{
"cells": [
{
"cell_type": "markdown",
"metadata": {
"id": "view-in-github",
"colab_type": "text"
},
"source": [
""
]
},
{
"cell_type": "markdown",
"source": [
"## Data Source: FactSet, searching for all S&P500 company PE ratio, no theoretical justification regarding the model specification"
],
"metadata": {
"id": "TQXcsiSyMtj6"
},
"id": "TQXcsiSyMtj6"
},
{
"cell_type": "code",
"execution_count": 36,
"id": "4efee966-1f45-44e6-9f0c-37ba284e366b",
"metadata": {
"id": "4efee966-1f45-44e6-9f0c-37ba284e366b"
},
"outputs": [],
"source": [
"import numpy as np\n",
"import pandas as pd\n",
"from pylab import mpl, plt\n",
"import statsmodels.formula.api as smf\n",
"import statsmodels.api as sm\n",
"plt.style.use('seaborn')\n",
"mpl.rcParams['font.family'] = 'serif'\n",
"%matplotlib inline"
]
},
{
"cell_type": "code",
"execution_count": 37,
"id": "e7c64e59-e05f-4c95-91fd-5734f40908ee",
"metadata": {
"id": "e7c64e59-e05f-4c95-91fd-5734f40908ee",
"outputId": "c82621dc-ea56-4324-faa3-27d675192003",
"colab": {
"base_uri": "https://localhost:8080/",
"height": 35
}
},
"outputs": [
{
"output_type": "execute_result",
"data": {
"text/plain": [
"'/content'"
],
"application/vnd.google.colaboratory.intrinsic+json": {
"type": "string"
}
},
"metadata": {},
"execution_count": 37
}
],
"source": [
"import os \n",
"os.getcwd()"
]
},
{
"cell_type": "code",
"execution_count": 38,
"id": "2bfd132b-f851-4651-9788-d04f8d19c569",
"metadata": {
"id": "2bfd132b-f851-4651-9788-d04f8d19c569",
"outputId": "992adb53-5bf0-4da6-e9a7-0fb674cce82b",
"colab": {
"base_uri": "https://localhost:8080/",
"height": 536
}
},
"outputs": [
{
"output_type": "execute_result",
"data": {
"text/plain": [
" Symbol Name beta roe de pe ps \\\n",
"0 MMM 3M Company 0.89 42.42 121.74 17.56 2.94 \n",
"1 AOS A. O. Smith Corporation 1.10 26.47 12.59 28.43 3.91 \n",
"2 ABT Abbott Laboratories 0.75 20.53 53.77 35.75 5.85 \n",
".. ... ... ... ... ... ... ... \n",
"501 ZBH Zimmer Biomet Holdings, Inc. 1.13 3.23 58.12 66.55 3.41 \n",
"502 ZION Zions Bancorporation, N.A. 1.25 14.55 28.63 9.30 3.42 \n",
"503 ZTS Zoetis, Inc. Class A 0.83 49.01 149.33 57.11 14.96 \n",
"\n",
" pfcf mv gm ... cap_s dy cr cur naics eps \\\n",
"0 17.77 101576.90 46.99 ... 4.53 3.33 0.53 1.70 31 10.12 \n",
"1 24.47 13534.47 37.07 ... 2.12 1.23 0.56 1.57 31 3.02 \n",
"2 29.11 248276.90 53.89 ... 4.38 1.29 0.78 1.85 31 3.94 \n",
".. ... ... ... ... ... ... ... ... ... ... \n",
"501 26.07 26551.36 62.28 ... 6.45 0.76 0.14 1.41 31 1.91 \n",
"502 19.61 9576.64 NaN ... 6.97 2.28 0.01 0.32 52 6.79 \n",
"503 67.01 115322.30 68.31 ... 6.13 0.44 1.94 3.86 31 4.27 \n",
"\n",
" growth_capitalexp gics_ind \\\n",
"0 0.1 Capital Goods \n",
"1 0.0 Capital Goods \n",
"2 0.0 Health Care Equipment & Services \n",
".. ... ... \n",
"501 0.0 Health Care Equipment & Services \n",
"502 NaN Banks \n",
"503 0.0 Pharmaceuticals Biotechnology & Life Sciences \n",
"\n",
" fs_sec gics_sec \n",
"0 Producer Manufacturing Industrials \n",
"1 Producer Manufacturing Industrials \n",
"2 Health Technology Health Care \n",
".. ... ... \n",
"501 Health Technology Health Care \n",
"502 Finance Financials \n",
"503 Health Technology Health Care \n",
"\n",
"[504 rows x 23 columns]"
],
"text/html": [
"\n",
"
\n",
"
\n",
"
\n",
"\n",
"
\n",
" \n",
" \n",
" | \n",
" Symbol | \n",
" Name | \n",
" beta | \n",
" roe | \n",
" de | \n",
" pe | \n",
" ps | \n",
" pfcf | \n",
" mv | \n",
" gm | \n",
" ... | \n",
" cap_s | \n",
" dy | \n",
" cr | \n",
" cur | \n",
" naics | \n",
" eps | \n",
" growth_capitalexp | \n",
" gics_ind | \n",
" fs_sec | \n",
" gics_sec | \n",
"
\n",
" \n",
" \n",
" \n",
" 0 | \n",
" MMM | \n",
" 3M Company | \n",
" 0.89 | \n",
" 42.42 | \n",
" 121.74 | \n",
" 17.56 | \n",
" 2.94 | \n",
" 17.77 | \n",
" 101576.90 | \n",
" 46.99 | \n",
" ... | \n",
" 4.53 | \n",
" 3.33 | \n",
" 0.53 | \n",
" 1.70 | \n",
" 31 | \n",
" 10.12 | \n",
" 0.1 | \n",
" Capital Goods | \n",
" Producer Manufacturing | \n",
" Industrials | \n",
"
\n",
" \n",
" 1 | \n",
" AOS | \n",
" A. O. Smith Corporation | \n",
" 1.10 | \n",
" 26.47 | \n",
" 12.59 | \n",
" 28.43 | \n",
" 3.91 | \n",
" 24.47 | \n",
" 13534.47 | \n",
" 37.07 | \n",
" ... | \n",
" 2.12 | \n",
" 1.23 | \n",
" 0.56 | \n",
" 1.57 | \n",
" 31 | \n",
" 3.02 | \n",
" 0.0 | \n",
" Capital Goods | \n",
" Producer Manufacturing | \n",
" Industrials | \n",
"
\n",
" \n",
" 2 | \n",
" ABT | \n",
" Abbott Laboratories | \n",
" 0.75 | \n",
" 20.53 | \n",
" 53.77 | \n",
" 35.75 | \n",
" 5.85 | \n",
" 29.11 | \n",
" 248276.90 | \n",
" 53.89 | \n",
" ... | \n",
" 4.38 | \n",
" 1.29 | \n",
" 0.78 | \n",
" 1.85 | \n",
" 31 | \n",
" 3.94 | \n",
" 0.0 | \n",
" Health Care Equipment & Services | \n",
" Health Technology | \n",
" Health Care | \n",
"
\n",
" \n",
" ... | \n",
" ... | \n",
" ... | \n",
" ... | \n",
" ... | \n",
" ... | \n",
" ... | \n",
" ... | \n",
" ... | \n",
" ... | \n",
" ... | \n",
" ... | \n",
" ... | \n",
" ... | \n",
" ... | \n",
" ... | \n",
" ... | \n",
" ... | \n",
" ... | \n",
" ... | \n",
" ... | \n",
" ... | \n",
"
\n",
" \n",
" 501 | \n",
" ZBH | \n",
" Zimmer Biomet Holdings, Inc. | \n",
" 1.13 | \n",
" 3.23 | \n",
" 58.12 | \n",
" 66.55 | \n",
" 3.41 | \n",
" 26.07 | \n",
" 26551.36 | \n",
" 62.28 | \n",
" ... | \n",
" 6.45 | \n",
" 0.76 | \n",
" 0.14 | \n",
" 1.41 | \n",
" 31 | \n",
" 1.91 | \n",
" 0.0 | \n",
" Health Care Equipment & Services | \n",
" Health Technology | \n",
" Health Care | \n",
"
\n",
" \n",
" 502 | \n",
" ZION | \n",
" Zions Bancorporation, N.A. | \n",
" 1.25 | \n",
" 14.55 | \n",
" 28.63 | \n",
" 9.30 | \n",
" 3.42 | \n",
" 19.61 | \n",
" 9576.64 | \n",
" NaN | \n",
" ... | \n",
" 6.97 | \n",
" 2.28 | \n",
" 0.01 | \n",
" 0.32 | \n",
" 52 | \n",
" 6.79 | \n",
" NaN | \n",
" Banks | \n",
" Finance | \n",
" Financials | \n",
"
\n",
" \n",
" 503 | \n",
" ZTS | \n",
" Zoetis, Inc. Class A | \n",
" 0.83 | \n",
" 49.01 | \n",
" 149.33 | \n",
" 57.11 | \n",
" 14.96 | \n",
" 67.01 | \n",
" 115322.30 | \n",
" 68.31 | \n",
" ... | \n",
" 6.13 | \n",
" 0.44 | \n",
" 1.94 | \n",
" 3.86 | \n",
" 31 | \n",
" 4.27 | \n",
" 0.0 | \n",
" Pharmaceuticals Biotechnology & Life Sciences | \n",
" Health Technology | \n",
" Health Care | \n",
"
\n",
" \n",
"
\n",
"
504 rows × 23 columns
\n",
"
\n",
"
\n",
" \n",
" \n",
"\n",
" \n",
"
\n",
"
\n",
" "
]
},
"metadata": {},
"execution_count": 38
}
],
"source": [
"data = pd.read_csv('https://raw.githubusercontent.com/cyrus723/my-first-binder/main/data/sp500.csv', header=0) \n",
"data"
]
},
{
"cell_type": "code",
"execution_count": 39,
"id": "28e4e30f-477a-4e66-81f9-518120d53f4e",
"metadata": {
"id": "28e4e30f-477a-4e66-81f9-518120d53f4e",
"outputId": "f024af5a-43d9-4000-804f-f618733bf117",
"colab": {
"base_uri": "https://localhost:8080/"
}
},
"outputs": [
{
"output_type": "stream",
"name": "stdout",
"text": [
"\n",
"RangeIndex: 504 entries, 0 to 503\n",
"Data columns (total 23 columns):\n",
" # Column Non-Null Count Dtype \n",
"--- ------ -------------- ----- \n",
" 0 Symbol 504 non-null object \n",
" 1 Name 504 non-null object \n",
" 2 beta 504 non-null float64\n",
" 3 roe 478 non-null float64\n",
" 4 de 473 non-null float64\n",
" 5 pe 480 non-null float64\n",
" 6 ps 503 non-null float64\n",
" 7 pfcf 456 non-null float64\n",
" 8 mv 499 non-null float64\n",
" 9 gm 452 non-null float64\n",
" 10 gsales 504 non-null float64\n",
" 11 altman 402 non-null float64\n",
" 12 pvol 504 non-null float64\n",
" 13 cap_s 501 non-null float64\n",
" 14 dy 500 non-null float64\n",
" 15 cr 454 non-null float64\n",
" 16 cur 454 non-null float64\n",
" 17 naics 504 non-null int64 \n",
" 18 eps 504 non-null float64\n",
" 19 growth_capitalexp 455 non-null float64\n",
" 20 gics_ind 504 non-null object \n",
" 21 fs_sec 504 non-null object \n",
" 22 gics_sec 504 non-null object \n",
"dtypes: float64(17), int64(1), object(5)\n",
"memory usage: 90.7+ KB\n"
]
}
],
"source": [
"data.info()"
]
},
{
"cell_type": "code",
"source": [
"data['cr'].plot.hist()"
],
"metadata": {
"id": "wNyAw-QAAC6T",
"outputId": "8c5ddb1e-b178-4ff1-a8a6-d8654cb1c661",
"colab": {
"base_uri": "https://localhost:8080/",
"height": 281
}
},
"id": "wNyAw-QAAC6T",
"execution_count": 48,
"outputs": [
{
"output_type": "execute_result",
"data": {
"text/plain": [
""
]
},
"metadata": {},
"execution_count": 48
},
{
"output_type": "display_data",
"data": {
"text/plain": [
""
],
"image/png": "iVBORw0KGgoAAAANSUhEUgAAAYUAAAD3CAYAAADyvkg2AAAABHNCSVQICAgIfAhkiAAAAAlwSFlzAAALEgAACxIB0t1+/AAAADh0RVh0U29mdHdhcmUAbWF0cGxvdGxpYiB2ZXJzaW9uMy4yLjIsIGh0dHA6Ly9tYXRwbG90bGliLm9yZy+WH4yJAAARWElEQVR4nO3df5BdZX3H8TdkEQls2qXdFGwKaoxfqYPIUKoBFSJYqrFjsbZjHego1JmWKqCiIkVHIWAwMJRaKs4IjtNURdE2SFRQyYCjQQEdsYhfFfH3j+zgYlJSUOL2j3vyeFl2N2eTe/bsvft+zWR2z3POvef7ZJP72XPOc56z18TEBJIkAezddgGSpPnDUJAkFYaCJKkwFCRJhaEgSSqG2i5gT4yNbdvtoVMjI4sZH9/ey3LmlUHu3yD3DexfP+uXvo2ODu813boFe6QwNLSo7RIaNcj9G+S+gf3rZ4PQtwUbCpKkxzIUJEmFoSBJKgwFSVJhKEiSCkNBklQYCpKkwlCQJBWGgiSp6OtpLvbUaWtvbmW/15z7/Fb2K0m74pGCJKkwFCRJhaEgSSoMBUlSYShIkgpDQZJUGAqSpMJQkCQVhoIkqTAUJEmFoSBJKgwFSVJhKEiSCkNBklQYCpKkwlCQJBWGgiSpMBQkSYWhIEkqDAVJUmEoSJKKoabeOCKWA2uArwDLgPsz84KIeDtwfNemF2XmZ6rXvBFYAowAN2Xm9U3VJ0l6rMZCATgQ+HBmbgCIiG9ExEaAzDx+8sYR8SxgVWa+KCKGgHsi4pbM/GWDNUqSujQWCpl5+6SmvYEHASLin4GHgUXAuzNzO/BiYHP12kci4h7gOMCjBUmaI00eKRQRcTJwY2Z+MyI+CnwvMx+MiDOAdwOnA0uBe7petrVqm9bIyGKGhhY1VXZjRkeHB2o/bRjkvoH962f93rfGQyEiVgGrgLMBMvPurtU3A2+svt8CdP9tLqnapjU+vn2362rzBzc2tq3xfYyODs/JftowyH0D+9fP+qVvM33+NTr6KCJWAycBZwEHRcTKiFjXtckK4N7q+43Ayup1+wCHAbc2WZ8k6dGaHH10FHAtcAewCdgfuBJ4JCKuoHMUcDhwBkBm3hYRmyLiYjqjj96QmQ80VZ8k6bGavNB8J3DALF+zbtdbSZKa4s1rkqTCUJAkFYaCJKkwFCRJhaEgSSoMBUlSYShIkgpDQZJUGAqSpMJQkCQVhoIkqTAUJEmFoSBJKgwFSVJhKEiSCkNBklQYCpKkwlCQJBWGgiSpMBQkSYWhIEkqDAVJUmEoSJIKQ0GSVBgKkqTCUJAkFYaCJKkwFCRJxVBTbxwRy4E1wFeAZcD9mXlBRBwIrAW+C6wAzsvMn1eveSOwBBgBbsrM65uqT5L0WE0eKRwIfDgz12XmWcDLI+Io4GLgs5m5Fvhv4FKAiHgWsCoz3wqcDVwWEb/TYH2SpEkaC4XMvD0zN0za14PAamBz1faFahngxTvbM/MR4B7guKbqkyQ9VmOnj7pFxMnAjZn5zYhYCmyrVm0FRiJiCFhKJwjoWrd0pvcdGVnM0NCiJkpu1Ojo8EDtpw2D3Dewf/2s3/vWeChExCpgFZ1TQgBbgGHgATrXD8Yz85GI2Nm+05Jq22mNj2/f7bra/MGNjW3b9UZ7aHR0eE7204ZB7hvYv37WL32b6fOv0dFHEbEaOAk4CzgoIlYCG4GV1SbHVst0t0fEPsBhwK1N1idJerQmRx8dBVwL3AFsAvYHrgTOAy6JiKcCy4FzADLztojYFBEX0xl99IbMfKCp+iRJj9VYKGTmncAB06x+9TSvWddUPZKkXfPmNUlSYShIkgpDQZJUGAqSpMJQkCQVtUIhIp7RdCGSpPbVPVJYX92IJkkaYHXvU/gosCQi1gN3AVdn5v3NlSVJakOtUMjMC6tvPxQRJwJ3RcTngCsz80uNVSdJmlO1QiEizgBuB15DZ6rrjwPvB54dEa+onpcgSepzdU8frQN+AFwFnJmZvwSIiNvoBIQkaQDUDYWrM/PMKdoPwZlMJWlg1B19dF11CgmAiDg9IvbLzO9n5uUN1SZJmmN1Q+EtwH1dyz8Fruh9OZKkNtUNhbsy81M7FzLzk3QelylJGiB1Q2FZ9RxloDwZ7Q+bKUmS1Ja6F5qvB+6LiK9Wy8+kemKaJGlw1DpSyMxrgT8DbgJuBF6QmR9psjBJ0tyr/TjOzLwHuGfnckS8NjPf3UhVkqRW1L2j+cXAecBSOkcXewEjgKEgSQOk7pHCpcBrgXuBHXRC4S1NFSVJakfdULg7Mz/T3RARFzVQjySpRXVD4QcR8X7gi8DDVdspdC4+S5IGRN1Q+Bs6I4+O6WrzPgVJGjB1Q+HCzLyqu8EnsUnS4Kn7kJ2rIuIpwBOBTcATMnNjk4VJkuZerZvXIuKVdG5aewuwCLg8Ik5psC5JUgvqzn30XGAF8K3M/FVmvgxY2VxZkqQ21A2Fn2Xmbya1TV6WJPW5uheaRyPiFcDvRsTRdIaiHjjTCyLiIGANcERmHl21vRL4B+CharOrM/M/qnWnAEfSuTnu3sx87yz7IknaQ3VD4c10HqpzYvXnU8BUj+fs9hxgA50ZVbu9PDO/190QEcvozLp6ZGZORMTtEXFzZn67Zn2SpB6oO/poHPi77raI2HcXr7kuIo6fYtVrIuJnwGLg3zLzF8BJwJ2ZOVFtsxl4ITBjKIyMLGZoaFGdLswro6PDA7WfNgxy38D+9bN+71vdCfEOmaL5HcCrZrm/W4CNmTkWES8CPgqcQGeivW1d222t2mY0Pr59lrv/rTZ/cGNj23a90R4aHR2ek/20YZD7Bvavn/VL32b6/Kt7+ujrwP10JsLbB/gD4EezLSQzu5/zfDNwfUQsArYAT+latwT4zmzfX5K0Z+qOPnpTZj45M5+UmcuAQ4D3zHZnEfHOrsd6rgC+l5k76NwDcVRE7FWtW0nnuoUkaQ7Vvabw3knLP42Ip870mog4DjgVODgizgcuA34GvCci7gMOpzOpHpn5o4i4lM5NcTuA93mRWZLmXt1rCtd0Le4NHExn6Oi0MvMWOtcQul0xw/brgfV16pEkNaPuNYU/4rcf2BN0fuPf1EhFkqTWzGaW1FunWhERyzJz1hedJUnzT91QOCsiJuiMPprs9cBf9q4kSVJb6obCk4EbgLur5adX3z9MZxSRJGkA1B2Suhl4YmYek5nHAIcCX8rMVcCFjVUnSZpTdUNhcTXVBQCZ+QDVHcdOXCdJg6Pu6aODI+J1/HaI6fHA7zdSkSSpNXWPFF4FHAN8pvrzbGY/75EkaZ6re0fzT4C/brgWSVLL6t7RvBRYBzyezhHC5cC53dcZJEn9r+7po3XArcCvMnM7cBXwrsaqkiS1om4o/Dgzrwb+FyAzvwo80FhVkqRW1A2F36u+TgBExP7A8kYqkiS1pu6Q1M9FxP8A+0bERuBPgNc2V5YkqQ11Rx99JCK+BpxYNb0+M7O5siRJbag7+mgMeFtmXtlwPZKkFtW9pvD1zHzU4zcjYrSBeiRJLaobCtdGxAsjYp+utrc2UZAkqT11LzSXo4Su5ypMAGc2UZQkqR0zhkJEHAL8GtiQmSdPWndBk4VJkuberk4ffQx4CZ0nrx3SfR0hM9/WaGWSpDm3q1C4IzOvojPf0Q3ASc2XJElqy65CYQIgM98B3J2Z63euiIh9myxMkjT36o4+gioguqzrZSGSpPbtavTRSyPimdX3KyLii13rnoijjyRpoOwqFL4BfGCadaf0uBZJUst2FQrnZ+YXp1oREc59JEkDZsZrCtMFQrXutt6XI0lqU907mmctIg4C1gBHZObRVdvjgUuBHwMrgLWZ+a1q3SnAkcAO4N7MfG9TtUmSpjab0Uez9RxgA50pMXY6G/hBZr6TznOerwaIiGXAOcA5mfkm4O8jYkWDtUmSptBYKGTmdcC2Sc2rgc3V+q8DR0TEEjo3xd2ZmTuHvW4GXthUbZKkqTV2+mgaS3l0UGyt2qZrn9HIyGKGhhb1tMC5MDo6PFD7acMg9w3sXz/r977NdShsAbr/xpZUbVuAp0xq/86u3mx8fPtuF9LmD25sbPIBVO+Njg7PyX7aMMh9A/vXz/qlbzN9/jV5TWEqG4GVABFxOPC1zNwK3AgcFRE7rz+sBD41x7VJ0oLXWChExHHAqcDBEXF+ROwHXAEcGhHnA28ATgfIzB/RGZV0eURcBrwvM7/dVG2SpKk1dvooM28Bbpli1T9Ns/16YP1U6yRJc2OuTx9JkuYxQ0GSVBgKkqTCUJAkFYaCJKkwFCRJhaEgSSrmepoLAaetvbm1fV9z7vNb27ek+c8jBUlSYShIkgpDQZJUGAqSpMJQkCQVhoIkqTAUJEmFoSBJKgwFSVJhKEiSCkNBklQYCpKkwlCQJBWGgiSpMBQkSYWhIEkqDAVJUmEoSJIKQ0GSVBgKkqTCUJAkFUNt7TgibgMeqhZ3ZOYJEXEgsBb4LrACOC8zf95WjZK00LQWCsCnM/Ptk9ouBj6bmR+JiL8ALgVOnfPKJGmBajMUDo+INwP7Abdn5kZgNXBRtf4LwAdmeoORkcUMDS1qtsoBMzo63HYJPTEo/ZiO/etf/d63NkPhksz8ckQsAm6NiG3AUmBbtX4rMBIRQ5n5yFRvMD6+fbd33u8/uN01NrZt1xvNc6OjwwPRj+nYv/7VL32b6fOvtVDIzC9XX3dExOeBVcAWYBh4AFgCjE8XCNo9p629uZX9XnPu81vZr6TZaWX0UUQ8LSJO72paAdwLbARWVm3HVsuSpDnS1pHCVmB1RDyBzhHBD4EPAp8ELomIpwLLgXNaqk+SFqRWQiEzfwK8dIpVvwBePcflSJIq3rwmSSoMBUlSYShIkgpDQZJUGAqSpMJQkCQVhoIkqTAUJEmFoSBJKgwFSVJhKEiSCkNBklQYCpKkwlCQJBWGgiSpMBQkSUVrz2jWwuKzoaX+4JGCJKkwFCRJhaEgSSoMBUlSYShIkgpDQZJUGAqSpMJQkCQVhoIkqfCOZqkh3sWtfuSRgiSpmHdHChFxIvBSYAswkZnvaLkk9bG2fltvU5t9busoZSH2uSnz6kghIhYDVwGvy8y3A8+IiBParUqSFo75dqSwEvh+Zj5cLX8BWA18rr2SJGl6g3btaL6FwlJgW9fy1qptSqOjw3vtyc4+cdlL9uTlknbT6OhwT9/P/8u9M69OH9G5jtD9r2VJ1SZJmgPzLRQ2A4dGxL7V8rHAxhbrkaQFZa+JiYm2a3iUiHgB8DJgDPi1o48kae7Mu1CQJLVnvp0+kiS1yFCQJBWGgiSpmG/3KcyJQZ5KIyIOAtYAR2Tm0W3X00sRsZxO374CLAPuz8wL2q2qdyJib+ATwJeAxwHLgdMy8/9aLayHImI/Ov27KTPPabueXoqI24CHqsUdmdmXszEsuFDomkrj6Zn5cER8LCJOyMxBuWv6OcAG4JltF9KAA4EPZ+YGgIj4RkRszMw7W66rlzZn5hqAiNhA55eX/2y3pJ5aA3y17SIa8ulqep6+tuBCgQGfSiMzr4uI49uuowmZefukpr2BB9uopQmZ+Rs6H5pExBCdo6FstageiohT6fx/ewZwQMvlNOHwiHgzsB9we2b25T1WC/Gawqym0tD8FBEnAzdm5jfbrqXXIuIk4Abghsy8o+16eiEi/hg4LDM/3nYtDbokMy8BLgTOi4jntV3Q7liIoeBUGn0uIlYBq4DXtV1LEzLzxsz8c+BJEXFG2/X0yMnAQxFxLp1TnH8aEWe3XFNPZeaXq687gM/T+Tfadxbi6aMylUZ1CulY4N9brkk1RcRq4LnAWcDBEXFoZm5uuayeqH6bflLXaYf7gCe3WFLPZOZFO7+PiMcDB2Tmv7RYUk9FxNOAYzPz6qppBfBfLZa02xZcKGTm9oj4R+BfI2IMuGuALjITEccBp9L5wDwfuGxQRq9ExFHAtcAdwCZgf+BKOkE/CB4GTo+II4F9gMOAM9stqbci4q+A5wGPi4i/zcwPtV1Tj2wFVkfEE+icffgh8MF2S9o9TnMhSSoW4jUFSdI0DAVJUmEoSJIKQ0GSVBgKkqTCUJAkFYaCJKn4f+v9gzBCxgRiAAAAAElFTkSuQmCC\n"
},
"metadata": {
"needs_background": "light"
}
}
]
},
{
"cell_type": "code",
"source": [
"data2=data.loc[(data['pe'] < 200) & (data['gm'] < 10000)]\n",
"data2.plot.scatter(x='pe', y='gm')"
],
"metadata": {
"id": "grufkZyHA05b",
"outputId": "5f243198-abc7-4786-836e-f76b73914ef3",
"colab": {
"base_uri": "https://localhost:8080/",
"height": 297
}
},
"id": "grufkZyHA05b",
"execution_count": 60,
"outputs": [
{
"output_type": "execute_result",
"data": {
"text/plain": [
""
]
},
"metadata": {},
"execution_count": 60
},
{
"output_type": "display_data",
"data": {
"text/plain": [
""
],
"image/png": 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\n"
},
"metadata": {
"needs_background": "light"
}
}
]
},
{
"cell_type": "code",
"source": [
""
],
"metadata": {
"id": "QPG7CYHYA0OF"
},
"id": "QPG7CYHYA0OF",
"execution_count": null,
"outputs": []
},
{
"cell_type": "code",
"source": [
"data2=data.dropna(subset=['mv'],axis=0)"
],
"metadata": {
"id": "b5ru8BAA5Qg9"
},
"id": "b5ru8BAA5Qg9",
"execution_count": null,
"outputs": []
},
{
"cell_type": "code",
"source": [
""
],
"metadata": {
"id": "-yjR3w_WAyV0"
},
"id": "-yjR3w_WAyV0",
"execution_count": null,
"outputs": []
},
{
"cell_type": "code",
"source": [
"data2"
],
"metadata": {
"colab": {
"base_uri": "https://localhost:8080/",
"height": 800
},
"id": "b-0HdTcN5iHo",
"outputId": "d465fc0f-86dc-4495-fdf6-1fe256e8c4de"
},
"id": "b-0HdTcN5iHo",
"execution_count": null,
"outputs": [
{
"output_type": "execute_result",
"data": {
"text/plain": [
" Symbol Name beta roe de \\\n",
"0 MMM 3M Company 0.89 42.42 121.74 \n",
"1 AOS A. O. Smith Corporation 1.10 26.47 12.59 \n",
"2 ABT Abbott Laboratories 0.75 20.53 53.77 \n",
"3 ABBV AbbVie, Inc. 0.82 80.52 503.47 \n",
"4 ABMD ABIOMED, Inc. 1.46 9.64 NaN \n",
".. ... ... ... ... ... \n",
"499 YUM Yum! Brands, Inc. 1.25 NaN NaN \n",
"500 ZBRA Zebra Technologies Corporation Class A 1.73 32.64 38.37 \n",
"501 ZBH Zimmer Biomet Holdings, Inc. 1.13 3.23 58.12 \n",
"502 ZION Zions Bancorporation, N.A. 1.25 14.55 28.63 \n",
"503 ZTS Zoetis, Inc. Class A 0.83 49.01 149.33 \n",
"\n",
" pe ps pfcf mv gm ... cap_s dy cr cur \\\n",
"0 17.56 2.94 17.77 101576.90 46.99 ... 4.53 3.33 0.53 1.70 \n",
"1 28.43 3.91 24.47 13534.47 37.07 ... 2.12 1.23 0.56 1.57 \n",
"2 35.75 5.85 29.11 248276.90 53.89 ... 4.38 1.29 0.78 1.85 \n",
"3 20.98 4.28 10.94 239432.90 69.49 ... 1.40 3.92 0.28 0.79 \n",
"4 111.15 14.73 NaN 15086.33 81.76 ... NaN NaN 5.48 7.05 \n",
".. ... ... ... ... ... ... ... ... ... ... \n",
"499 26.63 6.37 28.41 40130.54 48.09 ... 3.49 1.44 0.52 1.08 \n",
"500 38.33 5.70 31.77 31792.77 44.68 ... 1.05 0.00 0.19 0.94 \n",
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"502 9.30 3.42 19.61 9576.64 NaN ... 6.97 2.28 0.01 0.32 \n",
"503 57.11 14.96 67.01 115322.30 68.31 ... 6.13 0.44 1.94 3.86 \n",
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"502 52 6.79 NaN \n",
"503 31 4.27 0.0 \n",
"\n",
" gics_ind fs_sec \\\n",
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"1 Capital Goods Producer Manufacturing \n",
"2 Health Care Equipment & Services Health Technology \n",
"3 Pharmaceuticals Biotechnology & Life Sciences Health Technology \n",
"4 Health Care Equipment & Services Health Technology \n",
".. ... ... \n",
"499 Consumer Services Consumer Services \n",
"500 Technology Hardware & Equipment Electronic Technology \n",
"501 Health Care Equipment & Services Health Technology \n",
"502 Banks Finance \n",
"503 Pharmaceuticals Biotechnology & Life Sciences Health Technology \n",
"\n",
" gics_sec \n",
"0 Industrials \n",
"1 Industrials \n",
"2 Health Care \n",
"3 Health Care \n",
"4 Health Care \n",
".. ... \n",
"499 Consumer Discretionary \n",
"500 Information Technology \n",
"501 Health Care \n",
"502 Financials \n",
"503 Health Care \n",
"\n",
"[499 rows x 23 columns]"
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"name": "stdout",
"text": [
"\n",
"Int64Index: 499 entries, 0 to 503\n",
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" # Column Non-Null Count Dtype \n",
"--- ------ -------------- ----- \n",
" 0 Symbol 499 non-null object \n",
" 1 Name 499 non-null object \n",
" 2 beta 499 non-null float64\n",
" 3 roe 474 non-null float64\n",
" 4 de 469 non-null float64\n",
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"text/plain": [
" beta roe de pe ps \\\n",
"count 499.000000 474.000000 469.000000 476.000000 499.000000 \n",
"mean 1.066092 55.780380 156.405714 36.689853 5.092465 \n",
"std 0.499602 368.240081 274.977253 48.280792 5.041844 \n",
"min -0.430000 -132.810000 0.340000 4.390000 0.100000 \n",
"25% 0.750000 10.430000 45.560000 15.607500 1.745000 \n",
"50% 1.060000 18.445000 82.070000 24.845000 3.310000 \n",
"75% 1.315000 31.650000 149.330000 39.127500 6.380000 \n",
"max 4.710000 5863.580000 3494.650000 573.370000 27.790000 \n",
"\n",
" pfcf mv gm gsales altman \\\n",
"count 454.000000 4.990000e+02 447.000000 499.000000 402.000000 \n",
"mean 40.172841 8.570345e+04 40.001790 25.513547 5.025746 \n",
"std 100.845676 2.190224e+05 29.486308 101.378348 5.998500 \n",
"min 2.630000 6.376470e+03 -249.200000 -65.900000 -3.080000 \n",
"25% 13.702500 1.877855e+04 26.575000 6.365000 2.112500 \n",
"50% 23.945000 3.344233e+04 38.380000 14.350000 3.325000 \n",
"75% 36.805000 6.918584e+04 56.320000 24.380000 5.420000 \n",
"max 1473.550000 2.413423e+06 95.840000 2191.900000 55.750000 \n",
"\n",
" pvol cap_s dy cr cur naics \\\n",
"count 499.000000 498.000000 497.000000 449.000000 449.000000 499.000000 \n",
"mean 9.571383 8.016365 1.534406 0.650490 1.612183 40.817635 \n",
"std 3.817050 14.891767 1.438945 0.798887 1.114226 12.558170 \n",
"min 4.080000 0.000000 0.000000 0.010000 0.050000 11.000000 \n",
"25% 7.205000 1.937500 0.240000 0.160000 0.930000 31.000000 \n",
"50% 8.640000 3.760000 1.270000 0.380000 1.330000 42.000000 \n",
"75% 10.645000 7.845000 2.400000 0.810000 1.940000 52.000000 \n",
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" eps growth_capitalexp \n",
"count 499.000000 450.000000 \n",
"mean 8.381323 -0.010889 \n",
"std 19.061651 2.781380 \n",
"min -20.890000 -23.700000 \n",
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" 499.000000 | \n",
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" 1.066092 | \n",
" 55.780380 | \n",
" 156.405714 | \n",
" 36.689853 | \n",
" 5.092465 | \n",
" 40.172841 | \n",
" 8.570345e+04 | \n",
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" 100.845676 | \n",
" 2.190224e+05 | \n",
" 29.486308 | \n",
" 101.378348 | \n",
" 5.998500 | \n",
" 3.817050 | \n",
" 14.891767 | \n",
" 1.438945 | \n",
" 0.798887 | \n",
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" 12.558170 | \n",
" 19.061651 | \n",
" 2.781380 | \n",
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\n",
" \n",
" min | \n",
" -0.430000 | \n",
" -132.810000 | \n",
" 0.340000 | \n",
" 4.390000 | \n",
" 0.100000 | \n",
" 2.630000 | \n",
" 6.376470e+03 | \n",
" -249.200000 | \n",
" -65.900000 | \n",
" -3.080000 | \n",
" 4.080000 | \n",
" 0.000000 | \n",
" 0.000000 | \n",
" 0.010000 | \n",
" 0.050000 | \n",
" 11.000000 | \n",
" -20.890000 | \n",
" -23.700000 | \n",
"
\n",
" \n",
" 25% | \n",
" 0.750000 | \n",
" 10.430000 | \n",
" 45.560000 | \n",
" 15.607500 | \n",
" 1.745000 | \n",
" 13.702500 | \n",
" 1.877855e+04 | \n",
" 26.575000 | \n",
" 6.365000 | \n",
" 2.112500 | \n",
" 7.205000 | \n",
" 1.937500 | \n",
" 0.240000 | \n",
" 0.160000 | \n",
" 0.930000 | \n",
" 31.000000 | \n",
" 2.585000 | \n",
" 0.000000 | \n",
"
\n",
" \n",
" 50% | \n",
" 1.060000 | \n",
" 18.445000 | \n",
" 82.070000 | \n",
" 24.845000 | \n",
" 3.310000 | \n",
" 23.945000 | \n",
" 3.344233e+04 | \n",
" 38.380000 | \n",
" 14.350000 | \n",
" 3.325000 | \n",
" 8.640000 | \n",
" 3.760000 | \n",
" 1.270000 | \n",
" 0.380000 | \n",
" 1.330000 | \n",
" 42.000000 | \n",
" 4.940000 | \n",
" 0.000000 | \n",
"
\n",
" \n",
" 75% | \n",
" 1.315000 | \n",
" 31.650000 | \n",
" 149.330000 | \n",
" 39.127500 | \n",
" 6.380000 | \n",
" 36.805000 | \n",
" 6.918584e+04 | \n",
" 56.320000 | \n",
" 24.380000 | \n",
" 5.420000 | \n",
" 10.645000 | \n",
" 7.845000 | \n",
" 2.400000 | \n",
" 0.810000 | \n",
" 1.940000 | \n",
" 52.000000 | \n",
" 8.555000 | \n",
" 0.000000 | \n",
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" \n",
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" 4.710000 | \n",
" 5863.580000 | \n",
" 3494.650000 | \n",
" 573.370000 | \n",
" 27.790000 | \n",
" 1473.550000 | \n",
" 2.413423e+06 | \n",
" 95.840000 | \n",
" 2191.900000 | \n",
" 55.750000 | \n",
" 41.850000 | \n",
" 189.050000 | \n",
" 8.460000 | \n",
" 5.480000 | \n",
" 7.870000 | \n",
" 72.000000 | \n",
" 320.480000 | \n",
" 35.600000 | \n",
"
\n",
" \n",
"
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},
{
"cell_type": "code",
"execution_count": null,
"id": "04ca0560-f5f0-40e1-8773-79f555fb104e",
"metadata": {
"id": "04ca0560-f5f0-40e1-8773-79f555fb104e",
"colab": {
"base_uri": "https://localhost:8080/"
},
"outputId": "c8e4eee0-765c-4ad3-f58e-ec1e47d20b03"
},
"outputs": [
{
"output_type": "stream",
"name": "stderr",
"text": [
"/usr/local/lib/python3.7/dist-packages/ipykernel_launcher.py:1: SettingWithCopyWarning: \n",
"A value is trying to be set on a copy of a slice from a DataFrame.\n",
"Try using .loc[row_indexer,col_indexer] = value instead\n",
"\n",
"See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
" \"\"\"Entry point for launching an IPython kernel.\n"
]
}
],
"source": [
"data2['log_mv'] = np.log(data2['mv'])"
]
},
{
"cell_type": "code",
"source": [
""
],
"metadata": {
"id": "LJ90vLrb5Aec"
},
"id": "LJ90vLrb5Aec",
"execution_count": null,
"outputs": []
},
{
"cell_type": "code",
"source": [
""
],
"metadata": {
"id": "vFWpu_vs5AYE"
},
"id": "vFWpu_vs5AYE",
"execution_count": null,
"outputs": []
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"outputId": "97af6223-4e02-4385-ff49-6f2c584f50b1",
"colab": {
"base_uri": "https://localhost:8080/"
},
"id": "FaLMIm9F422p"
},
"outputs": [
{
"output_type": "stream",
"name": "stdout",
"text": [
" OLS Regression Results \n",
"==============================================================================\n",
"Dep. Variable: pe R-squared: 0.194\n",
"Model: OLS Adj. R-squared: 0.165\n",
"Method: Least Squares F-statistic: 6.776\n",
"Date: Thu, 19 May 2022 Prob (F-statistic): 5.88e-11\n",
"Time: 20:26:38 Log-Likelihood: -1795.1\n",
"No. Observations: 351 AIC: 3616.\n",
"Df Residuals: 338 BIC: 3666.\n",
"Df Model: 12 \n",
"Covariance Type: nonrobust \n",
"==============================================================================\n",
" coef std err t P>|t| [0.025 0.975]\n",
"------------------------------------------------------------------------------\n",
"Intercept -22.4419 28.073 -0.799 0.425 -77.663 32.779\n",
"beta -2.8807 8.362 -0.344 0.731 -19.329 13.568\n",
"roe -0.2866 0.081 -3.551 0.000 -0.445 -0.128\n",
"de 0.0351 0.015 2.387 0.018 0.006 0.064\n",
"altman 2.4576 0.517 4.752 0.000 1.440 3.475\n",
"log_mv 4.1409 2.303 1.798 0.073 -0.389 8.670\n",
"gm 0.2643 0.136 1.943 0.053 -0.003 0.532\n",
"gsales -0.0301 0.023 -1.329 0.185 -0.075 0.014\n",
"pvol 1.8613 1.210 1.538 0.125 -0.519 4.242\n",
"cap_s 0.1892 0.239 0.792 0.429 -0.281 0.659\n",
"dy -4.4782 1.747 -2.564 0.011 -7.914 -1.043\n",
"cr 5.4418 5.925 0.918 0.359 -6.212 17.096\n",
"cur -9.7856 4.203 -2.328 0.020 -18.053 -1.519\n",
"==============================================================================\n",
"Omnibus: 489.711 Durbin-Watson: 2.116\n",
"Prob(Omnibus): 0.000 Jarque-Bera (JB): 72928.702\n",
"Skew: 6.818 Prob(JB): 0.00\n",
"Kurtosis: 72.287 Cond. No. 3.59e+03\n",
"==============================================================================\n",
"\n",
"Warnings:\n",
"[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.\n",
"[2] The condition number is large, 3.59e+03. This might indicate that there are\n",
"strong multicollinearity or other numerical problems.\n"
]
}
],
"source": [
"formula = 'pe ~ beta + roe + de + altman + log_mv + gm + gsales + pvol\t+ cap_s\t+ dy\t+ cr\t+ cur'\n",
"results = smf.ols(formula, data2).fit()\n",
"print(results.summary())"
],
"id": "FaLMIm9F422p"
},
{
"cell_type": "code",
"execution_count": null,
"id": "2740154c-e1f0-493c-b29f-eb62e4767d86",
"metadata": {
"id": "2740154c-e1f0-493c-b29f-eb62e4767d86"
},
"outputs": [],
"source": [
""
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "3945b46c-c01d-4979-a230-21ef60b6fbbf",
"metadata": {
"id": "3945b46c-c01d-4979-a230-21ef60b6fbbf",
"colab": {
"base_uri": "https://localhost:8080/",
"height": 678
},
"outputId": "cdc130a6-6c6a-47cd-98d5-4c9d45c7c2c4"
},
"outputs": [
{
"output_type": "execute_result",
"data": {
"text/plain": [
" beta roe de pe ps pfcf \\\n",
"beta 1.000000 -0.079395 -0.092053 0.068494 0.063886 -0.002039 \n",
"roe -0.079395 1.000000 0.688829 -0.097493 0.087583 -0.053414 \n",
"de -0.092053 0.688829 1.000000 -0.044639 -0.115563 0.095510 \n",
"pe 0.068494 -0.097493 -0.044639 1.000000 0.593247 0.327988 \n",
"ps 0.063886 0.087583 -0.115563 0.593247 1.000000 0.165828 \n",
"pfcf -0.002039 -0.053414 0.095510 0.327988 0.165828 1.000000 \n",
"mv 0.018675 0.091196 -0.048443 0.053075 0.214163 -0.002806 \n",
"gm -0.101625 0.147294 -0.058295 0.215156 0.621423 -0.087149 \n",
"gsales 0.159374 0.125849 -0.060532 -0.029283 0.017286 -0.000703 \n",
"altman 0.054296 0.097988 -0.174033 0.286280 0.706467 0.095019 \n",
"pvol 0.775831 -0.064803 -0.070414 0.082177 0.051855 0.064714 \n",
"cap_s 0.028896 -0.130779 -0.041466 0.080169 0.038678 0.122443 \n",
"dy -0.222000 -0.019617 0.061359 -0.237169 -0.408821 -0.158816 \n",
"cr 0.076676 -0.015204 -0.145291 0.177014 0.480707 0.104814 \n",
"cur 0.078979 -0.047372 -0.215181 0.078290 0.348642 0.070986 \n",
"naics 0.039516 0.021315 0.135928 0.103943 0.096871 0.020150 \n",
"eps -0.012030 0.090308 -0.036949 -0.094833 -0.014581 -0.040744 \n",
"growth_capitalexp -0.080412 0.030906 0.031790 0.000932 0.002545 -0.023627 \n",
"\n",
" mv gm gsales altman pvol cap_s \\\n",
"beta 0.018675 -0.101625 0.159374 0.054296 0.775831 0.028896 \n",
"roe 0.091196 0.147294 0.125849 0.097988 -0.064803 -0.130779 \n",
"de -0.048443 -0.058295 -0.060532 -0.174033 -0.070414 -0.041466 \n",
"pe 0.053075 0.215156 -0.029283 0.286280 0.082177 0.080169 \n",
"ps 0.214163 0.621423 0.017286 0.706467 0.051855 0.038678 \n",
"pfcf -0.002806 -0.087149 -0.000703 0.095019 0.064714 0.122443 \n",
"mv 1.000000 0.161233 0.012807 0.172525 -0.063880 0.101586 \n",
"gm 0.161233 1.000000 0.096531 0.357395 -0.047744 0.017925 \n",
"gsales 0.012807 0.096531 1.000000 0.047899 0.432890 0.004500 \n",
"altman 0.172525 0.357395 0.047899 1.000000 0.036324 -0.034857 \n",
"pvol -0.063880 -0.047744 0.432890 0.036324 1.000000 0.093602 \n",
"cap_s 0.101586 0.017925 0.004500 -0.034857 0.093602 1.000000 \n",
"dy -0.061784 -0.300490 -0.044612 -0.341119 -0.197214 0.113233 \n",
"cr 0.166952 0.383953 0.060785 0.552764 0.167022 0.107054 \n",
"cur 0.047235 0.245208 0.018272 0.541831 0.121421 0.005705 \n",
"naics 0.074423 0.091483 0.029131 -0.007095 -0.025478 -0.043567 \n",
"eps 0.222852 -0.001708 0.059474 0.094992 -0.031780 -0.034861 \n",
"growth_capitalexp 0.015418 0.011326 -0.021103 -0.036804 -0.069099 -0.034913 \n",
"\n",
" dy cr cur naics eps \\\n",
"beta -0.222000 0.076676 0.078979 0.039516 -0.012030 \n",
"roe -0.019617 -0.015204 -0.047372 0.021315 0.090308 \n",
"de 0.061359 -0.145291 -0.215181 0.135928 -0.036949 \n",
"pe -0.237169 0.177014 0.078290 0.103943 -0.094833 \n",
"ps -0.408821 0.480707 0.348642 0.096871 -0.014581 \n",
"pfcf -0.158816 0.104814 0.070986 0.020150 -0.040744 \n",
"mv -0.061784 0.166952 0.047235 0.074423 0.222852 \n",
"gm -0.300490 0.383953 0.245208 0.091483 -0.001708 \n",
"gsales -0.044612 0.060785 0.018272 0.029131 0.059474 \n",
"altman -0.341119 0.552764 0.541831 -0.007095 0.094992 \n",
"pvol -0.197214 0.167022 0.121421 -0.025478 -0.031780 \n",
"cap_s 0.113233 0.107054 0.005705 -0.043567 -0.034861 \n",
"dy 1.000000 -0.275627 -0.271625 -0.157792 -0.118787 \n",
"cr -0.275627 1.000000 0.834780 -0.029683 0.125976 \n",
"cur -0.271625 0.834780 1.000000 -0.221567 0.141528 \n",
"naics -0.157792 -0.029683 -0.221567 1.000000 -0.029311 \n",
"eps -0.118787 0.125976 0.141528 -0.029311 1.000000 \n",
"growth_capitalexp -0.043085 -0.040837 -0.014548 0.017290 0.044753 \n",
"\n",
" growth_capitalexp \n",
"beta -0.080412 \n",
"roe 0.030906 \n",
"de 0.031790 \n",
"pe 0.000932 \n",
"ps 0.002545 \n",
"pfcf -0.023627 \n",
"mv 0.015418 \n",
"gm 0.011326 \n",
"gsales -0.021103 \n",
"altman -0.036804 \n",
"pvol -0.069099 \n",
"cap_s -0.034913 \n",
"dy -0.043085 \n",
"cr -0.040837 \n",
"cur -0.014548 \n",
"naics 0.017290 \n",
"eps 0.044753 \n",
"growth_capitalexp 1.000000 "
],
"text/html": [
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"\n",
"
\n",
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" | \n",
" beta | \n",
" roe | \n",
" de | \n",
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" ps | \n",
" pfcf | \n",
" mv | \n",
" gm | \n",
" gsales | \n",
" altman | \n",
" pvol | \n",
" cap_s | \n",
" dy | \n",
" cr | \n",
" cur | \n",
" naics | \n",
" eps | \n",
" growth_capitalexp | \n",
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\n",
" \n",
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\n",
" \n",
" roe | \n",
" -0.079395 | \n",
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" 0.688829 | \n",
" -0.097493 | \n",
" 0.087583 | \n",
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\n",
" \n",
" de | \n",
" -0.092053 | \n",
" 0.688829 | \n",
" 1.000000 | \n",
" -0.044639 | \n",
" -0.115563 | \n",
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" 0.135928 | \n",
" -0.036949 | \n",
" 0.031790 | \n",
"
\n",
" \n",
" pe | \n",
" 0.068494 | \n",
" -0.097493 | \n",
" -0.044639 | \n",
" 1.000000 | \n",
" 0.593247 | \n",
" 0.327988 | \n",
" 0.053075 | \n",
" 0.215156 | \n",
" -0.029283 | \n",
" 0.286280 | \n",
" 0.082177 | \n",
" 0.080169 | \n",
" -0.237169 | \n",
" 0.177014 | \n",
" 0.078290 | \n",
" 0.103943 | \n",
" -0.094833 | \n",
" 0.000932 | \n",
"
\n",
" \n",
" ps | \n",
" 0.063886 | \n",
" 0.087583 | \n",
" -0.115563 | \n",
" 0.593247 | \n",
" 1.000000 | \n",
" 0.165828 | \n",
" 0.214163 | \n",
" 0.621423 | \n",
" 0.017286 | \n",
" 0.706467 | \n",
" 0.051855 | \n",
" 0.038678 | \n",
" -0.408821 | \n",
" 0.480707 | \n",
" 0.348642 | \n",
" 0.096871 | \n",
" -0.014581 | \n",
" 0.002545 | \n",
"
\n",
" \n",
" pfcf | \n",
" -0.002039 | \n",
" -0.053414 | \n",
" 0.095510 | \n",
" 0.327988 | \n",
" 0.165828 | \n",
" 1.000000 | \n",
" -0.002806 | \n",
" -0.087149 | \n",
" -0.000703 | \n",
" 0.095019 | \n",
" 0.064714 | \n",
" 0.122443 | \n",
" -0.158816 | \n",
" 0.104814 | \n",
" 0.070986 | \n",
" 0.020150 | \n",
" -0.040744 | \n",
" -0.023627 | \n",
"
\n",
" \n",
" mv | \n",
" 0.018675 | \n",
" 0.091196 | \n",
" -0.048443 | \n",
" 0.053075 | \n",
" 0.214163 | \n",
" -0.002806 | \n",
" 1.000000 | \n",
" 0.161233 | \n",
" 0.012807 | \n",
" 0.172525 | \n",
" -0.063880 | \n",
" 0.101586 | \n",
" -0.061784 | \n",
" 0.166952 | \n",
" 0.047235 | \n",
" 0.074423 | \n",
" 0.222852 | \n",
" 0.015418 | \n",
"
\n",
" \n",
" gm | \n",
" -0.101625 | \n",
" 0.147294 | \n",
" -0.058295 | \n",
" 0.215156 | \n",
" 0.621423 | \n",
" -0.087149 | \n",
" 0.161233 | \n",
" 1.000000 | \n",
" 0.096531 | \n",
" 0.357395 | \n",
" -0.047744 | \n",
" 0.017925 | \n",
" -0.300490 | \n",
" 0.383953 | \n",
" 0.245208 | \n",
" 0.091483 | \n",
" -0.001708 | \n",
" 0.011326 | \n",
"
\n",
" \n",
" gsales | \n",
" 0.159374 | \n",
" 0.125849 | \n",
" -0.060532 | \n",
" -0.029283 | \n",
" 0.017286 | \n",
" -0.000703 | \n",
" 0.012807 | \n",
" 0.096531 | \n",
" 1.000000 | \n",
" 0.047899 | \n",
" 0.432890 | \n",
" 0.004500 | \n",
" -0.044612 | \n",
" 0.060785 | \n",
" 0.018272 | \n",
" 0.029131 | \n",
" 0.059474 | \n",
" -0.021103 | \n",
"
\n",
" \n",
" altman | \n",
" 0.054296 | \n",
" 0.097988 | \n",
" -0.174033 | \n",
" 0.286280 | \n",
" 0.706467 | \n",
" 0.095019 | \n",
" 0.172525 | \n",
" 0.357395 | \n",
" 0.047899 | \n",
" 1.000000 | \n",
" 0.036324 | \n",
" -0.034857 | \n",
" -0.341119 | \n",
" 0.552764 | \n",
" 0.541831 | \n",
" -0.007095 | \n",
" 0.094992 | \n",
" -0.036804 | \n",
"
\n",
" \n",
" pvol | \n",
" 0.775831 | \n",
" -0.064803 | \n",
" -0.070414 | \n",
" 0.082177 | \n",
" 0.051855 | \n",
" 0.064714 | \n",
" -0.063880 | \n",
" -0.047744 | \n",
" 0.432890 | \n",
" 0.036324 | \n",
" 1.000000 | \n",
" 0.093602 | \n",
" -0.197214 | \n",
" 0.167022 | \n",
" 0.121421 | \n",
" -0.025478 | \n",
" -0.031780 | \n",
" -0.069099 | \n",
"
\n",
" \n",
" cap_s | \n",
" 0.028896 | \n",
" -0.130779 | \n",
" -0.041466 | \n",
" 0.080169 | \n",
" 0.038678 | \n",
" 0.122443 | \n",
" 0.101586 | \n",
" 0.017925 | \n",
" 0.004500 | \n",
" -0.034857 | \n",
" 0.093602 | \n",
" 1.000000 | \n",
" 0.113233 | \n",
" 0.107054 | \n",
" 0.005705 | \n",
" -0.043567 | \n",
" -0.034861 | \n",
" -0.034913 | \n",
"
\n",
" \n",
" dy | \n",
" -0.222000 | \n",
" -0.019617 | \n",
" 0.061359 | \n",
" -0.237169 | \n",
" -0.408821 | \n",
" -0.158816 | \n",
" -0.061784 | \n",
" -0.300490 | \n",
" -0.044612 | \n",
" -0.341119 | \n",
" -0.197214 | \n",
" 0.113233 | \n",
" 1.000000 | \n",
" -0.275627 | \n",
" -0.271625 | \n",
" -0.157792 | \n",
" -0.118787 | \n",
" -0.043085 | \n",
"
\n",
" \n",
" cr | \n",
" 0.076676 | \n",
" -0.015204 | \n",
" -0.145291 | \n",
" 0.177014 | \n",
" 0.480707 | \n",
" 0.104814 | \n",
" 0.166952 | \n",
" 0.383953 | \n",
" 0.060785 | \n",
" 0.552764 | \n",
" 0.167022 | \n",
" 0.107054 | \n",
" -0.275627 | \n",
" 1.000000 | \n",
" 0.834780 | \n",
" -0.029683 | \n",
" 0.125976 | \n",
" -0.040837 | \n",
"
\n",
" \n",
" cur | \n",
" 0.078979 | \n",
" -0.047372 | \n",
" -0.215181 | \n",
" 0.078290 | \n",
" 0.348642 | \n",
" 0.070986 | \n",
" 0.047235 | \n",
" 0.245208 | \n",
" 0.018272 | \n",
" 0.541831 | \n",
" 0.121421 | \n",
" 0.005705 | \n",
" -0.271625 | \n",
" 0.834780 | \n",
" 1.000000 | \n",
" -0.221567 | \n",
" 0.141528 | \n",
" -0.014548 | \n",
"
\n",
" \n",
" naics | \n",
" 0.039516 | \n",
" 0.021315 | \n",
" 0.135928 | \n",
" 0.103943 | \n",
" 0.096871 | \n",
" 0.020150 | \n",
" 0.074423 | \n",
" 0.091483 | \n",
" 0.029131 | \n",
" -0.007095 | \n",
" -0.025478 | \n",
" -0.043567 | \n",
" -0.157792 | \n",
" -0.029683 | \n",
" -0.221567 | \n",
" 1.000000 | \n",
" -0.029311 | \n",
" 0.017290 | \n",
"
\n",
" \n",
" eps | \n",
" -0.012030 | \n",
" 0.090308 | \n",
" -0.036949 | \n",
" -0.094833 | \n",
" -0.014581 | \n",
" -0.040744 | \n",
" 0.222852 | \n",
" -0.001708 | \n",
" 0.059474 | \n",
" 0.094992 | \n",
" -0.031780 | \n",
" -0.034861 | \n",
" -0.118787 | \n",
" 0.125976 | \n",
" 0.141528 | \n",
" -0.029311 | \n",
" 1.000000 | \n",
" 0.044753 | \n",
"
\n",
" \n",
" growth_capitalexp | \n",
" -0.080412 | \n",
" 0.030906 | \n",
" 0.031790 | \n",
" 0.000932 | \n",
" 0.002545 | \n",
" -0.023627 | \n",
" 0.015418 | \n",
" 0.011326 | \n",
" -0.021103 | \n",
" -0.036804 | \n",
" -0.069099 | \n",
" -0.034913 | \n",
" -0.043085 | \n",
" -0.040837 | \n",
" -0.014548 | \n",
" 0.017290 | \n",
" 0.044753 | \n",
" 1.000000 | \n",
"
\n",
" \n",
"
\n",
"
\n",
"
\n",
" \n",
" \n",
"\n",
" \n",
"
\n",
"
\n",
" "
]
},
"metadata": {},
"execution_count": 39
}
],
"source": [
"data2.corr()"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "0c42a27b-ed41-4e75-8ae7-4a386d25efc8",
"metadata": {
"id": "0c42a27b-ed41-4e75-8ae7-4a386d25efc8"
},
"outputs": [],
"source": [
""
]
},
{
"cell_type": "code",
"execution_count": null,
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