{
    "data_id": "43344",
    "name": "Corporate-Credit-Rating",
    "exact_name": "Corporate-Credit-Rating",
    "version": 1,
    "version_label": "v1.0",
    "description": "Context\nA corporate credit rating expresses the ability of a firm to repay its debt to creditors. Credit rating agencies are the entities responsible to make the assessment and give a verdict.  When a big corporation from the US or anywhere in the world wants to issue a new bond it hires a credit agency to make an assessment so that investors can know how trustworthy is the company. The assessment is based especially in the financials indicators that come from the balance sheet. Some of the most important agencies in the world are Moodys, Fitch and Standard and Poors. \nContent\nA list of 2029 credit ratings issued by major agencies such as Standard and Poors to big US firms (traded on NYSE or Nasdaq) from 2010 to 2016. \nThere are 30 features for every company of which 25 are financial indicators. They can be divided in:\n\nLiquidity Measurement Ratios: currentRatio, quickRatio, cashRatio, daysOfSalesOutstanding\nProfitability Indicator Ratios: grossProfitMargin, operatingProfitMargin, pretaxProfitMargin, netProfitMargin, effectiveTaxRate, returnOnAssets, returnOnEquity, returnOnCapitalEmployed\nDebt Ratios: debtRatio, debtEquityRatio\nOperating Performance Ratios: assetTurnover\nCash Flow Indicator Ratios: operatingCashFlowPerShare, freeCashFlowPerShare, cashPerShare, operatingCashFlowSalesRatio, freeCashFlowOperatingCashFlowRatio\n\nFor more information about financial indicators visit: https:\/\/financialmodelingprep.com\/market-indexes-major-markets\nThe additional features are Name, Symbol (for trading), Rating Agency Name, Date and Sector. \nThe dataset is unbalanced, here is the frequency of ratings:\n\nAAA:         7\nAA:            89\nA:           398\nBBB:           671\nBB:           490\nB:           302\nCCC:       64\nCC:           5\nC:           2\nD:           1\n\nAcknowledgements\nThis dataset was possible thanks to financialmodelingprep and opendatasoft - the sources of the data. To see how the data was integrated and reshaped check here.\nInspiration\nIs it possible to forecast the rating an agency will give to a company based on its financials?",
    "format": "arff",
    "uploader": "Dustin Carrion",
    "uploader_id": 30123,
    "visibility": "public",
    "creator": null,
    "contributor": null,
    "date": "2022-03-23 12:19:04",
    "update_comment": null,
    "last_update": "2022-03-23 12:19:04",
    "licence": "Attribution 4.0 International (CC BY 4.0)",
    "status": "active",
    "error_message": null,
    "url": "https:\/\/www.openml.org\/data\/download\/22102169\/dataset",
    "default_target_attribute": null,
    "row_id_attribute": null,
    "ignore_attribute": null,
    "runs": 0,
    "suggest": {
        "input": [
            "Corporate-Credit-Rating",
            "Context A corporate credit rating expresses the ability of a firm to repay its debt to creditors. Credit rating agencies are the entities responsible to make the assessment and give a verdict. When a big corporation from the US or anywhere in the world wants to issue a new bond it hires a credit agency to make an assessment so that investors can know how trustworthy is the company. The assessment is based especially in the financials indicators that come from the balance sheet. Some of the most  "
        ],
        "weight": 5
    },
    "qualities": {
        "NumberOfInstances": 2029,
        "NumberOfFeatures": 31,
        "NumberOfClasses": null,
        "NumberOfMissingValues": 0,
        "NumberOfInstancesWithMissingValues": 0,
        "NumberOfNumericFeatures": 25,
        "NumberOfSymbolicFeatures": 0,
        "NumberOfBinaryFeatures": 0,
        "PercentageOfBinaryFeatures": 0,
        "PercentageOfInstancesWithMissingValues": 0,
        "PercentageOfMissingValues": 0,
        "AutoCorrelation": null,
        "PercentageOfNumericFeatures": 80.64516129032258,
        "Dimensionality": 0.015278462296697881,
        "PercentageOfSymbolicFeatures": 0,
        "MajorityClassPercentage": null,
        "MajorityClassSize": null,
        "MinorityClassPercentage": null,
        "MinorityClassSize": null
    },
    "tags": [
        {
            "tag": "Computer Systems",
            "uploader": "38960"
        },
        {
            "tag": "Machine Learning",
            "uploader": "38960"
        }
    ],
    "features": [
        {
            "name": "Rating",
            "index": "0",
            "type": "string",
            "distinct": "10",
            "missing": "0"
        },
        {
            "name": "Name",
            "index": "1",
            "type": "string",
            "distinct": "593",
            "missing": "0"
        },
        {
            "name": "Symbol",
            "index": "2",
            "type": "string",
            "distinct": "593",
            "missing": "0"
        },
        {
            "name": "Rating_Agency_Name",
            "index": "3",
            "type": "string",
            "distinct": "5",
            "missing": "0"
        },
        {
            "name": "Date",
            "index": "4",
            "type": "string",
            "distinct": "904",
            "missing": "0"
        },
        {
            "name": "Sector",
            "index": "5",
            "type": "string",
            "distinct": "12",
            "missing": "0"
        },
        {
            "name": "currentRatio",
            "index": "6",
            "type": "numeric",
            "distinct": "2029",
            "missing": "0",
            "min": "-1",
            "max": "1726",
            "mean": "4",
            "stdev": "44"
        },
        {
            "name": "quickRatio",
            "index": "7",
            "type": "numeric",
            "distinct": "2029",
            "missing": "0",
            "min": "-2",
            "max": "1140",
            "mean": "3",
            "stdev": "33"
        },
        {
            "name": "cashRatio",
            "index": "8",
            "type": "numeric",
            "distinct": "2025",
            "missing": "0",
            "min": "0",
            "max": "126",
            "mean": "1",
            "stdev": "4"
        },
        {
            "name": "daysOfSalesOutstanding",
            "index": "9",
            "type": "numeric",
            "distinct": "1836",
            "missing": "0",
            "min": "-812",
            "max": "115962",
            "mean": "334",
            "stdev": "4448"
        },
        {
            "name": "netProfitMargin",
            "index": "10",
            "type": "numeric",
            "distinct": "2027",
            "missing": "0",
            "min": "-102",
            "max": "199",
            "mean": "0",
            "stdev": "6"
        },
        {
            "name": "pretaxProfitMargin",
            "index": "11",
            "type": "numeric",
            "distinct": "2027",
            "missing": "0",
            "min": "-124",
            "max": "310",
            "mean": "0",
            "stdev": "9"
        },
        {
            "name": "grossProfitMargin",
            "index": "12",
            "type": "numeric",
            "distinct": "1626",
            "missing": "0",
            "min": "-15",
            "max": "3",
            "mean": "0",
            "stdev": "1"
        },
        {
            "name": "operatingProfitMargin",
            "index": "13",
            "type": "numeric",
            "distinct": "2027",
            "missing": "0",
            "min": "-124",
            "max": "410",
            "mean": "1",
            "stdev": "11"
        },
        {
            "name": "returnOnAssets",
            "index": "14",
            "type": "numeric",
            "distinct": "2029",
            "missing": "0",
            "min": "-40213",
            "max": "0",
            "mean": "-38",
            "stdev": "1166"
        },
        {
            "name": "returnOnCapitalEmployed",
            "index": "15",
            "type": "numeric",
            "distinct": "2029",
            "missing": "0",
            "min": "-87162",
            "max": "2",
            "mean": "-74",
            "stdev": "2350"
        },
        {
            "name": "returnOnEquity",
            "index": "16",
            "type": "numeric",
            "distinct": "2029",
            "missing": "0",
            "min": "-64",
            "max": "141350",
            "mean": "143",
            "stdev": "4407"
        },
        {
            "name": "assetTurnover",
            "index": "17",
            "type": "numeric",
            "distinct": "2029",
            "missing": "0",
            "min": "-9",
            "max": "2553149",
            "mean": "3678",
            "stdev": "95654"
        },
        {
            "name": "fixedAssetTurnover",
            "index": "18",
            "type": "numeric",
            "distinct": "2029",
            "missing": "0",
            "min": "-27",
            "max": "5156884",
            "mean": "7269",
            "stdev": "188997"
        },
        {
            "name": "debtEquityRatio",
            "index": "19",
            "type": "numeric",
            "distinct": "2024",
            "missing": "0",
            "min": "-2556",
            "max": "2562",
            "mean": "2",
            "stdev": "88"
        },
        {
            "name": "debtRatio",
            "index": "20",
            "type": "numeric",
            "distinct": "2005",
            "missing": "0",
            "min": "0",
            "max": "2",
            "mean": "1",
            "stdev": "0"
        },
        {
            "name": "effectiveTaxRate",
            "index": "21",
            "type": "numeric",
            "distinct": "1994",
            "missing": "0",
            "min": "-101",
            "max": "430",
            "mean": "0",
            "stdev": "11"
        },
        {
            "name": "freeCashFlowOperatingCashFlowRatio",
            "index": "22",
            "type": "numeric",
            "distinct": "1857",
            "missing": "0",
            "min": "-121",
            "max": "35",
            "mean": "0",
            "stdev": "4"
        },
        {
            "name": "freeCashFlowPerShare",
            "index": "23",
            "type": "numeric",
            "distinct": "2027",
            "missing": "0",
            "min": "-4913",
            "max": "5753380",
            "mean": "5095",
            "stdev": "146916"
        },
        {
            "name": "cashPerShare",
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            "type": "numeric",
            "distinct": "2029",
            "missing": "0",
            "min": "-19",
            "max": "4786803",
            "mean": "4228",
            "stdev": "122400"
        },
        {
            "name": "companyEquityMultiplier",
            "index": "25",
            "type": "numeric",
            "distinct": "2029",
            "missing": "0",
            "min": "-2555",
            "max": "2563",
            "mean": "3",
            "stdev": "88"
        },
        {
            "name": "ebitPerRevenue",
            "index": "26",
            "type": "numeric",
            "distinct": "2027",
            "missing": "0",
            "min": "-124",
            "max": "310",
            "mean": "0",
            "stdev": "9"
        },
        {
            "name": "enterpriseValueMultiple",
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            "type": "numeric",
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            "missing": "0",
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            "max": "11154",
            "mean": "48",
            "stdev": "529"
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            "name": "operatingCashFlowPerShare",
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            "mean": "6515",
            "stdev": "177529"
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            "name": "operatingCashFlowSalesRatio",
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            "distinct": "2027",
            "missing": "0",
            "min": "-4",
            "max": "689",
            "mean": "1",
            "stdev": "19"
        },
        {
            "name": "payablesTurnover",
            "index": "30",
            "type": "numeric",
            "distinct": "1768",
            "missing": "0",
            "min": "-77",
            "max": "20315",
            "mean": "38",
            "stdev": "759"
        }
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    "nr_of_downvotes": 0,
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}