InvTurnover
Inventory Turnover — Soliman 2008
Profitability
Quick facts
| Factor ID | InvTurnover |
| Display name | Inventory 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 · 655,592 rows · 95.7% of panel |
Formula
inv_turn
China adaptation
No adaptation note.
Direction-adjusted cumulative return
Return metrics
| Metric | Value |
|---|---|
| Months in sample | 193 |
| Monthly mean | -0.0335% |
| Monthly std | 2.0287% |
| Annualized Sharpe | -0.06 |
| t-stat (simple) | -0.23 |
| Hit rate (months > 0) | 52.3% |
| Last 12M compounded | -5.62% |
| Cumulative wealth (start = 1) | 0.901 |
Recent 12 months
| Month | L/S return | Cumulative | Names |
|---|---|---|---|
| 2025-05 | -1.81% | 0.937 | 4981 |
| 2025-06 | -2.10% | 0.918 | 4991 |
| 2025-07 | -1.86% | 0.901 | 4992 |
| 2025-08 | -0.47% | 0.896 | 5006 |
| 2025-09 | +0.66% | 0.902 | 5014 |
| 2025-10 | +0.13% | 0.903 | 5013 |
| 2025-11 | -0.70% | 0.897 | 5017 |
| 2025-12 | +2.65% | 0.921 | 5031 |
| 2026-01 | -0.36% | 0.917 | 5029 |
| 2026-02 | +1.80% | 0.934 | 5034 |
| 2026-03 | -1.84% | 0.917 | 5032 |
| 2026-04 | -1.72% | 0.901 | 5036 |
Known data issues
None recorded.
Notes
None recorded.
See also: Profitability family, Factor library, Factor returns.