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Nasdaq-100 Historical Ratios and Valuation Data
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About
Financial metrics and ratios covering the Nasdaq-100 stock market index provide a robust foundation for fundamental analysis and corporate performance evaluation. Providing data as of September 2021, the file encompasses 45 distinct financial indicators for every company within the index over a five-year fiscal period. The information enables in-depth data exploration, visualisation, and the application of machine learning techniques for clustering companies or predicting future metric developments. It serves as a vital resource for understanding the financial health, profitability, and operational efficiency of major technology and non-financial companies listed on the Nasdaq.
Columns
The dataset contains 283 columns, organised by company identification and historical financial metrics.
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Identification Columns:
symbol: The stock ticker symbol (e.g., AAPL).company: The full company name.sector: GICS Sector Classification (e.g., Information Technology).subsector: GICS Subsector Classification (e.g., Application Software).
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Metric Columns (Spanning multiple years, e.g., 2017–2022):
- Profitability & Returns: Gross Profit to Assets, Profitability, Rate of Return, Joel Greenblatt Earnings Yield.
- Valuation Ratios: Price-to-Book, Price-to-Earnings (P/E), Price-Earnings-Growth (PEG), Price-to-Free-Cashflow, Enterprise Value to Revenue/EBIT/EBITDA.
- Operational Efficiency: Asset Turnover, Inventory Turnover, Days Inventory, COGS to Revenue.
- Financial Health & Debt: Cash Ratio, Debt to Equity, Debt to Assets, Interest Coverage, Altman Z-Score, Piotroski F-Score, Beneish M-Score, Financial Distress.
- Growth Metrics: Year-over-Year Growth for Revenue, EBITDA, and EPS.
- Other Metrics: Buyback Yield, CAPEX to Revenue, Free Float Percentage, and Predictability.
Distribution
- Format: Tabular CSV file.
- Size: Approximately 181.79 kB.
- Structure: 102 unique records (rows) corresponding to companies, with 283 columns.
- Completeness: Data availability varies by metric and year; for instance, Asset Turnover for 2021 is 100% valid, whereas 2022 data shows significantly higher missing values (75%) as fiscal years close.
Usage
- Fundamental Analysis: Evaluating the intrinsic value of Nasdaq-100 companies using ratios like P/E and Debt to Equity.
- Predictive Modelling: Forecasting future stock performance or metric trends based on historical financial ratios.
- Clustering and Classification: Grouping companies based on financial health indicators (e.g., Altman Z-Score) or sector performance.
- Data Visualisation: Creating dashboards to track sector-wide trends in profitability or operational efficiency over five years.
Coverage
- Geographic Scope: Global companies listed on the Nasdaq stock exchange (US-based and international).
- Time Range: Covers the last five fiscal years relative to September 2021, with data columns observed from 2017 to 2022.
- Demographic Scope: Includes all companies within the Nasdaq-100 index.
- Notes: Fiscal year definitions may vary between companies. Some ratios may not be calculated for specific companies depending on their profitability status.
License
CC0: Public Domain
Who Can Use It
- Financial Analysts: For benchmarking company performance against sector averages.
- Data Scientists: For training models to predict financial distress or growth.
- Investors: For screening stocks based on specific fundamental criteria.
- Students and Researchers: For academic projects involving economic trends and corporate finance.
Dataset Name Suggestions
- Nasdaq-100 5-Year Financial Fundamentals
- Corporate Performance Metrics: Nasdaq-100 Index
- Nasdaq-100 Historical Ratios and Valuation Data
- Stock Market Fundamental Analysis Dataset
Attributes
Original Data Source: Nasdaq-100 Historical Ratios and Valuation Data
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