Name: Stock Pledge Defaults Prediction
Creator: Kaggle
License: http://opendatacommons.org/licenses/dbcl/1.0/

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

94.49 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  -- Net Business Cycle (days),
  "turnover_rate_of_accounts_receivable_times" DOUBLE  -- Turnover Rate Of Accounts Receivable (Times),
  "inventory_turnover_rate_times" DOUBLE  -- Inventory Turnover Rate (Times),
  "total_asset_turnover_rate_times" DOUBLE  -- Total Asset Turnover Rate (Times),
  "current_ratio" DOUBLE,
  "cash_ratio" DOUBLE,
  "asset_liability_ratio" DOUBLE,
  "asset_liability_ratio_excluding_advance_receipts" DOUBLE  -- Asset Liability Ratio (excluding Advance Receipts),
  "asset_liability_ratio_total_liabilities_contract_liabi_cef56ef4" DOUBLE  -- Asset Liability Ratio (total Liabilities - Contract Liabilities - Advance Receipts)/(total Assets - Goodwill - Contract Liabilities - Advance Receipts),
  "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  -- Net Cash Flow From Operations Has Been Negative For Three Consecutive Years,
  "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  -- Minority Shareholders' Equity/owners' Equity,
  "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  -- Company Nature (state Owned Assets 0, Others 1),
  "high_deposit_and_loan_of_90p" BIGINT,
  "company_size_ln" DOUBLE  -- Company Size (LN),
  "whether_there_are_four_major_audits" BIGINT,
  "proportion_of_independent_directors" DOUBLE,
  "equity_checks_and_balances_2_5_large_1_large" DOUBLE  -- Equity Checks And Balances (2-5 Large/1 Large),
  "two_positions_in_one_1_for_the_same_0_for_the_different" BIGINT  -- Two Positions In One (1 For The Same, 0 For The Different),
  "equity_concentration_the_first_largest_shareholder" DOUBLE  -- Equity Concentration (the First Largest Shareholder),
  "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  -- Number Of Research Reports (+1 LN),
  "financial_cycle_m2_gdp" DOUBLE
);

Train

@kaggle.jiaoyouzhang_stock_pledge_defaults_prediction.train

599.41 kB
1,442 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  -- Net Business Cycle (days),
  "turnover_rate_of_accounts_receivable_times" DOUBLE  -- Turnover Rate Of Accounts Receivable (Times),
  "inventory_turnover_rate_times" DOUBLE  -- Inventory Turnover Rate (Times),
  "total_asset_turnover_rate_times" DOUBLE  -- Total Asset Turnover Rate (Times),
  "current_ratio" DOUBLE,
  "cash_ratio" DOUBLE,
  "asset_liability_ratio" DOUBLE,
  "asset_liability_ratio_excluding_advance_receipts" DOUBLE  -- Asset Liability Ratio (excluding Advance Receipts),
  "asset_liability_ratio_total_liabilities_contract_liabi_cef56ef4" DOUBLE  -- Asset Liability Ratio (total Liabilities - Contract Liabilities - Advance Receipts)/(total Assets - Goodwill - Contract Liabilities - Advance Receipts),
  "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  -- Net Cash Flow From Operations Has Been Negative For Three Consecutive Years,
  "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  -- Minority Shareholders' Equity/owners' Equity,
  "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  -- Company Nature (state Owned Assets 0, Others 1),
  "high_deposit_and_loan_of_90p" BIGINT,
  "company_size_ln" DOUBLE  -- Company Size (LN),
  "whether_there_are_four_major_audits" BIGINT,
  "proportion_of_independent_directors" DOUBLE,
  "equity_checks_and_balances_2_5_large_1_large" DOUBLE  -- Equity Checks And Balances (2-5 Large/1 Large),
  "two_positions_in_one_1_for_the_same_0_for_the_different" BIGINT  -- Two Positions In One (1 For The Same, 0 For The Different),
  "equity_concentration_the_first_largest_shareholder" DOUBLE  -- Equity Concentration (the First Largest Shareholder),
  "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  -- Number Of Research Reports (+1 LN),
  "financial_cycle_m2_gdp" DOUBLE,
  "isdefault" BIGINT
);