README.md

metadata

license: apache-2.0
task_categories:
  - text-classification
language:
  - en
tags:
  - finance
dataset_info:
  features:
    - name: date
      dtype: timestamp[ns]
    - name: symbol
      dtype: string
    - name: eps
      dtype: float64
    - name: estimated_eps
      dtype: float64
    - name: forecast_eps
      dtype: float64
    - name: earning
      dtype: bool
    - name: consensus
      dtype: float64
    - name: actual
      dtype: float64
    - name: diff
      dtype: float64
    - name: money_flow_index
      dtype: float64
    - name: ultimate_oscillator
      dtype: float64
    - name: close
      dtype: float64
    - name: volume
      dtype: float64
    - name: change_percent
      dtype: float64
    - name: marketcap
      dtype: float64
    - name: marketcap_volume_ratio
      dtype: float64
    - name: three_month
      dtype: float64
    - name: ten_year
      dtype: float64
    - name: ten_three_diff
      dtype: float64
  splits:
    - name: train
      num_bytes: 71813
      num_examples: 500
  download_size: 42127
  dataset_size: 71813
configs:
  - config_name: default
    data_files:
      - split: train
        path: data/train-*

Stock Metrics Dataset

This dataset contains daily financial metrics and indicators for selected stocks (AMD, INTC) from 2023-01-01 to 2023-12-31. The dataset combines various financial metrics including earnings data, technical indicators, and market yields.

Features

Stock-specific Metrics

• date: Trading date
• symbol: Stock ticker symbol (AMD or INTC)
• eps: Actual Earnings Per Share
• estimated_eps: Analyst-estimated EPS
• forecast_eps: Forecasted EPS
• earning: Boolean flag indicating if it's an earnings announcement date
• consensus: Analyst consensus rating
• actual: Actual market performance metric
• diff: Difference between actual and expected performance

Technical Indicators

• money_flow_index: Momentum indicator combining price and volume (0-100)
• ultimate_oscillator: Technical indicator combining multiple timeframes
• close: Daily closing price
• volume: Daily trading volume
• change_percent: Daily price change percentage
• marketcap: Company market capitalization
• marketcap_volume_ratio: Ratio of market cap to trading volume

Yield Data

• three_month: 3-month Treasury yield
• ten_year: 10-year Treasury yield
• ten_three_diff: Spread between 10-year and 3-month yields (yield curve indicator)