Dataset: S&P 500 Quarterly Metrics & Ratios

About this Dataset

S&P 500 Quarterly Metrics & Ratios

Quarterly financial metrics and ratios (EPS, P/E, Gross Profit, Quick ratio, etc.) as well as yearly price change for the next year. The data covers the period between 2009 and mid 2022, for the roughly 500 companies that conform the S&P500 index. The data could serve as a starting point to try to ask a series of questions:

Can a regression model predict future prices?
Can a classification model predict future tendency?

Tables

Fed Funds Rate Historical Chart

@kaggle.danielbrito99_s_and_p_500_quarterly_financials.fed_funds_rate_historical_chart

254.79 KB
24592 rows
2 columns


CREATE TABLE fed_funds_rate_historical_chart (
  "date" TIMESTAMP,
  "n__interest_rates" DOUBLE
);

Sp500 Macro Quarterly Data

@kaggle.danielbrito99_s_and_p_500_quarterly_financials.sp500_macro_quarterly_data

3.96 MB
28579 rows
47 columns


CREATE TABLE sp500_macro_quarterly_data (
  "unnamed_0" TIMESTAMP,
  "ticker" VARCHAR,
  "pe_ratio" DOUBLE,
  "price_sales" DOUBLE,
  "price_book" DOUBLE,
  "price_fcf" DOUBLE,
  "current_ratio" DOUBLE,
  "quick_ratio" DOUBLE,
  "debt_equity_ratio" DOUBLE,
  "roe" DOUBLE,
  "roa" DOUBLE,
  "return_on_tangible_equity" DOUBLE,
  "ebitda_margin" DOUBLE,
  "total_assets_q" DOUBLE,
  "total_assets_yoy" DOUBLE,
  "total_liabilities_q" DOUBLE,
  "total_liabilities_yoy" DOUBLE,
  "total_share_holder_equity_q" DOUBLE,
  "total_share_holder_equity_yoy" DOUBLE,
  "long_term_debt_q" DOUBLE,
  "long_term_debt_yoy" DOUBLE,
  "shares_outstanding_q" DOUBLE,
  "shares_outstanding_yoy" DOUBLE,
  "eps_earnings_per_share_diluted_ttm" DOUBLE,
  "eps_earnings_per_share_diluted_q" DOUBLE,
  "eps_earnings_per_share_diluted_yoy" DOUBLE,
  "net_income_ttm" DOUBLE,
  "net_income_q" DOUBLE,
  "net_income_yoy" DOUBLE,
  "ebitda_ttm" DOUBLE,
  "ebitda_q" DOUBLE,
  "ebitda_yoy" DOUBLE,
  "operating_income_ttm" DOUBLE,
  "operating_income_q" DOUBLE,
  "operating_income_yoy" DOUBLE,
  "gross_profit_ttm" DOUBLE,
  "gross_profit_q" DOUBLE,
  "gross_profit_yoy" DOUBLE,
  "revenue_ttm" DOUBLE,
  "revenue_q" DOUBLE,
  "revenue_yoy" DOUBLE,
  "adj_close" DOUBLE,
  "yearly_change" DOUBLE,
  "growth_rate" DOUBLE,
  "unemployment_rate" DOUBLE,
  "inflation_rate" DOUBLE,
  "n__interest_rates" DOUBLE
);

Sp500 Quarterly Data

@kaggle.danielbrito99_s_and_p_500_quarterly_financials.sp500_quarterly_data

3.94 MB
28579 rows
43 columns


CREATE TABLE sp500_quarterly_data (
  "unnamed_0" TIMESTAMP,
  "ticker" VARCHAR,
  "pe_ratio" DOUBLE,
  "price_sales" DOUBLE,
  "price_book" DOUBLE,
  "price_fcf" DOUBLE,
  "current_ratio" DOUBLE,
  "quick_ratio" DOUBLE,
  "debt_equity_ratio" DOUBLE,
  "roe" DOUBLE,
  "roa" DOUBLE,
  "return_on_tangible_equity" DOUBLE,
  "ebitda_margin" DOUBLE,
  "total_assets_q" DOUBLE,
  "total_assets_yoy" DOUBLE,
  "total_liabilities_q" DOUBLE,
  "total_liabilities_yoy" DOUBLE,
  "total_share_holder_equity_q" DOUBLE,
  "total_share_holder_equity_yoy" DOUBLE,
  "long_term_debt_q" DOUBLE,
  "long_term_debt_yoy" DOUBLE,
  "shares_outstanding_q" DOUBLE,
  "shares_outstanding_yoy" DOUBLE,
  "eps_earnings_per_share_diluted_ttm" DOUBLE,
  "eps_earnings_per_share_diluted_q" DOUBLE,
  "eps_earnings_per_share_diluted_yoy" DOUBLE,
  "net_income_ttm" DOUBLE,
  "net_income_q" DOUBLE,
  "net_income_yoy" DOUBLE,
  "ebitda_ttm" DOUBLE,
  "ebitda_q" DOUBLE,
  "ebitda_yoy" DOUBLE,
  "operating_income_ttm" DOUBLE,
  "operating_income_q" DOUBLE,
  "operating_income_yoy" DOUBLE,
  "gross_profit_ttm" DOUBLE,
  "gross_profit_q" DOUBLE,
  "gross_profit_yoy" DOUBLE,
  "revenue_ttm" DOUBLE,
  "revenue_q" DOUBLE,
  "revenue_yoy" DOUBLE,
  "adj_close" DOUBLE,
  "yearly_change" DOUBLE
);