CPSC-4310-Stocks

Datasets

2018_Financial_Data.csv

This dataset is a collection of over 200+ financial indicators including a "class" attibute that indicates wether or not to buy a stock.

Size
Raw: 4392 rows (stocks) by 225 column attributes (indicators) - 8.6MB
Processed: ~2500 rows (stocks) by 8 column attributes (indicators)

Samples

	priceCashFlowRatio	priceEarningsRatio	priceEarningsToGrowthRatio	priceBookValueRatio	currentRatio	quickRatio	payoutRatio	Class
0	6.3424931159579	13.3008	13.136438090395	2.1632	0.792	0.54044850197442	0.358	1
2	7.2615573355531	10.2691	10.151624732817	2.8625	1.731	1.1050162396247	0.263	1
3	3.493075862069	4.2999	4.2999306685532	1.8919	2.787	2.1341675356274	0.0	1
4	14.889427521079	0.0	47.51407396171606	2.0436	1.7182084143933	1.4025869878373	-0.141	1
5	6.2293514461032	9.3333	8.7463661900025	0.9151	0.41173975018571	0.41079879921765	0.205	1
4383	216.28890485831377	0.0	47.51407396171606	1.5564	0.746	0.39887472590118	0.0	0
4384	216.28890485831377	0.0	47.51407396171606	4.3967	5.78	5.3746603260870005	0.0	1
4385	3.1332155983619	18.8333	18.986480183824	0.206	1.481	1.2315090593199	0.0	1
4387	216.28890485831377	0.0	47.51407396171606	3.9828	4.271088718119423	0.0021422799090826	0.0	0
4388	216.28890485831377	0.0	47.51407396171606	1.4604	3.886	3.8153564899452	0.0	0

Attribute Descriptions
'priceCashFlowRatio'
(float64)
The price to cash flow ratio is used to compare a company's market value to its cashflow. Theoretically, the lower the value the better the stock is.

count	mean	std	min	25%	50%	75%	max
2499	58.32474019	85.68848528	0	7.161927929	12.50755277	41.59121981	471.9803278

'priceEarningsRatio'
(float64)
The price to earnings ratio (PE Ratio) is a measure of the share price relative to the annual net income earned by the firm per share. This ratio indicates current demand for a certain stock by investors.

count	mean	std	min	25%	50%	75%	max
2499	11.98668898	12.32574592	0	0	10.7431	18.1114	59.2966

'priceEarningsToGrowthRatio'
(float64)
The price/earnings to growth ratio (PEG Ratio) is a valuation metric for determining the relative trade-off between the price of a stock, the earnings generated per share (EPS), and the company's expected growth.

count	mean	std	min	25%	50%	75%	max
2499	27.38404012	16.68317639	0	12.2697529	21.6672271	47.51407396	79.03994624

'priceBookValueRatio'
(float64)
The price to book value ratio (PBV Ratio) is the market price per share divided by the book value per share. Traditionally, a value under 3.0 is fair and under 1.0 is undervalued and thus very good.

count	mean	std	min	25%	50%	75%	max
2499	2.677537655	3.030099113	0	0.9714	1.6363	3.19435	20.1252

'currentRatio'
(float64)
The current ratio is a liquidity ratio that measures whether a firm has enough resources to meet its short-term obligations. A good current ratio is between 1.2 to 2, which means that the business has 2 times more current assets than liabilities to covers its debts.

count	mean	std	min	25%	50%	75%	max
2499	1.857088927	1.421384897	0	0.889	1.581	2.558	7.443545351

'quickRatio'
(float64)
The quick ratio is a financial ratio used to gauge a company's liquidity. A result of 1 is considered to be the normal quick ratio.

count	mean	std	min	25%	50%	75%	max
2499	1.329386303	1.200524794	0.0008492161872	0.4792324357	1.024933496	1.827450028	5.954491789

'payoutRatio'
(float64)
The payout ratio is the percentage of net income that a company pays out as dividends to common shareholders. A payout ratio of 10% means for every dollar in Net Income, 10% is being paid out as a dividend.

count	mean	std	min	25%	50%	75%	max
2499	0.1339560613	0.2041859537	-0.424	0	0	0.2625	0.732

'Class'
(int64)
The predetermined classes of 1 and 0 - where the former represnets buy the stock now and sell at the end of the year and 0 represents don't buy at all.

count	mean	std	min	25%	50%	75%	max
2499	0.6898759504	0.4626367591	0	0	1	1	1

aapl.us.txt

This data set is a collection of Apple Inc. daily stock market prices since 1984. For our purposes we will be using the data since 2007, as the advent of the iPhone changed the economic and corporate landscape.

Size
Raw: 8364 rows (daily metrics) by 7 column attributes (values) - 428kB
Processed: ~2700 rows (daily metrics) by 6 column attributes (values)

Samples

Date	Open	High	Low	Close	Volume
2007-01-03	11.049000000000001	11.087	10.485999999999999	10.731	345302870
2007-01-04	10.78	11.007	10.732999999999999	10.969000000000001	236252357
2007-01-05	10.992	11.038	10.807	10.892999999999999	232773093
2007-01-08	11.011	11.081	10.922	10.946	222149027
2007-01-09	11.075	11.907	10.905999999999999	11.854000000000001	933759387
2017-11-06	171.75	174.36	171.1	173.63	34901241
2017-11-07	173.29	174.51	173.29	174.18	24424877
2017-11-08	174.03	175.61	173.71	175.61	24451166
2017-11-09	174.48	175.46	172.52	175.25	29533086
2017-11-10	175.11	175.38	174.27	174.67	25130494

Attribute Descriptions 'Open'
(float64)
The opening price is the price at which a security first trades upon the opening of an exchange on a trading day. For our data, this is a price of Apple's shares on open.

'High'
(float64)
The high is the highest price at which a stock traded during the course of the trading day.

mean	std	min	25%	50%	75%	max
64.89189218	41.81158531	10.5	24.517	58.7875	97.3795	175.61

'Low'
(float64)
The low is the lowest price at which a stock traded during the course of the trading day

mean	std	min	25%	50%	75%	max
63.68151535	41.27736124	10.014	23.97525	57.528	95.79225	174.27

'Close'
(float64)
The closing price is the last price at which the stock traded during the regular trading day.

mean	std	min	25%	50%	75%	max
64.30513999	41.55890876	10.014	24.31	58.204	96.64725	175.61

'Volume'
(int64)
The volume is the number of shares that changed hands during a given day.

mean	std	min	25%	50%	75%	max
137044739	111438852.3	0	53739755.25	108533238	183453102	939695278