Dataset: Stock Pledge Defaults Prediction

About this Dataset

Stock Pledge Defaults Prediction

Equity pledge is a common financing method, especially for listed companies whose stocks have clear ownership, good liquidity, and fair prices, which are more easily accepted by financial institutions. Therefore, equity pledge financing of listed companies is more active in the capital market. Although equity pledge can effectively meet the financing needs of shareholders of listed companies, it also faces high credit risk. How to effectively manage the risks of equity pledge financing has become an important issue that urgently needs to be addressed.This data set contains information on the default status of pledge financing of controlling shareholders of Chinese listed companies from 2017 to 2022. The column IsDefault has two statuses: 1 represents default status, 0 represents normal status.

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Tables

Test

@kaggle.jiaoyouzhang_stock_pledge_defaults_prediction.test

92.27 KB
184 rows
61 columns


CREATE TABLE test (
  "stock_code" VARCHAR,
  "z_score" DOUBLE,
  "share_pledge_ratio_of_controlling_shareholders" DOUBLE,
  "pledge_ratio_of_limited_sale_shares" DOUBLE,
  "pledge_ratio_of_unlimited_shares" DOUBLE,
  "stock_volatility" DOUBLE,
  "p_e_ratio" DOUBLE,
  "p_b_ratio" DOUBLE,
  "stock_price_rise_and_fall_in_the_last_year" DOUBLE,
  "annual_turnover_rate" DOUBLE,
  "st" BIGINT,
  "roa" DOUBLE,
  "roe" DOUBLE,
  "changes_in_net_assets" DOUBLE,
  "changes_in_operating_income" DOUBLE,
  "gross_profit_margin_on_sales" DOUBLE,
  "net_business_cycle_days" DOUBLE,
  "turnover_rate_of_accounts_receivable_times" DOUBLE,
  "inventory_turnover_rate_times" DOUBLE,
  "total_asset_turnover_rate_times" DOUBLE,
  "current_ratio" DOUBLE,
  "cash_ratio" DOUBLE,
  "asset_liability_ratio" DOUBLE,
  "asset_liability_ratio_excluding_advance_receipts" DOUBLE,
  "asset_liability_ratio_total_liabilities_contract_liabi_cef56ef4" DOUBLE,
  "current_liabilities_total_liabilities" DOUBLE,
  "monetary_capital_short_term_debt" DOUBLE,
  "ebitda_interest_bearing_debt" DOUBLE,
  "ebit_interest_cover" DOUBLE,
  "ebitda_interest_cover" DOUBLE,
  "net_cash_flow_from_operations_has_been_negative_for_th_d95832e5" BIGINT,
  "average_cash_income_ratio_in_recent_three_years" DOUBLE,
  "cash_income_ratio" DOUBLE,
  "ratio_of_accounts_receivable_to_operating_income" DOUBLE,
  "ratio_of_prepayments_to_operating_income" DOUBLE,
  "ratio_of_other_receivables_to_total_assets" DOUBLE,
  "ratio_of_construction_in_progress_to_total_assets" DOUBLE,
  "minority_shareholders_equity_owners_equity" DOUBLE,
  "the_proportion_of_goodwill_in_total_assets_exceeds" DOUBLE,
  "downgrade_or_negative" BIGINT,
  "audit_opinion" BIGINT,
  "company_nature_state_owned_assets_0_others_1" BIGINT,
  "high_deposit_and_loan_of_90p" BIGINT,
  "company_size_ln" DOUBLE,
  "whether_there_are_four_major_audits" BIGINT,
  "proportion_of_independent_directors" DOUBLE,
  "equity_checks_and_balances_2_5_large_1_large" DOUBLE,
  "two_positions_in_one_1_for_the_same_0_for_the_different" BIGINT,
  "equity_concentration_the_first_largest_shareholder" DOUBLE,
  "total_institutional_shareholding_ratio" DOUBLE,
  "audit_fee" DOUBLE,
  "tobin_q" DOUBLE,
  "debt_financing_costs" DOUBLE,
  "enterprise_age" DOUBLE,
  "goodwill_impairment_ratio" DOUBLE,
  "asset_quality_index" DOUBLE,
  "sg_a_expense" DOUBLE,
  "number_of_key_audit_matters" DOUBLE,
  "number_of_research_institutions_concerned" DOUBLE,
  "number_of_research_reports_1_ln" DOUBLE,
  "financial_cycle_m2_gdp" DOUBLE
);

Train

@kaggle.jiaoyouzhang_stock_pledge_defaults_prediction.train

585.36 KB
1442 rows
62 columns


CREATE TABLE train (
  "stock_code" VARCHAR,
  "z_score" DOUBLE,
  "share_pledge_ratio_of_controlling_shareholders" DOUBLE,
  "pledge_ratio_of_limited_sale_shares" DOUBLE,
  "pledge_ratio_of_unlimited_shares" DOUBLE,
  "stock_volatility" DOUBLE,
  "p_e_ratio" DOUBLE,
  "p_b_ratio" DOUBLE,
  "stock_price_rise_and_fall_in_the_last_year" DOUBLE,
  "annual_turnover_rate" DOUBLE,
  "st" DOUBLE,
  "roa" DOUBLE,
  "roe" DOUBLE,
  "changes_in_net_assets" DOUBLE,
  "changes_in_operating_income" DOUBLE,
  "gross_profit_margin_on_sales" DOUBLE,
  "net_business_cycle_days" DOUBLE,
  "turnover_rate_of_accounts_receivable_times" DOUBLE,
  "inventory_turnover_rate_times" DOUBLE,
  "total_asset_turnover_rate_times" DOUBLE,
  "current_ratio" DOUBLE,
  "cash_ratio" DOUBLE,
  "asset_liability_ratio" DOUBLE,
  "asset_liability_ratio_excluding_advance_receipts" DOUBLE,
  "asset_liability_ratio_total_liabilities_contract_liabi_cef56ef4" DOUBLE,
  "current_liabilities_total_liabilities" DOUBLE,
  "monetary_capital_short_term_debt" DOUBLE,
  "ebitda_interest_bearing_debt" DOUBLE,
  "ebit_interest_cover" DOUBLE,
  "ebitda_interest_cover" DOUBLE,
  "net_cash_flow_from_operations_has_been_negative_for_th_d95832e5" DOUBLE,
  "average_cash_income_ratio_in_recent_three_years" DOUBLE,
  "cash_income_ratio" DOUBLE,
  "ratio_of_accounts_receivable_to_operating_income" DOUBLE,
  "ratio_of_prepayments_to_operating_income" DOUBLE,
  "ratio_of_other_receivables_to_total_assets" DOUBLE,
  "ratio_of_construction_in_progress_to_total_assets" DOUBLE,
  "minority_shareholders_equity_owners_equity" DOUBLE,
  "the_proportion_of_goodwill_in_total_assets_exceeds" DOUBLE,
  "downgrade_or_negative" DOUBLE,
  "audit_opinion" DOUBLE,
  "company_nature_state_owned_assets_0_others_1" BIGINT,
  "high_deposit_and_loan_of_90p" BIGINT,
  "company_size_ln" DOUBLE,
  "whether_there_are_four_major_audits" BIGINT,
  "proportion_of_independent_directors" DOUBLE,
  "equity_checks_and_balances_2_5_large_1_large" DOUBLE,
  "two_positions_in_one_1_for_the_same_0_for_the_different" BIGINT,
  "equity_concentration_the_first_largest_shareholder" DOUBLE,
  "total_institutional_shareholding_ratio" DOUBLE,
  "audit_fee" DOUBLE,
  "tobin_q" DOUBLE,
  "debt_financing_costs" DOUBLE,
  "enterprise_age" DOUBLE,
  "goodwill_impairment_ratio" DOUBLE,
  "asset_quality_index" DOUBLE,
  "sg_a_expense" DOUBLE,
  "number_of_key_audit_matters" BIGINT,
  "number_of_research_institutions_concerned" DOUBLE,
  "number_of_research_reports_1_ln" DOUBLE,
  "financial_cycle_m2_gdp" DOUBLE,
  "isdefault" BIGINT
);