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US Equity Financial Indicators
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About
This dataset offers a detailed collection of 72 key financial indicators for all companies listed on the S&P500 index. It provides a current snapshot of corporate financial health, performance metrics, and market data, making it an invaluable resource for in-depth financial analysis and strategic decision-making.
Columns
- Company: Company Ticker symbol.
- Major index membership: Primary index membership (e.g., S&P 500).
- Market capitalization: The total value of a company's outstanding shares.
- Income (ttm): Income over the trailing twelve months.
- Revenue (ttm): Total revenue over the trailing twelve months.
- Book value per share (mrq): Book value per share for the most recent quarter.
- Cash per share (mrq): Cash per share for the most recent quarter.
- Dividend (annual): Annual dividend per share.
- Dividend yield (annual): Annual dividend yield percentage.
- Full time employees: Number of full-time employees.
- Stock has options trading on a market exchange: Boolean indicating if options trading is available.
- Stock available to sell short: Boolean indicating if the stock is shortable.
- Analysts' mean recommendation (1=Buy 5=Sell): Average analyst recommendation score.
- Price-to-Earnings (ttm): Price-to-Earnings ratio over the trailing twelve months.
- Forward Price-to-Earnings (next fiscal year): Forward Price-to-Earnings ratio for the next fiscal year.
- Price-to-Earnings-to-Growth: Price-to-Earnings-to-Growth ratio.
- Price-to-Sales (ttm): Price-to-Sales ratio over the trailing twelve months.
- Price-to-Book (mrq): Price-to-Book ratio for the most recent quarter.
- Price to cash per share (mrq): Price to cash per share for the most recent quarter.
- Price to Free Cash Flow (ttm): Price to Free Cash Flow over the trailing twelve months.
- Quick Ratio (mrq): Quick Ratio for the most recent quarter.
- Current Ratio (mrq): Current Ratio for the most recent quarter.
- Total Debt to Equity (mrq): Total Debt to Equity ratio for the most recent quarter.
- Long Term Debt to Equity (mrq): Long Term Debt to Equity ratio for the most recent quarter.
- Distance from 20-Day Simple Moving Average: Current price's distance from its 20-Day Simple Moving Average.
- Diluted EPS (ttm): Diluted Earnings Per Share over the trailing twelve months.
- EPS estimate for next year: Earnings Per Share estimate for the next year.
- EPS estimate for next quarter: Earnings Per Share estimate for the next quarter.
- EPS growth this year: Earnings Per Share growth percentage for the current year.
- EPS growth next year: Earnings Per Share growth percentage for the next year.
- Long term annual growth estimate (5 years): Long-term annual growth estimate for the next 5 years.
- Annual EPS growth past 5 years: Annual Earnings Per Share growth over the past 5 years.
- Annual sales growth past 5 years: Annual sales growth over the past 5 years.
- Quarterly revenue growth (yoy): Quarterly revenue growth year-over-year.
- Quarterly earnings growth (yoy): Quarterly earnings growth year-over-year.
- Earnings date: Date of the next earnings announcement, including Before Market Open (BMO) or After Market Close (AMC) indicators.
- Distance from 50-Day Simple Moving Average: Current price's distance from its 50-Day Simple Moving Average.
- Insider ownership: Percentage of shares owned by insiders.
- Insider transactions (6-Month change in Insider Ownership): Change in insider ownership over 6 months.
- Institutional ownership: Percentage of shares owned by institutions.
- Institutional transactions (3-Month change in Institutional Ownership): Change in institutional ownership over 3 months.
- Return on Assets (ttm): Return on Assets over the trailing twelve months.
- Return on Equity (ttm): Return on Equity over the trailing twelve months.
- Return on Investment (ttm): Return on Investment over the trailing twelve months.
- Gross Margin (ttm): Gross Margin over the trailing twelve months.
- Operating Margin (ttm): Operating Margin over the trailing twelve months.
- Net Profit Margin (ttm): Net Profit Margin over the trailing twelve months.
- Dividend Payout Ratio (ttm): Dividend Payout Ratio over the trailing twelve months.
- Distance from 200-Day Simple Moving Average: Current price's distance from its 200-Day Simple Moving Average.
- Shares outstanding: Total number of shares outstanding.
- Shares float: Number of shares available for public trading.
- Short interest share: Number of shares currently sold short.
- Short interest ratio: Ratio of short interest to average daily volume.
- Analysts' mean target price: Average target price set by analysts.
- 52-Week trading range: The highest and lowest prices at which a stock has traded over the past 52 weeks.
- Distance from 52-Week High: Current price's distance from its 52-Week High.
- Distance from 52-Week Low: Current price's distance from its 52-Week Low.
- Relative Strength Index: 14-day Relative Strength Index.
- Relative volume: Volume relative to its average.
- Average volume (3 month): Average trading volume over 3 months.
- Volume: Current trading volume.
- Performance (Week): Stock performance over the last week.
- Performance (Month): Stock performance over the last month.
- Performance (Quarter): Stock performance over the last quarter.
- Performance (Half Year): Stock performance over the last half year.
- Performance (Year): Stock performance over the last year.
- Performance (Year To Date): Stock performance year-to-date.
- Beta: Measure of a stock's volatility relative to the overall market.
- Average True Range (14): 14-day Average True Range.
- Volatility (Week, Month): Stock volatility over the week and month.
- Previous close: Stock price at the previous market close.
- Current stock price: The most recent stock price.
- Performance (today): Stock performance for the current day.
Distribution
The dataset is provided in a CSV file format, typically structured for easy integration and analysis. It contains 72 financial indicators for 496 unique companies from the S&P500. The sample file,
snp500_companies_description.csv, is approximately 239.02 kB. Specific numbers for records are consistent with the number of unique companies. Data is expected to be updated weekly.Usage
This dataset is ideal for a wide range of applications, including:
- Financial modelling and forecasting: Building predictive models for stock performance and market trends.
- Investment analysis: Identifying undervalued or overvalued stocks and assessing investment opportunities.
- Quantitative research: Conducting academic or professional studies on corporate finance and market behaviour.
- Portfolio management: Monitoring the performance and risk of S&P500 constituent companies.
- Algorithmic trading strategy development: Informing the creation of automated trading systems.
Coverage
The dataset covers all companies listed on the S&P500, focusing on the United States equity market. The financial indicators include metrics calculated over various timeframes, such as trailing twelve months (ttm), most recent quarter (mrq), and estimates for the next fiscal year and quarter, as well as historical growth rates over the past 5 years. Data updates are anticipated on a weekly basis, ensuring currency.
License
CC0: Public Domain
Who Can Use It
This dataset is suitable for:
- Financial Analysts: For detailed company valuations, sector comparisons, and market trend analysis.
- Investors (individual and institutional): To inform investment decisions, portfolio construction, and risk assessment.
- Data Scientists and Machine Learning Engineers: For developing predictive financial models and algorithmic trading strategies.
- Academic Researchers: For studies in economics, finance, and business administration.
- Fintech Developers: For building applications that require current and historical S&P500 company data.
Dataset Name Suggestions
- S&P 500 Corporate Financials
- US Equity Financial Indicators
- S&P 500 Company Performance Metrics
- Weekly S&P 500 Financial Data
- Major US Company Financials
Attributes
Original Data Source:US Equity Financial Indicators
QUALITY