Source code for skfolio.descriptor._growth._sales_growth_rate

"""Sales growth rate descriptor."""

# Copyright (c) 2023-2026
# Author: Hugo Delatte <hugo.delatte@skfoliolabs.com>
# SPDX-License-Identifier: BSD-3-Clause

from __future__ import annotations

from skfolio.descriptor._growth._base._growth_rate import GrowthRate


[docs] class SalesGrowthRate(GrowthRate): r"""Sales growth rate descriptor. Computes period-over-period growth in trailing twelve-month sales: .. math:: \text{sales\_growth}(t) = \frac{\text{sales\_ttm}(t)}{\text{sales\_ttm}(t - \text{lag})} - 1 The first `lag` observations are NaN because no lagged history is available. `sales_ttm` must contain non-missing finite non-negative values. NaNs are allowed as missing observations and propagate when either the current or lagged value is missing. Zero values are allowed and a zero lagged value makes the growth rate undefined and produces NaN. Sales growth measures top-line expansion over the lag window. For TTM sales with a one-year lag, the two observations cover non-overlapping fiscal content. This is a convenience subclass of :class:`GrowthRate` with `field="sales_ttm"`. Parameters ---------- lag : int, default=252 Number of observations to look back. The interpretation depends on the data frequency: `lag=12` means 1 year for monthly data, `lag=252` for daily data, `lag=4` for quarterly data. Attributes ---------- n_assets_ : int Number of assets seen during fitting. asset_names_ : ndarray of shape (n_assets,) Asset names seen during fitting. growth_rate_ : ndarray of shape (n_assets,) Last sales growth value for each asset. See Also -------- GrowthRate : Generic period-over-period growth rate descriptor. Examples -------- >>> from skfolio.datasets import make_synthetic_characteristics >>> from skfolio.descriptor import SalesGrowthRate >>> >>> X = make_synthetic_characteristics() >>> >>> descriptor = SalesGrowthRate(lag=252) >>> sales_growth_rate = descriptor.fit_transform(X) """ def __init__(self, lag: int = 252): super().__init__(field="sales_ttm", lag=lag)