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feat: implement Magic Formula investment strategy

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ImGabreuw
2025-04-13 18:02:44 -03:00
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commit 4d0b0b125a
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magic-formula/magic_formula_b3_resultado.csv
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Ticker,ROIC,EV/EBIT,Earnings Yield,Liquidez Media,Divida Bruta/PL,ROIC_Rank,EY_Rank,Magic_Rank
AHEB3,61.47,2.17,0.4608294930875576,244413000.0,0.02,7.0,25.0,32.0
AHEB5,61.47,2.48,0.40322580645161293,244413000.0,0.02,7.0,30.0,37.0
AHEB6,61.47,2.8,0.35714285714285715,244413000.0,0.02,7.0,32.0,39.0
CSPC4,45.33,1.43,0.6993006993006994,2126670000.0,1.48,23.5,16.5,40.0
CSPC3,45.33,1.43,0.6993006993006994,2126670000.0,1.48,23.5,16.5,40.0
SYNE3,50.87,2.41,0.41493775933609955,1073780000.0,0.76,16.0,28.0,44.0
CPFG4,36.99,0.95,1.0526315789473684,3614430000.0,0.42,37.5,7.0,44.5
CPFG3,36.99,0.97,1.0309278350515465,3614430000.0,0.42,37.5,8.0,45.5
PALF11,46.56,2.84,0.35211267605633806,3055110000.0,3.0,19.0,33.0,52.0
PALF5,46.56,2.87,0.3484320557491289,3055110000.0,3.0,19.0,34.0,53.0
PALF3,46.56,2.88,0.3472222222222222,3055110000.0,3.0,19.0,35.0,54.0
ENER3,51.72,3.09,0.3236245954692557,1167120000.0,3.89,11.0,44.0,55.0
ENER6,51.72,3.09,0.3236245954692557,1167120000.0,3.89,11.0,44.0,55.0
ENER5,51.72,3.09,0.3236245954692557,1167120000.0,3.89,11.0,44.0,55.0
TEFC11,46.72,3.45,0.2898550724637681,45856000000.0,2.95,17.0,52.0,69.0
1 Ticker ROIC EV/EBIT Earnings Yield Liquidez Media Divida Bruta/PL ROIC_Rank EY_Rank Magic_Rank
2 AHEB3 61.47 2.17 0.4608294930875576 244413000.0 0.02 7.0 25.0 32.0
3 AHEB5 61.47 2.48 0.40322580645161293 244413000.0 0.02 7.0 30.0 37.0
4 AHEB6 61.47 2.8 0.35714285714285715 244413000.0 0.02 7.0 32.0 39.0
5 CSPC4 45.33 1.43 0.6993006993006994 2126670000.0 1.48 23.5 16.5 40.0
6 CSPC3 45.33 1.43 0.6993006993006994 2126670000.0 1.48 23.5 16.5 40.0
7 SYNE3 50.87 2.41 0.41493775933609955 1073780000.0 0.76 16.0 28.0 44.0
8 CPFG4 36.99 0.95 1.0526315789473684 3614430000.0 0.42 37.5 7.0 44.5
9 CPFG3 36.99 0.97 1.0309278350515465 3614430000.0 0.42 37.5 8.0 45.5
10 PALF11 46.56 2.84 0.35211267605633806 3055110000.0 3.0 19.0 33.0 52.0
11 PALF5 46.56 2.87 0.3484320557491289 3055110000.0 3.0 19.0 34.0 53.0
12 PALF3 46.56 2.88 0.3472222222222222 3055110000.0 3.0 19.0 35.0 54.0
13 ENER3 51.72 3.09 0.3236245954692557 1167120000.0 3.89 11.0 44.0 55.0
14 ENER6 51.72 3.09 0.3236245954692557 1167120000.0 3.89 11.0 44.0 55.0
15 ENER5 51.72 3.09 0.3236245954692557 1167120000.0 3.89 11.0 44.0 55.0
16 TEFC11 46.72 3.45 0.2898550724637681 45856000000.0 2.95 17.0 52.0 69.0