2e:null 2f:["$","title",null,{"children":"개미투자공학 2장: 재무제표-우량후보 탐색 | Humble Data Miner | Observable"}] 34:T1670,{ const keys = Object.keys(data); keys.shift(); const values = Object.values(data); values.shift(); const ydmap = {"2016":"2017.4~2018.3","2017":"2018.4~2019.3","2018":"2019.4~2020.3","2019":"2020.4~2020.10","None":"모든기간(2017.4~2020.10)"}; const years = Array.from(new Set(keys.map(d=>d.split(".")[0]))) .map(d=>ydmap[d]); const x1 = d3.scaleBand(keys,[margin.left, width-margin.right]); const x2 = d3.scaleBand(years,[margin.left, width-margin.right]); const ex = [d3.min(values, d=>d3.min(d, d=>d.y00)), d3.max(values, d=>d3.max(d, d=>d.y100))]; const y = d3.scaleLog(ex, [height - margin.bottom*2, margin.top]); const svg = d3.create("svg").attr("viewBox", [0, 0, width, height]); function relabel(s){ const tokens = s.split("."); return {"pybr0":"iPBR", "pysr0":"iPSR", "pyer0":"iPER"}[tokens[1]]; } const zoom = d3.zoom() .scaleExtent([1.0, 5.0]) .on("zoom", zoomed); const gGrid = svg.append("g"); const grid = (g, y) => g .attr("stroke", "currentColor") .attr("stroke-opacity", 0.1) .call(g => g .selectAll(".y") .data(y.ticks(12 * height / width)) .join( enter => enter.append("line").attr("class", "y").attr("x2", width), update => update, exit => exit.remove() ) .attr("y1", d => 0.5 + y(d)) .attr("y2", d => 0.5 + y(d))); let groups = []; for (let vi = 0; vi < values.length; vi++) { // box plot vertical line from max to min const color = d3.schemeCategory10[vi%3]; const vals = values[vi]; const xb = x1(keys[vi])+3; const bw = x1.bandwidth()/vals.length; // bar-width // box plot vertical line from max to min const gline = svg.append("g") .attr("stroke-width", 1) .selectAll("path") .data(vals) .join("path") .attr("stroke", color) .attr("d", (d,i) => `M${xb+i*bw},${y(d.y100)} V${y(d.y00)}`); groups.push(gline); // box plot rectangle ranged between percentile 25 and 75 const gbox = svg.append("g") .selectAll("path") .data(vals) .join("path") .attr("fill", color) .attr("d", (d,i) => `M${xb+i*bw-2},${y(d.y75)} H${xb+i*bw+2} V${y(d.y25)} H${xb+i*bw-2} Z`); groups.push(gbox); // box plot center line at median point const gmedian = svg.append("g") .selectAll("path") .data(vals) .join("path") .attr("stroke", "lightgray") .attr("stroke-width", 2) .attr("d", (d,i) => `M${xb+i*bw-2},${y(d.y50)} H${xb+i*bw+2}`); groups.push(gmedian); const gmean = svg.append("g") .selectAll("path") .data(vals) .join("path") .attr("stroke", "black") .attr("stroke-width", 2) .attr("d", (d,i) => `M${xb+i*bw-2},${y(d.yavg)} H${xb+i*bw+2}`); groups.push(gmean); } // boxplot as an example svg.append("g").append("path").attr("stroke-width", 4).attr("stroke", "darkgray") .attr("d", `M${width-margin.right-40},${margin.top} V${margin.top+100}`); svg.append("path").attr("fill", "darkgray").attr("d", `M${width-margin.right-50},${margin.top+25} H${width-margin.right-30} V${margin.top+75} H${width-margin.right-50} Z`); svg.append("path").attr("stroke", "lightgray").attr("stroke-width", 6).attr("d", `M${width-margin.right-50},${margin.top+50} H${width-margin.right-30}`); svg.append("path").attr("stroke", "black").attr("stroke-width", 6).attr("d", `M${width-margin.right-50},${margin.top+40} H${width-margin.right-30}`); svg.append("g") .attr("font-size", 9) .attr('alignment-baseline', 'central') .attr('text-anchor', 'start') .selectAll("text").data([[0,"100분위(최대)"],[25,"75분위"],[40,"산술평균"],[50,"50분위(중앙값)"],[75,"25분위"],[100,"0분위(최소)"]]).join("text") .attr("x", width-margin.right-29) .attr("y", d=>margin.top+d[0]) .text(d=>d[1]); svg.append("g").append('rect') .attr('x', 0).attr('y', 0) .attr('width', margin.left).attr('height', height) .attr('stroke', 'none').attr('fill', 'white'); svg.append("g").append('rect') .attr('x', 0).attr('y', height-margin.bottom) .attr('width', width).attr('height', margin.bottom) .attr('stroke', 'none').attr('fill', 'white'); const yAxis = (g, y) => g .attr("transform", `translate(${margin.left},0)`) .call(d3.axisLeft(y).tickFormat(x => `x${x}`)); const xAxis = svg.append("g") .attr("transform", `translate(0,${height - margin.bottom*2})`) .call(d3.axisBottom(x1).tickFormat(s => `${relabel(s)}`)); const xAxis2 = svg.append("g") .attr("transform", `translate(0,${height - margin.bottom})`) .call(d3.axisBottom(x2)); const gy = svg.append("g"); svg.call(zoom).call(zoom.transform, d3.zoomIdentity); function zoomed({transform}) { for (const grp of groups) grp.attr("transform", transform); const zy = transform.rescaleY(y).interpolate(d3.interpolateRound); gy.call(yAxis, zy); xAxis.attr("transform", d3.zoomIdentity.translate(transform.x, height-margin.bottom*2).scale(transform.k)); xAxis.selectAll("text").attr("transform",d3.zoomIdentity.scale(1/transform.k)); xAxis.selectAll("line").attr("transform",d3.zoomIdentity.scale(1/transform.k)); xAxis.selectAll("path").attr("transform",d3.zoomIdentity.scale(1/transform.k)); xAxis2.attr("transform", d3.zoomIdentity.translate(transform.x, height-margin.bottom).scale(transform.k)); xAxis2.selectAll("text").attr("transform",d3.zoomIdentity.scale(1/transform.k)); xAxis2.selectAll("line").attr("transform",d3.zoomIdentity.scale(1/transform.k)); xAxis2.selectAll("path").attr("transform",d3.zoomIdentity.scale(1/transform.k)); gGrid.call(grid, zy); } return svg.node(); }35:T999,popchart = { const pad = 5; const awidth = width - margin.left - margin.right; const bx = d3.scaleLinear([d3.min(popdata,d=>d3.min(d[1],d=>d.iPBR)),d3.max(popdata,d=>d3.max(d[1],d=>d.iPBR))], [margin.left, margin.left+awidth*1/3]); const sx = d3.scaleLinear([d3.min(popdata,d=>d3.min(d[1],d=>d.iPSR)),d3.max(popdata,d=>d3.max(d[1],d=>d.iPSR))], [margin.left+awidth*1/3+pad, margin.left+awidth*2/3]); const ex = d3.scaleLinear([d3.min(popdata,d=>d3.min(d[1],d=>d.iPER))-0.005,d3.max(popdata,d=>d3.max(d[1],d=>d.iPER))], [margin.left+awidth*2/3+pad, width-margin.right]); const y = d3.scaleLog([d3.min(popdata,d=>d3.min(d[1],d=>d.Y)),d3.max(popdata,d=>d3.max(d[1],d=>d.Y))], [height-margin.bottom, margin.top]); const svg = d3.create("svg").attr("viewBox", [0, 0, width, height]); svg.append("g").attr("transform", `translate(0,${height - margin.bottom})`).call(d3.axisBottom(bx)); svg.append("g").attr("transform", `translate(0,${height - margin.bottom})`).call(d3.axisBottom(sx)); svg.append("g").attr("transform", `translate(0,${height - margin.bottom})`).call(d3.axisBottom(ex)); svg.append("g").attr("transform", `translate(${margin.left},0)`).call(d3.axisLeft(y).tickFormat(x => `x${x}`)); let gdots = []; for (let popitem of popdata) { const gb = svg.append("g") .selectAll("circle") .data(popitem[1]) .join("circle") .attr("fill", d3.schemeCategory10[0]) .attr("cx", d => bx(d.iPBR)) .attr("cy", d => y(d.Y)) .attr("r", 1); const gs = svg.append("g") .selectAll("circle") .data(popitem[1]) .join("circle") .attr("fill", d3.schemeCategory10[1]) .attr("cx", d => sx(d.iPSR)) .attr("cy", d => y(d.Y)) .attr("r", 1); const ge = svg.append("g") .selectAll("circle") .data(popitem[1]) .join("circle") .attr("fill", d3.schemeCategory10[2]) .attr("cx", d => ex(d.iPER)) .attr("cy", d => y(d.Y)) .attr("r", 1); gdots.push([gb,gs,ge]); } return Object.assign(svg.node(), { update(sel) { const t = svg.transition().duration(500); for (let i = 0; i < gdots.length ; i++) { const found = sel.indexOf(i) >= 0; for (let j = 0; j < gdots[i].length; j++) { gdots[i][j].transition(t).attr("fill-opacity", found ? 1 : 0.1); gdots[i][j].transition(t).attr("fill", found ? d3.schemeCategory10[j]:"lightgray"); } } } }); }36:T904,{ const awidth = width - margin.left - margin.right; const aheight = height - margin.top - margin.bottom; const svg = d3.create("svg") .attr("viewBox", [0, 0, width, height]); svg.append("rect") .attr("x", margin.left + awidth/3).attr("y", margin.top).attr("width", awidth/3).attr("height", aheight).attr("rx",15).attr("ry",15) .attr("fill","none").attr("stroke","black").attr("stroke-width",3); svg.append("text") .attr("x",margin.left+awidth/2).attr("y",margin.top+aheight/2).attr("font-size",40).attr("text-anchor","middle").text("?"); // See https://developer.mozilla.org/en-US/docs/Web/SVG/Element/marker svg .append('defs') .append('marker') .attr('id', 'arrow') .attr('viewBox', [0, 0, 20, 20]) .attr('refX', 10) .attr('refY', 10) .attr('markerWidth', 10) .attr('markerHeight', 10) .attr('orient', 'auto-start-reverse') .append('path') .attr('d', d3.line()([[0, 0], [0, 20], [20, 10]])) .attr('stroke', 'black'); const inputs = ["","PBR", "PSR", "PER", "거래소", "시가총액", "종목코드", "종목그룹코드", "금리", "유가","...",""]; const outputs = ["","경향성(μ)","변동성(σ)",""]; for (let i = 0; i < inputs.length; i++) { const px = margin.left+awidth/6; const py = margin.top+i*aheight/(inputs.length-1); svg.append("text") .attr("x",px).attr("y",py) .attr("font-size",20).attr("alignment-baseline","central").attr("text-anchor","end").text(inputs[i]); if (inputs[i] == "") continue; svg.append('path') .attr('d', d3.line()([[px+10, py], [px+awidth/6-10, py]])) .attr('stroke', 'black') .attr('marker-end', 'url(#arrow)') .attr('fill', 'none'); } for (let i = 0; i < outputs.length; i++) { const px = margin.left+awidth*5/6; const py = margin.top+i*aheight/(outputs.length-1); svg.append("text") .attr("x",px).attr("y",py) .attr("font-size",20).attr("alignment-baseline","central").attr("text-anchor","start").text(outputs[i]); if (outputs[i] == "") continue; svg.append('path') .attr('d', d3.line()([[px-awidth/6+10, py], [px-10, py]])) .attr('stroke', 'black') .attr('marker-end', 'url(#arrow)') .attr('fill', 'none'); } return svg.node(); }37:[{"id":"542ccb0ae282d312b55ce6d10d54ad2f12cbcdcca00245493ff0711d7fcc82d4215e5461dafb91978bec444cda6eeecb4d6e113422a79a5a4cbee24fb70674bd","href":"https://static.observableusercontent.com/files/542ccb0ae282d312b55ce6d10d54ad2f12cbcdcca00245493ff0711d7fcc82d4215e5461dafb91978bec444cda6eeecb4d6e113422a79a5a4cbee24fb70674bd","name":"ratio_kospi.json","type":"application/json","lastModified":1635961146737.73,"size":23200},{"id":"2bd90111b5906190a8f180522e91652a1c42cefbd602fd797dc0d2032a73fa158bcea4afb60381c446c14d25f4d65d8f134410af12a6e4e6671ae7c37566c4e8","href":"https://static.observableusercontent.com/files/2bd90111b5906190a8f180522e91652a1c42cefbd602fd797dc0d2032a73fa158bcea4afb60381c446c14d25f4d65d8f134410af12a6e4e6671ae7c37566c4e8","name":"ratio_kospi_popstocks@2.json","type":"application/json","lastModified":1636151808864.41,"size":532497}] 32:{"id":"41a73a0409262e26","slug":"personal-investment-engineering-ch-2","title":"개미투자공학 2장: 재무제표-우량후보 탐색","thumbnail":"ce394ff1f571b31b23d9cef0490f3bc2674d0b0f868fb201c18c9d2f76f30f3a","access_level":"public","create_time":"$D2021-11-03T15:47:35.330Z","update_time":"$D2022-10-24T12:51:53.643Z","view_time":null,"first_public_time":"$D2021-11-12T07:06:31.956Z","has_unpublished_edits":null,"fork":false,"stars":1,"starred":false,"owner":{"type":"team","id":"50faa4da52a9ff9b","login":"humble-data-miner","name":"Humble Data Miner","avatar_url":"https://avatars-next.observableusercontent.com/3046b1bea86c5e825baea7c0c403d90ad9690b5396b11b5d02b3a0839fbcb946","tier":"starter_2024"},"version":388,"publish_version":null,"role":null,"authored":false,"authors":[{"type":"individual","id":"4e2fc41e06361cc3","login":"humble-data-miner","name":"Humble Data Miner","avatar_url":"https://avatars-next.observableusercontent.com/3046b1bea86c5e825baea7c0c403d90ad9690b5396b11b5d02b3a0839fbcb946","tier":null}],"members":[{"type":"individual","id":"4e2fc41e06361cc3","login":"humble-data-miner","name":"Humble Data Miner","avatar_url":"https://avatars-next.observableusercontent.com/3046b1bea86c5e825baea7c0c403d90ad9690b5396b11b5d02b3a0839fbcb946","tier":null,"role":"editor"}],"comments":[],"custom_thumbnail":true,"trashed":false,"lapsed":null,"subscribed":null,"forks":0,"collection":{"id":"8be4c7f69e492fdf","slug":"personal-investment-engineering","title":"Personal Investment Engineering","owner":{"id":"50faa4da52a9ff9b","login":"humble-data-miner","name":"Humble Data Miner"}},"type":"notebook","body":{"title":"개미투자공학 2장: 재무제표-우량후보 탐색","cells":[{"id":0,"value":"# 개미투자공학 2장: 재무제표-우량후보 탐색","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":9,"value":"---\n## 이 시간에 알아볼것은\n
\n1. 기본 전제? 기하브라운운동\n2. ### ** 어디에 투자? 재무제표-우량후보탐색 **\n3. 얼마나 투자? 단일종목-켈리기준","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":15,"value":"---\n## 재무제표 대표 투자지표\n
\n- Price-Ratio: 일반적인 투자지표\n - Price-Bookvalue-Ratio(PBR): 시가총액/자본총계=주가/주당자본총계\n - Price-Sales-Ratio(PSR): 시가총액/기간매출액=주가/주당기간매출액\n - Price-Earning-Ratio(PER): 시가총액/기간순이익=주가/주당기간순이익\n - 시가총액이 상수인 유리함수, (-0,+0) 구간에서 불연속\n- Inverse-Price-Ratio: Price-Ratio의 역수, **여기서 사용할 지표**\n - iPBR: 자본총계/시가총액, 회사의 가치대비 자본금은?\n - iPSR: 기간매출액/시가총액, 회사의 가치대비 기간매출액은?\n - iPER: 기간순이익/시가총액, 회사의 가치대비 기간순이익은?\n - 1/시가총액이 기울기인 선형함수, 모든구간에서 연속","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":28,"value":"---\n## 결과수익률 재정의\n
\n- 기간: 매수후 1년후 매도했을때의 변동배율(x1, x0.75, x1.333)\n- 지수대비 상대수익: 매도가격/(매수가격×(매도지수/매수지수))\n - 매도가격=2,매수가격=1,매도지수=200,매수지수=100,결과수익률=x1.0\n - 매도가격=1.5,매수가격=1,매도지수=200,매수지수=100,결과수익률=x0.75\n - 매도가격=2.66,매수가격=1,매도지수=200,매수지수=100,결과수익률=x1.33\n - 시장지수 기준으로 조정된 수익률","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":39,"value":"---\n## 투자지표와 수익률간의 상관관계 분석","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":249,"value":"
\n### KOSPI 2017.4~2020.10 연도별 종합분석","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":47,"value":"$34","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":257,"value":"
\n### KOSPI 시총상위 10종목 2017.4~2020.10 개별분석 (다중선택가능)","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":175,"value":"viewof popindices = Inputs.select([...Array(popdata.length).keys()], {label: \"\", format: i => \"KOSPI 시가총액 #\"+(i+1)+\" 종목 (\"+popdata[i][0]+\")\", multiple: true});","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":186,"value":"$35","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":246,"value":"---\n## 당신의 모델은?","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":280,"value":"$36","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":274,"value":"---\n## 참고자료\n\n- [문병로 교수의 메트릭 스튜디오](http://www.yes24.com/Product/Goods/24940687)\n- [전자공시 재무정보일괄다운로드](https://opendart.fss.or.kr/disclosureinfo/fnltt/dwld/main.do)","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":376,"value":"---\n## 부연설명 동영상\n","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"},{"id":311,"value":"---\n## 부록","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":67,"value":"data = FileAttachment(\"ratio_kospi.json\").json()","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":171,"value":"popdata = FileAttachment(\"ratio_kospi_popstocks@2.json\").json()","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":7,"value":"html``","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":49,"value":"margin = ({top: 20, right: 30, bottom: 30, left: 40})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":51,"value":"height = 600","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":222,"value":" popchart.update(popindices)","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"}],"files":"$W37","stdlib":"1","titling":"auto"}} 33:"$32:body"