Chapter 17 Data description

TABLE 17.1: List of all variables (features and labels) in the dataset
Column Name | **Sho Short Description |
stock_id | secu security id |
date | date of the data |
Advt_12M_Usd | average daily volume in amount in USD over 12 months |
Advt_3M_Usd | a average daily volume in amount in USD over 3 months |
Advt_6M_Usd | a average daily volume in amount in USD over 6 months |
Asset_Turnover total sales on average assets |
Bb_Yld buyback yield |
Bv | bo book value |
Capex_Ps_Cf | c capital expenditure on price to sale cash flow |
Capex_Sales | c capital expenditure on sales |
Cash_Div_Cf | c cash dividends cash flow |
Cash_Per_Share cash per share |
Cf_Sales | cash cash flow per share |
Debtequity | de debt to equity |
Div_Yld | divid dividend yield |
Dps | d dividend per share |
Ebit_Bv | EBIT EBIT on book value |
Ebit_Noa | EBIT EBIT on non operating asset |
Ebit_Oa | EBIT EBIT on operating asset |
Ebit_Ta | EBIT EBIT on total asset |
Ebitda_Margin | EBITDA margin |
Eps | e earnings per share |
Eps_Basic | ear earnings per share basic |
Eps_Basic_Gr | earnings per share growth |
Eps_Contin_Oper | earni earnings per share continuing operations |
Eps_Dil | earni earnings per share diluted |
Ev | en enterprise value |
Ev_Ebitda | ent enterprise value on EBITDA |
Fa_Ci | fixed assets on common equity |
Fcf | f free cash flow |
Fcf_Bv free cash flow on book value |
Fcf_Ce free cash flow on capital employed |
Fcf_Margin | fr free cash flow margin |
Fcf_Noa | free 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 free cash flow on tangible book value |
Fcf_Toa | free free cash flow on total operating assets |
Fcf_Yld | free free cash flow yield |
Free_Ps_Cf | fr free cash flow on price sales |
Int_Rev | intan intangibles on revenues |
Interest_Expense | inte interest expense coverage |
Mkt_Cap_12M_Usd | avera 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 | p price momentum 12 - 1 months in USD |
Mom_5M_Usd | pr price momentum 6 - 1 months in USD |
Mom_Sharp_11M_Usd | pri price momentum 12 - 1 months in USD divided by volatility |
Mom_Sharp_5M_Usd | pric price momentum 6 - 1 months in USD divided by volatility |
Nd_Ebitda | net net debt on EBITDA |
Net_Debt | net net debt |
Net_Debt_Cf | n net debt on cash flow |
Net_Margin | ne net margin |
Netdebtyield | net debt yield |
Ni | ne net income |
Ni_Avail_Margin | net i net income available margin |
Ni_Oa | net income on operating asset |
Ni_Toa net income on total operating asset |
Noa | n net operating asset |
Oa | op operating asset |
Ocf | o operating cash flow |
Ocf_Bv operating cash flow on book value |
Ocf_Ce operating cash flow on capital employed |
Ocf_Margin | op operating cash flow margin |
Ocf_Noa | opera 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 | opera operating cash flow on tangible book value |
Ocf_Toa | opera operating cash flow on total operating assets |
Op_Margin | ope operating margin |
Op_Prt_Margin | net margin 1Y growth |
Oper_Ps_Net_Cf cash flow from operations per share net |
Pb | pr price to book |
Pe | pr price earnings |
Ptx_Mgn | margi margin pretax |
Recurring_Earning_Total_Assets reccuring earnings on total assets |
Return_On_Capital | ret return on capital |
Rev | r revenue |
Roa | r return on assets |
Roc | r return on capital |
Roce | return on capital employed |
Roe | r return on equity |
Sales_Ps | pric 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 | to total assets |
Tev_Less_Mktcap | total total enterprise value less market capitalization |
Tot_Debt_Rev | total debt on revenue |
Total_Capital | total capital |
Total_Debt | to total debt on revenue |
Total_Debt_Capital | to total debt on capital |
Total_Liabilities_Total_Assets total liabilities on total assets |
Vol1Y_Usd | vol volatility of returns over one year |
Vol3Y_Usd | vol volatility of returns over 3 years |
R1M_Usd | retur return forward 1 month (LABEL) |
R3M_Usd | retur return forward 3 months (LABEL) |
R6M_Usd | retur return forward 6 months (LABEL)|
R12M_Usd | retu return forward 12 months (LABEL) |