Data
Corporate_Credit_Rating_Classification

Corporate_Credit_Rating_Classification

active ARFF CC BY 4.0 Visibility: public Uploaded 12-12-2024 by Yayun Li
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# Credit Ratings of Big US Firms and their Financials ## Context A corporate credit rating expresses the ability of a firm to repay its debt to creditors. Credit rating agencies assess companies' creditworthiness based on financial indicators. ## Content This dataset contains 2029 credit ratings issued by major agencies (S&P, Moody's, Fitch) for US firms traded on NYSE/NASDAQ from 2010-2016. It includes 30 features: - 25 financial indicators grouped into: * Liquidity Ratios (current ratio, quick ratio, etc.) * Profitability Ratios (profit margins, ROA, ROE, etc.) * Debt Ratios (debt ratio, debt-equity ratio) * Operating Performance Ratios (asset turnover) * Cash Flow Ratios (operating/free cash flow metrics) - Company name, trading symbol, rating agency, date, sector ## Target Variable The target variable 'Rating' includes 10 class labels representing credit ratings from AAA (highest) to D (lowest). ## Important Notes - Dataset is unbalanced - Contains missing values in financial indicators - May contain outliers with extreme values

42 features

rating (target)nominal10 unique values
0 missing
rating agency namenumeric5 unique values
0 missing
currentrationumeric2029 unique values
0 missing
quickrationumeric2029 unique values
0 missing
cashrationumeric2025 unique values
0 missing
daysofsalesoutstandingnumeric1836 unique values
0 missing
netprofitmarginnumeric2027 unique values
0 missing
pretaxprofitmarginnumeric2027 unique values
0 missing
grossprofitmarginnumeric1626 unique values
0 missing
operatingprofitmarginnumeric2027 unique values
0 missing
returnonassetsnumeric2029 unique values
0 missing
returnoncapitalemployednumeric2029 unique values
0 missing
returnonequitynumeric2029 unique values
0 missing
assetturnovernumeric2029 unique values
0 missing
fixedassetturnovernumeric2029 unique values
0 missing
debtequityrationumeric2024 unique values
0 missing
debtrationumeric2005 unique values
0 missing
effectivetaxratenumeric1994 unique values
0 missing
freecashflowoperatingcashflowrationumeric1857 unique values
0 missing
freecashflowpersharenumeric2027 unique values
0 missing
cashpersharenumeric2029 unique values
0 missing
companyequitymultipliernumeric2029 unique values
0 missing
ebitperrevenuenumeric2027 unique values
0 missing
enterprisevaluemultiplenumeric2029 unique values
0 missing
operatingcashflowpersharenumeric2027 unique values
0 missing
operatingcashflowsalesrationumeric2027 unique values
0 missing
payablesturnovernumeric1768 unique values
0 missing
yearnumeric9 unique values
0 missing
monthnumeric12 unique values
0 missing
daynumeric31 unique values
0 missing
sector_basic industriesnumeric2 unique values
0 missing
sector_capital goodsnumeric2 unique values
0 missing
sector_consumer durablesnumeric2 unique values
0 missing
sector_consumer non-durablesnumeric2 unique values
0 missing
sector_consumer servicesnumeric2 unique values
0 missing
sector_energynumeric2 unique values
0 missing
sector_financenumeric2 unique values
0 missing
sector_health carenumeric2 unique values
0 missing
sector_miscellaneousnumeric2 unique values
0 missing
sector_public utilitiesnumeric2 unique values
0 missing
sector_technologynumeric2 unique values
0 missing
sector_transportationnumeric2 unique values
0 missing
Show all 42 features

19 properties

NumberOfInstances
2029
Number of instances (rows) of the dataset.
NumberOfFeatures
42
Number of attributes (columns) of the dataset.
NumberOfClasses
10
Number of distinct values of the target attribute (if it is nominal).
NumberOfMissingValues
0
Number of missing values in the dataset.
NumberOfInstancesWithMissingValues
0
Number of instances with at least one value missing.
NumberOfNumericFeatures
41
Number of numeric attributes.
NumberOfSymbolicFeatures
1
Number of nominal attributes.
PercentageOfBinaryFeatures
0
Percentage of binary attributes.
PercentageOfInstancesWithMissingValues
0
Percentage of instances having missing values.
AutoCorrelation
0.53
Average class difference between consecutive instances.
PercentageOfMissingValues
0
Percentage of missing values.
Dimensionality
0.02
Number of attributes divided by the number of instances.
PercentageOfNumericFeatures
97.62
Percentage of numeric attributes.
PercentageOfSymbolicFeatures
2.38
Percentage of nominal attributes.
MajorityClassPercentage
33.07
Percentage of instances belonging to the most frequent class.
MajorityClassSize
671
Number of instances belonging to the most frequent class.
MinorityClassPercentage
0.05
Percentage of instances belonging to the least frequent class.
MinorityClassSize
1
Number of instances belonging to the least frequent class.
NumberOfBinaryFeatures
0
Number of binary attributes.
Show all 19 properties

1 tasks

Supervised Classification on Corporate_Credit_Rating_Classification
0 runs - estimation_procedure: 10-fold Crossvalidation - target_feature: rating
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