{ "data_id": "43846", "name": "400k-NYSE-random-investments--financial-ratios", "exact_name": "400k-NYSE-random-investments--financial-ratios", "version": 1, "version_label": "v1.0", "description": "Context\nThis dataset was created to make the project \"AI Learn to invest\" for SaturdaysAI - Euskadi 1st edition. The project can be found in https:\/\/github.com\/ImanolR87\/AI-Learn-to-invest\nContent\nMore than 400.000 random investments were created with the data from the last 10 years from the NYSE market. Finantial ratios and volatilities were calculated and added to the random investments dataset.\nFinantial ratios included:\n\nESG Ranking\nROA \nROE \nNet Yearly Income\nPB\nPE\nPS\nEPS\nSharpe \n\nAcknowledgements\nI thank SaturdaysAI to push me falling in love with data science.\nInspiration\nOur inspiration was to find an answer to why young people doesn't invest more on Stock-Exchange markets.", "format": "arff", "uploader": "Elif Ceren Gok", "uploader_id": 30125, "visibility": "public", "creator": null, "contributor": null, "date": "2022-03-24 15:37:10", "update_comment": null, "last_update": "2022-03-24 15:37:10", "licence": "CC0: Public Domain", "status": "active", "error_message": null, "url": "https:\/\/www.openml.org\/data\/download\/22102671\/dataset", "default_target_attribute": null, "row_id_attribute": null, "ignore_attribute": null, "runs": 0, "suggest": { "input": [ "400k-NYSE-random-investments--financial-ratios", "Context This dataset was created to make the project \"AI Learn to invest\" for SaturdaysAI - Euskadi 1st edition. The project can be found in https:\/\/github.com\/ImanolR87\/AI-Learn-to-invest Content More than 400.000 random investments were created with the data from the last 10 years from the NYSE market. Finantial ratios and volatilities were calculated and added to the random investments dataset. Finantial ratios included: ESG Ranking ROA ROE Net Yearly Income PB PE PS EPS Sharpe Acknowledgemen " ], "weight": 5 }, "qualities": { "NumberOfInstances": 405258, "NumberOfFeatures": 25, "NumberOfClasses": null, "NumberOfMissingValues": 0, "NumberOfInstancesWithMissingValues": 0, "NumberOfNumericFeatures": 20, "NumberOfSymbolicFeatures": 0, "MinorityClassPercentage": null, "MinorityClassSize": null, "NumberOfBinaryFeatures": 0, "PercentageOfBinaryFeatures": 0, "PercentageOfInstancesWithMissingValues": 0, "AutoCorrelation": null, "PercentageOfMissingValues": 0, "Dimensionality": 6.168909682227124e-5, "PercentageOfNumericFeatures": 80, "MajorityClassPercentage": null, "PercentageOfSymbolicFeatures": 0, "MajorityClassSize": null }, "tags": [ { "uploader": "38960", "tag": "Machine Learning" } ], "features": [ { "name": "Unnamed:_0", "index": "0", "type": "numeric", "distinct": "405258", "missing": "0", "min": "0", "max": "499999", "mean": "249936", "stdev": "144240" }, { "name": "company", "index": "1", "type": "string", "distinct": "27", "missing": "0" }, { "name": "sector", "index": "2", "type": "string", "distinct": "5", "missing": "0" }, { "name": "horizon_(days)", "index": "3", "type": "numeric", "distinct": "33", "missing": "0", "min": "1", "max": "720", "mean": "187", "stdev": "211" }, { "name": "amount", "index": "4", "type": "numeric", "distinct": "17", "missing": "0", "min": "50", "max": "50000", "mean": "8108", "stdev": "12774" }, { "name": "date_BUY_fix", "index": "5", "type": "string", "distinct": "1248", "missing": "0" }, { "name": "date_SELL_fix", "index": "6", "type": "string", "distinct": "1729", "missing": "0" }, { "name": "price_BUY", "index": "7", "type": "numeric", "distinct": "28903", "missing": "0", "min": "7", "max": "2040", "mean": "105", "stdev": "217" }, { "name": "price_SELL", "index": "8", "type": "numeric", "distinct": "38671", "missing": "0", "min": "4", "max": "3451", "mean": "117", "stdev": "250" }, { "name": "Volatility_Buy", "index": "9", "type": "numeric", "distinct": "31623", "missing": "0", "min": "0", "max": "1", "mean": "0", "stdev": "0" }, { "name": "Volatility_sell", "index": "10", "type": "numeric", "distinct": "42307", "missing": "0", "min": "0", "max": "1", "mean": "0", "stdev": "0" }, { "name": "Sharpe_Ratio", "index": "11", "type": "numeric", "distinct": "31623", "missing": "0", "min": "0", "max": "1", "mean": "0", "stdev": "0" }, { "name": "expected_return_(yearly)", "index": "12", "type": "numeric", "distinct": "891", "missing": "0", "min": "0", "max": "1", "mean": "0", "stdev": "0" }, { "name": "inflation", "index": "13", "type": "numeric", "distinct": "6", "missing": "0", "min": "-1", "max": "2", "mean": "1", "stdev": "1" }, { "name": "nominal_return", "index": "14", "type": "numeric", "distinct": "314504", "missing": "0", "min": "-1", "max": "9", "mean": "0", "stdev": "0" }, { "name": "investment", "index": "15", "type": "string", "distinct": "2", "missing": "0" }, { "name": "ESG_ranking", "index": "16", "type": "numeric", "distinct": "25", "missing": "0", "min": "12", "max": "32", "mean": "23", "stdev": "7" }, { "name": "PE_ratio", "index": "17", "type": "numeric", "distinct": "443", "missing": "0", "min": "0", "max": "1117", "mean": "30", "stdev": "85" }, { "name": "EPS_ratio", "index": "18", "type": "numeric", "distinct": "390", "missing": "0", "min": "-7", "max": "30", "mean": "3", "stdev": "4" }, { "name": "PS_ratio", "index": "19", "type": "numeric", "distinct": "293", "missing": "0", "min": "0", "max": "24", "mean": "3", "stdev": "4" }, { "name": "PB_ratio", "index": "20", "type": "numeric", "distinct": "391", "missing": "0", "min": "0", "max": "48", "mean": "5", "stdev": "6" }, { "name": "NetProfitMargin_ratio", "index": "21", "type": "numeric", "distinct": "472", "missing": "0", "min": "-25", "max": "62", "mean": "9", "stdev": "10" }, { "name": "current_ratio", "index": "22", "type": "numeric", "distinct": "219", "missing": "0", "min": "1", "max": "14", "mean": "2", "stdev": "3" }, { "name": "roa_ratio", "index": "23", "type": "numeric", "distinct": "439", "missing": "0", "min": "-13", "max": "38", "mean": "6", "stdev": "6" }, { "name": "roe_ratio", "index": "24", "type": "numeric", "distinct": "507", "missing": "0", "min": "-99", "max": "57", "mean": "16", "stdev": "17" } ], "nr_of_issues": 0, "nr_of_downvotes": 0, "nr_of_likes": 1, "nr_of_downloads": 1, "total_downloads": 1, "reach": 2, "reuse": 0, "impact_of_reuse": 0, "reach_of_reuse": 0, "impact": 0 }