Data
US_StockValue_Classification

US_StockValue_Classification

active ARFF CC BY 4.0 Visibility: public Uploaded 22-11-2024 by Yayun Li
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This dataset collects 200+ financial indicators for all the stocks of the US stock market.. The target variable 'class' is now treated as nominal with categories: stock_value_increase, stock_value_decrease.

222 features

class (target)nominal1 unique values
3046 missing
unnamed: 0string4392 unique values
0 missing
revenuenumeric4104 unique values
46 missing
revenue growthnumeric2977 unique values
139 missing
cost of revenuenumeric3288 unique values
185 missing
gross profitnumeric4094 unique values
64 missing
r&d expensesnumeric1523 unique values
237 missing
sg&a expensenumeric4056 unique values
166 missing
operating expensesnumeric4149 unique values
184 missing
operating incomenumeric4282 unique values
35 missing
interest expensenumeric2950 unique values
184 missing
earnings before taxnumeric4275 unique values
71 missing
income tax expensenumeric3413 unique values
140 missing
net income - non-controlling intnumeric1205 unique values
250 missing
net income - discontinued opsnumeric356 unique values
250 missing
net incomenumeric4152 unique values
151 missing
preferred dividendsnumeric457 unique values
250 missing
net income comnumeric4182 unique values
117 missing
epsnumeric1590 unique values
65 missing
eps dilutednumeric1558 unique values
63 missing
weighted average shs outnumeric4293 unique values
66 missing
weighted average shs out (dil)numeric4145 unique values
200 missing
dividend per sharenumeric736 unique values
250 missing
gross marginnumeric2858 unique values
51 missing
ebitda marginnumeric1700 unique values
308 missing
ebit marginnumeric3184 unique values
174 missing
profit marginnumeric1573 unique values
306 missing
free cash flow marginnumeric3034 unique values
254 missing
ebitdanumeric4171 unique values
183 missing
ebitnumeric4176 unique values
143 missing
consolidated incomenumeric4154 unique values
151 missing
earnings before tax marginnumeric3210 unique values
51 missing
net profit marginnumeric3065 unique values
176 missing
cash and cash equivalentsnumeric4165 unique values
49 missing
short-term investmentsnumeric1515 unique values
179 missing
cash and short-term investmentsnumeric4163 unique values
119 missing
receivablesnumeric3540 unique values
38 missing
inventoriesnumeric2236 unique values
197 missing
total current assetsnumeric4174 unique values
185 missing
property, plant & equipment netnumeric3941 unique values
169 missing
goodwill and intangible assetsnumeric3100 unique values
142 missing
long-term investmentsnumeric1821 unique values
181 missing
tax assetsnumeric1781 unique values
212 missing
total non-current assetsnumeric3317 unique values
1041 missing
total assetsnumeric4239 unique values
108 missing
payablesnumeric3651 unique values
174 missing
short-term debtnumeric2245 unique values
214 missing
total current liabilitiesnumeric4147 unique values
184 missing
long-term debtnumeric3195 unique values
30 missing
total debtnumeric3466 unique values
168 missing
deferred revenuenumeric1333 unique values
210 missing
tax liabilitiesnumeric2150 unique values
209 missing
deposit liabilitiesnumeric640 unique values
248 missing
total non-current liabilitiesnumeric3164 unique values
1043 missing
total liabilitiesnumeric4222 unique values
127 missing
other comprehensive incomenumeric2894 unique values
158 missing
retained earnings (deficit)numeric4223 unique values
21 missing
total shareholders equitynumeric4203 unique values
124 missing
investmentsnumeric2561 unique values
209 missing
net debtnumeric4088 unique values
254 missing
other assetsnumeric3906 unique values
208 missing
other liabilitiesnumeric3957 unique values
159 missing
depreciation & amortizationnumeric3847 unique values
146 missing
stock-based compensationnumeric3228 unique values
184 missing
operating cash flownumeric4224 unique values
58 missing
capital expenditurenumeric3803 unique values
144 missing
acquisitions and disposalsnumeric1996 unique values
217 missing
investment purchases and salesnumeric2320 unique values
147 missing
investing cash flownumeric4077 unique values
126 missing
issuance (repayment) of debtnumeric3302 unique values
175 missing
issuance (buybacks) of sharesnumeric3237 unique values
219 missing
dividend paymentsnumeric1949 unique values
247 missing
financing cash flownumeric4190 unique values
19 missing
effect of forex changes on cashnumeric1693 unique values
174 missing
net cash flow / change in cashnumeric4108 unique values
24 missing
free cash flownumeric4156 unique values
167 missing
net cash/marketcapnumeric3481 unique values
498 missing
pricebookvaluerationumeric3247 unique values
830 missing
pricetobookrationumeric2706 unique values
830 missing
pricetosalesrationumeric3821 unique values
255 missing
priceearningsrationumeric2677 unique values
252 missing
pricetofreecashflowsrationumeric2681 unique values
253 missing
pricetooperatingcashflowsrationumeric3908 unique values
461 missing
pricecashflowrationumeric3136 unique values
1256 missing
priceearningstogrowthrationumeric2733 unique values
1658 missing
pricesalesrationumeric3934 unique values
452 missing
dividendyieldnumeric1990 unique values
259 missing
enterprisevaluemultiplenumeric3167 unique values
1225 missing
pricefairvaluenumeric3929 unique values
460 missing
ebitperrevenuenumeric3937 unique values
347 missing
ebtperebitnumeric2224 unique values
1441 missing
niperebtnumeric2629 unique values
1561 missing
grossprofitmarginnumeric3348 unique values
347 missing
operatingprofitmarginnumeric1 unique values
347 missing
pretaxprofitmarginnumeric4040 unique values
347 missing
netprofitmarginnumeric3938 unique values
347 missing
effectivetaxratenumeric2646 unique values
1561 missing
returnonassetsnumeric2814 unique values
1106 missing
returnonequitynumeric3166 unique values
256 missing
returnoncapitalemployednumeric2232 unique values
1102 missing
payablesturnovernumeric3261 unique values
478 missing
inventoryturnovernumeric2258 unique values
239 missing
fixedassetturnovernumeric3783 unique values
444 missing
assetturnovernumeric3961 unique values
230 missing
currentrationumeric3363 unique values
251 missing
quickrationumeric4138 unique values
249 missing
cashrationumeric4124 unique values
249 missing
daysofsalesoutstandingnumeric2211 unique values
236 missing
daysofinventoryoutstandingnumeric3476 unique values
145 missing
operatingcyclenumeric6 unique values
4386 missing
daysofpayablesoutstandingnumeric3512 unique values
234 missing
cashconversioncyclenumeric6 unique values
4386 missing
debtrationumeric2721 unique values
251 missing
debtequityrationumeric3207 unique values
251 missing
longtermdebttocapitalizationnumeric3255 unique values
227 missing
totaldebttocapitalizationnumeric3415 unique values
209 missing
interestcoveragenumeric3074 unique values
246 missing
cashflowtodebtrationumeric3502 unique values
885 missing
companyequitymultipliernumeric3949 unique values
438 missing
operatingcashflowpersharenumeric4067 unique values
251 missing
freecashflowpersharenumeric3603 unique values
252 missing
cashpersharenumeric3976 unique values
251 missing
payoutrationumeric1258 unique values
256 missing
operatingcashflowsalesrationumeric4037 unique values
347 missing
freecashflowoperatingcashflowrationumeric3031 unique values
1160 missing
cashflowcoverageratiosnumeric3502 unique values
885 missing
shorttermcoverageratiosnumeric2462 unique values
1926 missing
capitalexpenditurecoverageratiosnumeric3816 unique values
568 missing
dividendpaidandcapexcoverageratiosnumeric3972 unique values
415 missing
dividendpayoutrationumeric1788 unique values
1658 missing
revenue per sharenumeric3914 unique values
256 missing
net income per sharenumeric4025 unique values
257 missing
operating cash flow per sharenumeric4067 unique values
251 missing
free cash flow per sharenumeric3603 unique values
252 missing
cash per sharenumeric3976 unique values
251 missing
book value per sharenumeric3924 unique values
252 missing
tangible book value per sharenumeric4013 unique values
252 missing
shareholders equity per sharenumeric4115 unique values
251 missing
interest debt per sharenumeric3409 unique values
251 missing
market capnumeric3964 unique values
428 missing
enterprise valuenumeric3548 unique values
844 missing
pe rationumeric2677 unique values
252 missing
price to sales rationumeric3821 unique values
255 missing
pocf rationumeric3908 unique values
461 missing
pfcf rationumeric2681 unique values
253 missing
pb rationumeric3247 unique values
830 missing
ptb rationumeric2706 unique values
830 missing
ev to salesnumeric3312 unique values
847 missing
enterprise value over ebitdanumeric2735 unique values
846 missing
ev to operating cash flownumeric3534 unique values
846 missing
ev to free cash flownumeric3539 unique values
846 missing
earnings yieldnumeric2549 unique values
252 missing
free cash flow yieldnumeric2632 unique values
461 missing
debt to equitynumeric3207 unique values
251 missing
debt to assetsnumeric2721 unique values
251 missing
net debt to ebitdanumeric3952 unique values
379 missing
current rationumeric2510 unique values
1105 missing
interest coveragenumeric3074 unique values
246 missing
income qualitynumeric3967 unique values
236 missing
dividend yieldnumeric822 unique values
251 missing
payout rationumeric1258 unique values
256 missing
sg&a to revenuenumeric3020 unique values
238 missing
r&d to revenuenumeric1174 unique values
248 missing
intangibles to total assetsnumeric2143 unique values
246 missing
capex to operating cash flownumeric2576 unique values
228 missing
capex to revenuenumeric1751 unique values
234 missing
capex to depreciationnumeric3609 unique values
236 missing
stock-based compensation to revenuenumeric1059 unique values
256 missing
graham numbernumeric2371 unique values
832 missing
roicnumeric2232 unique values
1102 missing
return on tangible assetsnumeric2814 unique values
1106 missing
graham net-netnumeric3636 unique values
448 missing
working capitalnumeric3262 unique values
1103 missing
tangible asset valuenumeric4138 unique values
246 missing
net current asset valuenumeric4136 unique values
244 missing
invested capitalnumeric4133 unique values
252 missing
average receivablesnumeric3566 unique values
125 missing
average payablesnumeric3699 unique values
231 missing
average inventorynumeric2266 unique values
233 missing
days sales outstandingnumeric3492 unique values
129 missing
days payables outstandingnumeric3512 unique values
234 missing
days of inventory on handnumeric2211 unique values
236 missing
receivables turnovernumeric3497 unique values
132 missing
payables turnovernumeric3261 unique values
478 missing
inventory turnovernumeric2258 unique values
239 missing
roenumeric3166 unique values
256 missing
capex per sharenumeric3403 unique values
251 missing
gross profit growthnumeric3169 unique values
125 missing
ebit growthnumeric3785 unique values
248 missing
operating income growthnumeric3858 unique values
109 missing
net income growthnumeric3895 unique values
230 missing
eps growthnumeric3630 unique values
131 missing
eps diluted growthnumeric3618 unique values
125 missing
weighted average shares growthnumeric2096 unique values
275 missing
weighted average shares diluted growthnumeric2161 unique values
182 missing
dividends per share growthnumeric984 unique values
263 missing
operating cash flow growthnumeric3861 unique values
142 missing
free cash flow growthnumeric3865 unique values
263 missing
10y revenue growth (per share)numeric1789 unique values
1653 missing
5y revenue growth (per share)numeric2316 unique values
849 missing
3y revenue growth (per share)numeric2533 unique values
432 missing
10y operating cf growth (per share)numeric1589 unique values
1646 missing
5y operating cf growth (per share)numeric2031 unique values
841 missing
3y operating cf growth (per share)numeric2310 unique values
431 missing
10y net income growth (per share)numeric1260 unique values
1653 missing
5y net income growth (per share)numeric1772 unique values
849 missing
3y net income growth (per share)numeric1929 unique values
432 missing
10y shareholders equity growth (per share)numeric1745 unique values
1695 missing
5y shareholders equity growth (per share)numeric2276 unique values
883 missing
3y shareholders equity growth (per share)numeric2656 unique values
432 missing
10y dividend per share growth (per share)numeric899 unique values
1582 missing
5y dividend per share growth (per share)numeric1052 unique values
708 missing
3y dividend per share growth (per share)numeric1040 unique values
325 missing
receivables growthnumeric2960 unique values
124 missing
inventory growthnumeric1924 unique values
232 missing
asset growthnumeric3065 unique values
214 missing
book value per share growthnumeric3255 unique values
271 missing
debt growthnumeric2734 unique values
264 missing
r&d expense growthnumeric1410 unique values
259 missing
sg&a expenses growthnumeric2924 unique values
248 missing
sectornumeric11 unique values
0 missing
2019 price var [%]numeric4381 unique values
0 missing
Show first 100 features

19 properties

NumberOfInstances
4392
Number of instances (rows) of the dataset.
NumberOfFeatures
222
Number of attributes (columns) of the dataset.
NumberOfClasses
2
Number of distinct values of the target attribute (if it is nominal).
NumberOfMissingValues
96995
Number of missing values in the dataset.
NumberOfInstancesWithMissingValues
4392
Number of instances with at least one value missing.
NumberOfNumericFeatures
220
Number of numeric attributes.
NumberOfSymbolicFeatures
1
Number of nominal attributes.
MajorityClassSize
3046
Number of instances belonging to the most frequent class.
MinorityClassPercentage
30.65
Percentage of instances belonging to the least frequent class.
MinorityClassSize
1346
Number of instances belonging to the least frequent class.
NumberOfBinaryFeatures
1
Number of binary attributes.
PercentageOfBinaryFeatures
0.45
Percentage of binary attributes.
PercentageOfInstancesWithMissingValues
100
Percentage of instances having missing values.
AutoCorrelation
0.1
Average class difference between consecutive instances.
PercentageOfMissingValues
9.95
Percentage of missing values.
Dimensionality
0.05
Number of attributes divided by the number of instances.
PercentageOfNumericFeatures
99.1
Percentage of numeric attributes.
MajorityClassPercentage
69.35
Percentage of instances belonging to the most frequent class.
PercentageOfSymbolicFeatures
0.45
Percentage of nominal attributes.
Show all 19 properties

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