400k NYSE Random Investments + Financial Ratios

Dataset created to predict future investments

@kaggle.imanolrecioerquicia_400k_nyse_random_investments_finan_71591dae

Table List

1 table(16.86 MB)

Final Transactions Dataset

@kaggle.imanolrecioerquicia_400k_nyse_random_investments_finan_71591dae.final_transactions_dataset

16.86 MB
405258 rows
25 columns

unnamed_0 Unnamed: 0	company Company	sector Sector	horizon_days Horizon (days)	amount Amount	date_buy_fix Date BUY Fix	date_sell_fix Date SELL Fix	price_buy Price BUY	price_sell Price SELL	volatility_buy Volatility Buy	volatility_sell Volatility Sell	sharpe_ratio Sharpe Ratio	expected_return_yearly Expected Return (yearly)	inflation Inflation	nominal_return Nominal Return	investment Investment	esg_ranking ESG Ranking	pe_ratio PE Ratio	eps_ratio EPS Ratio	ps_ratio PS Ratio	pb_ratio PB Ratio	netprofitmargin_ratio NetProfitMargin Ratio	current_ratio Current Ratio	roa_ratio Roa Ratio	roe_ratio Roe Ratio
	BBY	RETAIL	2	100	Thu May 25 2017 00:00:00 GMT+0000 (Coordinated Universal Time)	Fri May 26 2017 00:00:00 GMT+0000 (Coordinated Universal Time)	55.55180358886719	53.48391342163086	0.3836655614452137	0.3857480375818041	0.3836655614452137	0.0014372517737328	1.96	-0.0372245369842634	BAD	12	12.58	3.73	0.38	3.19	3.01	1.49	8.69	26.69
1	BAC	BANK	330	15000	Tue Nov 22 2016 00:00:00 GMT+0000 (Coordinated Universal Time)	Wed Oct 18 2017 00:00:00 GMT+0000 (Coordinated Universal Time)	18.616748809814453	24.65447235107422	0.3228091473527297	0.236349982241439	0.3228091473527297	0.1709690890742981	-0.2	0.3243167538510684	GOOD	26.3	11.39	1.26	1.71	0.54	15.7	0.92	0.67	5.54
2	AXP	BANK	7	3000	Tue Sep 27 2016 00:00:00 GMT+0000 (Coordinated Universal Time)	Tue Oct 04 2016 00:00:00 GMT+0000 (Coordinated Universal Time)	59.86229705810547	59.51772689819336	0.2386419644269283	0.2354905244851795	0.2386419644269283	0.0028236250867004	-0.2	-0.0057560464072678	BAD	19.8	10.58	5.64	1.67	2.6	15.68	1.91	3.39	25.78
3	KSS	RETAIL	5	20000	Tue Oct 11 2016 00:00:00 GMT+0000 (Coordinated Universal Time)	Mon Oct 17 2016 00:00:00 GMT+0000 (Coordinated Universal Time)	38.21672439575195	35.985328674316406	0.4285594754654072	0.4293396628750099	0.4285594754654072	0.00009389829759123478	-0.2	-0.058387937655996	BAD	12.9	11.09	3.27	0.36	1.25	3.17	1.6	4.41	11.35
4	JPM	BANK	360	15000	Thu Mar 12 2015 00:00:00 GMT+0000 (Coordinated Universal Time)	Mon Mar 07 2016 00:00:00 GMT+0000 (Coordinated Universal Time)	51.86933517456055	52.04796600341797	0.1946117870410755	0.2540114659276608	0.1946117870410755	0.1499786808232313	-0.5	0.0034438619322237	GOOD	27.9	9.38	5.46	1.87	0.81	19.91	0.99	0.81	8.91
5	PEP	FMCG	15	50000	Fri Sep 09 2016 00:00:00 GMT+0000 (Coordinated Universal Time)	Fri Sep 23 2016 00:00:00 GMT+0000 (Coordinated Universal Time)	91.7709732055664	94.67268371582033	0.1376211695326656	0.1382857895759537	0.1376211695326656	0.0032631586813241	-0.2	0.0316190447686992	GOOD	17.6	21.03	4.56	2.27	10.83	10.74	1.32	9.29	54.98
7	FB	TECH	720	1500	Wed Nov 12 2014 00:00:00 GMT+0000 (Coordinated Universal Time)	Tue Nov 01 2016 00:00:00 GMT+0000 (Coordinated Universal Time)	74.72000122070312	129.5	0.37220337074422	0.2773922650268776	0.37220337074422	0.5949739284519816	-0.15	0.733137016653563	GOOD	31.6	75.28	1.05	18.34	9.66	24.55	13.06	13.43	15.32
8	UBS	BANK	600	300	Fri Feb 26 2016 00:00:00 GMT+0000 (Coordinated Universal Time)	Wed Oct 18 2017 00:00:00 GMT+0000 (Coordinated Universal Time)	12.43906307220459	15.383184432983398	0.2650569031913007	0.2333852671095983	0.2650569031913007	-0.0649261233526308	-0.2	0.2366835302377013	GOOD	24.8	10.34	1.71	1.63		16.29	1.19	0.64	11.36
9	BAC	BANK	30	50000	Thu Jul 16 2015 00:00:00 GMT+0000 (Coordinated Universal Time)	Fri Aug 14 2015 00:00:00 GMT+0000 (Coordinated Universal Time)	16.170324325561523	15.945107460021973	0.2145921732558891	0.2151666338096327	0.2145921732558891	0.0155426444612998	-0.5	-0.0139277890167938	BAD	26.3	15.98	0.96	1.76	0.64	11.05	0.94	0.49	4.26
10	JPM	BANK	6	400	Wed Feb 10 2016 00:00:00 GMT+0000 (Coordinated Universal Time)	Tue Feb 16 2016 00:00:00 GMT+0000 (Coordinated Universal Time)	48.20992660522461	50.66730499267578	0.2279313197383704	0.2454221209105746	0.2279313197383704	0.0024996446803871	-0.2	0.0509724565144818	GOOD	27.9	9.51	5.99	2.11	0.84	22.43	1.02	0.92	9.34


CREATE TABLE final_transactions_dataset (
  "unnamed_0" BIGINT,
  "company" VARCHAR,
  "sector" VARCHAR,
  "horizon_days" BIGINT,
  "amount" BIGINT,
  "date_buy_fix" TIMESTAMP,
  "date_sell_fix" TIMESTAMP,
  "price_buy" DOUBLE,
  "price_sell" DOUBLE,
  "volatility_buy" DOUBLE,
  "volatility_sell" DOUBLE,
  "sharpe_ratio" DOUBLE,
  "expected_return_yearly" DOUBLE,
  "inflation" DOUBLE,
  "nominal_return" DOUBLE,
  "investment" VARCHAR,
  "esg_ranking" DOUBLE,
  "pe_ratio" DOUBLE,
  "eps_ratio" DOUBLE,
  "ps_ratio" DOUBLE,
  "pb_ratio" DOUBLE,
  "netprofitmargin_ratio" DOUBLE,
  "current_ratio" DOUBLE,
  "roa_ratio" DOUBLE,
  "roe_ratio" DOUBLE
);