Charon107/Financial_Parameter_From_Moneycontrol

Financial Parameter Database Overview

Overview

The Financial Parameter Database includes financial statements and parameters from 992 companies over the past five years (2019-2023), totaling 4,960 datasets. The training set contains 3,968 datasets, while the test set comprises 992 datasets. This database is specifically crafted to aid in training text-to-text generation NLP models that focus on analyzing financial reports.

Information on the 992 companies featured in this database can be found in the Companies_List.

Data Description

Each dataset encompasses a company's annual report. The labels for each dataset consist of specific financial parameters derived from these documents. These financial parameters include, but are not limited to, Equity and Liabilities, Assets, Income, Expenses, and various financial ratios such as Earnings Per Share (EPS), Price-to-Earnings (P/E) ratio, and liquidity ratios.

Each dataset comprises three attributes: CompanyName_Year, text, and label:

• CompanyName_Year: This attribute represents the company's symbol followed by the fiscal year, appearing in formats such as 3MINDIA_2021. Here, CompanyName_Year combines the company's symbol and the corresponding year of the report.
• text: This attribute contains the text of the company's annual report.
• label: This attribute holds the financial parameters extracted from the annual report.

Data Source

The annual reports, originates from NSE (National Stock Exchange of India), where it is downloaded.Report have undergone pre-processing to eliminate stop words and special symbols, enhancing both clarity and efficiency in model training. The labels for the data, which consist of detailed financial data, are derived from Moneycontrol.

Tokenization

Initial tests indicate that approximately 524288 tokens (16384*32) are necessary to tokenize a complete annual report, rendering this database both extensive and comprehensive for deep learning applications in financial text analysis.

Purpose

This database forms a part of the ongoing project hosted on GitHub - charon107/FYP, which aims to develop robust models capable of understanding and generating insights from detailed financial reports.

Utilization

Researchers and developers can utilize this dataset to train models for automated text generation, financial analysis, and decision-making tasks, significantly enhancing the automation of financial report assessments with AI.

Financial Parameters Overview

Equities and Liabilities

Shareholder's Funds:

• Equity Share Capital
• Total Share Capital
• Reserves and Surplus
• Total Reserves and Surplus
• Total Shareholders Funds

Non-Current Liabilities:

• Long Term Borrowings
• Deferred Tax Liabilities [Net]
• Other Long Term Liabilities
• Long Term Provisions
• Total Non-Current Liabilities

Current Liabilities:

• Short Term Borrowings
• Trade Payables
• Other Current Liabilities
• Short Term Provisions
• Total Current Liabilities
• Total Capital And Liabilities

Assets

Non-Current Assets:

• Tangible Assets
• Intangible Assets
• Capital Work-In-Progress
• Other Assets
• Fixed Assets
• Non-Current Investments
• Deferred Tax Assets [Net]
• Long Term Loans And Advances
• Other Non-Current Assets
• Total Non-Current Assets

Current Assets:

• Current Investments
• Inventories
• Trade Receivables
• Cash And Cash Equivalents
• Short Term Loans And Advances
• Other Current Assets
• Total Current Assets
• Total Assets

Additional Financial Information

Contingent Liabilities, Commitments:

• Contingent Liabilities
• CIF Value of Imports
• Expenditure in Foreign Exchange
• Remittances in Foreign Currencies for Dividends
• Earnings in Foreign Exchange
• Bonus Details
• Non-Current Investments (Quoted and Unquoted)

Income and Expenses

• Revenue from Operations [Gross and Net]
• Total Operating Revenues
• Other Income
• Total Revenue
• Expenses Breakdown (Material, Stock, Employee Benefits, Depreciation, etc.)
• Profit/Loss Before and After Tax

Ratios and Other Metrics

Per Share Data:

• Basic and Diluted EPS
• Cash EPS
• Dividend per Share
• Revenue from Operations per Share

Profitability Ratios:

• PBDIT, PBIT, PBT, and Net Profit Margins

Liquidity and Solvency Ratios:

• Current Ratio
• Quick Ratio
• Inventory Turnover Ratio
• Debt to Equity Ratio

Valuation Ratios:

• Enterprise Value (EV)
• Market Cap to Revenue
• Price to Book Value
• Earnings Yield