EBITtoAssets
EBIT/Assets — Soliman 2008
Profitability
Quick facts
| Factor ID | EBITtoAssets |
| Display name | EBIT/Assets |
| 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 · 665,022 rows · 97.1% of panel |
Formula
ebit / total_assets
China adaptation
No adaptation note.
Direction-adjusted cumulative return
Return metrics
| Metric | Value |
|---|---|
| Months in sample | 193 |
| Monthly mean | 0.1654% |
| Monthly std | 3.7896% |
| Annualized Sharpe | 0.15 |
| t-stat (simple) | 0.61 |
| Hit rate (months > 0) | 49.7% |
| Last 12M compounded | -5.80% |
| Cumulative wealth (start = 1) | 1.199 |
Recent 12 months
| Month | L/S return | Cumulative | Names |
|---|---|---|---|
| 2025-05 | -3.36% | 1.230 | 5027 |
| 2025-06 | -1.09% | 1.217 | 5037 |
| 2025-07 | +1.03% | 1.229 | 5038 |
| 2025-08 | +1.38% | 1.246 | 5050 |
| 2025-09 | -2.36% | 1.217 | 5057 |
| 2025-10 | -5.04% | 1.156 | 5063 |
| 2025-11 | +5.23% | 1.216 | 5067 |
| 2025-12 | +1.74% | 1.237 | 5080 |
| 2026-01 | -1.88% | 1.214 | 5079 |
| 2026-02 | -0.39% | 1.209 | 5084 |
| 2026-03 | -0.53% | 1.203 | 5085 |
| 2026-04 | -0.32% | 1.199 | 5084 |
Known data issues
None recorded.
Notes
None recorded.
See also: Profitability family, Factor library, Factor returns.