profitability

Profitability metrics that delegate to ReportingService.

Classes:

• ROAMetric –

  Return on Assets = Net Income / Total Assets.

• ROEMetric –

  Return on Equity = Net Income / Total Equity.

ROAMetric

ROAMetric(reporting_service: ReportingService)

Return on Assets = Net Income / Total Assets.

Methods:

• compute –

  Net income / total assets from the closed balance sheet.

compute

compute(
    bank: Any,
    market_state: MarketState,
    valuation_store: ValuationStore,
    date: date | None = None,
) -> float

Net income / total assets from the closed balance sheet.

ROEMetric

ROEMetric(reporting_service: ReportingService)

Return on Equity = Net Income / Total Equity.

Methods:

• compute –

  Net income / total equity from the closed balance sheet.

compute

compute(
    bank: Any,
    market_state: MarketState,
    valuation_store: ValuationStore,
    date: date | None = None,
) -> float

Net income / total equity from the closed balance sheet.