Chapter 18 Data Description

TABLE 18.1: List of all variables (features and labels) in the dataset
Column Name Short Description
stock_id security id
date date of the data
Advt_12M_Usd average daily volume in amount in USD over 12 months
Advt_3M_Usd average daily volume in amount in USD over 3 months
Advt_6M_Usd average daily volume in amount in USD over 6 months
Asset_Turnover total sales on average assets
Bb_Yld buyback yield
Bv book value
Capex_Ps_Cf capital expenditure on price to sale cash flow
Capex_Sales capital expenditure on sales
Cash_Div_Cf cash dividends cash flow
Cash_Per_Share cash per share
Cf_Sales cash flow per share
Debtequity debt to equity
Div_Yld dividend yield
Dps dividend per share
Ebit_Bv EBIT on book value
Ebit_Noa EBIT on non operating asset
Ebit_Oa EBIT on operating asset
Ebit_Ta EBIT on total asset
Ebitda_Margin EBITDA margin
Eps earnings per share
Eps_Basic earnings per share basic
Eps_Basic_Gr earnings per share growth
Eps_Contin_Oper earnings per share continuing operations
Eps_Dil earnings per share diluted
Ev enterprise value
Ev_Ebitda enterprise value on EBITDA
Fa_Ci fixed assets on common equity
Fcf free cash flow
Fcf_Bv free cash flow on book value
Fcf_Ce free cash flow on capital employed
Fcf_Margin free cash flow margin
Fcf_Noa free cash flow on net operating assets
Fcf_Oa free cash flow on operating assets
Fcf_Ta free cash flow on total assets
Fcf_Tbv free cash flow on tangible book value
Fcf_Toa free cash flow on total operating assets
Fcf_Yld free cash flow yield
Free_Ps_Cf free cash flow on price sales
Int_Rev intangibles on revenues
Interest_Expense interest expense coverage
Mkt_Cap_12M_Usd average market capitalization over 12 months in USD
Mkt_Cap_3M_Usd average market capitalization over 3 months in USD
Mkt_Cap_6M_Usd average market capitalization over 6 months in USD
Mom_11M_Usd price momentum 12 - 1 months in USD
Mom_5M_Usd price momentum 6 - 1 months in USD
Mom_Sharp_11M_Usd price momentum 12 - 1 months in USD divided by volatility
Mom_Sharp_5M_Usd price momentum 6 - 1 months in USD divided by volatility
Nd_Ebitda net debt on EBITDA
Net_Debt net debt
Net_Debt_Cf net debt on cash flow
Net_Margin net margin
Netdebtyield net debt yield
Ni net income
Ni_Avail_Margin net income available margin
Ni_Oa net income on operating asset
Ni_Toa net income on total operating asset
Noa net operating asset
Oa operating asset
Ocf operating cash flow
Ocf_Bv operating cash flow on book value
Ocf_Ce operating cash flow on capital employed
Ocf_Margin operating cash flow margin
Ocf_Noa operating cash flow on net operating assets
Ocf_Oa operating cash flow on operating assets
Ocf_Ta operating cash flow on total assets
Ocf_Tbv operating cash flow on tangible book value
Ocf_Toa operating cash flow on total operating assets
Op_Margin operating margin
Op_Prt_Margin net margin 1Y growth
Oper_Ps_Net_Cf cash flow from operations per share net
Pb price to book
Pe price earnings
Ptx_Mgn margin pretax
Recurring_Earning_Total_Assets reccuring earnings on total assets
Return_On_Capital return on capital
Rev revenue
Roa return on assets
Roc return on capital
Roce return on capital employed
Roe return on equity
Sales_Ps price to sales
Share_Turn_12M average share turnover 12 months
Share_Turn_3M average share turnover 3 months
Share_Turn_6M average share turnover 6 months
Ta total assets
Tev_Less_Mktcap total enterprise value less market capitalization
Tot_Debt_Rev total debt on revenue
Total_Capital total capital
Total_Debt total debt on revenue
Total_Debt_Capital total debt on capital
Total_Liabilities_Total_Assets total liabilities on total assets
Vol1Y_Usd volatility of returns over one year
Vol3Y_Usd volatility of returns over 3 years
R1M_Usd return forward 1 month (LABEL)
R3M_Usd return forward 3 months (LABEL)
R6M_Usd return forward 6 months (LABEL)
R12M_Usd return forward 12 months (LABEL)