Data
US_StockValue_Classification

US_StockValue_Classification

active ARFF CC BY 4.0 Visibility: public Uploaded 22-11-2024 by Yayun Li
0 likes downloaded by 0 people , 0 total downloads 0 issues 0 downvotes
Issue #Downvotes for this reason By


Loading wiki
Help us complete this description Edit
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.

221 features

class (target)nominal2 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
randd_expensesnumeric1523 unique values
237 missing
sganda_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_dilnumeric4145 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_and_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_deficitnumeric4223 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_and_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_or_change_in_cashnumeric4108 unique values
24 missing
free_cash_flownumeric4156 unique values
167 missing
net_cashormarketcapnumeric3481 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
sganda_to_revenuenumeric3020 unique values
238 missing
randd_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_sharenumeric1789 unique values
1653 missing
5y_revenue_growth_per_sharenumeric2316 unique values
849 missing
3y_revenue_growth_per_sharenumeric2533 unique values
432 missing
10y_operating_cf_growth_per_sharenumeric1589 unique values
1646 missing
5y_operating_cf_growth_per_sharenumeric2031 unique values
841 missing
3y_operating_cf_growth_per_sharenumeric2310 unique values
431 missing
10y_net_income_growth_per_sharenumeric1260 unique values
1653 missing
5y_net_income_growth_per_sharenumeric1772 unique values
849 missing
3y_net_income_growth_per_sharenumeric1929 unique values
432 missing
10y_shareholders_equity_growth_per_sharenumeric1745 unique values
1695 missing
5y_shareholders_equity_growth_per_sharenumeric2276 unique values
883 missing
3y_shareholders_equity_growth_per_sharenumeric2656 unique values
432 missing
10y_dividend_per_share_growth_per_sharenumeric899 unique values
1582 missing
5y_dividend_per_share_growth_per_sharenumeric1052 unique values
708 missing
3y_dividend_per_share_growth_per_sharenumeric1040 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
randd_expense_growthnumeric1410 unique values
259 missing
sganda_expenses_growthnumeric2924 unique values
248 missing
sectornumeric11 unique values
0 missing
2019_price_var_percentnumeric4381 unique values
0 missing

19 properties

4392
Number of instances (rows) of the dataset.
221
Number of attributes (columns) of the dataset.
2
Number of distinct values of the target attribute (if it is nominal).
93949
Number of missing values in the dataset.
4392
Number of instances with at least one value missing.
220
Number of numeric attributes.
1
Number of nominal attributes.
0.45
Percentage of binary attributes.
100
Percentage of instances having missing values.
0.58
Average class difference between consecutive instances.
9.68
Percentage of missing values.
0.05
Number of attributes divided by the number of instances.
99.55
Percentage of numeric attributes.
69.35
Percentage of instances belonging to the most frequent class.
0.45
Percentage of nominal attributes.
3046
Number of instances belonging to the most frequent class.
30.65
Percentage of instances belonging to the least frequent class.
1346
Number of instances belonging to the least frequent class.
1
Number of binary attributes.

1 tasks

0 runs - estimation_procedure: 10-fold Crossvalidation - target_feature: class
Define a new task