       "      <td>7.0</td>\n",
       "      <td>9.7</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A007340</th>\n",
       "      <td>디티알오토모티브</td>\n",
       "      <td>203</td>\n",
       "      <td>27</td>\n",
       "      <td>258</td>\n",
       "      <td>134</td>\n",
       "      <td>204</td>\n",
       "      <td>10</td>\n",
       "      <td>166</td>\n",
       "      <td>6896</td>\n",
       "      <td>9.0</td>\n",
       "      <td>...</td>\n",
       "      <td>206</td>\n",
       "      <td>185</td>\n",
       "      <td>91</td>\n",
       "      <td>326</td>\n",
       "      <td>283</td>\n",
       "      <td>482</td>\n",
       "      <td>839</td>\n",
       "      <td>7.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>8.2</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A010100</th>\n",
       "      <td>한국프랜지</td>\n",
       "      <td>63</td>\n",
       "      <td>-56</td>\n",
       "      <td>59</td>\n",
       "      <td>4</td>\n",
       "      <td>69</td>\n",
       "      <td>-53</td>\n",
       "      <td>55</td>\n",
       "      <td>877</td>\n",
       "      <td>2.0</td>\n",
       "      <td>...</td>\n",
       "      <td>90</td>\n",
       "      <td>37</td>\n",
       "      <td>21</td>\n",
       "      <td>38</td>\n",
       "      <td>70</td>\n",
       "      <td>76</td>\n",
       "      <td>195</td>\n",
       "      <td>8.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>3.6</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A000060</th>\n",
       "      <td>메리츠화재</td>\n",
       "      <td>1,463</td>\n",
       "      <td>1,462</td>\n",
       "      <td>1,545</td>\n",
       "      <td>675</td>\n",
       "      <td>1,027</td>\n",
       "      <td>1,066</td>\n",
       "      <td>1,108</td>\n",
       "      <td>51657</td>\n",
       "      <td>14.0</td>\n",
       "      <td>...</td>\n",
       "      <td>1315</td>\n",
       "      <td>1640</td>\n",
       "      <td>1708</td>\n",
       "      <td>1936</td>\n",
       "      <td>2148</td>\n",
       "      <td>2323</td>\n",
       "      <td>2597</td>\n",
       "      <td>9.0</td>\n",
       "      <td>23.0</td>\n",
       "      <td>24.5</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A265520</th>\n",
       "      <td>AP시스템</td>\n",
       "      <td>79</td>\n",
       "      <td>88</td>\n",
       "      <td>171</td>\n",
       "      <td>20</td>\n",
       "      <td>82</td>\n",
       "      <td>47</td>\n",
       "      <td>114</td>\n",
       "      <td>2911</td>\n",
       "      <td>18.0</td>\n",
       "      <td>...</td>\n",
       "      <td>140</td>\n",
       "      <td>113</td>\n",
       "      <td>176</td>\n",
       "      <td>143</td>\n",
       "      <td>129</td>\n",
       "      <td>267</td>\n",
       "      <td>417</td>\n",
       "      <td>10.0</td>\n",
       "      <td>19.0</td>\n",
       "      <td>14.9</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A155660</th>\n",
       "      <td>DSR</td>\n",
       "      <td>32</td>\n",
       "      <td>38</td>\n",
       "      <td>24</td>\n",
       "      <td>15</td>\n",
       "      <td>26</td>\n",
       "      <td>27</td>\n",
       "      <td>19</td>\n",
       "      <td>986</td>\n",
       "      <td>10.0</td>\n",
       "      <td>...</td>\n",
       "      <td>41</td>\n",
       "      <td>30</td>\n",
       "      <td>38</td>\n",
       "      <td>13</td>\n",
       "      <td>76</td>\n",
       "      <td>52</td>\n",
       "      <td>96</td>\n",
       "      <td>11.0</td>\n",
       "      <td>14.0</td>\n",
       "      <td>11.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A000990</th>\n",
       "      <td>DB하이텍</td>\n",
       "      <td>647</td>\n",
       "      <td>771</td>\n",
       "      <td>671</td>\n",
       "      <td>126</td>\n",
       "      <td>551</td>\n",
       "      <td>504</td>\n",
       "      <td>470</td>\n",
       "      <td>18714</td>\n",
       "      <td>41.0</td>\n",
       "      <td>...</td>\n",
       "      <td>478</td>\n",
       "      <td>590</td>\n",
       "      <td>927</td>\n",
       "      <td>1174</td>\n",
       "      <td>1587</td>\n",
       "      <td>1609</td>\n",
       "      <td>1708</td>\n",
       "      <td>12.0</td>\n",
       "      <td>11.0</td>\n",
       "      <td>19.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A009070</th>\n",
       "      <td>KCTC</td>\n",
       "      <td>36</td>\n",
       "      <td>55</td>\n",
       "      <td>54</td>\n",
       "      <td>14</td>\n",
       "      <td>29</td>\n",
       "      <td>0</td>\n",
       "      <td>40</td>\n",
       "      <td>1427</td>\n",
       "      <td>4.0</td>\n",
       "      <td>...</td>\n",
       "      <td>28</td>\n",
       "      <td>61</td>\n",
       "      <td>68</td>\n",
       "      <td>46</td>\n",
       "      <td>87</td>\n",
       "      <td>77</td>\n",
       "      <td>100</td>\n",
       "      <td>13.0</td>\n",
       "      <td>10.0</td>\n",
       "      <td>10.8</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A222800</th>\n",
       "      <td>심텍</td>\n",
       "      <td>137</td>\n",
       "      <td>307</td>\n",
       "      <td>307</td>\n",
       "      <td>1</td>\n",
       "      <td>82</td>\n",
       "      <td>235</td>\n",
       "      <td>227</td>\n",
       "      <td>9779</td>\n",
       "      <td>18.0</td>\n",
       "      <td>...</td>\n",
       "      <td>63</td>\n",
       "      <td>170</td>\n",
       "      <td>528</td>\n",
       "      <td>411</td>\n",
       "      <td>606</td>\n",
       "      <td>847</td>\n",
       "      <td>991</td>\n",
       "      <td>15.0</td>\n",
       "      <td>9.0</td>\n",
       "      <td>17.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A045100</th>\n",
       "      <td>한양이엔지</td>\n",
       "      <td>112</td>\n",
       "      <td>175</td>\n",
       "      <td>289</td>\n",
       "      <td>-37</td>\n",
       "      <td>127</td>\n",
       "      <td>141</td>\n",
       "      <td>220</td>\n",
       "      <td>2682</td>\n",
       "      <td>8.0</td>\n",
       "      <td>...</td>\n",
       "      <td>112</td>\n",
       "      <td>104</td>\n",
       "      <td>109</td>\n",
       "      <td>134</td>\n",
       "      <td>111</td>\n",
       "      <td>191</td>\n",
       "      <td>244</td>\n",
       "      <td>17.0</td>\n",
       "      <td>17.0</td>\n",
       "      <td>12.4</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A067280</th>\n",
       "      <td>멀티캠퍼스</td>\n",
       "      <td>13</td>\n",
       "      <td>13</td>\n",
       "      <td>38</td>\n",
       "      <td>59</td>\n",
       "      <td>9</td>\n",
       "      <td>10</td>\n",
       "      <td>30</td>\n",
       "      <td>2098</td>\n",
       "      <td>21.5</td>\n",
       "      <td>...</td>\n",
       "      <td>19</td>\n",
       "      <td>59</td>\n",
       "      <td>67</td>\n",
       "      <td>59</td>\n",
       "      <td>51</td>\n",
       "      <td>73</td>\n",
       "      <td>87</td>\n",
       "      <td>18.0</td>\n",
       "      <td>22.0</td>\n",
       "      <td>25.3</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A195870</th>\n",
       "      <td>해성디에스</td>\n",
       "      <td>103</td>\n",
       "      <td>147</td>\n",
       "      <td>125</td>\n",
       "      <td>55</td>\n",
       "      <td>91</td>\n",
       "      <td>103</td>\n",
       "      <td>84</td>\n",
       "      <td>6894</td>\n",
       "      <td>28.0</td>\n",
       "      <td>...</td>\n",
       "      <td>93</td>\n",
       "      <td>147</td>\n",
       "      <td>229</td>\n",
       "      <td>243</td>\n",
       "      <td>398</td>\n",
       "      <td>458</td>\n",
       "      <td>515</td>\n",
       "      <td>19.0</td>\n",
       "      <td>16.0</td>\n",
       "      <td>23.9</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A090460</th>\n",
       "      <td>비에이치</td>\n",
       "      <td>35</td>\n",
       "      <td>-23</td>\n",
       "      <td>303</td>\n",
       "      <td>-4</td>\n",
       "      <td>141</td>\n",
       "      <td>-102</td>\n",
       "      <td>285</td>\n",
       "      <td>8513</td>\n",
       "      <td>16.0</td>\n",
       "      <td>...</td>\n",
       "      <td>-93</td>\n",
       "      <td>46</td>\n",
       "      <td>465</td>\n",
       "      <td>400</td>\n",
       "      <td>294</td>\n",
       "      <td>330</td>\n",
       "      <td>678</td>\n",
       "      <td>20.0</td>\n",
       "      <td>25.0</td>\n",
       "      <td>23.2</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A001340</th>\n",
       "      <td>백광산업</td>\n",
       "      <td>41</td>\n",
       "      <td>49</td>\n",
       "      <td>16</td>\n",
       "      <td>24</td>\n",
       "      <td>25</td>\n",
       "      <td>40</td>\n",
       "      <td>8</td>\n",
       "      <td>2003</td>\n",
       "      <td>31.0</td>\n",
       "      <td>...</td>\n",
       "      <td>35</td>\n",
       "      <td>24</td>\n",
       "      <td>43</td>\n",
       "      <td>47</td>\n",
       "      <td>70</td>\n",
       "      <td>49</td>\n",
       "      <td>57</td>\n",
       "      <td>21.0</td>\n",
       "      <td>24.0</td>\n",
       "      <td>26.8</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A215200</th>\n",
       "      <td>메가스터디교육</td>\n",
       "      <td>-5</td>\n",
       "      <td>132</td>\n",
       "      <td>183</td>\n",
       "      <td>11</td>\n",
       "      <td>12</td>\n",
       "      <td>102</td>\n",
       "      <td>118</td>\n",
       "      <td>9549</td>\n",
       "      <td>42.0</td>\n",
       "      <td>...</td>\n",
       "      <td>119</td>\n",
       "      <td>248</td>\n",
       "      <td>352</td>\n",
       "      <td>92</td>\n",
       "      <td>217</td>\n",
       "      <td>314</td>\n",
       "      <td>423</td>\n",
       "      <td>22.0</td>\n",
       "      <td>28.0</td>\n",
       "      <td>36.2</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A008370</th>\n",
       "      <td>원풍</td>\n",
       "      <td>11</td>\n",
       "      <td>18</td>\n",
       "      <td>17</td>\n",
       "      <td>-3</td>\n",
       "      <td>19</td>\n",
       "      <td>13</td>\n",
       "      <td>13</td>\n",
       "      <td>636</td>\n",
       "      <td>24.5</td>\n",
       "      <td>...</td>\n",
       "      <td>14</td>\n",
       "      <td>9</td>\n",
       "      <td>13</td>\n",
       "      <td>15</td>\n",
       "      <td>24</td>\n",
       "      <td>30</td>\n",
       "      <td>46</td>\n",
       "      <td>23.0</td>\n",
       "      <td>33.0</td>\n",
       "      <td>23.7</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A111770</th>\n",
       "      <td>영원무역</td>\n",
       "      <td>506</td>\n",
       "      <td>517</td>\n",
       "      <td>1,090</td>\n",
       "      <td>200</td>\n",
       "      <td>424</td>\n",
       "      <td>292</td>\n",
       "      <td>722</td>\n",
       "      <td>20361</td>\n",
       "      <td>18.0</td>\n",
       "      <td>...</td>\n",
       "      <td>493</td>\n",
       "      <td>620</td>\n",
       "      <td>1154</td>\n",
       "      <td>715</td>\n",
       "      <td>988</td>\n",
       "      <td>1710</td>\n",
       "      <td>2265</td>\n",
       "      <td>24.0</td>\n",
       "      <td>13.0</td>\n",
       "      <td>15.8</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A183300</th>\n",
       "      <td>코미코</td>\n",
       "      <td>89</td>\n",
       "      <td>84</td>\n",
       "      <td>118</td>\n",
       "      <td>45</td>\n",
       "      <td>59</td>\n",
       "      <td>32</td>\n",
       "      <td>111</td>\n",
       "      <td>4785</td>\n",
       "      <td>46.0</td>\n",
       "      <td>...</td>\n",
       "      <td>103</td>\n",
       "      <td>128</td>\n",
       "      <td>108</td>\n",
       "      <td>132</td>\n",
       "      <td>129</td>\n",
       "      <td>100</td>\n",
       "      <td>139</td>\n",
       "      <td>25.0</td>\n",
       "      <td>34.0</td>\n",
       "      <td>38.2</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A356860</th>\n",
       "      <td>티엘비</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>36</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>29</td>\n",
       "      <td>1962</td>\n",
       "      <td>30.0</td>\n",
       "      <td>...</td>\n",
       "      <td>20</td>\n",
       "      <td>24</td>\n",
       "      <td>41</td>\n",
       "      <td>39</td>\n",
       "      <td>77</td>\n",
       "      <td>84</td>\n",
       "      <td>113</td>\n",
       "      <td>27.0</td>\n",
       "      <td>30.0</td>\n",
       "      <td>31.8</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A319660</th>\n",
       "      <td>피에스케이</td>\n",
       "      <td>173</td>\n",
       "      <td>79</td>\n",
       "      <td>46</td>\n",
       "      <td>45</td>\n",
       "      <td>157</td>\n",
       "      <td>61</td>\n",
       "      <td>30</td>\n",
       "      <td>5011</td>\n",
       "      <td>37.0</td>\n",
       "      <td>...</td>\n",
       "      <td>215</td>\n",
       "      <td>250</td>\n",
       "      <td>202</td>\n",
       "      <td>100</td>\n",
       "      <td>159</td>\n",
       "      <td>227</td>\n",
       "      <td>387</td>\n",
       "      <td>28.0</td>\n",
       "      <td>26.0</td>\n",
       "      <td>29.5</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A036670</th>\n",
       "      <td>KCI</td>\n",
       "      <td>44</td>\n",
       "      <td>51</td>\n",
       "      <td>31</td>\n",
       "      <td>24</td>\n",
       "      <td>37</td>\n",
       "      <td>39</td>\n",
       "      <td>22</td>\n",
       "      <td>1035</td>\n",
       "      <td>34.0</td>\n",
       "      <td>...</td>\n",
       "      <td>10</td>\n",
       "      <td>21</td>\n",
       "      <td>44</td>\n",
       "      <td>26</td>\n",
       "      <td>32</td>\n",
       "      <td>54</td>\n",
       "      <td>58</td>\n",
       "      <td>29.0</td>\n",
       "      <td>29.0</td>\n",
       "      <td>29.8</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A155650</th>\n",
       "      <td>와이엠씨</td>\n",
       "      <td>17</td>\n",
       "      <td>21</td>\n",
       "      <td>26</td>\n",
       "      <td>12</td>\n",
       "      <td>18</td>\n",
       "      <td>18</td>\n",
       "      <td>18</td>\n",
       "      <td>1182</td>\n",
       "      <td>20.0</td>\n",
       "      <td>...</td>\n",
       "      <td>14</td>\n",
       "      <td>25</td>\n",
       "      <td>23</td>\n",
       "      <td>44</td>\n",
       "      <td>35</td>\n",
       "      <td>31</td>\n",
       "      <td>51</td>\n",
       "      <td>30.0</td>\n",
       "      <td>27.0</td>\n",
       "      <td>26.8</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A058630</th>\n",
       "      <td>엠게임</td>\n",
       "      <td>25</td>\n",
       "      <td>23</td>\n",
       "      <td>19</td>\n",
       "      <td>41</td>\n",
       "      <td>26</td>\n",
       "      <td>25</td>\n",
       "      <td>10</td>\n",
       "      <td>1573</td>\n",
       "      <td>50.0</td>\n",
       "      <td>...</td>\n",
       "      <td>48</td>\n",
       "      <td>50</td>\n",
       "      <td>52</td>\n",
       "      <td>64</td>\n",
       "      <td>44</td>\n",
       "      <td>39</td>\n",
       "      <td>54</td>\n",
       "      <td>31.0</td>\n",
       "      <td>45.0</td>\n",
       "      <td>41.2</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A205100</th>\n",
       "      <td>엑셈</td>\n",
       "      <td>6</td>\n",
       "      <td>10</td>\n",
       "      <td>33</td>\n",
       "      <td>29</td>\n",
       "      <td>14</td>\n",
       "      <td>11</td>\n",
       "      <td>31</td>\n",
       "      <td>1386</td>\n",
       "      <td>51.0</td>\n",
       "      <td>...</td>\n",
       "      <td>2</td>\n",
       "      <td>25</td>\n",
       "      <td>18</td>\n",
       "      <td>62</td>\n",
       "      <td>22</td>\n",
       "      <td>5</td>\n",
       "      <td>20</td>\n",
       "      <td>32.0</td>\n",
       "      <td>51.0</td>\n",
       "      <td>43.4</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A014570</th>\n",
       "      <td>고려제약</td>\n",
       "      <td>20</td>\n",
       "      <td>27</td>\n",
       "      <td>32</td>\n",
       "      <td>36</td>\n",
       "      <td>6</td>\n",
       "      <td>36</td>\n",
       "      <td>14</td>\n",
       "      <td>922</td>\n",
       "      <td>40.0</td>\n",
       "      <td>...</td>\n",
       "      <td>25</td>\n",
       "      <td>16</td>\n",
       "      <td>15</td>\n",
       "      <td>34</td>\n",
       "      <td>29</td>\n",
       "      <td>20</td>\n",
       "      <td>37</td>\n",
       "      <td>33.0</td>\n",
       "      <td>36.0</td>\n",
       "      <td>33.9</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A140070</th>\n",
       "      <td>서플러스글로벌</td>\n",
       "      <td>26</td>\n",
       "      <td>64</td>\n",
       "      <td>49</td>\n",
       "      <td>14</td>\n",
       "      <td>21</td>\n",
       "      <td>50</td>\n",
       "      <td>36</td>\n",
       "      <td>1443</td>\n",
       "      <td>24.5</td>\n",
       "      <td>...</td>\n",
       "      <td>60</td>\n",
       "      <td>51</td>\n",
       "      <td>43</td>\n",
       "      <td>122</td>\n",
       "      <td>91</td>\n",
       "      <td>37</td>\n",
       "      <td>58</td>\n",
       "      <td>34.0</td>\n",
       "      <td>21.0</td>\n",
       "      <td>23.3</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A007570</th>\n",
       "      <td>일양약품</td>\n",
       "      <td>68</td>\n",
       "      <td>75</td>\n",
       "      <td>114</td>\n",
       "      <td>0</td>\n",
       "      <td>32</td>\n",
       "      <td>24</td>\n",
       "      <td>49</td>\n",
       "      <td>3913</td>\n",
       "      <td>35.5</td>\n",
       "      <td>...</td>\n",
       "      <td>4</td>\n",
       "      <td>31</td>\n",
       "      <td>77</td>\n",
       "      <td>31</td>\n",
       "      <td>60</td>\n",
       "      <td>43</td>\n",
       "      <td>78</td>\n",
       "      <td>35.0</td>\n",
       "      <td>42.0</td>\n",
       "      <td>40.8</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A093320</th>\n",
       "      <td>케이아이엔엑스</td>\n",
       "      <td>45</td>\n",
       "      <td>45</td>\n",
       "      <td>43</td>\n",
       "      <td>47</td>\n",
       "      <td>31</td>\n",
       "      <td>53</td>\n",
       "      <td>32</td>\n",
       "      <td>2616</td>\n",
       "      <td>49.0</td>\n",
       "      <td>...</td>\n",
       "      <td>41</td>\n",
       "      <td>35</td>\n",
       "      <td>49</td>\n",
       "      <td>35</td>\n",
       "      <td>55</td>\n",
       "      <td>62</td>\n",
       "      <td>95</td>\n",
       "      <td>36.0</td>\n",
       "      <td>43.0</td>\n",
       "      <td>44.1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A003220</th>\n",
       "      <td>대원제약</td>\n",
       "      <td>101</td>\n",
       "      <td>74</td>\n",
       "      <td>50</td>\n",
       "      <td>86</td>\n",
       "      <td>74</td>\n",
       "      <td>45</td>\n",
       "      <td>35</td>\n",
       "      <td>4307</td>\n",
       "      <td>32.0</td>\n",
       "      <td>...</td>\n",
       "      <td>-81</td>\n",
       "      <td>30</td>\n",
       "      <td>63</td>\n",
       "      <td>57</td>\n",
       "      <td>105</td>\n",
       "      <td>74</td>\n",
       "      <td>111</td>\n",
       "      <td>37.0</td>\n",
       "      <td>40.0</td>\n",
       "      <td>40.2</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A030000</th>\n",
       "      <td>제일기획</td>\n",
       "      <td>305</td>\n",
       "      <td>538</td>\n",
       "      <td>594</td>\n",
       "      <td>364</td>\n",
       "      <td>240</td>\n",
       "      <td>335</td>\n",
       "      <td>419</td>\n",
       "      <td>27610</td>\n",
       "      <td>26.5</td>\n",
       "      <td>...</td>\n",
       "      <td>325</td>\n",
       "      <td>545</td>\n",
       "      <td>502</td>\n",
       "      <td>283</td>\n",
       "      <td>449</td>\n",
       "      <td>603</td>\n",
       "      <td>637</td>\n",
       "      <td>38.0</td>\n",
       "      <td>48.0</td>\n",
       "      <td>42.1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A083450</th>\n",
       "      <td>GST</td>\n",
       "      <td>78</td>\n",
       "      <td>53</td>\n",
       "      <td>21</td>\n",
       "      <td>51</td>\n",
       "      <td>82</td>\n",
       "      <td>44</td>\n",
       "      <td>13</td>\n",
       "      <td>1989</td>\n",
       "      <td>23.0</td>\n",
       "      <td>...</td>\n",
       "      <td>92</td>\n",
       "      <td>104</td>\n",
       "      <td>105</td>\n",
       "      <td>77</td>\n",
       "      <td>87</td>\n",
       "      <td>124</td>\n",
       "      <td>177</td>\n",
       "      <td>39.0</td>\n",
       "      <td>20.0</td>\n",
       "      <td>24.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A094820</th>\n",
       "      <td>일진파워</td>\n",
       "      <td>44</td>\n",
       "      <td>34</td>\n",
       "      <td>26</td>\n",
       "      <td>41</td>\n",
       "      <td>40</td>\n",
       "      <td>21</td>\n",
       "      <td>31</td>\n",
       "      <td>2013</td>\n",
       "      <td>35.5</td>\n",
       "      <td>...</td>\n",
       "      <td>38</td>\n",
       "      <td>46</td>\n",
       "      <td>16</td>\n",
       "      <td>53</td>\n",
       "      <td>53</td>\n",
       "      <td>50</td>\n",
       "      <td>73</td>\n",
       "      <td>41.0</td>\n",
       "      <td>50.0</td>\n",
       "      <td>40.1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A005290</th>\n",
       "      <td>동진쎄미켐</td>\n",
       "      <td>314</td>\n",
       "      <td>292</td>\n",
       "      <td>348</td>\n",
       "      <td>71</td>\n",
       "      <td>248</td>\n",
       "      <td>289</td>\n",
       "      <td>246</td>\n",
       "      <td>17070</td>\n",
       "      <td>43.5</td>\n",
       "      <td>...</td>\n",
       "      <td>244</td>\n",
       "      <td>191</td>\n",
       "      <td>310</td>\n",
       "      <td>287</td>\n",
       "      <td>379</td>\n",
       "      <td>393</td>\n",
       "      <td>549</td>\n",
       "      <td>42.0</td>\n",
       "      <td>46.0</td>\n",
       "      <td>45.4</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A101160</th>\n",
       "      <td>월덱스</td>\n",
       "      <td>69</td>\n",
       "      <td>95</td>\n",
       "      <td>98</td>\n",
       "      <td>36</td>\n",
       "      <td>71</td>\n",
       "      <td>87</td>\n",
       "      <td>65</td>\n",
       "      <td>3302</td>\n",
       "      <td>45.0</td>\n",
       "      <td>...</td>\n",
       "      <td>88</td>\n",
       "      <td>69</td>\n",
       "      <td>95</td>\n",
       "      <td>83</td>\n",
       "      <td>89</td>\n",
       "      <td>103</td>\n",
       "      <td>135</td>\n",
       "      <td>43.0</td>\n",
       "      <td>35.0</td>\n",
       "      <td>41.2</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A092070</th>\n",
       "      <td>디엔에프</td>\n",
       "      <td>13</td>\n",
       "      <td>38</td>\n",
       "      <td>38</td>\n",
       "      <td>-5</td>\n",
       "      <td>6</td>\n",
       "      <td>52</td>\n",
       "      <td>58</td>\n",
       "      <td>1689</td>\n",
       "      <td>43.5</td>\n",
       "      <td>...</td>\n",
       "      <td>20</td>\n",
       "      <td>21</td>\n",
       "      <td>20</td>\n",
       "      <td>60</td>\n",
       "      <td>32</td>\n",
       "      <td>38</td>\n",
       "      <td>40</td>\n",
       "      <td>44.0</td>\n",
       "      <td>41.0</td>\n",
       "      <td>39.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A083310</th>\n",
       "      <td>엘오티베큠</td>\n",
       "      <td>80</td>\n",
       "      <td>40</td>\n",
       "      <td>-34</td>\n",
       "      <td>-3</td>\n",
       "      <td>78</td>\n",
       "      <td>26</td>\n",
       "      <td>-28</td>\n",
       "      <td>2182</td>\n",
       "      <td>26.5</td>\n",
       "      <td>...</td>\n",
       "      <td>100</td>\n",
       "      <td>45</td>\n",
       "      <td>44</td>\n",
       "      <td>12</td>\n",
       "      <td>44</td>\n",
       "      <td>61</td>\n",
       "      <td>119</td>\n",
       "      <td>45.0</td>\n",
       "      <td>44.0</td>\n",
       "      <td>35.3</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A131220</th>\n",
       "      <td>대한과학</td>\n",
       "      <td>5</td>\n",
       "      <td>10</td>\n",
       "      <td>11</td>\n",
       "      <td>3</td>\n",
       "      <td>2</td>\n",
       "      <td>7</td>\n",
       "      <td>3</td>\n",
       "      <td>587</td>\n",
       "      <td>29.0</td>\n",
       "      <td>...</td>\n",
       "      <td>5</td>\n",
       "      <td>10</td>\n",
       "      <td>12</td>\n",
       "      <td>11</td>\n",
       "      <td>15</td>\n",
       "      <td>12</td>\n",
       "      <td>16</td>\n",
       "      <td>46.0</td>\n",
       "      <td>37.0</td>\n",
       "      <td>39.5</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A250000</th>\n",
       "      <td>보라티알</td>\n",
       "      <td>12</td>\n",
       "      <td>10</td>\n",
       "      <td>4</td>\n",
       "      <td>10</td>\n",
       "      <td>-9</td>\n",
       "      <td>15</td>\n",
       "      <td>5</td>\n",
       "      <td>743</td>\n",
       "      <td>39.0</td>\n",
       "      <td>...</td>\n",
       "      <td>18</td>\n",
       "      <td>15</td>\n",
       "      <td>5</td>\n",
       "      <td>24</td>\n",
       "      <td>130</td>\n",
       "      <td>24</td>\n",
       "      <td>37</td>\n",
       "      <td>47.0</td>\n",
       "      <td>39.0</td>\n",
       "      <td>30.4</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A143160</th>\n",
       "      <td>아이디스</td>\n",
       "      <td>54</td>\n",
       "      <td>56</td>\n",
       "      <td>42</td>\n",
       "      <td>23</td>\n",
       "      <td>51</td>\n",
       "      <td>40</td>\n",
       "      <td>34</td>\n",
       "      <td>2433</td>\n",
       "      <td>33.0</td>\n",
       "      <td>...</td>\n",
       "      <td>40</td>\n",
       "      <td>104</td>\n",
       "      <td>49</td>\n",
       "      <td>39</td>\n",
       "      <td>75</td>\n",
       "      <td>62</td>\n",
       "      <td>73</td>\n",
       "      <td>48.0</td>\n",
       "      <td>38.0</td>\n",
       "      <td>37.7</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A036890</th>\n",
       "      <td>진성티이씨</td>\n",
       "      <td>67</td>\n",
       "      <td>40</td>\n",
       "      <td>43</td>\n",
       "      <td>32</td>\n",
       "      <td>60</td>\n",
       "      <td>14</td>\n",
       "      <td>33</td>\n",
       "      <td>3136</td>\n",
       "      <td>21.5</td>\n",
       "      <td>...</td>\n",
       "      <td>54</td>\n",
       "      <td>33</td>\n",
       "      <td>24</td>\n",
       "      <td>59</td>\n",
       "      <td>78</td>\n",
       "      <td>95</td>\n",
       "      <td>214</td>\n",
       "      <td>49.0</td>\n",
       "      <td>31.0</td>\n",
       "      <td>33.1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>A007370</th>\n",
       "      <td>진양제약</td>\n",
       "      <td>2</td>\n",
       "      <td>7</td>\n",
       "      <td>14</td>\n",
       "      <td>-1</td>\n",
       "      <td>3</td>\n",
       "      <td>9</td>\n",
       "      <td>13</td>\n",
       "      <td>827</td>\n",
       "      <td>38.0</td>\n",
       "      <td>...</td>\n",
       "      <td>8</td>\n",
       "      <td>38</td>\n",
       "      <td>21</td>\n",
       "      <td>28</td>\n",
       "      <td>17</td>\n",
       "      <td>31</td>\n",
       "      <td>62</td>\n",
       "      <td>51.0</td>\n",
       "      <td>47.0</td>\n",
       "      <td>38.6</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>46 rows × 35 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "              회사명 영업이익20년1Q 영업이익20년2Q 영업이익20년3Q 순이익19년4Q 순이익20년1Q 순이익20년2Q  \\\n",
       "코드번호                                                                         \n",
       "A000540      흥국화재       -85       237         9        5      -63      198   \n",
       "A036710     심텍홀딩스       132       297       308       12       37      107   \n",
       "A138040   메리츠금융지주     2,683     3,512     3,625    1,134      917    1,445   \n",
       "A009970   영원무역홀딩스       572       596     1,159      265      304      181   \n",
       "A007810    코리아써키트        89        16        91      -61       81       36   \n",
       "A010780    아이에스동서       281       569       716      169       84      192   \n",
       "A007340  디티알오토모티브       203        27       258      134      204       10   \n",
       "A010100     한국프랜지        63       -56        59        4       69      -53   \n",
       "A000060     메리츠화재     1,463     1,462     1,545      675    1,027    1,066   \n",
       "A265520     AP시스템        79        88       171       20       82       47   \n",
       "A155660       DSR        32        38        24       15       26       27   \n",
       "A000990     DB하이텍       647       771       671      126      551      504   \n",
       "A009070      KCTC        36        55        54       14       29        0   \n",
       "A222800        심텍       137       307       307        1       82      235   \n",
       "A045100     한양이엔지       112       175       289      -37      127      141   \n",
       "A067280     멀티캠퍼스        13        13        38       59        9       10   \n",
       "A195870     해성디에스       103       147       125       55       91      103   \n",
       "A090460      비에이치        35       -23       303       -4      141     -102   \n",
       "A001340      백광산업        41        49        16       24       25       40   \n",
       "A215200   메가스터디교육        -5       132       183       11       12      102   \n",
       "A008370        원풍        11        18        17       -3       19       13   \n",
       "A111770      영원무역       506       517     1,090      200      424      292   \n",
       "A183300       코미코        89        84       118       45       59       32   \n",
       "A356860       티엘비         0         0        36        0        0        0   \n",
       "A319660     피에스케이       173        79        46       45      157       61   \n",
       "A036670       KCI        44        51        31       24       37       39   \n",
       "A155650      와이엠씨        17        21        26       12       18       18   \n",
       "A058630       엠게임        25        23        19       41       26       25   \n",
       "A205100        엑셈         6        10        33       29       14       11   \n",
       "A014570      고려제약        20        27        32       36        6       36   \n",
       "A140070   서플러스글로벌        26        64        49       14       21       50   \n",
       "A007570      일양약품        68        75       114        0       32       24   \n",
       "A093320   케이아이엔엑스        45        45        43       47       31       53   \n",
       "A003220      대원제약       101        74        50       86       74       45   \n",
       "A030000      제일기획       305       538       594      364      240      335   \n",
       "A083450       GST        78        53        21       51       82       44   \n",
       "A094820      일진파워        44        34        26       41       40       21   \n",
       "A005290     동진쎄미켐       314       292       348       71      248      289   \n",
       "A101160       월덱스        69        95        98       36       71       87   \n",
       "A092070      디엔에프        13        38        38       -5        6       52   \n",
       "A083310     엘오티베큠        80        40       -34       -3       78       26   \n",
       "A131220      대한과학         5        10        11        3        2        7   \n",
       "A250000      보라티알        12        10         4       10       -9       15   \n",
       "A143160      아이디스        54        56        42       23       51       40   \n",
       "A036890     진성티이씨        67        40        43       32       60       14   \n",
       "A007370      진양제약         2         7        14       -1        3        9   \n",
       "\n",
       "        순이익20년3Q  시가총액(억)  발표PSR  ...  순이익21년1Q  순이익21년2Q  순이익21년3Q  순이익21년4Q  \\\n",
       "코드번호                              ...                                           \n",
       "A000540       10     2011    1.0  ...       149       128       322        22   \n",
       "A036710       93     1661    3.0  ...        23        60       152        39   \n",
       "A138040    1,305    48796   48.0  ...      1787      1864      2234      2008   \n",
       "A009970      385     8100    6.0  ...       373       382       704       750   \n",
       "A007810       73     3212    5.0  ...        68        29       231       234   \n",
       "A010780      836     9206   12.0  ...       119        -2       292       641   \n",
       "A007340      166     6896    9.0  ...       206       185        91       326   \n",
       "A010100       55      877    2.0  ...        90        37        21        38   \n",
       "A000060    1,108    51657   14.0  ...      1315      1640      1708      1936   \n",
       "A265520      114     2911   18.0  ...       140       113       176       143   \n",
       "A155660       19      986   10.0  ...        41        30        38        13   \n",
       "A000990      470    18714   41.0  ...       478       590       927      1174   \n",
       "A009070       40     1427    4.0  ...        28        61        68        46   \n",
       "A222800      227     9779   18.0  ...        63       170       528       411   \n",
       "A045100      220     2682    8.0  ...       112       104       109       134   \n",
       "A067280       30     2098   21.5  ...        19        59        67        59   \n",
       "A195870       84     6894   28.0  ...        93       147       229       243   \n",
       "A090460      285     8513   16.0  ...       -93        46       465       400   \n",
       "A001340        8     2003   31.0  ...        35        24        43        47   \n",
       "A215200      118     9549   42.0  ...       119       248       352        92   \n",
       "A008370       13      636   24.5  ...        14         9        13        15   \n",
       "A111770      722    20361   18.0  ...       493       620      1154       715   \n",
       "A183300      111     4785   46.0  ...       103       128       108       132   \n",
       "A356860       29     1962   30.0  ...        20        24        41        39   \n",
       "A319660       30     5011   37.0  ...       215       250       202       100   \n",
       "A036670       22     1035   34.0  ...        10        21        44        26   \n",
       "A155650       18     1182   20.0  ...        14        25        23        44   \n",
       "A058630       10     1573   50.0  ...        48        50        52        64   \n",
       "A205100       31     1386   51.0  ...         2        25        18        62   \n",
       "A014570       14      922   40.0  ...        25        16        15        34   \n",
       "A140070       36     1443   24.5  ...        60        51        43       122   \n",
       "A007570       49     3913   35.5  ...         4        31        77        31   \n",
       "A093320       32     2616   49.0  ...        41        35        49        35   \n",
       "A003220       35     4307   32.0  ...       -81        30        63        57   \n",
       "A030000      419    27610   26.5  ...       325       545       502       283   \n",
       "A083450       13     1989   23.0  ...        92       104       105        77   \n",
       "A094820       31     2013   35.5  ...        38        46        16        53   \n",
       "A005290      246    17070   43.5  ...       244       191       310       287   \n",
       "A101160       65     3302   45.0  ...        88        69        95        83   \n",
       "A092070       58     1689   43.5  ...        20        21        20        60   \n",
       "A083310      -28     2182   26.5  ...       100        45        44        12   \n",
       "A131220        3      587   29.0  ...         5        10        12        11   \n",
       "A250000        5      743   39.0  ...        18        15         5        24   \n",
       "A143160       34     2433   33.0  ...        40       104        49        39   \n",
       "A036890       33     3136   21.5  ...        54        33        24        59   \n",
       "A007370       13      827   38.0  ...         8        38        21        28   \n",
       "\n",
       "         순이익22년1Q  순이익22년2Q  순이익22년3Q   PCR  MV/EBITDA  가치지표통합순위  \n",
       "코드번호                                                              \n",
       "A000540       486       215       449   1.0        4.0       1.6  \n",
       "A036710       172        94       278   2.0        1.0       4.1  \n",
       "A138040      3352      2311      3205   3.0        8.0      22.8  \n",
       "A009970       681      1020      1395   4.0        2.0       3.6  \n",
       "A007810       203       170       274   5.0        5.0       7.8  \n",
       "A010780       792       519       545   6.0        7.0       9.7  \n",
       "A007340       283       482       839   7.0        6.0       8.2  \n",
       "A010100        70        76       195   8.0        3.0       3.6  \n",
       "A000060      2148      2323      2597   9.0       23.0      24.5  \n",
       "A265520       129       267       417  10.0       19.0      14.9  \n",
       "A155660        76        52        96  11.0       14.0      11.0  \n",
       "A000990      1587      1609      1708  12.0       11.0      19.0  \n",
       "A009070        87        77       100  13.0       10.0      10.8  \n",
       "A222800       606       847       991  15.0        9.0      17.0  \n",
       "A045100       111       191       244  17.0       17.0      12.4  \n",
       "A067280        51        73        87  18.0       22.0      25.3  \n",
       "A195870       398       458       515  19.0       16.0      23.9  \n",
       "A090460       294       330       678  20.0       25.0      23.2  \n",
       "A001340        70        49        57  21.0       24.0      26.8  \n",
       "A215200       217       314       423  22.0       28.0      36.2  \n",
       "A008370        24        30        46  23.0       33.0      23.7  \n",
       "A111770       988      1710      2265  24.0       13.0      15.8  \n",
       "A183300       129       100       139  25.0       34.0      38.2  \n",
       "A356860        77        84       113  27.0       30.0      31.8  \n",
       "A319660       159       227       387  28.0       26.0      29.5  \n",
       "A036670        32        54        58  29.0       29.0      29.8  \n",
       "A155650        35        31        51  30.0       27.0      26.8  \n",
       "A058630        44        39        54  31.0       45.0      41.2  \n",
       "A205100        22         5        20  32.0       51.0      43.4  \n",
       "A014570        29        20        37  33.0       36.0      33.9  \n",
       "A140070        91        37        58  34.0       21.0      23.3  \n",
       "A007570        60        43        78  35.0       42.0      40.8  \n",
       "A093320        55        62        95  36.0       43.0      44.1  \n",
       "A003220       105        74       111  37.0       40.0      40.2  \n",
       "A030000       449       603       637  38.0       48.0      42.1  \n",
       "A083450        87       124       177  39.0       20.0      24.0  \n",
       "A094820        53        50        73  41.0       50.0      40.1  \n",
       "A005290       379       393       549  42.0       46.0      45.4  \n",
       "A101160        89       103       135  43.0       35.0      41.2  \n",
       "A092070        32        38        40  44.0       41.0      39.0  \n",
       "A083310        44        61       119  45.0       44.0      35.3  \n",
       "A131220        15        12        16  46.0       37.0      39.5  \n",
       "A250000       130        24        37  47.0       39.0      30.4  \n",
       "A143160        75        62        73  48.0       38.0      37.7  \n",
       "A036890        78        95       214  49.0       31.0      33.1  \n",
       "A007370        17        31        62  51.0       47.0      38.6  \n",
       "\n",
       "[46 rows x 35 columns]"
      ]
     },
     "execution_count": 15,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "### FILTER CONDITION\n",
    "# 영업활동현금흐름 양수 필터링\n",
    "filtered_arr = np.array(filtered_list)\n",
    "bool_arr = np.array(bool_list)\n",
    "finalist = filtered_arr[bool_arr]\n",
    "\n",
    "if Q == '4Q': # 현 분기를 날짜로 표현할때 4Q = 분기로 표현한 Year + 1\n",
    "    YY += 1\n",
    "print(current)\n",
    "filteredDF.loc[finalist]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "id": "6b09792f",
   "metadata": {
    "scrolled": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "5"
      ]
     },
     "execution_count": 16,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# filtered: \n",
    "len(filtered_arr) - len(finalist)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "57d814cf",
   "metadata": {},
   "source": [
    "**END**"
   ]
  }
 ],
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