ARturnover
Accounts Receivable Turnover — Soliman 2008
Profitability
Quick facts
| Factor ID | ARturnover |
| Display name | Accounts Receivable Turnover |
| Family | Predictor |
| Category | Profitability |
| Direction | higher_expected_return |
| Status | supported |
| Paper | Soliman 2008 |
| Source tables | — |
| Required fields | — |
| PIT required | yes |
| Coverage | 2010-04-27 – 2026-05-15 · 660,688 rows · 96.4% of panel |
Formula
ar_turn
China adaptation
No adaptation note.
Direction-adjusted cumulative return
Return metrics
| Metric | Value |
|---|---|
| Months in sample | 193 |
| Monthly mean | -0.2330% |
| Monthly std | 3.9453% |
| Annualized Sharpe | -0.20 |
| t-stat (simple) | -0.82 |
| Hit rate (months > 0) | 49.2% |
| Last 12M compounded | -13.34% |
| Cumulative wealth (start = 1) | 0.548 |
Recent 12 months
| Month | L/S return | Cumulative | Names |
|---|---|---|---|
| 2025-05 | -4.85% | 0.601 | 5017 |
| 2025-06 | -0.96% | 0.595 | 5027 |
| 2025-07 | -1.32% | 0.588 | 5028 |
| 2025-08 | +0.57% | 0.591 | 5037 |
| 2025-09 | +0.30% | 0.593 | 5046 |
| 2025-10 | -0.07% | 0.592 | 5047 |
| 2025-11 | -1.86% | 0.581 | 5051 |
| 2025-12 | +1.30% | 0.589 | 5065 |
| 2026-01 | -3.18% | 0.570 | 5064 |
| 2026-02 | +1.20% | 0.577 | 5069 |
| 2026-03 | -0.81% | 0.572 | 5069 |
| 2026-04 | -4.32% | 0.548 | 5074 |
Known data issues
None recorded.
Notes
None recorded.
See also: Profitability family, Factor library, Factor returns.