1. Thesis - Preprocess.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Decoding Sector Valuation Dynamics\n",
    "\n",
    "Exploring the Nexus of Company Fundamentals, Economic Indicators, and Equity Valuations via Predictive Analytics\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Data Preprocessing\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "import pandas as pd\n",
    "import numpy as np\n",
    "\n",
    "# Constants (525 weeks or about 10 years)\n",
    "DATE_START = pd.to_datetime('2014-01-25')\n",
    "DATE_END = pd.to_datetime('2024-02-17')\n",
    "# Offset the start date by 2 quarters\n",
    "# Useful for calculating the % change before the start date\n",
    "DATE_START_OFFSET = DATE_START - pd.DateOffset(weeks=26)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Retrieve Data\n",
    "\n",
    "#### Financials\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "\n",
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>symbol</th>\n",
       "      <th>GICS Sector</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>61741</th>\n",
       "      <td>ALLY</td>\n",
       "      <td>Financials</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>73999</th>\n",
       "      <td>FNF</td>\n",
       "      <td>Financials</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>74631</th>\n",
       "      <td>GDDY</td>\n",
       "      <td>Information Technology</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>75092</th>\n",
       "      <td>GLPI</td>\n",
       "      <td>Real Estate</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>82755</th>\n",
       "      <td>MORN</td>\n",
       "      <td>Financials</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>83377</th>\n",
       "      <td>MTN</td>\n",
       "      <td>Consumer Discretionary</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>89133</th>\n",
       "      <td>PR</td>\n",
       "      <td>Energy</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>89902</th>\n",
       "      <td>RBC</td>\n",
       "      <td>Industrials</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>94249</th>\n",
       "      <td>ST</td>\n",
       "      <td>Industrials</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>99277</th>\n",
       "      <td>WFRD</td>\n",
       "      <td>Energy</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "      symbol             GICS Sector\n",
       "61741   ALLY              Financials\n",
       "73999    FNF              Financials\n",
       "74631   GDDY  Information Technology\n",
       "75092   GLPI             Real Estate\n",
       "82755   MORN              Financials\n",
       "83377    MTN  Consumer Discretionary\n",
       "89133     PR                  Energy\n",
       "89902    RBC             Industrials\n",
       "94249     ST             Industrials\n",
       "99277   WFRD                  Energy"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Total Filings: (159841, 345)\n"
     ]
    },
    {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>symbol</th>\n",
       "      <th>asOfDate</th>\n",
       "      <th>periodType</th>\n",
       "      <th>currencyCode</th>\n",
       "      <th>AccountsPayable</th>\n",
       "      <th>AccountsReceivable</th>\n",
       "      <th>AccruedInterestReceivable</th>\n",
       "      <th>AccumulatedDepreciation</th>\n",
       "      <th>AdditionalPaidInCapital</th>\n",
       "      <th>AdjustedGeographySegmentData</th>\n",
       "      <th>...</th>\n",
       "      <th>TreasuryStock</th>\n",
       "      <th>UnrealizedGainLoss</th>\n",
       "      <th>UnrealizedGainLossOnInvestmentSecurities</th>\n",
       "      <th>WorkInProcess</th>\n",
       "      <th>WorkingCapital</th>\n",
       "      <th>WriteOff</th>\n",
       "      <th>cap</th>\n",
       "      <th>Security</th>\n",
       "      <th>GICS Sector</th>\n",
       "      <th>GICS Sub-Industry</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>159836</th>\n",
       "      <td>ZEUS</td>\n",
       "      <td>2022-09-30</td>\n",
       "      <td>3M</td>\n",
       "      <td>USD</td>\n",
       "      <td>167081000.0</td>\n",
       "      <td>279344000.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-293845000.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>574409000.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>small</td>\n",
       "      <td>NaN</td>\n",
       "      <td>Materials</td>\n",
       "      <td>Steel</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>159837</th>\n",
       "      <td>ZEUS</td>\n",
       "      <td>2022-12-31</td>\n",
       "      <td>3M</td>\n",
       "      <td>USD</td>\n",
       "      <td>101446000.0</td>\n",
       "      <td>219789000.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-299241000.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>493404000.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>small</td>\n",
       "      <td>NaN</td>\n",
       "      <td>Materials</td>\n",
       "      <td>Steel</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>159838</th>\n",
       "      <td>ZEUS</td>\n",
       "      <td>2023-03-31</td>\n",
       "      <td>3M</td>\n",
       "      <td>USD</td>\n",
       "      <td>142608000.0</td>\n",
       "      <td>236844000.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-301696000.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>481492000.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>small</td>\n",
       "      <td>NaN</td>\n",
       "      <td>Materials</td>\n",
       "      <td>Steel</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>159839</th>\n",
       "      <td>ZEUS</td>\n",
       "      <td>2023-06-30</td>\n",
       "      <td>3M</td>\n",
       "      <td>USD</td>\n",
       "      <td>124087000.0</td>\n",
       "      <td>227992000.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-307118000.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>481824000.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>small</td>\n",
       "      <td>NaN</td>\n",
       "      <td>Materials</td>\n",
       "      <td>Steel</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>159840</th>\n",
       "      <td>ZEUS</td>\n",
       "      <td>2023-09-30</td>\n",
       "      <td>3M</td>\n",
       "      <td>USD</td>\n",
       "      <td>127671000.0</td>\n",
       "      <td>227847000.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-312384000.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>455528000.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>small</td>\n",
       "      <td>NaN</td>\n",
       "      <td>Materials</td>\n",
       "      <td>Steel</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>5 rows × 345 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "       symbol   asOfDate periodType currencyCode  AccountsPayable  \\\n",
       "159836   ZEUS 2022-09-30         3M          USD      167081000.0   \n",
       "159837   ZEUS 2022-12-31         3M          USD      101446000.0   \n",
       "159838   ZEUS 2023-03-31         3M          USD      142608000.0   \n",
       "159839   ZEUS 2023-06-30         3M          USD      124087000.0   \n",
       "159840   ZEUS 2023-09-30         3M          USD      127671000.0   \n",
       "\n",
       "        AccountsReceivable  AccruedInterestReceivable  \\\n",
       "159836         279344000.0                        NaN   \n",
       "159837         219789000.0                        NaN   \n",
       "159838         236844000.0                        NaN   \n",
       "159839         227992000.0                        NaN   \n",
       "159840         227847000.0                        NaN   \n",
       "\n",
       "        AccumulatedDepreciation  AdditionalPaidInCapital  \\\n",
       "159836             -293845000.0                      NaN   \n",
       "159837             -299241000.0                      NaN   \n",
       "159838             -301696000.0                      NaN   \n",
       "159839             -307118000.0                      NaN   \n",
       "159840             -312384000.0                      NaN   \n",
       "\n",
       "        AdjustedGeographySegmentData  ...  TreasuryStock  UnrealizedGainLoss  \\\n",
       "159836                           NaN  ...            NaN                 NaN   \n",
       "159837                           NaN  ...            0.0                 NaN   \n",
       "159838                           NaN  ...            NaN                 NaN   \n",
       "159839                           NaN  ...            NaN                 NaN   \n",
       "159840                           NaN  ...            NaN                 NaN   \n",
       "\n",
       "        UnrealizedGainLossOnInvestmentSecurities  WorkInProcess  \\\n",
       "159836                                       NaN            NaN   \n",
       "159837                                       NaN            NaN   \n",
       "159838                                       NaN            NaN   \n",
       "159839                                       NaN            NaN   \n",
       "159840                                       NaN            NaN   \n",
       "\n",
       "        WorkingCapital  WriteOff    cap  Security  GICS Sector  \\\n",
       "159836     574409000.0       NaN  small       NaN    Materials   \n",
       "159837     493404000.0       NaN  small       NaN    Materials   \n",
       "159838     481492000.0       NaN  small       NaN    Materials   \n",
       "159839     481824000.0       NaN  small       NaN    Materials   \n",
       "159840     455528000.0       NaN  small       NaN    Materials   \n",
       "\n",
       "        GICS Sub-Industry  \n",
       "159836              Steel  \n",
       "159837              Steel  \n",
       "159838              Steel  \n",
       "159839              Steel  \n",
       "159840              Steel  \n",
       "\n",
       "[5 rows x 345 columns]"
      ]
     },
     "execution_count": 2,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Load financials and assign cap\n",
    "\n",
    "def load_financials(cap: str) -> pd.DataFrame:\n",
    "    df: pd.DataFrame = pd.read_csv(f'data/{cap}/financials_q.csv')\n",
    "    df['cap'] = cap\n",
    "    return df\n",
    "\n",
    "\n",
    "df: pd.DataFrame = pd.concat([load_financials(cap)\n",
    "                             for cap in ['large', 'mid', 'small']])\n",
    "df['asOfDate'] = pd.to_datetime(df['asOfDate'])\n",
    "\n",
    "# Insert GICS sector for each symbol\n",
    "df_gics: pd.DataFrame = pd.concat([pd.read_csv(\n",
    "    f'data/{cap}/tickers+GICS.csv') for cap in ['large', 'mid', 'small']])\n",
    "df = pd.merge(df, df_gics, left_on='symbol', right_on='Symbol')\n",
    "%xdel df_gics\n",
    "\n",
    "df.drop(columns=['Symbol'], inplace=True)\n",
    "\n",
    "# Show empty GICS Sub-Industry Companies\n",
    "display(df[df['GICS Sub-Industry'].isnull()][['symbol', 'GICS Sector']].drop_duplicates())\n",
    "\n",
    "print('Total Filings:', df.shape)\n",
    "df.tail()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "<div>\n",
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>GICS Sector</th>\n",
       "      <th>GICS Sub-Industry</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>63216</th>\n",
       "      <td>Materials</td>\n",
       "      <td>Metal &amp; Glass Containers</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>64340</th>\n",
       "      <td>Materials</td>\n",
       "      <td>Paper Packaging</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>64424</th>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>Hypermarkets &amp; Super Centers</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>66453</th>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>Soft Drinks</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>68770</th>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>Personal Products</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>69952</th>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>Agricultural Products</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>70098</th>\n",
       "      <td>Industrials</td>\n",
       "      <td>Industrial Machinery</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>70515</th>\n",
       "      <td>Consumer Discretionary</td>\n",
       "      <td>Specialty Stores</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>74326</th>\n",
       "      <td>Industrials</td>\n",
       "      <td>Construction Machinery &amp; Heavy Trucks</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>79108</th>\n",
       "      <td>Industrials</td>\n",
       "      <td>Marine</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>82547</th>\n",
       "      <td>Information Technology</td>\n",
       "      <td>Semiconductor Equipment</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>89133</th>\n",
       "      <td>Energy</td>\n",
       "      <td>Oil &amp; Gas Exploration &amp; Productions</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>103774</th>\n",
       "      <td>Industrials</td>\n",
       "      <td>Airlines</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>107384</th>\n",
       "      <td>Consumer Discretionary</td>\n",
       "      <td>Auto Parts &amp; Equipment</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>120596</th>\n",
       "      <td>Real Estate</td>\n",
       "      <td>Specialized REITs</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                   GICS Sector                      GICS Sub-Industry\n",
       "63216                Materials               Metal & Glass Containers\n",
       "64340                Materials                        Paper Packaging\n",
       "64424         Consumer Staples           Hypermarkets & Super Centers\n",
       "66453         Consumer Staples                            Soft Drinks\n",
       "68770         Consumer Staples                      Personal Products\n",
       "69952         Consumer Staples                  Agricultural Products\n",
       "70098              Industrials                   Industrial Machinery\n",
       "70515   Consumer Discretionary                       Specialty Stores\n",
       "74326              Industrials  Construction Machinery & Heavy Trucks\n",
       "79108              Industrials                                 Marine\n",
       "82547   Information Technology                Semiconductor Equipment\n",
       "89133                   Energy    Oil & Gas Exploration & Productions\n",
       "103774             Industrials                               Airlines\n",
       "107384  Consumer Discretionary                 Auto Parts & Equipment\n",
       "120596             Real Estate                      Specialized REITs"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "# Several are missing GICS Sub-Industry\n",
    "# We will fill these in manually using revenue information from their 10-K filings\n",
    "\n",
    "# According to ALLY's 10-K, they derive the majority of their revenue from Automotive Finance and Insurance operations (Consumer Finance)\n",
    "df.loc[df['symbol'] == 'ALLY', 'GICS Sub-Industry'] = 'Consumer Finance'\n",
    "\n",
    "# FNF derives the majority of its revenue from Title Insurance according to their 10-K\n",
    "df.loc[df['symbol'] == 'FNF', 'GICS Sub-Industry'] = 'Property & Casualty Insurance'\n",
    "\n",
    "# GDDY derives the majority of its revenue from Applications and Commerce (proprietary website software and POS fees)\n",
    "df.loc[df['symbol'] == 'GDDY', 'GICS Sub-Industry'] = 'Internet Services & Infrastructure'\n",
    "\n",
    "# GLPI is a REIT specializing in Gaming and Leisure (Casinos, and Resorts/Spas)\n",
    "df.loc[df['symbol'] == 'GLPI', 'GICS Sub-Industry'] = 'Hotel & Resort REITs'\n",
    "\n",
    "# MORN derives the majority of its revenue from Investment Research and Management data\n",
    "df.loc[df['symbol'] == 'MORN', 'GICS Sub-Industry'] = 'Financial Exchanges & Data'\n",
    "\n",
    "# MTN derives the majority of its revenue from Ski tickets at their resorts\n",
    "df.loc[df['symbol'] == 'MTN', 'GICS Sub-Industry'] = 'Leisure Facilities'\n",
    "\n",
    "# PR derives the majority of its revenue from Oil & Gas sales\n",
    "df.loc[df['symbol'] == 'PR', 'GICS Sub-Industry'] = 'Oil & Gas Exploration & Productions'\n",
    "\n",
    "# RBC derives the majority of its revenue from bearings and precision components\n",
    "df.loc[df['symbol'] == 'RBC',\n",
    "       'GICS Sub-Industry'] = 'Industrial Machinery & Supplies & Components'\n",
    "\n",
    "# ST has a majority of its revenue from sensor based products\n",
    "df.loc[df['symbol'] == 'ST', 'GICS Sub-Industry'] = 'Electronic Components'\n",
    "\n",
    "# WFRD derives the majority of its revenue from their oil & gas related services and equipment\n",
    "df.loc[df['symbol'] == 'WFRD', 'GICS Sub-Industry'] = 'Oil & Gas Equipment & Services' \n",
    "\n",
    "# GICS Information\n",
    "df_gics_info: pd.DataFrame = pd.read_csv('data/gics.csv')\n",
    "\n",
    "# Check for differences between GICS Sub-Industry names\n",
    "display(df[~df['GICS Sub-Industry'].isin(df_gics_info['GICS Sub-Industry'])][['GICS Sector', 'GICS Sub-Industry']].drop_duplicates())"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Several Sub-Industries appear to have slightly different names between the two datasets."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array(['BJ', 'PSMT'], dtype=object)"
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Metal & Glass Containers to Metal, Glass & Plastic Containers\n",
    "df.loc[df['GICS Sub-Industry'] == 'Metal & Glass Containers', 'GICS Sub-Industry'] = 'Metal, Glass & Plastic Containers'\n",
    "# Paper Packaging to Paper & Plastic Packaging Products & Materials\n",
    "df.loc[df['GICS Sub-Industry'] == 'Paper Packaging', 'GICS Sub-Industry'] = 'Paper & Plastic Packaging Products & Materials'\n",
    "\n",
    "# Check Hypermarkets & Super Centers tickers\n",
    "df[df['GICS Sub-Industry'] == 'Hypermarkets & Super Centers']['symbol'].unique()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "symbol                                                               0\n",
       "asOfDate                                                             0\n",
       "periodType                                                           0\n",
       "currencyCode                                                         0\n",
       "AccountsPayable                                                  31151\n",
       "AccountsReceivable                                               48688\n",
       "AccruedInterestReceivable                                       158538\n",
       "AccumulatedDepreciation                                          55623\n",
       "AdditionalPaidInCapital                                          47167\n",
       "AdjustedGeographySegmentData                                    159795\n",
       "AllowanceForDoubtfulAccountsReceivable                          126321\n",
       "Amortization                                                    137484\n",
       "AmortizationCashFlow                                            130281\n",
       "AmortizationOfIntangibles                                       130337\n",
       "AmortizationOfIntangiblesIncomeStatement                        138165\n",
       "AmortizationOfSecurities                                        144730\n",
       "AssetImpairmentCharge                                           136158\n",
       "AssetsHeldForSaleCurrent                                        149822\n",
       "AvailableForSaleSecurities                                      143604\n",
       "AverageDilutionEarnings                                         153397\n",
       "BasicAverageShares                                               26115\n",
       "BasicEPS                                                         25873\n",
       "BeginningCashPosition                                            14022\n",
       "BuildingsAndImprovements                                        128075\n",
       "CapitalExpenditure                                               20829\n",
       "CapitalExpenditureReported                                      127921\n",
       "CapitalLeaseObligations                                         130126\n",
       "CapitalStock                                                     34188\n",
       "CashAndCashEquivalents                                           12953\n",
       "CashCashEquivalentsAndShortTermInvestments                       26976\n",
       "CashDividendsPaid                                                62092\n",
       "CashEquivalents                                                 152958\n",
       "CashFinancial                                                   150558\n",
       "CashFlowFromContinuingFinancingActivities                        12074\n",
       "CashFlowFromContinuingInvestingActivities                        12110\n",
       "CashFlowFromContinuingOperatingActivities                        12877\n",
       "CashFlowFromDiscontinuedOperation                               158530\n",
       "CashFlowsfromusedinOperatingActivitiesDirect                    159719\n",
       "CashFromDiscontinuedFinancingActivities                         157034\n",
       "CashFromDiscontinuedInvestingActivities                         154253\n",
       "CashFromDiscontinuedOperatingActivities                         150298\n",
       "ChangeInAccountPayable                                          100725\n",
       "ChangeInAccruedExpense                                          126317\n",
       "ChangeInCashSupplementalAsReported                               11918\n",
       "ChangeInDividendPayable                                         159777\n",
       "ChangeInIncomeTaxPayable                                        136113\n",
       "ChangeInInterestPayable                                         156442\n",
       "ChangeInInventory                                                83003\n",
       "ChangeInOtherCurrentAssets                                       99253\n",
       "ChangeInOtherCurrentLiabilities                                  93534\n",
       "ChangeInOtherWorkingCapital                                      82627\n",
       "ChangeInPayable                                                  92531\n",
       "ChangeInPayablesAndAccruedExpense                                45104\n",
       "ChangeInPrepaidAssets                                           114447\n",
       "ChangeInReceivables                                              46223\n",
       "ChangeInTaxPayable                                              136107\n",
       "ChangeInWorkingCapital                                           18585\n",
       "ChangesInAccountReceivables                                      99572\n",
       "ChangesInCash                                                    14839\n",
       "ClassesofCashPayments                                           159726\n",
       "ClassesofCashReceiptsfromOperatingActivities                    159727\n",
       "CommercialPaper                                                 156292\n",
       "CommonStock                                                      34926\n",
       "CommonStockDividendPaid                                         114248\n",
       "CommonStockEquity                                                10201\n",
       "CommonStockIssuance                                              86943\n",
       "CommonStockPayments                                              80276\n",
       "ConstructionInProgress                                          132201\n",
       "CostOfRevenue                                                    36698\n",
       "CurrentAccruedExpenses                                           71818\n",
       "CurrentAssets                                                    34155\n",
       "CurrentCapitalLeaseObligation                                   141493\n",
       "CurrentDebt                                                      56041\n",
       "CurrentDebtAndCapitalLeaseObligation                             49868\n",
       "CurrentDeferredAssets                                           121607\n",
       "CurrentDeferredLiabilities                                      116924\n",
       "CurrentDeferredRevenue                                          122272\n",
       "CurrentDeferredTaxesAssets                                      124078\n",
       "CurrentDeferredTaxesLiabilities                                 152997\n",
       "CurrentLiabilities                                               34165\n",
       "CurrentNotesPayable                                             148852\n",
       "CurrentProvisions                                               152783\n",
       "DeferredIncomeTax                                                64780\n",
       "DeferredTax                                                      64780\n",
       "DefinedPensionBenefit                                           156040\n",
       "Depletion                                                       159385\n",
       "DepletionIncomeStatement                                        159762\n",
       "Depreciation                                                    120169\n",
       "DepreciationAmortizationDepletion                                24149\n",
       "DepreciationAmortizationDepletionIncomeStatement                 82745\n",
       "DepreciationAndAmortization                                      25427\n",
       "DepreciationAndAmortizationInIncomeStatement                     85885\n",
       "DepreciationIncomeStatement                                     150793\n",
       "DerivativeProductLiabilities                                    152539\n",
       "DilutedAverageShares                                             26120\n",
       "DilutedEPS                                                       25873\n",
       "DilutedNIAvailtoComStockholders                                   7710\n",
       "DividendPaidCFO                                                 159779\n",
       "DividendReceivedCFO                                             153725\n",
       "DividendsPayable                                                147929\n",
       "DividendsReceivedCFI                                            155523\n",
       "DomesticSales                                                   159499\n",
       "DuefromRelatedPartiesCurrent                                    157134\n",
       "DuefromRelatedPartiesNonCurrent                                 159495\n",
       "DuetoRelatedPartiesCurrent                                      157309\n",
       "DuetoRelatedPartiesNonCurrent                                   159331\n",
       "EBIT                                                             17141\n",
       "EBITDA                                                           22459\n",
       "EarningsFromEquityInterest                                      139036\n",
       "EarningsFromEquityInterestNetOfTax                              151380\n",
       "EarningsLossesFromEquityInvestments                             139150\n",
       "EffectOfExchangeRateChanges                                      90219\n",
       "EmployeeBenefits                                                136609\n",
       "EndCashPosition                                                  14738\n",
       "ExcessTaxBenefitFromStockBasedCompensation                      145513\n",
       "ExciseTaxes                                                     159040\n",
       "FinancialAssets                                                 155710\n",
       "FinancialAssetsDesignatedasFairValueThroughProfitorLossTotal    159535\n",
       "FinancingCashFlow                                                11869\n",
       "FinishedGoods                                                   112206\n",
       "FixedAssetsRevaluationReserve                                   159810\n",
       "ForeignCurrencyTranslationAdjustments                           152880\n",
       "ForeignSales                                                    159500\n",
       "FreeCashFlow                                                     11763\n",
       "GainLossOnInvestmentSecurities                                  132475\n",
       "GainLossOnSaleOfBusiness                                        151293\n",
       "GainLossOnSaleOfPPE                                             139855\n",
       "GainOnSaleOfBusiness                                            153845\n",
       "GainOnSaleOfPPE                                                 149345\n",
       "GainOnSaleOfSecurity                                            129204\n",
       "GainsLossesNotAffectingRetainedEarnings                          48241\n",
       "GeneralAndAdministrativeExpense                                 108223\n",
       "GeneralPartnershipCapital                                       159809\n",
       "Goodwill                                                         84740\n",
       "GoodwillAndOtherIntangibleAssets                                 45994\n",
       "GrossAccountsReceivable                                         121324\n",
       "GrossPPE                                                         44237\n",
       "GrossProfit                                                      36686\n",
       "HedgingAssetsCurrent                                            155691\n",
       "HeldToMaturitySecurities                                        153961\n",
       "ImpairmentOfCapitalAssets                                       145102\n",
       "IncomeTaxPaidSupplementalData                                   123546\n",
       "IncomeTaxPayable                                                130997\n",
       "InsuranceAndClaims                                              153229\n",
       "InterestExpense                                                  75248\n",
       "InterestExpenseNonOperating                                      89832\n",
       "InterestIncome                                                  108034\n",
       "InterestIncomeNonOperating                                      123171\n",
       "InterestPaidCFF                                                 159508\n",
       "InterestPaidCFO                                                 159737\n",
       "InterestPaidSupplementalData                                    120664\n",
       "InterestPayable                                                 144663\n",
       "InterestReceivedCFI                                             159467\n",
       "InterestReceivedCFO                                             159788\n",
       "InventoriesAdjustmentsAllowances                                148657\n",
       "Inventory                                                        61619\n",
       "InvestedCapital                                                  10750\n",
       "InvestingCashFlow                                                11877\n",
       "InvestmentProperties                                            154998\n",
       "InvestmentinFinancialAssets                                     151784\n",
       "InvestmentsAndAdvances                                          106709\n",
       "InvestmentsInOtherVenturesUnderEquityMethod                     157349\n",
       "InvestmentsinAssociatesatCost                                   155471\n",
       "InvestmentsinJointVenturesatCost                                157127\n",
       "InvestmentsinSubsidiariesatCost                                 159284\n",
       "IssuanceOfCapitalStock                                           85631\n",
       "IssuanceOfDebt                                                   90028\n",
       "LandAndImprovements                                             126436\n",
       "Leases                                                          145877\n",
       "LiabilitiesHeldforSaleNonCurrent                                157241\n",
       "LimitedPartnershipCapital                                       159788\n",
       "LineOfCredit                                                    150515\n",
       "LoansReceivable                                                 156354\n",
       "LongTermCapitalLeaseObligation                                  131480\n",
       "LongTermDebt                                                     30126\n",
       "LongTermDebtAndCapitalLeaseObligation                            25758\n",
       "LongTermDebtIssuance                                             95677\n",
       "LongTermDebtPayments                                             79758\n",
       "LongTermEquityInvestment                                        142795\n",
       "LongTermProvisions                                              151828\n",
       "MachineryFurnitureEquipment                                     118301\n",
       "MinimumPensionLiabilities                                       157911\n",
       "MinorityInterest                                                109326\n",
       "MinorityInterests                                               111823\n",
       "NetBusinessPurchaseAndSale                                       94508\n",
       "NetCommonStockIssuance                                           40201\n",
       "NetDebt                                                          49251\n",
       "NetForeignCurrencyExchangeGainLoss                              153302\n",
       "NetIncome                                                         7707\n",
       "NetIncomeCommonStockholders                                       7707\n",
       "NetIncomeContinuousOperations                                      441\n",
       "NetIncomeDiscontinuousOperations                                134855\n",
       "NetIncomeExtraordinary                                          156825\n",
       "NetIncomeFromContinuingAndDiscontinuedOperation                   7707\n",
       "NetIncomeFromContinuingOperationNetMinorityInterest               7708\n",
       "NetIncomeFromContinuingOperations                                15079\n",
       "NetIncomeFromTaxLossCarryforward                                158057\n",
       "NetIncomeIncludingNoncontrollingInterests                          440\n",
       "NetIntangiblesPurchaseAndSale                                   149882\n",
       "NetInterestIncome                                                69065\n",
       "NetInvestmentPropertiesPurchaseAndSale                          152131\n",
       "NetInvestmentPurchaseAndSale                                     78708\n",
       "NetIssuancePaymentsOfDebt                                        28108\n",
       "NetLongTermDebtIssuance                                          74962\n",
       "NetNonOperatingInterestIncomeExpense                             83636\n",
       "NetOtherFinancingCharges                                         59272\n",
       "NetOtherInvestingChanges                                         63411\n",
       "NetPPE                                                           17463\n",
       "NetPPEPurchaseAndSale                                            35682\n",
       "NetPreferredStockIssuance                                       154268\n",
       "NetShortTermDebtIssuance                                        111952\n",
       "NetTangibleAssets                                                10201\n",
       "NonCurrentAccountsReceivable                                    153548\n",
       "NonCurrentAccruedExpenses                                       154832\n",
       "NonCurrentDeferredAssets                                        112991\n",
       "NonCurrentDeferredLiabilities                                    68713\n",
       "NonCurrentDeferredRevenue                                       144224\n",
       "NonCurrentDeferredTaxesAssets                                   121521\n",
       "NonCurrentDeferredTaxesLiabilities                               77470\n",
       "NonCurrentNoteReceivables                                       154535\n",
       "NonCurrentPensionAndOtherPostretirementBenefitPlans             140351\n",
       "NonCurrentPrepaidAssets                                         153901\n",
       "NormalizedEBITDA                                                 22459\n",
       "NormalizedIncome                                                  7707\n",
       "NotesReceivable                                                 155847\n",
       "OperatingCashFlow                                                11835\n",
       "OperatingExpense                                                 32012\n",
       "OperatingGainsLosses                                             58803\n",
       "OperatingIncome                                                  22222\n",
       "OperatingRevenue                                                  1459\n",
       "OrdinarySharesNumber                                             11440\n",
       "OtherCapitalStock                                               155114\n",
       "OtherCashAdjustmentInsideChangeinCash                           158735\n",
       "OtherCashAdjustmentOutsideChangeinCash                          138778\n",
       "OtherCashPaymentsfromOperatingActivities                        159741\n",
       "OtherCashReceiptsfromOperatingActivities                        159727\n",
       "OtherCurrentAssets                                               68225\n",
       "OtherCurrentBorrowings                                          124747\n",
       "OtherCurrentLiabilities                                          83690\n",
       "OtherEquityAdjustments                                          108307\n",
       "OtherEquityInterest                                             123806\n",
       "OtherGandA                                                      121159\n",
       "OtherIncomeExpense                                               47165\n",
       "OtherIntangibleAssets                                            65355\n",
       "OtherInventories                                                149933\n",
       "OtherInvestments                                                153918\n",
       "OtherNonCashItems                                                51316\n",
       "OtherNonCurrentAssets                                            42069\n",
       "OtherNonCurrentLiabilities                                       59036\n",
       "OtherNonOperatingIncomeExpenses                                 117101\n",
       "OtherOperatingExpenses                                          123041\n",
       "OtherPayable                                                    144071\n",
       "OtherProperties                                                 119335\n",
       "OtherReceivables                                                127823\n",
       "OtherShortTermInvestments                                       114220\n",
       "OtherSpecialCharges                                             138922\n",
       "OtherTaxes                                                      147958\n",
       "OtherunderPreferredStockDividend                                146824\n",
       "Payables                                                         26827\n",
       "PayablesAndAccruedExpenses                                       21141\n",
       "PaymentsonBehalfofEmployees                                     159778\n",
       "PensionAndEmployeeBenefitExpense                                148899\n",
       "PensionandOtherPostRetirementBenefitPlansCurrent                134297\n",
       "PreferredSecuritiesOutsideStockEquity                           149842\n",
       "PreferredSharesNumber                                           150410\n",
       "PreferredStock                                                  104684\n",
       "PreferredStockDividendPaid                                      152896\n",
       "PreferredStockDividends                                         142876\n",
       "PreferredStockEquity                                            142454\n",
       "PreferredStockIssuance                                          156701\n",
       "PreferredStockPayments                                          157188\n",
       "PrepaidAssets                                                    93830\n",
       "PretaxIncome                                                     16458\n",
       "ProceedsFromStockOptionExercised                                116697\n",
       "Properties                                                      121457\n",
       "ProvisionForDoubtfulAccounts                                    157714\n",
       "ProvisionandWriteOffofAssets                                    142649\n",
       "PurchaseOfBusiness                                              114212\n",
       "PurchaseOfIntangibles                                           150644\n",
       "PurchaseOfInvestment                                             91634\n",
       "PurchaseOfInvestmentProperties                                  154785\n",
       "PurchaseOfPPE                                                    50706\n",
       "RawMaterials                                                    114255\n",
       "Receivables                                                      18459\n",
       "ReceivablesAdjustmentsAllowances                                154107\n",
       "ReconciledCostOfRevenue                                          36691\n",
       "ReconciledDepreciation                                           18074\n",
       "RentAndLandingFees                                              156564\n",
       "RentExpenseSupplemental                                         153861\n",
       "RepaymentOfDebt                                                  76960\n",
       "RepurchaseOfCapitalStock                                         79206\n",
       "ResearchAndDevelopment                                          126232\n",
       "RestrictedCash                                                  140454\n",
       "RestrictedCommonStock                                           159687\n",
       "RestructuringAndMergernAcquisition                              127987\n",
       "RetainedEarnings                                                 12864\n",
       "SalariesAndWages                                                133941\n",
       "SaleOfBusiness                                                  143350\n",
       "SaleOfIntangibles                                               158938\n",
       "SaleOfInvestment                                                 91571\n",
       "SaleOfInvestmentProperties                                      153916\n",
       "SaleOfPPE                                                       109427\n",
       "SecuritiesAmortization                                          159202\n",
       "SellingAndMarketingExpense                                      135821\n",
       "SellingGeneralAndAdministration                                  22866\n",
       "ShareIssued                                                      11440\n",
       "ShortTermDebtIssuance                                           138592\n",
       "ShortTermDebtPayments                                           138000\n",
       "SpecialIncomeCharges                                             60173\n",
       "StockBasedCompensation                                           89198\n",
       "StockholdersEquity                                               10201\n",
       "TangibleBookValue                                                10202\n",
       "TaxEffectOfUnusualItems                                           7707\n",
       "TaxProvision                                                     19463\n",
       "TaxRateForCalcs                                                   7707\n",
       "TaxesReceivable                                                 144279\n",
       "TaxesRefundPaid                                                 159503\n",
       "TotalAssets                                                      10200\n",
       "TotalCapitalization                                              11253\n",
       "TotalDebt                                                        22071\n",
       "TotalEquityGrossMinorityInterest                                 10201\n",
       "TotalExpenses                                                    25692\n",
       "TotalLiabilitiesNetMinorityInterest                              10200\n",
       "TotalNonCurrentAssets                                            34173\n",
       "TotalNonCurrentLiabilitiesNetMinorityInterest                    39263\n",
       "TotalOperatingIncomeAsReported                                   57263\n",
       "TotalOtherFinanceCost                                           146295\n",
       "TotalPartnershipCapital                                         159755\n",
       "TotalRevenue                                                      1459\n",
       "TotalTaxPayable                                                 119672\n",
       "TotalUnusualItems                                                53427\n",
       "TotalUnusualItemsExcludingGoodwill                               53441\n",
       "TradeandOtherPayablesNonCurrent                                 150321\n",
       "TradingSecurities                                               155403\n",
       "TreasurySharesNumber                                            116712\n",
       "TreasuryStock                                                    93089\n",
       "UnrealizedGainLoss                                              158247\n",
       "UnrealizedGainLossOnInvestmentSecurities                        155614\n",
       "WorkInProcess                                                   123743\n",
       "WorkingCapital                                                   34165\n",
       "WriteOff                                                        152436\n",
       "cap                                                                  0\n",
       "Security                                                         58715\n",
       "GICS Sector                                                          0\n",
       "GICS Sub-Industry                                                    0\n",
       "GICS Sector ID                                                       0\n",
       "GICS Industry Group ID                                               0\n",
       "GICS Industry Group                                                  0\n",
       "GICS Industry ID                                                     0\n",
       "GICS Industry                                                        0\n",
       "GICS Sub-Industry ID                                                 0\n",
       "dtype: int64"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "# Hypermarkets & Super Centers to Consumer Staples Merchandise Retail\n",
    "df.loc[df['GICS Sub-Industry'] == 'Hypermarkets & Super Centers', 'GICS Sub-Industry'] = 'Consumer Staples Merchandise Retail'\n",
    "\n",
    "# Soft Drinks to Soft Drinks & Non-alcoholic Beverages\n",
    "df.loc[df['GICS Sub-Industry'] == 'Soft Drinks', 'GICS Sub-Industry'] = 'Soft Drinks & Non-alcoholic Beverages'\n",
    "\n",
    "# Personal Products to Personal Care Products\n",
    "df.loc[df['GICS Sub-Industry'] == 'Personal Products', 'GICS Sub-Industry'] = 'Personal Care Products'\n",
    "\n",
    "# Agricultural Products to Agricultural Products & Services\n",
    "df.loc[df['GICS Sub-Industry'] == 'Agricultural Products', 'GICS Sub-Industry'] = 'Agricultural Products & Services'\n",
    "\n",
    "# Industrial Machinery to Industrial Machinery & Supplies & Components\n",
    "df.loc[df['GICS Sub-Industry'] == 'Industrial Machinery', 'GICS Sub-Industry'] = 'Industrial Machinery & Supplies & Components'\n",
    "\n",
    "# Specialty Stores to Other Specialty Retail\n",
    "df.loc[df['GICS Sub-Industry'] == 'Specialty Stores', 'GICS Sub-Industry'] = 'Other Specialty Retail'\n",
    "\n",
    "# Construction Machinery & Heavy Trucks to Construction Machinery & Heavy Transportation Equipment\n",
    "df.loc[df['GICS Sub-Industry'] == 'Construction Machinery & Heavy Trucks', 'GICS Sub-Industry'] = 'Construction Machinery & Heavy Transportation Equipment'\n",
    "\n",
    "# Marine to Marine Transportation\n",
    "df.loc[df['GICS Sub-Industry'] == 'Marine', 'GICS Sub-Industry'] = 'Marine Transportation'\n",
    "\n",
    "# Semiconductor Equipment to Semiconductor Materials & Equipment\n",
    "df.loc[df['GICS Sub-Industry'] == 'Semiconductor Equipment', 'GICS Sub-Industry'] = 'Semiconductor Materials & Equipment'\n",
    "\n",
    "# Oil & Gas Exploration & Productions to Oil & Gas Exploration & Production\n",
    "df.loc[df['GICS Sub-Industry'] == 'Oil & Gas Exploration & Productions', 'GICS Sub-Industry'] = 'Oil & Gas Exploration & Production'\n",
    "\n",
    "# Airlines to Passenger Airlines\n",
    "df.loc[df['GICS Sub-Industry'] == 'Airlines', 'GICS Sub-Industry'] = 'Passenger Airlines'\n",
    "\n",
    "# Auto Parts & Equipment to Automotive Parts & Equipment\n",
    "df.loc[df['GICS Sub-Industry'] == 'Auto Parts & Equipment', 'GICS Sub-Industry'] = 'Automotive Parts & Equipment'\n",
    "\n",
    "# Specialized REITs to Other Specialized REITs\n",
    "df.loc[df['GICS Sub-Industry'] == 'Specialized REITs', 'GICS Sub-Industry'] = 'Other Specialized REITs'\n",
    "\n",
    "# Merge\n",
    "df = pd.merge(df, df_gics_info, on='GICS Sub-Industry', how='left')\n",
    "\n",
    "# Drop extra GICS Sector\n",
    "df.drop(columns=['GICS Sector_y'], inplace=True)\n",
    "df.rename(columns={'GICS Sector_x': 'GICS Sector'}, inplace=True)\n",
    "\n",
    "# Display number of nulls\n",
    "with pd.option_context('display.max_rows', None):\n",
    "    display(df.isnull().sum())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "GICS Sector             GICS Industry Group                             GICS Industry                                          GICS Sub-Industry                                      \n",
       "Communication Services  Media & Entertainment                           Entertainment                                          Interactive Home Entertainment                               247\n",
       "                                                                                                                               Movies & Entertainment                                       650\n",
       "                                                                        Interactive Media & Services                           Interactive Media & Services                                 752\n",
       "                                                                        Media                                                  Advertising                                                  406\n",
       "                                                                                                                               Broadcasting                                                 284\n",
       "                                                                                                                               Cable & Satellite                                            293\n",
       "                                                                                                                               Publishing                                                   406\n",
       "                        Telecommunication Services                      Diversified Telecommunication Services                 Alternative Carriers                                         302\n",
       "                                                                                                                               Integrated Telecommunication Services                        679\n",
       "                                                                        Wireless Telecommunication Services                    Wireless Telecommunication Services                          291\n",
       "Consumer Discretionary  Automobiles & Components                        Automobile Components                                  Automotive Parts & Equipment                                1782\n",
       "                                                                                                                               Tires & Rubber                                               154\n",
       "                                                                        Automobiles                                            Automobile Manufacturers                                     429\n",
       "                                                                                                                               Motorcycle Manufacturers                                     153\n",
       "                        Consumer Discretionary Distribution & Retail    Broadline Retail                                       Broadline Retail                                             706\n",
       "                                                                        Distributors                                           Distributors                                                 402\n",
       "                                                                        Specialty Retail                                       Apparel Retail                                              1674\n",
       "                                                                                                                               Automotive Retail                                           1511\n",
       "                                                                                                                               Computer & Electronics Retail                                362\n",
       "                                                                                                                               Home Improvement Retail                                      359\n",
       "                                                                                                                               Homefurnishing Retail                                        391\n",
       "                                                                                                                               Other Specialty Retail                                      1278\n",
       "                        Consumer Durables & Apparel                     Household Durables                                     Consumer Electronics                                         122\n",
       "                                                                                                                               Home Furnishings                                             644\n",
       "                                                                                                                               Homebuilding                                                1698\n",
       "                                                                                                                               Household Appliances                                         380\n",
       "                                                                                                                               Housewares & Specialties                                     153\n",
       "                                                                        Leisure Products                                       Leisure Products                                            1117\n",
       "                                                                        Textiles, Apparel & Luxury Goods                       Apparel, Accessories & Luxury Goods                         1646\n",
       "                                                                                                                               Footwear                                                     573\n",
       "                        Consumer Services                               Diversified Consumer Services                          Education Services                                           655\n",
       "                                                                                                                               Specialized Consumer Services                                345\n",
       "                                                                        Hotels, Restaurants & Leisure                          Casinos & Gaming                                            1088\n",
       "                                                                                                                               Hotels, Resorts & Cruise Lines                              1097\n",
       "                                                                                                                               Leisure Facilities                                           258\n",
       "                                                                                                                               Restaurants                                                 2080\n",
       "                        Media & Entertainment                           Entertainment                                          Movies & Entertainment                                       155\n",
       "                                                                        Media                                                  Broadcasting                                                 207\n",
       "                                                                                                                               Publishing                                                   138\n",
       "Consumer Staples        Consumer Staples Distribution & Retail          Consumer Staples Distribution & Retail                 Consumer Staples Merchandise Retail                          868\n",
       "                                                                                                                               Drug Retail                                                  154\n",
       "                                                                                                                               Food Distributors                                            537\n",
       "                                                                                                                               Food Retail                                                  488\n",
       "                        Food, Beverage & Tobacco                        Beverages                                              Brewers                                                      264\n",
       "                                                                                                                               Distillers & Vintners                                        450\n",
       "                                                                                                                               Soft Drinks & Non-alcoholic Beverages                        854\n",
       "                                                                        Food Products                                          Agricultural Products & Services                             465\n",
       "                                                                                                                               Packaged Foods & Meats                                      3243\n",
       "                                                                        Tobacco                                                Tobacco                                                      523\n",
       "                        Household & Personal Products                   Household Products                                     Household Products                                          1157\n",
       "                                                                        Personal Care Products                                 Personal Care Products                                       723\n",
       "Energy                  Energy                                          Energy Equipment & Services                            Oil & Gas Drilling                                           449\n",
       "                                                                                                                               Oil & Gas Equipment & Services                              1591\n",
       "                                                                        Oil, Gas & Consumable Fuels                            Coal & Consumable Fuels                                      205\n",
       "                                                                                                                               Integrated Oil & Gas                                         429\n",
       "                                                                                                                               Oil & Gas Exploration & Production                          2931\n",
       "                                                                                                                               Oil & Gas Refining & Marketing                               953\n",
       "                                                                                                                               Oil & Gas Storage & Transportation                           532\n",
       "Financials              Banks                                           Banks                                                  Diversified Banks                                           1418\n",
       "                                                                                                                               Regional Banks                                             10610\n",
       "                        Equity Real Estate Investment Trusts (REITs)    Office REITs                                           Office REITs                                                  60\n",
       "                        Financial Services                              Capital Markets                                        Asset Management & Custody Banks                            1883\n",
       "                                                                                                                               Financial Exchanges & Data                                   955\n",
       "                                                                                                                               Investment Banking & Brokerage                              1170\n",
       "                                                                        Consumer Finance                                       Consumer Finance                                            1577\n",
       "                                                                        Financial Services                                     Commercial & Residential Mortgage Finance                    288\n",
       "                                                                                                                               Diversified Financial Services                                29\n",
       "                                                                                                                               Multi-Sector Holdings                                        348\n",
       "                                                                                                                               Specialized Finance                                          111\n",
       "                                                                                                                               Transaction & Payment Processing Services                   1076\n",
       "                                                                        Mortgage Real Estate Investment Trusts (REITs)         Mortgage REITs                                               532\n",
       "                        Insurance                                       Insurance                                              Insurance Brokers                                            855\n",
       "                                                                                                                               Life & Health Insurance                                     1059\n",
       "                                                                                                                               Multi-line Insurance                                        1057\n",
       "                                                                                                                               Property & Casualty Insurance                               3100\n",
       "                                                                                                                               Reinsurance                                                  523\n",
       "                        Software & Services                             Software                                               Application Software                                          39\n",
       "Health Care             Banks                                           Banks                                                  Regional Banks                                               104\n",
       "                        Equity Real Estate Investment Trusts (REITs)    Health Care REITs                                      Health Care REITs                                             39\n",
       "                        Health Care Equipment & Services                Health Care Equipment & Supplies                       Health Care Equipment                                       3835\n",
       "                                                                                                                               Health Care Supplies                                        1640\n",
       "                                                                        Health Care Providers & Services                       Health Care Distributors                                     796\n",
       "                                                                                                                               Health Care Facilities                                      1249\n",
       "                                                                                                                               Health Care Services                                        1947\n",
       "                                                                                                                               Managed Health Care                                          591\n",
       "                                                                        Health Care Technology                                 Health Care Technology                                       420\n",
       "                        Pharmaceuticals, Biotechnology & Life Sciences  Biotechnology                                          Biotechnology                                               2241\n",
       "                                                                        Life Sciences Tools & Services                         Life Sciences Tools & Services                              1357\n",
       "                                                                        Pharmaceuticals                                        Pharmaceuticals                                             1991\n",
       "Industrials             Capital Goods                                   Aerospace & Defense                                    Aerospace & Defense                                         2304\n",
       "                                                                        Building Products                                      Building Products                                           2862\n",
       "                                                                        Construction & Engineering                             Construction & Engineering                                  1561\n",
       "                                                                        Electrical Equipment                                   Electrical Components & Equipment                           1763\n",
       "                                                                                                                               Heavy Electrical Equipment                                   154\n",
       "                                                                        Industrial Conglomerates                               Industrial Conglomerates                                     614\n",
       "                                                                        Machinery                                              Agricultural & Farm Machinery                                433\n",
       "                                                                                                                               Construction Machinery & Heavy Transportation Equipment     1996\n",
       "                                                                                                                               Industrial Machinery & Supplies & Components                5262\n",
       "                                                                        Trading Companies & Distributors                       Trading Companies & Distributors                            1115\n",
       "                        Commercial & Professional Services              Commercial Services & Supplies                         Commercial Printing                                          306\n",
       "                                                                                                                               Diversified Support Services                                1354\n",
       "                                                                                                                               Environmental & Facilities Services                         1103\n",
       "                                                                                                                               Office Services & Supplies                                   766\n",
       "                                                                                                                               Security & Alarm Services                                    111\n",
       "                                                                        Professional Services                                  Data Processing & Outsourced Services                        598\n",
       "                                                                                                                               Human Resource & Employment Services                        1421\n",
       "                                                                                                                               Research & Consulting Services                               677\n",
       "                        Technology Hardware & Equipment                 Electronic Equipment, Instruments & Components         Electronic Components                                         61\n",
       "                                                                                                                               Technology Distributors                                      116\n",
       "                        Transportation                                  Air Freight & Logistics                                Air Freight & Logistics                                      762\n",
       "                                                                        Ground Transportation                                  Cargo Ground Transportation                                 1456\n",
       "                                                                                                                               Passenger Ground Transportation                              248\n",
       "                                                                                                                               Rail Transportation                                          461\n",
       "                                                                        Marine Transportation                                  Marine Transportation                                        306\n",
       "                                                                        Passenger Airlines                                     Passenger Airlines                                          1072\n",
       "Information Technology  Semiconductors & Semiconductor Equipment        Semiconductors & Semiconductor Equipment               Semiconductor Materials & Equipment                         1993\n",
       "                                                                                                                               Semiconductors                                              3376\n",
       "                        Software & Services                             IT Services                                            IT Consulting & Other Services                              1054\n",
       "                                                                                                                               Internet Services & Infrastructure                           258\n",
       "                                                                        Software                                               Application Software                                        2671\n",
       "                                                                                                                               Systems Software                                             787\n",
       "                        Technology Hardware & Equipment                 Communications Equipment                               Communications Equipment                                    1700\n",
       "                                                                        Electronic Equipment, Instruments & Components         Electronic Components                                       1039\n",
       "                                                                                                                               Electronic Equipment & Instruments                          1203\n",
       "                                                                                                                               Electronic Manufacturing Services                           1174\n",
       "                                                                                                                               Technology Distributors                                      847\n",
       "                                                                        Technology Hardware, Storage & Peripherals             Technology Hardware, Storage & Peripherals                   984\n",
       "Materials               Capital Goods                                   Machinery                                              Agricultural & Farm Machinery                                280\n",
       "                        Materials                                       Chemicals                                              Commodity Chemicals                                          285\n",
       "                                                                                                                               Diversified Chemicals                                        501\n",
       "                                                                                                                               Fertilizers & Agricultural Chemicals                         532\n",
       "                                                                                                                               Industrial Gases                                             285\n",
       "                                                                                                                               Specialty Chemicals                                         2843\n",
       "                                                                        Construction Materials                                 Construction Materials                                       402\n",
       "                                                                        Containers & Packaging                                 Metal, Glass & Plastic Containers                            788\n",
       "                                                                                                                               Paper & Plastic Packaging Products & Materials              1174\n",
       "                                                                        Metals & Mining                                        Aluminum                                                     277\n",
       "                                                                                                                               Copper                                                       147\n",
       "                                                                                                                               Diversified Metals & Mining                                  252\n",
       "                                                                                                                               Gold                                                         306\n",
       "                                                                                                                               Steel                                                       1483\n",
       "                                                                        Paper & Forest Products                                Forest Products                                              292\n",
       "                                                                                                                               Paper Products                                                80\n",
       "Real Estate             Equity Real Estate Investment Trusts (REITs)    Diversified REITs                                      Diversified REITs                                            603\n",
       "                                                                        Health Care REITs                                      Health Care REITs                                           1150\n",
       "                                                                        Hotel & Resort REITs                                   Hotel & Resort REITs                                         756\n",
       "                                                                        Industrial REITs                                       Industrial REITs                                             593\n",
       "                                                                        Office REITs                                           Office REITs                                                1391\n",
       "                                                                        Residential REITs                                      Multi-Family Residential REITs                              1073\n",
       "                                                                                                                               Single-Family Residential REITs                              155\n",
       "                                                                        Retail REITs                                           Retail REITs                                                2035\n",
       "                                                                        Specialized REITs                                      Data Center REITs                                            176\n",
       "                                                                                                                               Other Specialized REITs                                      475\n",
       "                                                                                                                               Self-Storage REITs                                           276\n",
       "                                                                                                                               Telecom Tower REITs                                          313\n",
       "                                                                                                                               Timber REITs                                                 429\n",
       "                        Financial Services                              Mortgage Real Estate Investment Trusts (REITs)         Mortgage REITs                                               407\n",
       "                        Real Estate Management & Development            Real Estate Management & Development                   Real Estate Development                                      143\n",
       "                                                                                                                               Real Estate Services                                         550\n",
       "Utilities               Utilities                                       Electric Utilities                                     Electric Utilities                                          2850\n",
       "                                                                        Gas Utilities                                          Gas Utilities                                               1273\n",
       "                                                                        Independent Power and Renewable Electricity Producers  Independent Power Producers & Energy Traders                 233\n",
       "                                                                                                                               Renewable Electricity                                        173\n",
       "                                                                        Multi-Utilities                                        Multi-Utilities                                             2404\n",
       "                                                                        Water Utilities                                        Water Utilities                                              905\n",
       "dtype: int64"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "# View sectors, sector groups, and Industry, and sub-industry\n",
    "with pd.option_context('display.max_rows', None):\n",
    "\tdisplay(df.groupby(['GICS Sector', 'GICS Industry Group', 'GICS Industry', 'GICS Sub-Industry']).size())"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Several Industry groups have been assigned to the wrong sector for some reason."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "GICS Sector             GICS Industry Group                             GICS Industry                                          GICS Sub-Industry                                      \n",
       "Communication Services  Media & Entertainment                           Entertainment                                          Interactive Home Entertainment                               247\n",
       "                                                                                                                               Movies & Entertainment                                       805\n",
       "                                                                        Interactive Media & Services                           Interactive Media & Services                                 752\n",
       "                                                                        Media                                                  Advertising                                                  406\n",
       "                                                                                                                               Broadcasting                                                 491\n",
       "                                                                                                                               Cable & Satellite                                            293\n",
       "                                                                                                                               Publishing                                                   544\n",
       "                        Telecommunication Services                      Diversified Telecommunication Services                 Alternative Carriers                                         302\n",
       "                                                                                                                               Integrated Telecommunication Services                        679\n",
       "                                                                        Wireless Telecommunication Services                    Wireless Telecommunication Services                          291\n",
       "Consumer Discretionary  Automobiles & Components                        Automobile Components                                  Automotive Parts & Equipment                                1782\n",
       "                                                                                                                               Tires & Rubber                                               154\n",
       "                                                                        Automobiles                                            Automobile Manufacturers                                     429\n",
       "                                                                                                                               Motorcycle Manufacturers                                     153\n",
       "                        Consumer Discretionary Distribution & Retail    Broadline Retail                                       Broadline Retail                                             706\n",
       "                                                                        Distributors                                           Distributors                                                 402\n",
       "                                                                        Specialty Retail                                       Apparel Retail                                              1674\n",
       "                                                                                                                               Automotive Retail                                           1511\n",
       "                                                                                                                               Computer & Electronics Retail                                362\n",
       "                                                                                                                               Home Improvement Retail                                      359\n",
       "                                                                                                                               Homefurnishing Retail                                        391\n",
       "                                                                                                                               Other Specialty Retail                                      1278\n",
       "                        Consumer Durables & Apparel                     Household Durables                                     Consumer Electronics                                         122\n",
       "                                                                                                                               Home Furnishings                                             644\n",
       "                                                                                                                               Homebuilding                                                1698\n",
       "                                                                                                                               Household Appliances                                         380\n",
       "                                                                                                                               Housewares & Specialties                                     153\n",
       "                                                                        Leisure Products                                       Leisure Products                                            1117\n",
       "                                                                        Textiles, Apparel & Luxury Goods                       Apparel, Accessories & Luxury Goods                         1646\n",
       "                                                                                                                               Footwear                                                     573\n",
       "                        Consumer Services                               Diversified Consumer Services                          Education Services                                           655\n",
       "                                                                                                                               Specialized Consumer Services                                345\n",
       "                                                                        Hotels, Restaurants & Leisure                          Casinos & Gaming                                            1088\n",
       "                                                                                                                               Hotels, Resorts & Cruise Lines                              1097\n",
       "                                                                                                                               Leisure Facilities                                           258\n",
       "                                                                                                                               Restaurants                                                 2080\n",
       "Consumer Staples        Consumer Staples Distribution & Retail          Consumer Staples Distribution & Retail                 Consumer Staples Merchandise Retail                          868\n",
       "                                                                                                                               Drug Retail                                                  154\n",
       "                                                                                                                               Food Distributors                                            537\n",
       "                                                                                                                               Food Retail                                                  488\n",
       "                        Food, Beverage & Tobacco                        Beverages                                              Brewers                                                      264\n",
       "                                                                                                                               Distillers & Vintners                                        450\n",
       "                                                                                                                               Soft Drinks & Non-alcoholic Beverages                        854\n",
       "                                                                        Food Products                                          Agricultural Products & Services                             465\n",
       "                                                                                                                               Packaged Foods & Meats                                      3243\n",
       "                                                                        Tobacco                                                Tobacco                                                      523\n",
       "                        Household & Personal Products                   Household Products                                     Household Products                                          1157\n",
       "                                                                        Personal Care Products                                 Personal Care Products                                       723\n",
       "Energy                  Energy                                          Energy Equipment & Services                            Oil & Gas Drilling                                           449\n",
       "                                                                                                                               Oil & Gas Equipment & Services                              1591\n",
       "                                                                        Oil, Gas & Consumable Fuels                            Coal & Consumable Fuels                                      205\n",
       "                                                                                                                               Integrated Oil & Gas                                         429\n",
       "                                                                                                                               Oil & Gas Exploration & Production                          2931\n",
       "                                                                                                                               Oil & Gas Refining & Marketing                               953\n",
       "                                                                                                                               Oil & Gas Storage & Transportation                           532\n",
       "Financials              Banks                                           Banks                                                  Diversified Banks                                           1418\n",
       "                                                                                                                               Regional Banks                                             10714\n",
       "                        Financial Services                              Capital Markets                                        Asset Management & Custody Banks                            1883\n",
       "                                                                                                                               Financial Exchanges & Data                                   955\n",
       "                                                                                                                               Investment Banking & Brokerage                              1170\n",
       "                                                                        Consumer Finance                                       Consumer Finance                                            1577\n",
       "                                                                        Financial Services                                     Commercial & Residential Mortgage Finance                    288\n",
       "                                                                                                                               Diversified Financial Services                                29\n",
       "                                                                                                                               Multi-Sector Holdings                                        348\n",
       "                                                                                                                               Specialized Finance                                          111\n",
       "                                                                                                                               Transaction & Payment Processing Services                   1076\n",
       "                                                                        Mortgage Real Estate Investment Trusts (REITs)         Mortgage REITs                                               939\n",
       "                        Insurance                                       Insurance                                              Insurance Brokers                                            855\n",
       "                                                                                                                               Life & Health Insurance                                     1059\n",
       "                                                                                                                               Multi-line Insurance                                        1057\n",
       "                                                                                                                               Property & Casualty Insurance                               3100\n",
       "                                                                                                                               Reinsurance                                                  523\n",
       "Health Care             Health Care Equipment & Services                Health Care Equipment & Supplies                       Health Care Equipment                                       3835\n",
       "                                                                                                                               Health Care Supplies                                        1640\n",
       "                                                                        Health Care Providers & Services                       Health Care Distributors                                     796\n",
       "                                                                                                                               Health Care Facilities                                      1249\n",
       "                                                                                                                               Health Care Services                                        1947\n",
       "                                                                                                                               Managed Health Care                                          591\n",
       "                                                                        Health Care Technology                                 Health Care Technology                                       420\n",
       "                        Pharmaceuticals, Biotechnology & Life Sciences  Biotechnology                                          Biotechnology                                               2241\n",
       "                                                                        Life Sciences Tools & Services                         Life Sciences Tools & Services                              1357\n",
       "                                                                        Pharmaceuticals                                        Pharmaceuticals                                             1991\n",
       "Industrials             Capital Goods                                   Aerospace & Defense                                    Aerospace & Defense                                         2304\n",
       "                                                                        Building Products                                      Building Products                                           2862\n",
       "                                                                        Construction & Engineering                             Construction & Engineering                                  1561\n",
       "                                                                        Electrical Equipment                                   Electrical Components & Equipment                           1763\n",
       "                                                                                                                               Heavy Electrical Equipment                                   154\n",
       "                                                                        Industrial Conglomerates                               Industrial Conglomerates                                     614\n",
       "                                                                        Machinery                                              Agricultural & Farm Machinery                                713\n",
       "                                                                                                                               Construction Machinery & Heavy Transportation Equipment     1996\n",
       "                                                                                                                               Industrial Machinery & Supplies & Components                5262\n",
       "                                                                        Trading Companies & Distributors                       Trading Companies & Distributors                            1115\n",
       "                        Commercial & Professional Services              Commercial Services & Supplies                         Commercial Printing                                          306\n",
       "                                                                                                                               Diversified Support Services                                1354\n",
       "                                                                                                                               Environmental & Facilities Services                         1103\n",
       "                                                                                                                               Office Services & Supplies                                   766\n",
       "                                                                                                                               Security & Alarm Services                                    111\n",
       "                                                                        Professional Services                                  Data Processing & Outsourced Services                        598\n",
       "                                                                                                                               Human Resource & Employment Services                        1421\n",
       "                                                                                                                               Research & Consulting Services                               677\n",
       "                        Transportation                                  Air Freight & Logistics                                Air Freight & Logistics                                      762\n",
       "                                                                        Ground Transportation                                  Cargo Ground Transportation                                 1456\n",
       "                                                                                                                               Passenger Ground Transportation                              248\n",
       "                                                                                                                               Rail Transportation                                          461\n",
       "                                                                        Marine Transportation                                  Marine Transportation                                        306\n",
       "                                                                        Passenger Airlines                                     Passenger Airlines                                          1072\n",
       "Information Technology  Semiconductors & Semiconductor Equipment        Semiconductors & Semiconductor Equipment               Semiconductor Materials & Equipment                         1993\n",
       "                                                                                                                               Semiconductors                                              3376\n",
       "                        Software & Services                             IT Services                                            IT Consulting & Other Services                              1054\n",
       "                                                                                                                               Internet Services & Infrastructure                           258\n",
       "                                                                        Software                                               Application Software                                        2710\n",
       "                                                                                                                               Systems Software                                             787\n",
       "                        Technology Hardware & Equipment                 Communications Equipment                               Communications Equipment                                    1700\n",
       "                                                                        Electronic Equipment, Instruments & Components         Electronic Components                                       1100\n",
       "                                                                                                                               Electronic Equipment & Instruments                          1203\n",
       "                                                                                                                               Electronic Manufacturing Services                           1174\n",
       "                                                                                                                               Technology Distributors                                      963\n",
       "                                                                        Technology Hardware, Storage & Peripherals             Technology Hardware, Storage & Peripherals                   984\n",
       "Materials               Materials                                       Chemicals                                              Commodity Chemicals                                          285\n",
       "                                                                                                                               Diversified Chemicals                                        501\n",
       "                                                                                                                               Fertilizers & Agricultural Chemicals                         532\n",
       "                                                                                                                               Industrial Gases                                             285\n",
       "                                                                                                                               Specialty Chemicals                                         2843\n",
       "                                                                        Construction Materials                                 Construction Materials                                       402\n",
       "                                                                        Containers & Packaging                                 Metal, Glass & Plastic Containers                            788\n",
       "                                                                                                                               Paper & Plastic Packaging Products & Materials              1174\n",
       "                                                                        Metals & Mining                                        Aluminum                                                     277\n",
       "                                                                                                                               Copper                                                       147\n",
       "                                                                                                                               Diversified Metals & Mining                                  252\n",
       "                                                                                                                               Gold                                                         306\n",
       "                                                                                                                               Steel                                                       1483\n",
       "                                                                        Paper & Forest Products                                Forest Products                                              292\n",
       "                                                                                                                               Paper Products                                                80\n",
       "Real Estate             Equity Real Estate Investment Trusts (REITs)    Diversified REITs                                      Diversified REITs                                            603\n",
       "                                                                        Health Care REITs                                      Health Care REITs                                           1189\n",
       "                                                                        Hotel & Resort REITs                                   Hotel & Resort REITs                                         756\n",
       "                                                                        Industrial REITs                                       Industrial REITs                                             593\n",
       "                                                                        Office REITs                                           Office REITs                                                1451\n",
       "                                                                        Residential REITs                                      Multi-Family Residential REITs                              1073\n",
       "                                                                                                                               Single-Family Residential REITs                              155\n",
       "                                                                        Retail REITs                                           Retail REITs                                                2035\n",
       "                                                                        Specialized REITs                                      Data Center REITs                                            176\n",
       "                                                                                                                               Other Specialized REITs                                      475\n",
       "                                                                                                                               Self-Storage REITs                                           276\n",
       "                                                                                                                               Telecom Tower REITs                                          313\n",
       "                                                                                                                               Timber REITs                                                 429\n",
       "                        Real Estate Management & Development            Real Estate Management & Development                   Real Estate Development                                      143\n",
       "                                                                                                                               Real Estate Services                                         550\n",
       "Utilities               Utilities                                       Electric Utilities                                     Electric Utilities                                          2850\n",
       "                                                                        Gas Utilities                                          Gas Utilities                                               1273\n",
       "                                                                        Independent Power and Renewable Electricity Producers  Independent Power Producers & Energy Traders                 233\n",
       "                                                                                                                               Renewable Electricity                                        173\n",
       "                                                                        Multi-Utilities                                        Multi-Utilities                                             2404\n",
       "                                                                        Water Utilities                                        Water Utilities                                              905\n",
       "dtype: int64"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "# Assign any improper GICS Sectors\n",
    "sector_map = df_gics_info[['GICS Industry Group', 'GICS Sector']].drop_duplicates().set_index('GICS Industry Group').to_dict()['GICS Sector']\n",
    "df['GICS Sector'] = df['GICS Industry Group'].map(sector_map)\n",
    "with pd.option_context('display.max_rows', None):\n",
    "\tdisplay(df.groupby(['GICS Sector', 'GICS Industry Group', 'GICS Industry', 'GICS Sub-Industry']).size())"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Earnings\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Total Filings: (159841, 353)\n"
     ]
    },
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>symbol</th>\n",
       "      <th>asOfDate</th>\n",
       "      <th>periodType</th>\n",
       "      <th>currencyCode</th>\n",
       "      <th>AccountsPayable</th>\n",
       "      <th>AccountsReceivable</th>\n",
       "      <th>AccruedInterestReceivable</th>\n",
       "      <th>AccumulatedDepreciation</th>\n",
       "      <th>AdditionalPaidInCapital</th>\n",
       "      <th>AdjustedGeographySegmentData</th>\n",
       "      <th>...</th>\n",
       "      <th>GICS Sector</th>\n",
       "      <th>GICS Sub-Industry</th>\n",
       "      <th>GICS Sector ID</th>\n",
       "      <th>GICS Industry Group ID</th>\n",
       "      <th>GICS Industry Group</th>\n",
       "      <th>GICS Industry ID</th>\n",
       "      <th>GICS Industry</th>\n",
       "      <th>GICS Sub-Industry ID</th>\n",
       "      <th>title</th>\n",
       "      <th>Earnings Date</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>159836</th>\n",
       "      <td>MDLZ</td>\n",
       "      <td>2023-12-31</td>\n",
       "      <td>3M</td>\n",
       "      <td>USD</td>\n",
       "      <td>8.321000e+09</td>\n",
       "      <td>3.634000e+09</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-7.996000e+09</td>\n",
       "      <td>3.221600e+10</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>Packaged Foods &amp; Meats</td>\n",
       "      <td>30</td>\n",
       "      <td>3020</td>\n",
       "      <td>Food, Beverage &amp; Tobacco</td>\n",
       "      <td>302020.0</td>\n",
       "      <td>Food Products</td>\n",
       "      <td>30202030.0</td>\n",
       "      <td>Mondelez International</td>\n",
       "      <td>2024-01-30 16:05:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>159837</th>\n",
       "      <td>CRNC</td>\n",
       "      <td>2023-12-31</td>\n",
       "      <td>3M</td>\n",
       "      <td>USD</td>\n",
       "      <td>1.917900e+07</td>\n",
       "      <td>5.869300e+07</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1.064022e+09</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>Information Technology</td>\n",
       "      <td>Application Software</td>\n",
       "      <td>45</td>\n",
       "      <td>4510</td>\n",
       "      <td>Software &amp; Services</td>\n",
       "      <td>451030.0</td>\n",
       "      <td>Software</td>\n",
       "      <td>45103010.0</td>\n",
       "      <td>Cerence</td>\n",
       "      <td>2024-02-06 07:00:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>159838</th>\n",
       "      <td>META</td>\n",
       "      <td>2023-12-31</td>\n",
       "      <td>3M</td>\n",
       "      <td>USD</td>\n",
       "      <td>4.849000e+09</td>\n",
       "      <td>1.616900e+10</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-3.313400e+10</td>\n",
       "      <td>7.325300e+10</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>Communication Services</td>\n",
       "      <td>Interactive Media &amp; Services</td>\n",
       "      <td>50</td>\n",
       "      <td>5020</td>\n",
       "      <td>Media &amp; Entertainment</td>\n",
       "      <td>502030.0</td>\n",
       "      <td>Interactive Media &amp; Services</td>\n",
       "      <td>50203010.0</td>\n",
       "      <td>Meta Platforms</td>\n",
       "      <td>2024-02-01 16:05:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>159839</th>\n",
       "      <td>LOPE</td>\n",
       "      <td>2023-12-31</td>\n",
       "      <td>3M</td>\n",
       "      <td>USD</td>\n",
       "      <td>1.767600e+07</td>\n",
       "      <td>7.881100e+07</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-1.704150e+08</td>\n",
       "      <td>3.225120e+08</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>Consumer Discretionary</td>\n",
       "      <td>Education Services</td>\n",
       "      <td>25</td>\n",
       "      <td>2530</td>\n",
       "      <td>Consumer Services</td>\n",
       "      <td>253020.0</td>\n",
       "      <td>Diversified Consumer Services</td>\n",
       "      <td>25302010.0</td>\n",
       "      <td>Grand Canyon Education</td>\n",
       "      <td>2024-02-13 16:05:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>159840</th>\n",
       "      <td>CRS</td>\n",
       "      <td>2023-12-31</td>\n",
       "      <td>3M</td>\n",
       "      <td>USD</td>\n",
       "      <td>3.134000e+08</td>\n",
       "      <td>5.084000e+08</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>3.279000e+08</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>Materials</td>\n",
       "      <td>Steel</td>\n",
       "      <td>15</td>\n",
       "      <td>1510</td>\n",
       "      <td>Materials</td>\n",
       "      <td>151040.0</td>\n",
       "      <td>Metals &amp; Mining</td>\n",
       "      <td>15104050.0</td>\n",
       "      <td>Carpenter Tech</td>\n",
       "      <td>2024-01-25 08:00:00</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>5 rows × 353 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "       symbol   asOfDate periodType currencyCode  AccountsPayable  \\\n",
       "159836   MDLZ 2023-12-31         3M          USD     8.321000e+09   \n",
       "159837   CRNC 2023-12-31         3M          USD     1.917900e+07   \n",
       "159838   META 2023-12-31         3M          USD     4.849000e+09   \n",
       "159839   LOPE 2023-12-31         3M          USD     1.767600e+07   \n",
       "159840    CRS 2023-12-31         3M          USD     3.134000e+08   \n",
       "\n",
       "        AccountsReceivable  AccruedInterestReceivable  \\\n",
       "159836        3.634000e+09                        NaN   \n",
       "159837        5.869300e+07                        NaN   \n",
       "159838        1.616900e+10                        NaN   \n",
       "159839        7.881100e+07                        NaN   \n",
       "159840        5.084000e+08                        NaN   \n",
       "\n",
       "        AccumulatedDepreciation  AdditionalPaidInCapital  \\\n",
       "159836            -7.996000e+09             3.221600e+10   \n",
       "159837                      NaN             1.064022e+09   \n",
       "159838            -3.313400e+10             7.325300e+10   \n",
       "159839            -1.704150e+08             3.225120e+08   \n",
       "159840                      NaN             3.279000e+08   \n",
       "\n",
       "        AdjustedGeographySegmentData  ...             GICS Sector  \\\n",
       "159836                           NaN  ...        Consumer Staples   \n",
       "159837                           NaN  ...  Information Technology   \n",
       "159838                           NaN  ...  Communication Services   \n",
       "159839                           NaN  ...  Consumer Discretionary   \n",
       "159840                           NaN  ...               Materials   \n",
       "\n",
       "                   GICS Sub-Industry  GICS Sector ID  GICS Industry Group ID  \\\n",
       "159836        Packaged Foods & Meats              30                    3020   \n",
       "159837          Application Software              45                    4510   \n",
       "159838  Interactive Media & Services              50                    5020   \n",
       "159839            Education Services              25                    2530   \n",
       "159840                         Steel              15                    1510   \n",
       "\n",
       "             GICS Industry Group  GICS Industry ID  \\\n",
       "159836  Food, Beverage & Tobacco          302020.0   \n",
       "159837       Software & Services          451030.0   \n",
       "159838     Media & Entertainment          502030.0   \n",
       "159839         Consumer Services          253020.0   \n",
       "159840                 Materials          151040.0   \n",
       "\n",
       "                        GICS Industry  GICS Sub-Industry ID  \\\n",
       "159836                  Food Products            30202030.0   \n",
       "159837                       Software            45103010.0   \n",
       "159838   Interactive Media & Services            50203010.0   \n",
       "159839  Diversified Consumer Services            25302010.0   \n",
       "159840                Metals & Mining            15104050.0   \n",
       "\n",
       "                         title       Earnings Date  \n",
       "159836  Mondelez International 2024-01-30 16:05:00  \n",
       "159837                 Cerence 2024-02-06 07:00:00  \n",
       "159838          Meta Platforms 2024-02-01 16:05:00  \n",
       "159839  Grand Canyon Education 2024-02-13 16:05:00  \n",
       "159840          Carpenter Tech 2024-01-25 08:00:00  \n",
       "\n",
       "[5 rows x 353 columns]"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\n",
      "Company Counts:\n",
      " cap\n",
      "large    503\n",
      "mid      401\n",
      "small    602\n",
      "Name: symbol, dtype: int64\n",
      "\n",
      "Filing Counts:\n",
      " cap\n",
      "large    60852\n",
      "mid      40274\n",
      "small    58715\n",
      "dtype: int64\n"
     ]
    }
   ],
   "source": [
    "# Load Earnings\n",
    "df_earn = pd.concat(\n",
    "    [pd.read_csv(f'data/{cap}/earnings.csv') for cap in ['large', 'mid', 'small']])\n",
    "\n",
    "df_earn['Earnings Date'] = df_earn['date'] + ' ' + df_earn['time']\n",
    "df_earn.drop(columns=['date', 'time'], inplace=True)\n",
    "\n",
    "df_earn['Earnings Date'] = pd.to_datetime(df_earn['Earnings Date'])\n",
    "df_earn['asOfDate'] = pd.to_datetime(df_earn['Earnings Date'].dt.date)\n",
    "\n",
    "# Merge earnings with financials\n",
    "# SEC requires 40-45 days after the end of the quarter to file 10-Q \n",
    "# and earnings calls are typically before or same day as 10-Q filings,\n",
    "# we'll use 50 days\n",
    "df = pd.merge_asof(df.sort_values('asOfDate'), df_earn.sort_values(\n",
    "    'asOfDate'), on='asOfDate', by='symbol', tolerance=pd.Timedelta(days=50), direction='forward')\n",
    "%xdel df_earn\n",
    "\n",
    "print('Total Filings:', df.shape)\n",
    "display(df.tail())\n",
    "# Get the number of companies in each cap\n",
    "print('\\nCompany Counts:\\n', df.groupby('cap')['symbol'].nunique())\n",
    "# Get the number filings in each cap\n",
    "print('\\nFiling Counts:\\n', df.groupby('cap').size())"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Categorical Columns\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [],
   "source": [
    "cat_cols = ['symbol', 'cap', 'GICS Sector ID', 'GICS Sector', 'GICS Industry Group ID', 'GICS Industry Group', 'GICS Industry ID', 'GICS Industry', 'GICS Sub-Industry ID', 'GICS Sub-Industry']\n",
    "df[cat_cols] = df[cat_cols].apply(lambda x: x.astype('category'))"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Clean\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Filings in Range: (53434, 353)\n",
      "Filings with Correct Name: (53151, 353)\n",
      "\n",
      "Company Counts:\n",
      " cap\n",
      "large    498\n",
      "mid      397\n",
      "small    599\n",
      "Name: symbol, dtype: int64\n",
      "\n",
      "Company Counts by cap and sector:\n",
      " cap    GICS Sector           \n",
      "large  Communication Services     22\n",
      "       Consumer Discretionary     53\n",
      "       Consumer Staples           37\n",
      "       Energy                     22\n",
      "       Financials                 70\n",
      "       Health Care                64\n",
      "       Industrials                78\n",
      "       Information Technology     64\n",
      "       Materials                  27\n",
      "       Real Estate                31\n",
      "       Utilities                  30\n",
      "mid    Communication Services      8\n",
      "       Consumer Discretionary     65\n",
      "       Consumer Staples           18\n",
      "       Energy                     20\n",
      "       Financials                 64\n",
      "       Health Care                35\n",
      "       Industrials                73\n",
      "       Information Technology     41\n",
      "       Materials                  27\n",
      "       Real Estate                30\n",
      "       Utilities                  16\n",
      "small  Communication Services     23\n",
      "       Consumer Discretionary     84\n",
      "       Consumer Staples           29\n",
      "       Energy                     29\n",
      "       Financials                117\n",
      "       Health Care                68\n",
      "       Industrials                95\n",
      "       Information Technology     63\n",
      "       Materials                  31\n",
      "       Real Estate                50\n",
      "       Utilities                  10\n",
      "Name: symbol, dtype: int64\n",
      "\n",
      "Filing Counts by cap and sector:\n",
      " cap    GICS Sector           \n",
      "large  Communication Services     825\n",
      "       Consumer Discretionary    2072\n",
      "       Consumer Staples          1441\n",
      "       Energy                     826\n",
      "       Financials                2791\n",
      "       Health Care               2445\n",
      "       Industrials               2922\n",
      "       Information Technology    2617\n",
      "       Materials                  969\n",
      "       Real Estate               1187\n",
      "       Utilities                 1075\n",
      "mid    Communication Services     223\n",
      "       Consumer Discretionary    2328\n",
      "       Consumer Staples           569\n",
      "       Energy                     515\n",
      "       Financials                2499\n",
      "       Health Care               1049\n",
      "       Industrials               2573\n",
      "       Information Technology    1490\n",
      "       Materials                  995\n",
      "       Real Estate               1062\n",
      "       Utilities                  569\n",
      "small  Communication Services     771\n",
      "       Consumer Discretionary    2882\n",
      "       Consumer Staples           980\n",
      "       Energy                     943\n",
      "       Financials                4233\n",
      "       Health Care               1934\n",
      "       Industrials               3322\n",
      "       Information Technology    2107\n",
      "       Materials                 1019\n",
      "       Real Estate               1574\n",
      "       Utilities                  344\n",
      "dtype: int64\n"
     ]
    }
   ],
   "source": [
    "import json\n",
    "\n",
    "# Drop earnings date outside of the date range\n",
    "df = df[(df['Earnings Date'] >= DATE_START_OFFSET) &\n",
    "        (df['Earnings Date'] <= DATE_END)]\n",
    "print('Filings in Range:', df.shape)\n",
    "\n",
    "# Remove filings where the company name is not in the company names list,\n",
    "# tickers may change hands between companies. Known names for each company\n",
    "# was collected from SEC filings, we'll also compare with the title of the\n",
    "# company from the earnings data in case the company's common name is not\n",
    "# the same as the official name registered with the SEC\n",
    "companies = {}\n",
    "for cap in ['large', 'mid', 'small']:\n",
    "    with open(f'data/{cap}/company_names.json') as f:\n",
    "        companies.update(json.load(f))\n",
    "\n",
    "\n",
    "def drop_row(row):\n",
    "    ticker = row['symbol']\n",
    "    company_list = companies.get(ticker, [])\n",
    "\n",
    "    def fmt(s: str) -> str:\n",
    "        return s.lower().replace('.', '').replace(',', '').replace('\\'', '').replace('-', ' ').replace(' ', '')\n",
    "    # Ensure the first several chars of the company name is in the list\n",
    "    title: str = fmt(row['title'])\n",
    "    security = None\n",
    "    if type(row['Security']) != float:\n",
    "        security = fmt(row['Security'])\n",
    "    length = int(max(len(title)/2, 3))\n",
    "    if not any(fmt(i).startswith(title[:length]) for i in company_list) and \\\n",
    "            not (True if not security else title.startswith(security[:length])):\n",
    "        return True\n",
    "    else:\n",
    "        return False\n",
    "\n",
    "df = df[~df.apply(drop_row, axis=1)]\n",
    "\n",
    "%xdel companies\n",
    "\n",
    "print('Filings with Correct Name:', df.shape)\n",
    "# Get the number of companies in each cap\n",
    "print('\\nCompany Counts:\\n', df.groupby(\n",
    "    'cap', observed=True)['symbol'].nunique())\n",
    "# Get the number of companies in each cap by sector\n",
    "print('\\nCompany Counts by cap and sector:\\n',\n",
    "      df.groupby(['cap', 'GICS Sector'], observed=True)['symbol'].nunique())\n",
    "# Get the number of filings in each cap by sector\n",
    "print('\\nFiling Counts by cap and sector:\\n',\n",
    "      df.groupby(['cap', 'GICS Sector'], observed=True).size())"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Derive Features\n",
    "\n",
    "#### Earnings - BMO or AMC (Before Market Open or After Market Clore)\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>symbol</th>\n",
       "      <th>asOfDate</th>\n",
       "      <th>periodType</th>\n",
       "      <th>currencyCode</th>\n",
       "      <th>AccountsPayable</th>\n",
       "      <th>AccountsReceivable</th>\n",
       "      <th>AccruedInterestReceivable</th>\n",
       "      <th>AccumulatedDepreciation</th>\n",
       "      <th>AdditionalPaidInCapital</th>\n",
       "      <th>AdjustedGeographySegmentData</th>\n",
       "      <th>...</th>\n",
       "      <th>GICS Sub-Industry</th>\n",
       "      <th>GICS Sector ID</th>\n",
       "      <th>GICS Industry Group ID</th>\n",
       "      <th>GICS Industry Group</th>\n",
       "      <th>GICS Industry ID</th>\n",
       "      <th>GICS Industry</th>\n",
       "      <th>GICS Sub-Industry ID</th>\n",
       "      <th>title</th>\n",
       "      <th>Earnings Date</th>\n",
       "      <th>BMO/AMC</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>159838</th>\n",
       "      <td>META</td>\n",
       "      <td>2023-12-31</td>\n",
       "      <td>3M</td>\n",
       "      <td>USD</td>\n",
       "      <td>4.849000e+09</td>\n",
       "      <td>1.616900e+10</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-3.313400e+10</td>\n",
       "      <td>7.325300e+10</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>Interactive Media &amp; Services</td>\n",
       "      <td>50</td>\n",
       "      <td>5020</td>\n",
       "      <td>Media &amp; Entertainment</td>\n",
       "      <td>502030.0</td>\n",
       "      <td>Interactive Media &amp; Services</td>\n",
       "      <td>50203010.0</td>\n",
       "      <td>Meta Platforms</td>\n",
       "      <td>2024-02-01 16:05:00</td>\n",
       "      <td>AMC</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>159839</th>\n",
       "      <td>LOPE</td>\n",
       "      <td>2023-12-31</td>\n",
       "      <td>3M</td>\n",
       "      <td>USD</td>\n",
       "      <td>1.767600e+07</td>\n",
       "      <td>7.881100e+07</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-1.704150e+08</td>\n",
       "      <td>3.225120e+08</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>Education Services</td>\n",
       "      <td>25</td>\n",
       "      <td>2530</td>\n",
       "      <td>Consumer Services</td>\n",
       "      <td>253020.0</td>\n",
       "      <td>Diversified Consumer Services</td>\n",
       "      <td>25302010.0</td>\n",
       "      <td>Grand Canyon Education</td>\n",
       "      <td>2024-02-13 16:05:00</td>\n",
       "      <td>AMC</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>159840</th>\n",
       "      <td>CRS</td>\n",
       "      <td>2023-12-31</td>\n",
       "      <td>3M</td>\n",
       "      <td>USD</td>\n",
       "      <td>3.134000e+08</td>\n",
       "      <td>5.084000e+08</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>3.279000e+08</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>Steel</td>\n",
       "      <td>15</td>\n",
       "      <td>1510</td>\n",
       "      <td>Materials</td>\n",
       "      <td>151040.0</td>\n",
       "      <td>Metals &amp; Mining</td>\n",
       "      <td>15104050.0</td>\n",
       "      <td>Carpenter Tech</td>\n",
       "      <td>2024-01-25 08:00:00</td>\n",
       "      <td>BMO</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>3 rows × 354 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "       symbol   asOfDate periodType currencyCode  AccountsPayable  \\\n",
       "159838   META 2023-12-31         3M          USD     4.849000e+09   \n",
       "159839   LOPE 2023-12-31         3M          USD     1.767600e+07   \n",
       "159840    CRS 2023-12-31         3M          USD     3.134000e+08   \n",
       "\n",
       "        AccountsReceivable  AccruedInterestReceivable  \\\n",
       "159838        1.616900e+10                        NaN   \n",
       "159839        7.881100e+07                        NaN   \n",
       "159840        5.084000e+08                        NaN   \n",
       "\n",
       "        AccumulatedDepreciation  AdditionalPaidInCapital  \\\n",
       "159838            -3.313400e+10             7.325300e+10   \n",
       "159839            -1.704150e+08             3.225120e+08   \n",
       "159840                      NaN             3.279000e+08   \n",
       "\n",
       "        AdjustedGeographySegmentData  ...             GICS Sub-Industry  \\\n",
       "159838                           NaN  ...  Interactive Media & Services   \n",
       "159839                           NaN  ...            Education Services   \n",
       "159840                           NaN  ...                         Steel   \n",
       "\n",
       "        GICS Sector ID  GICS Industry Group ID    GICS Industry Group  \\\n",
       "159838              50                    5020  Media & Entertainment   \n",
       "159839              25                    2530      Consumer Services   \n",
       "159840              15                    1510              Materials   \n",
       "\n",
       "        GICS Industry ID                  GICS Industry  GICS Sub-Industry ID  \\\n",
       "159838          502030.0   Interactive Media & Services            50203010.0   \n",
       "159839          253020.0  Diversified Consumer Services            25302010.0   \n",
       "159840          151040.0                Metals & Mining            15104050.0   \n",
       "\n",
       "                         title       Earnings Date  BMO/AMC  \n",
       "159838          Meta Platforms 2024-02-01 16:05:00      AMC  \n",
       "159839  Grand Canyon Education 2024-02-13 16:05:00      AMC  \n",
       "159840          Carpenter Tech 2024-01-25 08:00:00      BMO  \n",
       "\n",
       "[3 rows x 354 columns]"
      ]
     },
     "execution_count": 11,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Determine BMO or AMC\n",
    "# We can assume any earnings date after 4pm is AMC, and before is BMO\n",
    "def bmo_amc(date: pd.Timestamp) -> str:\n",
    "    if date.hour >= 16:\n",
    "        return 'AMC'\n",
    "    else:\n",
    "        return 'BMO'\n",
    "\n",
    "\n",
    "df['BMO/AMC'] = df['Earnings Date'].apply(bmo_amc)\n",
    "df['BMO/AMC'] = df['BMO/AMC'].astype('category')\n",
    "df.tail(3)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Earnings - Effect on Stock Date\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>symbol</th>\n",
       "      <th>asOfDate</th>\n",
       "      <th>periodType</th>\n",
       "      <th>currencyCode</th>\n",
       "      <th>AccountsPayable</th>\n",
       "      <th>AccountsReceivable</th>\n",
       "      <th>AccruedInterestReceivable</th>\n",
       "      <th>AccumulatedDepreciation</th>\n",
       "      <th>AdditionalPaidInCapital</th>\n",
       "      <th>AdjustedGeographySegmentData</th>\n",
       "      <th>...</th>\n",
       "      <th>GICS Sector ID</th>\n",
       "      <th>GICS Industry Group ID</th>\n",
       "      <th>GICS Industry Group</th>\n",
       "      <th>GICS Industry ID</th>\n",
       "      <th>GICS Industry</th>\n",
       "      <th>GICS Sub-Industry ID</th>\n",
       "      <th>title</th>\n",
       "      <th>Earnings Date</th>\n",
       "      <th>BMO/AMC</th>\n",
       "      <th>Stock Affect Date</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>159838</th>\n",
       "      <td>META</td>\n",
       "      <td>2023-12-31</td>\n",
       "      <td>3M</td>\n",
       "      <td>USD</td>\n",
       "      <td>4.849000e+09</td>\n",
       "      <td>1.616900e+10</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-3.313400e+10</td>\n",
       "      <td>7.325300e+10</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>50</td>\n",
       "      <td>5020</td>\n",
       "      <td>Media &amp; Entertainment</td>\n",
       "      <td>502030.0</td>\n",
       "      <td>Interactive Media &amp; Services</td>\n",
       "      <td>50203010.0</td>\n",
       "      <td>Meta Platforms</td>\n",
       "      <td>2024-02-01 16:05:00</td>\n",
       "      <td>AMC</td>\n",
       "      <td>2024-02-02</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>159839</th>\n",
       "      <td>LOPE</td>\n",
       "      <td>2023-12-31</td>\n",
       "      <td>3M</td>\n",
       "      <td>USD</td>\n",
       "      <td>1.767600e+07</td>\n",
       "      <td>7.881100e+07</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-1.704150e+08</td>\n",
       "      <td>3.225120e+08</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>25</td>\n",
       "      <td>2530</td>\n",
       "      <td>Consumer Services</td>\n",
       "      <td>253020.0</td>\n",
       "      <td>Diversified Consumer Services</td>\n",
       "      <td>25302010.0</td>\n",
       "      <td>Grand Canyon Education</td>\n",
       "      <td>2024-02-13 16:05:00</td>\n",
       "      <td>AMC</td>\n",
       "      <td>2024-02-14</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>159840</th>\n",
       "      <td>CRS</td>\n",
       "      <td>2023-12-31</td>\n",
       "      <td>3M</td>\n",
       "      <td>USD</td>\n",
       "      <td>3.134000e+08</td>\n",
       "      <td>5.084000e+08</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>3.279000e+08</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>15</td>\n",
       "      <td>1510</td>\n",
       "      <td>Materials</td>\n",
       "      <td>151040.0</td>\n",
       "      <td>Metals &amp; Mining</td>\n",
       "      <td>15104050.0</td>\n",
       "      <td>Carpenter Tech</td>\n",
       "      <td>2024-01-25 08:00:00</td>\n",
       "      <td>BMO</td>\n",
       "      <td>2024-01-25</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>3 rows × 355 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "       symbol   asOfDate periodType currencyCode  AccountsPayable  \\\n",
       "159838   META 2023-12-31         3M          USD     4.849000e+09   \n",
       "159839   LOPE 2023-12-31         3M          USD     1.767600e+07   \n",
       "159840    CRS 2023-12-31         3M          USD     3.134000e+08   \n",
       "\n",
       "        AccountsReceivable  AccruedInterestReceivable  \\\n",
       "159838        1.616900e+10                        NaN   \n",
       "159839        7.881100e+07                        NaN   \n",
       "159840        5.084000e+08                        NaN   \n",
       "\n",
       "        AccumulatedDepreciation  AdditionalPaidInCapital  \\\n",
       "159838            -3.313400e+10             7.325300e+10   \n",
       "159839            -1.704150e+08             3.225120e+08   \n",
       "159840                      NaN             3.279000e+08   \n",
       "\n",
       "        AdjustedGeographySegmentData  ...  GICS Sector ID  \\\n",
       "159838                           NaN  ...              50   \n",
       "159839                           NaN  ...              25   \n",
       "159840                           NaN  ...              15   \n",
       "\n",
       "        GICS Industry Group ID    GICS Industry Group  GICS Industry ID  \\\n",
       "159838                    5020  Media & Entertainment          502030.0   \n",
       "159839                    2530      Consumer Services          253020.0   \n",
       "159840                    1510              Materials          151040.0   \n",
       "\n",
       "                        GICS Industry  GICS Sub-Industry ID  \\\n",
       "159838   Interactive Media & Services            50203010.0   \n",
       "159839  Diversified Consumer Services            25302010.0   \n",
       "159840                Metals & Mining            15104050.0   \n",
       "\n",
       "                         title       Earnings Date  BMO/AMC  Stock Affect Date  \n",
       "159838          Meta Platforms 2024-02-01 16:05:00      AMC         2024-02-02  \n",
       "159839  Grand Canyon Education 2024-02-13 16:05:00      AMC         2024-02-14  \n",
       "159840          Carpenter Tech 2024-01-25 08:00:00      BMO         2024-01-25  \n",
       "\n",
       "[3 rows x 355 columns]"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "from pandas.tseries.holiday import nearest_workday, AbstractHolidayCalendar, Holiday, USMartinLutherKingJr, USPresidentsDay, GoodFriday, USMemorialDay, USLaborDay, USThanksgivingDay\n",
    "from pandas.tseries.offsets import CustomBusinessDay\n",
    "\n",
    "\n",
    "class USStockMarketCalendar(AbstractHolidayCalendar):\n",
    "    # Holidays for US Stock Market\n",
    "\n",
    "    rules = [\n",
    "        # New Year's Day\n",
    "        Holiday('New Years', month=1, day=1, observance=nearest_workday),\n",
    "        # Martin Luther King Jr. Day (3rd Monday in January)\n",
    "        USMartinLutherKingJr,\n",
    "        # Presidents' Day (3rd Monday in February)\n",
    "        USPresidentsDay,\n",
    "        # Good Friday (Friday before Easter Sunday)\n",
    "        GoodFriday,\n",
    "        # Memorial Day (last Monday in May)\n",
    "        USMemorialDay,\n",
    "        # Independence Day\n",
    "        Holiday('Independence Day', month=7,\n",
    "                day=4, observance=nearest_workday),\n",
    "        # Labor Day (1st Monday in September)\n",
    "        USLaborDay,\n",
    "        # Thanksgiving Day (4th Thursday in November)\n",
    "        USThanksgivingDay,\n",
    "        # Christmas Day\n",
    "        Holiday('Christmas', month=12, day=25, observance=nearest_workday),\n",
    "        # Juneteenth (June 19th, observed starting 2022)\n",
    "        Holiday('Juneteenth', month=6, day=19,\n",
    "                start_date='2022-06-18', observance=nearest_workday),\n",
    "    ]\n",
    "\n",
    "\n",
    "# Create a custom business day offset using the custom calendar\n",
    "bday = CustomBusinessDay(calendar=USStockMarketCalendar())\n",
    "\n",
    "\n",
    "# Get the date the earnings call will affect the stock price\n",
    "# If the earnings call is BMO, the stock price will be affected the same day (assuming earnings was on a weekday)\n",
    "# If the earnings call is AMC, the stock price will be affected the next business day\n",
    "def stock_effect_date(row: pd.Series):\n",
    "    if row['BMO/AMC'] == 'BMO' and row['Earnings Date'].dayofweek < 5:\n",
    "        return row['Earnings Date'].date()\n",
    "    else:\n",
    "        return (row['Earnings Date'] + bday).date()\n",
    "\n",
    "\n",
    "df['Stock Affect Date'] = df.apply(stock_effect_date, axis=1)\n",
    "display(df.tail(3))"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Ratios\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "NetIncomeCommonStockholders                               42\n",
       "PretaxIncome                                              42\n",
       "OperatingRevenue                                          42\n",
       "NormalizedIncome                                          42\n",
       "NetIncomeIncludingNoncontrollingInterests                 42\n",
       "NetIncomeFromContinuingOperationNetMinorityInterest       42\n",
       "NetIncomeFromContinuingAndDiscontinuedOperation           42\n",
       "NetIncomeContinuousOperations                             42\n",
       "NetIncome                                                 42\n",
       "TotalRevenue                                              42\n",
       "TotalLiabilitiesNetMinorityInterest                       74\n",
       "TotalEquityGrossMinorityInterest                          74\n",
       "NetIncomeFromContinuingOperations                        875\n",
       "BasicEPS                                                 888\n",
       "DilutedEPS                                               888\n",
       "TaxProvision                                            1780\n",
       "NetInterestIncome                                       1953\n",
       "PayablesAndAccruedExpenses                              2164\n",
       "TotalExpenses                                           5242\n",
       "InterestExpense                                         5400\n",
       "EBIT                                                    5443\n",
       "NetNonOperatingInterestIncomeExpense                    7161\n",
       "OperatingIncome                                         7432\n",
       "OperatingExpense                                        7437\n",
       "EBITDA                                                  7501\n",
       "NormalizedEBITDA                                        7501\n",
       "TotalNonCurrentLiabilitiesNetMinorityInterest           7539\n",
       "ReconciledCostOfRevenue                                 7935\n",
       "GrossProfit                                             7935\n",
       "CostOfRevenue                                           7942\n",
       "ChangeInPayablesAndAccruedExpense                       8245\n",
       "OtherIncomeExpense                                     10074\n",
       "InterestExpenseNonOperating                            10601\n",
       "DeferredIncomeTax                                      13451\n",
       "CurrentAccruedExpenses                                 14086\n",
       "TotalOperatingIncomeAsReported                         14602\n",
       "CashDividendsPaid                                      15288\n",
       "OtherNonOperatingIncomeExpenses                        19228\n",
       "SpecialIncomeCharges                                   19549\n",
       "CommonStockDividendPaid                                19606\n",
       "InterestIncome                                         25261\n",
       "GeneralAndAdministrativeExpense                        25903\n",
       "DepreciationAndAmortizationInIncomeStatement           27840\n",
       "DepreciationAmortizationDepletionIncomeStatement       27899\n",
       "MinorityInterest                                       29918\n",
       "MinorityInterests                                      30824\n",
       "InterestIncomeNonOperating                             30855\n",
       "IncomeTaxPaidSupplementalData                          31333\n",
       "CurrentDeferredRevenue                                 31340\n",
       "ChangeInAccruedExpense                                 33189\n",
       "IncomeTaxPayable                                       35777\n",
       "OtherOperatingExpenses                                 37693\n",
       "ResearchAndDevelopment                                 39144\n",
       "SellingAndMarketingExpense                             39866\n",
       "ChangeInIncomeTaxPayable                               41458\n",
       "ProvisionandWriteOffofAssets                           41548\n",
       "AmortizationOfIntangiblesIncomeStatement               41986\n",
       "NonCurrentDeferredRevenue                              43018\n",
       "OtherunderPreferredStockDividend                       43665\n",
       "NetIncomeDiscontinuousOperations                       44333\n",
       "dtype: int64"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "data": {
      "text/plain": [
       "NetIncomeFromContinuingOperationNetMinorityInterest       42\n",
       "TotalLiabilitiesNetMinorityInterest                       74\n",
       "TotalEquityGrossMinorityInterest                          74\n",
       "TotalAssets                                               74\n",
       "StockholdersEquity                                        74\n",
       "NetTangibleAssets                                         74\n",
       "CommonStockEquity                                         74\n",
       "ShareIssued                                               80\n",
       "OrdinarySharesNumber                                      80\n",
       "BasicAverageShares                                       882\n",
       "DilutedAverageShares                                     882\n",
       "PayablesAndAccruedExpenses                              2164\n",
       "TotalDebt                                               2778\n",
       "LongTermDebtAndCapitalLeaseObligation                   3394\n",
       "AccountsReceivable                                      3608\n",
       "NetIssuancePaymentsOfDebt                               4608\n",
       "AccountsPayable                                         5824\n",
       "LongTermDebt                                            6306\n",
       "GoodwillAndOtherIntangibleAssets                        6528\n",
       "NetLongTermDebtIssuance                                 7031\n",
       "CurrentAssets                                           7539\n",
       "TotalNonCurrentLiabilitiesNetMinorityInterest           7539\n",
       "TotalNonCurrentAssets                                   7539\n",
       "CurrentLiabilities                                      7548\n",
       "RepaymentOfDebt                                         7731\n",
       "ChangeInPayablesAndAccruedExpense                       8245\n",
       "LongTermDebtPayments                                    9161\n",
       "OtherNonCurrentAssets                                  10001\n",
       "OtherNonCurrentLiabilities                             12379\n",
       "NetDebt                                                12995\n",
       "OtherIntangibleAssets                                  13103\n",
       "CurrentDebtAndCapitalLeaseObligation                   13477\n",
       "OtherEquityAdjustments                                 13956\n",
       "CurrentAccruedExpenses                                 14086\n",
       "IssuanceOfDebt                                         14452\n",
       "NonCurrentDeferredLiabilities                          16104\n",
       "ChangeInAccountPayable                                 17272\n",
       "OtherCurrentAssets                                     17460\n",
       "LongTermDebtIssuance                                   17601\n",
       "ChangesInAccountReceivables                            18192\n",
       "CurrentDebt                                            18456\n",
       "Inventory                                              19716\n",
       "NonCurrentDeferredTaxesLiabilities                     21452\n",
       "PrepaidAssets                                          22191\n",
       "TreasurySharesNumber                                   24839\n",
       "ChangeInInventory                                      24868\n",
       "NetShortTermDebtIssuance                               27115\n",
       "GrossAccountsReceivable                                28277\n",
       "NonCurrentDeferredAssets                               28578\n",
       "AllowanceForDoubtfulAccountsReceivable                 28950\n",
       "MinorityInterest                                       29918\n",
       "CurrentDeferredLiabilities                             29952\n",
       "ChangeInOtherCurrentAssets                             30146\n",
       "MinorityInterests                                      30824\n",
       "CurrentDeferredRevenue                                 31340\n",
       "OtherCurrentLiabilities                                31498\n",
       "ChangeInPrepaidAssets                                  31851\n",
       "NonCurrentDeferredTaxesAssets                          32574\n",
       "ChangeInAccruedExpense                                 33189\n",
       "ChangeInOtherCurrentLiabilities                        33734\n",
       "dtype: int64"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "data": {
      "text/plain": [
       "FreeCashFlow                                       65\n",
       "EndCashPosition                                    71\n",
       "FinancingCashFlow                                  75\n",
       "BeginningCashPosition                              84\n",
       "ChangeInCashSupplementalAsReported                 90\n",
       "InvestingCashFlow                                  94\n",
       "OperatingCashFlow                                 117\n",
       "CashAndCashEquivalents                            173\n",
       "ChangesInCash                                     176\n",
       "CashFlowFromContinuingFinancingActivities         208\n",
       "CashFlowFromContinuingInvestingActivities         227\n",
       "CashFlowFromContinuingOperatingActivities         924\n",
       "CashCashEquivalentsAndShortTermInvestments       5313\n",
       "OtherNonCashItems                                8449\n",
       "CashDividendsPaid                               15288\n",
       "AmortizationCashFlow                            40601\n",
       "RestrictedCash                                  42091\n",
       "CashFinancial                                   46306\n",
       "CashFromDiscontinuedOperatingActivities         49569\n",
       "CashEquivalents                                 50385\n",
       "CashFromDiscontinuedInvestingActivities         50461\n",
       "CashFromDiscontinuedFinancingActivities         51694\n",
       "OtherCashAdjustmentOutsideChangeinCash          52140\n",
       "CashFlowFromDiscontinuedOperation               52469\n",
       "OtherCashAdjustmentInsideChangeinCash           52937\n",
       "ClassesofCashPayments                           53094\n",
       "ClassesofCashReceiptsfromOperatingActivities    53094\n",
       "CashFlowsfromusedinOperatingActivitiesDirect    53094\n",
       "OtherCashReceiptsfromOperatingActivities        53094\n",
       "OtherCashPaymentsfromOperatingActivities        53099\n",
       "dtype: int64"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "def column_nulls(df: pd.DataFrame):\n",
    "    # Find columns within financials\n",
    "    income_cols = ['revenue', 'sales', 'goodssold',\n",
    "                   'profit', 'expense', 'income', 'ebit', 'eps', 'minority', 'dividend', 'research', 'r&d', 'provision']\n",
    "    balance_cols = ['asset', 'liabilit', 'equity', 'debt', 'inventory', 'account',\n",
    "                    'minority', 'share', 'current', 'accrued', 'development' 'reserve']\n",
    "    cash_cols = ['flow', 'cash', 'capex']\n",
    "\n",
    "    income_nulls = {}\n",
    "    balance_nulls = {}\n",
    "    cash_nulls = {}\n",
    "    for col in df.columns:\n",
    "        # Check for income-related columns\n",
    "        if any(keyword in col.lower() for keyword in income_cols):\n",
    "            null_count = df[col].isnull().sum()\n",
    "            income_nulls[col] = null_count\n",
    "\n",
    "        # Check for balance-related columns\n",
    "        if any(keyword in col.lower() for keyword in balance_cols):\n",
    "            null_count = df[col].isnull().sum()\n",
    "            balance_nulls[col] = null_count\n",
    "\n",
    "        # Check for cash-related columns\n",
    "        if any(keyword in col.lower() for keyword in cash_cols):\n",
    "            null_count = df[col].isnull().sum()\n",
    "            cash_nulls[col] = null_count\n",
    "\n",
    "    return income_nulls, balance_nulls, cash_nulls\n",
    "\n",
    "\n",
    "income_nulls, balance_nulls, cash_nulls = column_nulls(df)\n",
    "[display(pd.Series(x).sort_index().sort_values().head(60))\n",
    " for x in [income_nulls, balance_nulls, cash_nulls]]\n",
    "\n",
    "%reset_selective -f income_nulls balance_nulls cash_nulls"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Columns with no null values: 17 Index(['symbol', 'asOfDate', 'periodType', 'currencyCode', 'cap',\n",
      "       'GICS Sector', 'GICS Sub-Industry', 'GICS Sector ID',\n",
      "       'GICS Industry Group ID', 'GICS Industry Group', 'GICS Industry ID',\n",
      "       'GICS Industry', 'GICS Sub-Industry ID', 'title', 'Earnings Date',\n",
      "       'BMO/AMC', 'Stock Affect Date'],\n",
      "      dtype='object')\n"
     ]
    }
   ],
   "source": [
    "# Columns with no null values\n",
    "print('Columns with no null values:', len(\n",
    "    df.columns[df.notnull().all()]), df.columns[df.notnull().all()])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Nulls:\n",
      " symbol                                                              0\n",
      "PretaxIncome                                                        0\n",
      "OperatingRevenue                                                    0\n",
      "OperatingIncome                                                     0\n",
      "NormalizedIncome                                                    0\n",
      "NormalizedEBITDA                                                    0\n",
      "NetTangibleAssets                                                   0\n",
      "NetIncomeIncludingNoncontrollingInterests                           0\n",
      "NetIncomeFromContinuingOperationNetMinorityInterest                 0\n",
      "NetIncomeFromContinuingAndDiscontinuedOperation                     0\n",
      "NetIncomeContinuousOperations                                       0\n",
      "NetIncomeCommonStockholders                                         0\n",
      "NetIncome                                                           0\n",
      "BMO/AMC                                                             0\n",
      "EBITDA                                                              0\n",
      "EBIT                                                                0\n",
      "DilutedNIAvailtoComStockholders                                     0\n",
      "DilutedEPS                                                          0\n",
      "DilutedAverageShares                                                0\n",
      "CurrentLiabilities                                                  0\n",
      "StockholdersEquity                                                  0\n",
      "CurrentAssets                                                       0\n",
      "TangibleBookValue                                                   0\n",
      "TaxRateForCalcs                                                     0\n",
      "Earnings Date                                                       0\n",
      "title                                                               0\n",
      "GICS Sub-Industry ID                                                0\n",
      "GICS Industry                                                       0\n",
      "GICS Industry ID                                                    0\n",
      "GICS Industry Group                                                 0\n",
      "GICS Industry Group ID                                              0\n",
      "GICS Sector ID                                                      0\n",
      "GICS Sub-Industry                                                   0\n",
      "GICS Sector                                                         0\n",
      "cap                                                                 0\n",
      "WorkingCapital                                                      0\n",
      "TotalRevenue                                                        0\n",
      "TotalNonCurrentLiabilitiesNetMinorityInterest                       0\n",
      "TotalNonCurrentAssets                                               0\n",
      "TotalLiabilitiesNetMinorityInterest                                 0\n",
      "TotalEquityGrossMinorityInterest                                    0\n",
      "TotalCapitalization                                                 0\n",
      "TotalAssets                                                         0\n",
      "TaxEffectOfUnusualItems                                             0\n",
      "CommonStockEquity                                                   0\n",
      "Stock Affect Date                                                   0\n",
      "BasicAverageShares                                                  0\n",
      "BasicEPS                                                            0\n",
      "currencyCode                                                        0\n",
      "periodType                                                          0\n",
      "asOfDate                                                            0\n",
      "TotalExpenses                                                       2\n",
      "ShareIssued                                                         2\n",
      "OrdinarySharesNumber                                                2\n",
      "FreeCashFlow                                                       17\n",
      "OperatingCashFlow                                                  17\n",
      "EndCashPosition                                                    20\n",
      "InvestedCapital                                                    20\n",
      "FinancingCashFlow                                                  22\n",
      "InvestingCashFlow                                                  22\n",
      "CashFlowFromContinuingInvestingActivities                          24\n",
      "CashFlowFromContinuingFinancingActivities                          24\n",
      "PayablesAndAccruedExpenses                                         31\n",
      "BeginningCashPosition                                              32\n",
      "ChangeInCashSupplementalAsReported                                 40\n",
      "CashCashEquivalentsAndShortTermInvestments                         40\n",
      "OperatingExpense                                                   90\n",
      "CashAndCashEquivalents                                             98\n",
      "ChangesInCash                                                     124\n",
      "ReconciledDepreciation                                            299\n",
      "CashFlowFromContinuingOperatingActivities                         315\n",
      "CapitalStock                                                      322\n",
      "CommonStock                                                       324\n",
      "NetIncomeFromContinuingOperations                                 348\n",
      "GrossProfit                                                       417\n",
      "ReconciledCostOfRevenue                                           417\n",
      "CostOfRevenue                                                     424\n",
      "DepreciationAmortizationDepletion                                 445\n",
      "ChangeInWorkingCapital                                            470\n",
      "RetainedEarnings                                                  480\n",
      "Receivables                                                       755\n",
      "AccountsReceivable                                               1529\n",
      "Payables                                                         1572\n",
      "TaxProvision                                                     1579\n",
      "NetInterestIncome                                                1675\n",
      "NetNonOperatingInterestIncomeExpense                             1685\n",
      "CapitalExpenditure                                               1694\n",
      "AccountsPayable                                                  1770\n",
      "NetPPE                                                           1911\n",
      "OtherNonCurrentAssets                                            2426\n",
      "TotalDebt                                                        2462\n",
      "DepreciationAndAmortization                                      2466\n",
      "SellingGeneralAndAdministration                                  2666\n",
      "LongTermDebtAndCapitalLeaseObligation                            2978\n",
      "AdditionalPaidInCapital                                          3538\n",
      "GainsLossesNotAffectingRetainedEarnings                          3995\n",
      "NetIssuancePaymentsOfDebt                                        4004\n",
      "OtherIncomeExpense                                               4246\n",
      "OtherNonCurrentLiabilities                                       4762\n",
      "InterestExpense                                                  5068\n",
      "InterestExpenseNonOperating                                      5074\n",
      "StockBasedCompensation                                           5124\n",
      "GoodwillAndOtherIntangibleAssets                                 5267\n",
      "ChangeInPayablesAndAccruedExpense                                5295\n",
      "LongTermDebt                                                     5662\n",
      "NetLongTermDebtIssuance                                          5674\n",
      "RepaymentOfDebt                                                  6167\n",
      "ChangeInReceivables                                              6299\n",
      "NetOtherFinancingCharges                                         6426\n",
      "OtherNonCashItems                                                6766\n",
      "TotalOperatingIncomeAsReported                                   6918\n",
      "NetCommonStockIssuance                                           7387\n",
      "LongTermDebtPayments                                             7476\n",
      "CurrentAccruedExpenses                                           8234\n",
      "GrossPPE                                                         8391\n",
      "Goodwill                                                         8545\n",
      "CurrentDebtAndCapitalLeaseObligation                             9188\n",
      "OtherEquityAdjustments                                           9530\n",
      "DeferredTax                                                      9681\n",
      "DeferredIncomeTax                                                9681\n",
      "OtherCurrentAssets                                               9739\n",
      "NonCurrentDeferredLiabilities                                    9853\n",
      "NetDebt                                                         10297\n",
      "OtherIntangibleAssets                                           10309\n",
      "ChangeInOtherWorkingCapital                                     11394\n",
      "OtherNonOperatingIncomeExpenses                                 11824\n",
      "IssuanceOfDebt                                                  11906\n",
      "RepurchaseOfCapitalStock                                        11949\n",
      "Inventory                                                       11986\n",
      "TotalUnusualItems                                               11991\n",
      "TotalUnusualItemsExcludingGoodwill                              12004\n",
      "ChangeInPayable                                                 12070\n",
      "CommonStockPayments                                             12303\n",
      "ChangeInAccountPayable                                          12469\n",
      "NetPPEPurchaseAndSale                                           12540\n",
      "OperatingGainsLosses                                            13150\n",
      "CurrentDebt                                                     14081\n",
      "ChangesInAccountReceivables                                     14328\n",
      "CashDividendsPaid                                               14648\n",
      "LongTermDebtIssuance                                            14815\n",
      "NonCurrentDeferredTaxesLiabilities                              14839\n",
      "SpecialIncomeCharges                                            15312\n",
      "EffectOfExchangeRateChanges                                     15478\n",
      "PrepaidAssets                                                   15939\n",
      "NetBusinessPurchaseAndSale                                      16016\n",
      "Security                                                        16352\n",
      "AccumulatedDepreciation                                         16735\n",
      "ChangeInInventory                                               17032\n",
      "PurchaseOfPPE                                                   17319\n",
      "NetOtherInvestingChanges                                        17486\n",
      "CommonStockDividendPaid                                         17982\n",
      "PurchaseOfBusiness                                              18958\n",
      "OtherProperties                                                 19862\n",
      "TreasuryStock                                                   20435\n",
      "GrossAccountsReceivable                                         20602\n",
      "NonCurrentDeferredAssets                                        20734\n",
      "PreferredStock                                                  20874\n",
      "ProceedsFromStockOptionExercised                                21046\n",
      "AllowanceForDoubtfulAccountsReceivable                          21210\n",
      "TotalTaxPayable                                                 21666\n",
      "TreasurySharesNumber                                            21742\n",
      "NetInvestmentPurchaseAndSale                                    21784\n",
      "FinishedGoods                                                   22150\n",
      "CurrentDeferredLiabilities                                      22183\n",
      "NetShortTermDebtIssuance                                        22569\n",
      "InterestIncome                                                  22938\n",
      "InterestIncomeNonOperating                                      22974\n",
      "DepreciationAmortizationDepletionIncomeStatement                23196\n",
      "CurrentDeferredRevenue                                          23534\n",
      "OtherCurrentLiabilities                                         23644\n",
      "DepreciationAndAmortizationInIncomeStatement                    23658\n",
      "RawMaterials                                                    23975\n",
      "MinorityInterest                                                24108\n",
      "GeneralAndAdministrativeExpense                                 24250\n",
      "CapitalLeaseObligations                                         24498\n",
      "ChangeInPrepaidAssets                                           24620\n",
      "NonCurrentDeferredTaxesAssets                                   24638\n",
      "OtherGandA                                                      24915\n",
      "MinorityInterests                                               24940\n",
      "CapitalExpenditureReported                                      25220\n",
      "LongTermCapitalLeaseObligation                                  25366\n",
      "PurchaseOfInvestment                                            25566\n",
      "InvestmentsAndAdvances                                          25685\n",
      "SaleOfInvestment                                                25940\n",
      "InterestPaidSupplementalData                                    26279\n",
      "ChangeInOtherCurrentAssets                                      26388\n",
      "ChangeInAccruedExpense                                          26581\n",
      "IncomeTaxPaidSupplementalData                                   27603\n",
      "PensionandOtherPostRetirementBenefitPlansCurrent                27810\n",
      "RestructuringAndMergernAcquisition                              28270\n",
      "MachineryFurnitureEquipment                                     28381\n",
      "OtherCurrentBorrowings                                          28516\n",
      "ChangeInOtherCurrentLiabilities                                 28532\n",
      "IncomeTaxPayable                                                28908\n",
      "WorkInProcess                                                   28971\n",
      "Properties                                                      29017\n",
      "Depreciation                                                    30126\n",
      "IssuanceOfCapitalStock                                          30552\n",
      "CurrentCapitalLeaseObligation                                   30572\n",
      "EmployeeBenefits                                                30663\n",
      "GainOnSaleOfSecurity                                            30763\n",
      "CommonStockIssuance                                             30795\n",
      "OtherShortTermInvestments                                       30861\n",
      "OtherReceivables                                                30971\n",
      "SaleOfPPE                                                       31032\n",
      "ResearchAndDevelopment                                          31063\n",
      "AssetImpairmentCharge                                           31281\n",
      "OtherOperatingExpenses                                          31503\n",
      "ShortTermDebtIssuance                                           31968\n",
      "ShortTermDebtPayments                                           32434\n",
      "LandAndImprovements                                             32542\n",
      "BuildingsAndImprovements                                        33055\n",
      "ConstructionInProgress                                          33103\n",
      "NonCurrentPensionAndOtherPostretirementBenefitPlans             33215\n",
      "EarningsLossesFromEquityInvestments                             33421\n",
      "ProvisionandWriteOffofAssets                                    33429\n",
      "RestrictedCash                                                  34056\n",
      "ChangeInTaxPayable                                              34257\n",
      "ChangeInIncomeTaxPayable                                        34261\n",
      "GainLossOnInvestmentSecurities                                  34346\n",
      "EarningsFromEquityInterest                                      34612\n",
      "LongTermEquityInvestment                                        34750\n",
      "AmortizationOfIntangibles                                       34766\n",
      "AmortizationCashFlow                                            34767\n",
      "GainLossOnSaleOfPPE                                             34809\n",
      "NonCurrentDeferredRevenue                                       35339\n",
      "SellingAndMarketingExpense                                      35419\n",
      "SaleOfBusiness                                                  35748\n",
      "TotalOtherFinanceCost                                           35817\n",
      "TaxesReceivable                                                 35820\n",
      "CurrentDeferredAssets                                           36007\n",
      "InterestPayable                                                 36029\n",
      "ImpairmentOfCapitalAssets                                       36539\n",
      "AmortizationOfIntangiblesIncomeStatement                        36607\n",
      "Amortization                                                    36607\n",
      "OtherSpecialCharges                                             36867\n",
      "NetIncomeDiscontinuousOperations                                37036\n",
      "GainOnSaleOfPPE                                                 37292\n",
      "OtherunderPreferredStockDividend                                37514\n",
      "Leases                                                          37800\n",
      "CurrentDeferredTaxesAssets                                      37818\n",
      "TradeandOtherPayablesNonCurrent                                 37829\n",
      "AssetsHeldForSaleCurrent                                        37952\n",
      "PensionAndEmployeeBenefitExpense                                38180\n",
      "LineOfCredit                                                    38508\n",
      "DividendsPayable                                                38669\n",
      "OtherPayable                                                    38909\n",
      "GainLossOnSaleOfBusiness                                        39221\n",
      "ExcessTaxBenefitFromStockBasedCompensation                      39296\n",
      "InvestmentinFinancialAssets                                     39367\n",
      "NetIntangiblesPurchaseAndSale                                   39487\n",
      "WriteOff                                                        39513\n",
      "CurrentProvisions                                               39646\n",
      "LongTermProvisions                                              39693\n",
      "PurchaseOfIntangibles                                           39803\n",
      "InventoriesAdjustmentsAllowances                                40139\n",
      "PreferredSecuritiesOutsideStockEquity                           40208\n",
      "SalariesAndWages                                                40369\n",
      "DividendReceivedCFO                                             40454\n",
      "GainOnSaleOfBusiness                                            40576\n",
      "AverageDilutionEarnings                                         40599\n",
      "NonCurrentAccountsReceivable                                    40601\n",
      "NetForeignCurrencyExchangeGainLoss                              40625\n",
      "OtherInvestments                                                40805\n",
      "EarningsFromEquityInterestNetOfTax                              40862\n",
      "NonCurrentPrepaidAssets                                         41145\n",
      "InvestmentProperties                                            41205\n",
      "AvailableForSaleSecurities                                      41255\n",
      "AmortizationOfSecurities                                        41312\n",
      "OtherInventories                                                41317\n",
      "NetInvestmentPropertiesPurchaseAndSale                          41342\n",
      "ReceivablesAdjustmentsAllowances                                41344\n",
      "PreferredStockDividends                                         41355\n",
      "RentExpenseSupplemental                                         41395\n",
      "CashFinancial                                                   41467\n",
      "DerivativeProductLiabilities                                    41540\n",
      "CashFromDiscontinuedOperatingActivities                         41541\n",
      "PurchaseOfInvestmentProperties                                  41566\n",
      "OtherTaxes                                                      41734\n",
      "PreferredStockEquity                                            41754\n",
      "InvestmentsinAssociatesatCost                                   41756\n",
      "PreferredSharesNumber                                           42029\n",
      "HedgingAssetsCurrent                                            42121\n",
      "CurrentNotesPayable                                             42129\n",
      "DividendsReceivedCFI                                            42134\n",
      "DepreciationIncomeStatement                                     42199\n",
      "FinancialAssets                                                 42232\n",
      "DefinedPensionBenefit                                           42276\n",
      "OtherEquityInterest                                             42330\n",
      "CashFromDiscontinuedInvestingActivities                         42360\n",
      "SaleOfInvestmentProperties                                      42470\n",
      "NonCurrentAccruedExpenses                                       42551\n",
      "CashEquivalents                                                 42602\n",
      "NonCurrentNoteReceivables                                       42826\n",
      "NotesReceivable                                                 42833\n",
      "CommercialPaper                                                 42837\n",
      "InvestmentsinJointVenturesatCost                                42869\n",
      "UnrealizedGainLossOnInvestmentSecurities                        42943\n",
      "PreferredStockDividendPaid                                      42980\n",
      "ChangeInInterestPayable                                         43071\n",
      "CurrentDeferredTaxesLiabilities                                 43203\n",
      "LiabilitiesHeldforSaleNonCurrent                                43203\n",
      "RentAndLandingFees                                              43276\n",
      "DuefromRelatedPartiesCurrent                                    43299\n",
      "LoansReceivable                                                 43361\n",
      "DuetoRelatedPartiesCurrent                                      43436\n",
      "CashFromDiscontinuedFinancingActivities                         43519\n",
      "NetPreferredStockIssuance                                       43596\n",
      "ProvisionForDoubtfulAccounts                                    43814\n",
      "OtherCapitalStock                                               43830\n",
      "ForeignCurrencyTranslationAdjustments                           43940\n",
      "MinimumPensionLiabilities                                       43949\n",
      "InvestmentsInOtherVenturesUnderEquityMethod                     43959\n",
      "OtherCashAdjustmentOutsideChangeinCash                          44030\n",
      "HeldToMaturitySecurities                                        44101\n",
      "PreferredStockPayments                                          44144\n",
      "InsuranceAndClaims                                              44197\n",
      "PreferredStockIssuance                                          44227\n",
      "CashFlowFromDiscontinuedOperation                               44257\n",
      "AccruedInterestReceivable                                       44390\n",
      "InvestmentsinSubsidiariesatCost                                 44446\n",
      "SaleOfIntangibles                                               44492\n",
      "ExciseTaxes                                                     44548\n",
      "UnrealizedGainLoss                                              44564\n",
      "DuetoRelatedPartiesNonCurrent                                   44581\n",
      "Depletion                                                       44597\n",
      "TradingSecurities                                               44601\n",
      "InterestReceivedCFI                                             44633\n",
      "TaxesRefundPaid                                                 44638\n",
      "NetIncomeExtraordinary                                          44654\n",
      "InterestPaidCFF                                                 44671\n",
      "DuefromRelatedPartiesNonCurrent                                 44681\n",
      "FinancialAssetsDesignatedasFairValueThroughProfitorLossTotal    44712\n",
      "OtherCashAdjustmentInsideChangeinCash                           44718\n",
      "SecuritiesAmortization                                          44748\n",
      "DomesticSales                                                   44752\n",
      "ForeignSales                                                    44760\n",
      "NetIncomeFromTaxLossCarryforward                                44804\n",
      "InterestPaidCFO                                                 44813\n",
      "RestrictedCommonStock                                           44821\n",
      "DividendPaidCFO                                                 44830\n",
      "ChangeInDividendPayable                                         44836\n",
      "InterestReceivedCFO                                             44850\n",
      "DepletionIncomeStatement                                        44852\n",
      "AdjustedGeographySegmentData                                    44860\n",
      "TotalPartnershipCapital                                         44870\n",
      "GeneralPartnershipCapital                                       44871\n",
      "LimitedPartnershipCapital                                       44874\n",
      "CashFlowsfromusedinOperatingActivitiesDirect                    44879\n",
      "OtherCashPaymentsfromOperatingActivities                        44879\n",
      "FixedAssetsRevaluationReserve                                   44879\n",
      "OtherCashReceiptsfromOperatingActivities                        44879\n",
      "PaymentsonBehalfofEmployees                                     44879\n",
      "ClassesofCashReceiptsfromOperatingActivities                    44879\n",
      "ClassesofCashPayments                                           44879\n",
      "dtype: int64\n"
     ]
    }
   ],
   "source": [
    "cols = ['TotalRevenue', 'OperatingRevenue', 'NetIncome', 'BasicEPS', 'DilutedEPS', 'EBITDA', 'EBIT']\n",
    "\n",
    "with pd.option_context('display.max_rows', None, 'display.max_columns', None):\n",
    "    print('Nulls:\\n', df.dropna(subset=cols + ['CurrentLiabilities']).isnull().sum().sort_values())"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "##### Liquidity Ratios\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "metadata": {},
   "outputs": [],
   "source": [
    "cols += ['Current Ratio', 'Quick Ratio']\n",
    "\n",
    "# Current Ratio\n",
    "required_cols = ['Current Ratio']\n",
    "df['Current Ratio'] = df['CurrentAssets'] / df['CurrentLiabilities']\n",
    "\n",
    "# Acid Test Ratio\n",
    "# Not all companies report Inventory\n",
    "df['Quick Ratio'] = (df['CurrentAssets'] - df['Inventory']) / \\\n",
    "    df['CurrentLiabilities']"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "##### Profitability Ratios\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Gross Profit Margin\n",
    "required_cols += ['Gross Profit Margin']\n",
    "cols += ['Gross Profit Margin']\n",
    "df['Gross Profit Margin'] = df['GrossProfit'] / df['TotalRevenue']\n",
    "\n",
    "# Net Profit Margin\n",
    "required_cols += ['Net Profit Margin']\n",
    "cols.append('Net Profit Margin')\n",
    "df['Net Profit Margin'] = df['NetIncome'] / df['TotalRevenue']\n",
    "\n",
    "# Cash Flow Margin\n",
    "required_cols += ['Cash Flow Margin']\n",
    "cols += ['Cash Flow Margin']\n",
    "df['Cash Flow Margin'] = df['OperatingCashFlow'] / df['TotalRevenue']\n",
    "\n",
    "# Operating Margin\n",
    "required_cols += ['Operating Margin']\n",
    "cols.append('Operating Margin')\n",
    "df['Operating Margin'] = df['OperatingIncome'] / df['TotalRevenue']\n",
    "\n",
    "# # Net Interest Margin\n",
    "# # Not relevant for all companies\n",
    "# cols += ['Net Interest Margin']\n",
    "# df['Net Interest Margin'] = df['NetInterestIncome'] / df['TotalRevenue']\n",
    "\n",
    "# Return on Assets (ROA)\n",
    "required_cols += ['ROA']\n",
    "cols += ['ROA']\n",
    "df['ROA'] = df['NetIncome'] / df['TotalAssets']\n",
    "\n",
    "# Cash Return on Assets (CROA)\n",
    "required_cols += ['CROA']\n",
    "cols.append('CROA')\n",
    "df['CROA'] = df['OperatingCashFlow'] / df['TotalAssets']\n",
    "\n",
    "# Return on Equity (ROE)\n",
    "required_cols += ['ROE']\n",
    "cols += ['ROE']\n",
    "df['ROE'] = df['NetIncome'] / df['TotalEquityGrossMinorityInterest']"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "##### Efficiency Ratios\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Efficiency Ratio (Expense as a % of Revenue)\n",
    "# Not all filings report OperatingExpense and InterestExpense\n",
    "cols.append('Efficiency Ratio')\n",
    "df['Efficiency Ratio'] = (df['TotalExpenses'] - df['InterestExpense']) / df['TotalRevenue']\n",
    "\n",
    "# Inventory Turnover\n",
    "# Not all companies report ChangeInInventory\n",
    "cols.append('Inventory Turnover')\n",
    "df['Inventory Turnover'] = df['CostOfRevenue'] / df['ChangeInInventory']"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "##### Debt Ratios\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "metadata": {},
   "outputs": [],
   "source": [
    "cols += ['Debt to Equity', 'Debt Ratio', 'Interest Coverage']\n",
    "\n",
    "# Debt to Equity\n",
    "required_cols += ['Debt to Equity']\n",
    "df['Debt to Equity'] = df['TotalDebt'] / \\\n",
    "    df['TotalEquityGrossMinorityInterest']\n",
    "\n",
    "# Debt Ratio\n",
    "required_cols += ['Debt Ratio']\n",
    "df['Debt Ratio'] = df['TotalDebt'] / df['TotalAssets']\n",
    "\n",
    "# Interest Coverage\n",
    "# Not all companies report InterestExpense\n",
    "df['Interest Coverage'] = df['EBIT'] / df['InterestExpense']\n",
    "\n",
    "# Cash Flow to Debt\n",
    "required_cols += ['Cash Flow to Debt']\n",
    "cols.append('Cash Flow to Debt')\n",
    "df['Cash Flow to Debt'] = df['OperatingCashFlow'] / df['TotalDebt']"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Other\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Total Filings: (53151, 377)\n",
      "\n",
      "Nulls:\n",
      " symbol                                                              0\n",
      "TotalDebt                                                           0\n",
      "TotalCapitalization                                                 0\n",
      "TotalAssets                                                         0\n",
      "TaxRateForCalcs                                                     0\n",
      "TaxEffectOfUnusualItems                                             0\n",
      "TangibleBookValue                                                   0\n",
      "StockholdersEquity                                                  0\n",
      "ShareIssued                                                         0\n",
      "ReconciledCostOfRevenue                                             0\n",
      "PretaxIncome                                                        0\n",
      "OrdinarySharesNumber                                                0\n",
      "OperatingRevenue                                                    0\n",
      "OperatingIncome                                                     0\n",
      "OperatingCashFlow                                                   0\n",
      "TotalEquityGrossMinorityInterest                                    0\n",
      "NormalizedIncome                                                    0\n",
      "NetTangibleAssets                                                   0\n",
      "NetIncomeIncludingNoncontrollingInterests                           0\n",
      "NetIncomeFromContinuingOperationNetMinorityInterest                 0\n",
      "NetIncomeFromContinuingAndDiscontinuedOperation                     0\n",
      "NetIncomeContinuousOperations                                       0\n",
      "NetIncomeCommonStockholders                                         0\n",
      "Book Value Per Share                                                0\n",
      "InvestingCashFlow                                                   0\n",
      "GrossProfit                                                         0\n",
      "FreeCashFlow                                                        0\n",
      "FinancingCashFlow                                                   0\n",
      "EBITDA                                                              0\n",
      "EBIT                                                                0\n",
      "DilutedNIAvailtoComStockholders                                     0\n",
      "NormalizedEBITDA                                                    0\n",
      "TotalExpenses                                                       0\n",
      "TotalLiabilitiesNetMinorityInterest                                 0\n",
      "TotalNonCurrentAssets                                               0\n",
      "Capex                                                               0\n",
      "Financing CF to OCF                                                 0\n",
      "Investment CF to OCF                                                0\n",
      "Assets to Equity                                                    0\n",
      "Cash Flow to Debt                                                   0\n",
      "Debt Ratio                                                          0\n",
      "Debt to Equity                                                      0\n",
      "ROE                                                                 0\n",
      "CROA                                                                0\n",
      "ROA                                                                 0\n",
      "Operating Margin                                                    0\n",
      "Cash Flow Margin                                                    0\n",
      "Net Profit Margin                                                   0\n",
      "Gross Profit Margin                                                 0\n",
      "Current Ratio                                                       0\n",
      "Stock Affect Date                                                   0\n",
      "BMO/AMC                                                             0\n",
      "TotalNonCurrentLiabilitiesNetMinorityInterest                       0\n",
      "TotalRevenue                                                        0\n",
      "WorkingCapital                                                      0\n",
      "cap                                                                 0\n",
      "GICS Sector                                                         0\n",
      "GICS Sub-Industry                                                   0\n",
      "CurrentLiabilities                                                  0\n",
      "GICS Sector ID                                                      0\n",
      "GICS Industry Group                                                 0\n",
      "GICS Industry ID                                                    0\n",
      "GICS Industry                                                       0\n",
      "GICS Sub-Industry ID                                                0\n",
      "title                                                               0\n",
      "Earnings Date                                                       0\n",
      "GICS Industry Group ID                                              0\n",
      "CurrentAssets                                                       0\n",
      "NetIncome                                                           0\n",
      "Tangible Book Value Per Share                                       0\n",
      "asOfDate                                                            0\n",
      "periodType                                                          0\n",
      "currencyCode                                                        0\n",
      "CommonStockEquity                                                   0\n",
      "CashFlowFromContinuingInvestingActivities                           0\n",
      "InvestedCapital                                                     2\n",
      "CashFlowFromContinuingFinancingActivities                           2\n",
      "CostOfRevenue                                                       3\n",
      "EndCashPosition                                                     4\n",
      "ChangeInCashSupplementalAsReported                                  7\n",
      "BeginningCashPosition                                              17\n",
      "PayablesAndAccruedExpenses                                         21\n",
      "CashCashEquivalentsAndShortTermInvestments                         40\n",
      "OperatingExpense                                                   88\n",
      "CashAndCashEquivalents                                             90\n",
      "ChangesInCash                                                     110\n",
      "ReconciledDepreciation                                            286\n",
      "CapitalStock                                                      287\n",
      "CommonStock                                                       289\n",
      "CashFlowFromContinuingOperatingActivities                         311\n",
      "NetIncomeFromContinuingOperations                                 344\n",
      "DepreciationAmortizationDepletion                                 427\n",
      "RetainedEarnings                                                  448\n",
      "ChangeInWorkingCapital                                            463\n",
      "LongTermDebtAndCapitalLeaseObligation                             520\n",
      "Receivables                                                       660\n",
      "DilutedAverageShares                                              662\n",
      "BasicAverageShares                                                662\n",
      "DilutedEPS                                                        670\n",
      "BasicEPS                                                          670\n",
      "NetInterestIncome                                                1068\n",
      "NetNonOperatingInterestIncomeExpense                             1075\n",
      "AccountsReceivable                                               1411\n",
      "TaxProvision                                                     1536\n",
      "Payables                                                         1552\n",
      "CapitalExpenditure                                               1681\n",
      "AccountsPayable                                                  1723\n",
      "NetPPE                                                           1910\n",
      "OtherNonCurrentAssets                                            2237\n",
      "NetIssuancePaymentsOfDebt                                        2247\n",
      "DepreciationAndAmortization                                      2484\n",
      "SellingGeneralAndAdministration                                  2685\n",
      "LongTermDebt                                                     3172\n",
      "AdditionalPaidInCapital                                          3437\n",
      "Interest Coverage                                                3553\n",
      "InterestExpense                                                  3553\n",
      "Efficiency Ratio                                                 3553\n",
      "InterestExpenseNonOperating                                      3559\n",
      "GainsLossesNotAffectingRetainedEarnings                          3599\n",
      "OtherIncomeExpense                                               3807\n",
      "NetLongTermDebtIssuance                                          3833\n",
      "OtherNonCurrentLiabilities                                       4151\n",
      "RepaymentOfDebt                                                  4270\n",
      "GoodwillAndOtherIntangibleAssets                                 4845\n",
      "StockBasedCompensation                                           5115\n",
      "ChangeInPayablesAndAccruedExpense                                5225\n",
      "LongTermDebtPayments                                             5530\n",
      "NetOtherFinancingCharges                                         5728\n",
      "OtherNonCashItems                                                5743\n",
      "ChangeInReceivables                                              6157\n",
      "TotalOperatingIncomeAsReported                                   6764\n",
      "CurrentDebtAndCapitalLeaseObligation                             6785\n",
      "NetCommonStockIssuance                                           6900\n",
      "GrossPPE                                                         7689\n",
      "NetDebt                                                          7783\n",
      "Goodwill                                                         7977\n",
      "CurrentAccruedExpenses                                           8111\n",
      "OtherEquityAdjustments                                           8821\n",
      "DeferredTax                                                      9211\n",
      "DeferredIncomeTax                                                9211\n",
      "OtherCurrentAssets                                               9270\n",
      "NonCurrentDeferredLiabilities                                    9466\n",
      "OtherIntangibleAssets                                            9619\n",
      "IssuanceOfDebt                                                   9749\n",
      "OtherNonOperatingIncomeExpenses                                 10970\n",
      "ChangeInOtherWorkingCapital                                     10995\n",
      "TotalUnusualItems                                               11002\n",
      "TotalUnusualItemsExcludingGoodwill                              11017\n",
      "Quick Ratio                                                     11077\n",
      "Inventory                                                       11077\n",
      "RepurchaseOfCapitalStock                                        11260\n",
      "CommonStockPayments                                             11625\n",
      "CurrentDebt                                                     11635\n",
      "ChangeInPayable                                                 11823\n",
      "ChangeInAccountPayable                                          12181\n",
      "OperatingGainsLosses                                            12263\n",
      "NetPPEPurchaseAndSale                                           12408\n",
      "LongTermDebtIssuance                                            12595\n",
      "CashDividendsPaid                                               13251\n",
      "NonCurrentDeferredTaxesLiabilities                              13767\n",
      "ChangesInAccountReceivables                                     14003\n",
      "SpecialIncomeCharges                                            14111\n",
      "EffectOfExchangeRateChanges                                     14614\n",
      "NetBusinessPurchaseAndSale                                      14652\n",
      "Security                                                        15098\n",
      "PrepaidAssets                                                   15579\n",
      "AccumulatedDepreciation                                         15592\n",
      "NetOtherInvestingChanges                                        16093\n",
      "ChangeInInventory                                               16127\n",
      "Inventory Turnover                                              16137\n",
      "CommonStockDividendPaid                                         16610\n",
      "PurchaseOfPPE                                                   17108\n",
      "PurchaseOfBusiness                                              17536\n",
      "OtherProperties                                                 18545\n",
      "TreasuryStock                                                   19101\n",
      "GrossAccountsReceivable                                         19651\n",
      "NonCurrentDeferredAssets                                        19916\n",
      "PreferredStock                                                  19954\n",
      "AllowanceForDoubtfulAccountsReceivable                          20262\n",
      "TreasurySharesNumber                                            20395\n",
      "NetShortTermDebtIssuance                                        20397\n",
      "ProceedsFromStockOptionExercised                                20527\n",
      "TotalTaxPayable                                                 20710\n",
      "FinishedGoods                                                   21004\n",
      "NetInvestmentPurchaseAndSale                                    21264\n",
      "CurrentDeferredLiabilities                                      21527\n",
      "DepreciationAmortizationDepletionIncomeStatement                21874\n",
      "InterestIncome                                                  21924\n",
      "InterestIncomeNonOperating                                      21960\n",
      "MinorityInterest                                                22065\n",
      "OtherCurrentLiabilities                                         22179\n",
      "CapitalLeaseObligations                                         22233\n",
      "DepreciationAndAmortizationInIncomeStatement                    22361\n",
      "RawMaterials                                                    22711\n",
      "CurrentDeferredRevenue                                          22795\n",
      "MinorityInterests                                               22977\n",
      "LongTermCapitalLeaseObligation                                  23095\n",
      "GeneralAndAdministrativeExpense                                 23396\n",
      "CapitalExpenditureReported                                      23521\n",
      "NonCurrentDeferredTaxesAssets                                   23844\n",
      "OtherGandA                                                      24044\n",
      "ChangeInPrepaidAssets                                           24098\n",
      "InterestPaidSupplementalData                                    24557\n",
      "InvestmentsAndAdvances                                          24580\n",
      "PurchaseOfInvestment                                            24982\n",
      "ChangeInOtherCurrentAssets                                      25030\n",
      "SaleOfInvestment                                                25270\n",
      "ChangeInAccruedExpense                                          25702\n",
      "OtherCurrentBorrowings                                          26175\n",
      "IncomeTaxPaidSupplementalData                                   26516\n",
      "PensionandOtherPostRetirementBenefitPlansCurrent                26637\n",
      "RestructuringAndMergernAcquisition                              26644\n",
      "ChangeInOtherCurrentLiabilities                                 27033\n",
      "MachineryFurnitureEquipment                                     27046\n",
      "WorkInProcess                                                   27520\n",
      "Properties                                                      27626\n",
      "IncomeTaxPayable                                                27675\n",
      "CurrentCapitalLeaseObligation                                   28393\n",
      "Depreciation                                                    28576\n",
      "EmployeeBenefits                                                28684\n",
      "IssuanceOfCapitalStock                                          28949\n",
      "GainOnSaleOfSecurity                                            29083\n",
      "CommonStockIssuance                                             29182\n",
      "OtherReceivables                                                29196\n",
      "SaleOfPPE                                                       29354\n",
      "AssetImpairmentCharge                                           29520\n",
      "OtherOperatingExpenses                                          29830\n",
      "ShortTermDebtIssuance                                           29879\n",
      "OtherShortTermInvestments                                       30189\n",
      "ResearchAndDevelopment                                          30211\n",
      "R&D to Revenue                                                  30211\n",
      "ShortTermDebtPayments                                           30347\n",
      "LandAndImprovements                                             30690\n",
      "NonCurrentPensionAndOtherPostretirementBenefitPlans             31168\n",
      "ConstructionInProgress                                          31224\n",
      "BuildingsAndImprovements                                        31226\n",
      "EarningsLossesFromEquityInvestments                             31446\n",
      "RestrictedCash                                                  32046\n",
      "ProvisionandWriteOffofAssets                                    32071\n",
      "GainLossOnInvestmentSecurities                                  32492\n",
      "EarningsFromEquityInterest                                      32556\n",
      "LongTermEquityInvestment                                        32640\n",
      "ChangeInTaxPayable                                              32792\n",
      "ChangeInIncomeTaxPayable                                        32796\n",
      "AmortizationOfIntangibles                                       32986\n",
      "AmortizationCashFlow                                            32987\n",
      "GainLossOnSaleOfPPE                                             33398\n",
      "SaleOfBusiness                                                  33694\n",
      "NonCurrentDeferredRevenue                                       33701\n",
      "InterestPayable                                                 33748\n",
      "TaxesReceivable                                                 34076\n",
      "SellingAndMarketingExpense                                      34213\n",
      "TotalOtherFinanceCost                                           34424\n",
      "ImpairmentOfCapitalAssets                                       34522\n",
      "CurrentDeferredAssets                                           34775\n",
      "OtherSpecialCharges                                             34818\n",
      "AmortizationOfIntangiblesIncomeStatement                        34830\n",
      "Amortization                                                    34830\n",
      "NetIncomeDiscontinuousOperations                                35003\n",
      "GainOnSaleOfPPE                                                 35334\n",
      "OtherunderPreferredStockDividend                                35564\n",
      "AssetsHeldForSaleCurrent                                        35841\n",
      "PensionAndEmployeeBenefitExpense                                36032\n",
      "TradeandOtherPayablesNonCurrent                                 36167\n",
      "LineOfCredit                                                    36305\n",
      "Leases                                                          36329\n",
      "CurrentDeferredTaxesAssets                                      36502\n",
      "DividendsPayable                                                36557\n",
      "GainLossOnSaleOfBusiness                                        37097\n",
      "OtherPayable                                                    37184\n",
      "LongTermProvisions                                              37439\n",
      "WriteOff                                                        37522\n",
      "CurrentProvisions                                               37669\n",
      "ExcessTaxBenefitFromStockBasedCompensation                      37833\n",
      "NetIntangiblesPurchaseAndSale                                   37836\n",
      "InvestmentinFinancialAssets                                     37852\n",
      "PreferredSecuritiesOutsideStockEquity                           38086\n",
      "InventoriesAdjustmentsAllowances                                38117\n",
      "PurchaseOfIntangibles                                           38131\n",
      "DividendReceivedCFO                                             38371\n",
      "GainOnSaleOfBusiness                                            38485\n",
      "AverageDilutionEarnings                                         38546\n",
      "SalariesAndWages                                                38560\n",
      "NonCurrentAccountsReceivable                                    38578\n",
      "NetForeignCurrencyExchangeGainLoss                              38691\n",
      "EarningsFromEquityInterestNetOfTax                              38731\n",
      "OtherInvestments                                                38733\n",
      "InvestmentProperties                                            38996\n",
      "NetInvestmentPropertiesPurchaseAndSale                          39143\n",
      "PreferredStockDividends                                         39180\n",
      "OtherInventories                                                39189\n",
      "NonCurrentPrepaidAssets                                         39223\n",
      "ReceivablesAdjustmentsAllowances                                39273\n",
      "DerivativeProductLiabilities                                    39327\n",
      "PurchaseOfInvestmentProperties                                  39357\n",
      "RentExpenseSupplemental                                         39392\n",
      "CashFromDiscontinuedOperatingActivities                         39442\n",
      "OtherTaxes                                                      39538\n",
      "AvailableForSaleSecurities                                      39542\n",
      "InvestmentsinAssociatesatCost                                   39566\n",
      "CashFinancial                                                   39634\n",
      "PreferredStockEquity                                            39642\n",
      "AmortizationOfSecurities                                        39863\n",
      "PreferredSharesNumber                                           39893\n",
      "HedgingAssetsCurrent                                            39914\n",
      "CurrentNotesPayable                                             39931\n",
      "DividendsReceivedCFI                                            39988\n",
      "FinancialAssets                                                 40006\n",
      "DefinedPensionBenefit                                           40176\n",
      "DepreciationIncomeStatement                                     40189\n",
      "OtherEquityInterest                                             40249\n",
      "SaleOfInvestmentProperties                                      40265\n",
      "CashFromDiscontinuedInvestingActivities                         40265\n",
      "NonCurrentAccruedExpenses                                       40521\n",
      "CommercialPaper                                                 40640\n",
      "NotesReceivable                                                 40725\n",
      "CashEquivalents                                                 40730\n",
      "InvestmentsinJointVenturesatCost                                40741\n",
      "PreferredStockDividendPaid                                      40801\n",
      "NonCurrentNoteReceivables                                       40861\n",
      "UnrealizedGainLossOnInvestmentSecurities                        40868\n",
      "ChangeInInterestPayable                                         40962\n",
      "LiabilitiesHeldforSaleNonCurrent                                41067\n",
      "CurrentDeferredTaxesLiabilities                                 41176\n",
      "DuefromRelatedPartiesCurrent                                    41202\n",
      "RentAndLandingFees                                              41229\n",
      "LoansReceivable                                                 41275\n",
      "DuetoRelatedPartiesCurrent                                      41305\n",
      "CashFromDiscontinuedFinancingActivities                         41398\n",
      "NetPreferredStockIssuance                                       41442\n",
      "ProvisionForDoubtfulAccounts                                    41673\n",
      "OtherCapitalStock                                               41767\n",
      "MinimumPensionLiabilities                                       41798\n",
      "InvestmentsInOtherVenturesUnderEquityMethod                     41814\n",
      "ForeignCurrencyTranslationAdjustments                           41859\n",
      "OtherCashAdjustmentOutsideChangeinCash                          41884\n",
      "PreferredStockPayments                                          41970\n",
      "HeldToMaturitySecurities                                        42006\n",
      "InsuranceAndClaims                                              42096\n",
      "PreferredStockIssuance                                          42098\n",
      "CashFlowFromDiscontinuedOperation                               42141\n",
      "InvestmentsinSubsidiariesatCost                                 42288\n",
      "AccruedInterestReceivable                                       42345\n",
      "SaleOfIntangibles                                               42368\n",
      "ExciseTaxes                                                     42393\n",
      "DuetoRelatedPartiesNonCurrent                                   42425\n",
      "Depletion                                                       42443\n",
      "TradingSecurities                                               42455\n",
      "UnrealizedGainLoss                                              42467\n",
      "InterestReceivedCFI                                             42482\n",
      "TaxesRefundPaid                                                 42482\n",
      "NetIncomeExtraordinary                                          42492\n",
      "InterestPaidCFF                                                 42519\n",
      "OtherCashAdjustmentInsideChangeinCash                           42566\n",
      "DuefromRelatedPartiesNonCurrent                                 42578\n",
      "FinancialAssetsDesignatedasFairValueThroughProfitorLossTotal    42597\n",
      "SecuritiesAmortization                                          42615\n",
      "ForeignSales                                                    42615\n",
      "DomesticSales                                                   42615\n",
      "NetIncomeFromTaxLossCarryforward                                42652\n",
      "InterestPaidCFO                                                 42663\n",
      "RestrictedCommonStock                                           42668\n",
      "DividendPaidCFO                                                 42679\n",
      "ChangeInDividendPayable                                         42683\n",
      "DepletionIncomeStatement                                        42697\n",
      "InterestReceivedCFO                                             42697\n",
      "AdjustedGeographySegmentData                                    42716\n",
      "TotalPartnershipCapital                                         42726\n",
      "OtherCashReceiptsfromOperatingActivities                        42727\n",
      "GeneralPartnershipCapital                                       42727\n",
      "ClassesofCashPayments                                           42727\n",
      "PaymentsonBehalfofEmployees                                     42727\n",
      "FixedAssetsRevaluationReserve                                   42727\n",
      "CashFlowsfromusedinOperatingActivitiesDirect                    42727\n",
      "LimitedPartnershipCapital                                       42727\n",
      "OtherCashPaymentsfromOperatingActivities                        42727\n",
      "ClassesofCashReceiptsfromOperatingActivities                    42727\n",
      "dtype: int64\n"
     ]
    }
   ],
   "source": [
    "# Assets to Equity\n",
    "required_cols += ['Assets to Equity']\n",
    "cols.append('Assets to Equity')\n",
    "df['Assets to Equity'] = df['TotalAssets'] / df['TotalEquityGrossMinorityInterest']\n",
    "\n",
    "# R&D to Revenue\n",
    "# Not relevant for all companies\n",
    "cols += ['R&D to Revenue']\n",
    "df['R&D to Revenue'] = df['ResearchAndDevelopment'] / df['TotalRevenue']\n",
    "\n",
    "# Investment Cash Flow to OCF\n",
    "required_cols += ['Investment CF to OCF']\n",
    "cols.append('Investment CF to OCF')\n",
    "df['Investment CF to OCF'] = df['OperatingCashFlow'] / df['InvestingCashFlow']\n",
    "\n",
    "# Financing Cash Flow to OCF\n",
    "required_cols += ['Financing CF to OCF']\n",
    "cols.append('Financing CF to OCF')\n",
    "df['Financing CF to OCF'] = df['FinancingCashFlow'] / df['OperatingCashFlow']\n",
    "\n",
    "# FCF\n",
    "required_cols += ['FreeCashFlow']\n",
    "cols.append('FreeCashFlow')\n",
    "\n",
    "# Capex\n",
    "required_cols += ['Capex']\n",
    "cols.append('Capex')\n",
    "df['Capex'] = df['OperatingCashFlow'] - df['FreeCashFlow']\n",
    "\n",
    "# Book Value Per Share\n",
    "required_cols += ['Book Value Per Share']\n",
    "cols += ['Book Value Per Share']\n",
    "df['Book Value Per Share'] = df['TotalEquityGrossMinorityInterest'] / \\\n",
    "    df['OrdinarySharesNumber']\n",
    "\n",
    "# Tangible Book Value Per Share\n",
    "required_cols += ['Tangible Book Value Per Share']\n",
    "cols += ['Tangible Book Value Per Share']\n",
    "df['Tangible Book Value Per Share'] = df['TangibleBookValue'] / \\\n",
    "    df['OrdinarySharesNumber']\n",
    "\n",
    "# Any infs are from division by zero, we'll replace them with 0\n",
    "df.replace([np.inf, -np.inf], 0, inplace=True)\n",
    "\n",
    "# Total filings\n",
    "print('Total Filings:', df.shape)\n",
    "\n",
    "with pd.option_context('display.max_rows', None, 'display.max_columns', None):\n",
    "    # Print nulls\n",
    "    print('\\nNulls:\\n', df.dropna(subset=required_cols).isnull().sum().sort_values())"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Percent Change\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Re-sort\n",
    "def sort_cols(df: pd.DataFrame, cols: list) -> pd.DataFrame:\n",
    "    return df[cols]\n",
    "\n",
    "df = sort_cols(df, cat_cols + ['asOfDate', 'Stock Affect Date'] + [col for col in cols])\n",
    "df = df.sort_values(['symbol', 'Stock Affect Date']).reset_index(drop=True)\n",
    "\n",
    "pd.set_option('display.max_columns', None)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 22,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>symbol</th>\n",
       "      <th>cap</th>\n",
       "      <th>GICS Sector ID</th>\n",
       "      <th>GICS Sector</th>\n",
       "      <th>GICS Industry Group ID</th>\n",
       "      <th>GICS Industry Group</th>\n",
       "      <th>GICS Industry ID</th>\n",
       "      <th>GICS Industry</th>\n",
       "      <th>GICS Sub-Industry ID</th>\n",
       "      <th>GICS Sub-Industry</th>\n",
       "      <th>asOfDate</th>\n",
       "      <th>Stock Affect Date</th>\n",
       "      <th>TotalRevenue</th>\n",
       "      <th>OperatingRevenue</th>\n",
       "      <th>NetIncome</th>\n",
       "      <th>BasicEPS</th>\n",
       "      <th>DilutedEPS</th>\n",
       "      <th>EBITDA</th>\n",
       "      <th>EBIT</th>\n",
       "      <th>Current Ratio</th>\n",
       "      <th>Quick Ratio</th>\n",
       "      <th>Gross Profit Margin</th>\n",
       "      <th>Net Profit Margin</th>\n",
       "      <th>Cash Flow Margin</th>\n",
       "      <th>Operating Margin</th>\n",
       "      <th>ROA</th>\n",
       "      <th>CROA</th>\n",
       "      <th>ROE</th>\n",
       "      <th>Efficiency Ratio</th>\n",
       "      <th>Inventory Turnover</th>\n",
       "      <th>Debt to Equity</th>\n",
       "      <th>Debt Ratio</th>\n",
       "      <th>Interest Coverage</th>\n",
       "      <th>Cash Flow to Debt</th>\n",
       "      <th>Assets to Equity</th>\n",
       "      <th>R&amp;D to Revenue</th>\n",
       "      <th>Investment CF to OCF</th>\n",
       "      <th>Financing CF to OCF</th>\n",
       "      <th>FreeCashFlow</th>\n",
       "      <th>Capex</th>\n",
       "      <th>Book Value Per Share</th>\n",
       "      <th>Tangible Book Value Per Share</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>48662</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2015-01-31</td>\n",
       "      <td>2015-03-10</td>\n",
       "      <td>2.016546e+09</td>\n",
       "      <td>2.016546e+09</td>\n",
       "      <td>27844000.0</td>\n",
       "      <td>0.56</td>\n",
       "      <td>0.55</td>\n",
       "      <td>65076000.0</td>\n",
       "      <td>49577000.0</td>\n",
       "      <td>2.684283</td>\n",
       "      <td>1.092395</td>\n",
       "      <td>0.148372</td>\n",
       "      <td>0.013808</td>\n",
       "      <td>0.022734</td>\n",
       "      <td>0.024671</td>\n",
       "      <td>0.011089</td>\n",
       "      <td>0.018258</td>\n",
       "      <td>0.021326</td>\n",
       "      <td>0.973566</td>\n",
       "      <td>29.489440</td>\n",
       "      <td>0.425084</td>\n",
       "      <td>0.221038</td>\n",
       "      <td>13.949634</td>\n",
       "      <td>0.082602</td>\n",
       "      <td>1.923131</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-1.625443</td>\n",
       "      <td>-0.156945</td>\n",
       "      <td>17053000.0</td>\n",
       "      <td>28791000.0</td>\n",
       "      <td>26.075493</td>\n",
       "      <td>18.135368</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48663</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2015-04-30</td>\n",
       "      <td>2015-06-09</td>\n",
       "      <td>2.114643e+09</td>\n",
       "      <td>2.114643e+09</td>\n",
       "      <td>41750000.0</td>\n",
       "      <td>0.83</td>\n",
       "      <td>0.83</td>\n",
       "      <td>91040000.0</td>\n",
       "      <td>73491000.0</td>\n",
       "      <td>2.733705</td>\n",
       "      <td>1.089708</td>\n",
       "      <td>0.154122</td>\n",
       "      <td>0.019743</td>\n",
       "      <td>0.022087</td>\n",
       "      <td>0.032616</td>\n",
       "      <td>0.016319</td>\n",
       "      <td>0.018257</td>\n",
       "      <td>0.030857</td>\n",
       "      <td>0.965530</td>\n",
       "      <td>-74.012289</td>\n",
       "      <td>0.406060</td>\n",
       "      <td>0.214755</td>\n",
       "      <td>18.747704</td>\n",
       "      <td>0.085011</td>\n",
       "      <td>1.890812</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-1.103769</td>\n",
       "      <td>-0.182075</td>\n",
       "      <td>4325000.0</td>\n",
       "      <td>42381000.0</td>\n",
       "      <td>27.013556</td>\n",
       "      <td>19.092639</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48664</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2015-07-31</td>\n",
       "      <td>2015-09-16</td>\n",
       "      <td>2.061313e+09</td>\n",
       "      <td>2.061313e+09</td>\n",
       "      <td>36098000.0</td>\n",
       "      <td>0.72</td>\n",
       "      <td>0.72</td>\n",
       "      <td>79923000.0</td>\n",
       "      <td>63329000.0</td>\n",
       "      <td>2.929077</td>\n",
       "      <td>1.081909</td>\n",
       "      <td>0.153497</td>\n",
       "      <td>0.017512</td>\n",
       "      <td>0.026710</td>\n",
       "      <td>0.031576</td>\n",
       "      <td>0.014206</td>\n",
       "      <td>0.021668</td>\n",
       "      <td>0.026137</td>\n",
       "      <td>0.966595</td>\n",
       "      <td>-47.149454</td>\n",
       "      <td>0.396466</td>\n",
       "      <td>0.215489</td>\n",
       "      <td>16.802600</td>\n",
       "      <td>0.100551</td>\n",
       "      <td>1.839849</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-1.646244</td>\n",
       "      <td>-0.510980</td>\n",
       "      <td>24467000.0</td>\n",
       "      <td>30590000.0</td>\n",
       "      <td>27.568828</td>\n",
       "      <td>19.734470</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48665</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2015-10-31</td>\n",
       "      <td>2015-12-08</td>\n",
       "      <td>2.076649e+09</td>\n",
       "      <td>2.076649e+09</td>\n",
       "      <td>30131000.0</td>\n",
       "      <td>0.60</td>\n",
       "      <td>0.60</td>\n",
       "      <td>70587000.0</td>\n",
       "      <td>53883000.0</td>\n",
       "      <td>2.563861</td>\n",
       "      <td>0.890808</td>\n",
       "      <td>0.151175</td>\n",
       "      <td>0.014509</td>\n",
       "      <td>0.002645</td>\n",
       "      <td>0.027310</td>\n",
       "      <td>0.011369</td>\n",
       "      <td>0.002072</td>\n",
       "      <td>0.021212</td>\n",
       "      <td>0.970885</td>\n",
       "      <td>-17.559166</td>\n",
       "      <td>0.351689</td>\n",
       "      <td>0.188501</td>\n",
       "      <td>14.376467</td>\n",
       "      <td>0.010994</td>\n",
       "      <td>1.865714</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.722156</td>\n",
       "      <td>-0.544064</td>\n",
       "      <td>-2096000.0</td>\n",
       "      <td>7588000.0</td>\n",
       "      <td>28.231482</td>\n",
       "      <td>20.467395</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48666</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2016-01-31</td>\n",
       "      <td>2016-03-08</td>\n",
       "      <td>2.047712e+09</td>\n",
       "      <td>2.047712e+09</td>\n",
       "      <td>22683000.0</td>\n",
       "      <td>0.45</td>\n",
       "      <td>0.45</td>\n",
       "      <td>57487000.0</td>\n",
       "      <td>41344000.0</td>\n",
       "      <td>2.958850</td>\n",
       "      <td>1.105978</td>\n",
       "      <td>0.145293</td>\n",
       "      <td>0.011077</td>\n",
       "      <td>0.058172</td>\n",
       "      <td>0.021335</td>\n",
       "      <td>0.009121</td>\n",
       "      <td>0.047896</td>\n",
       "      <td>0.015736</td>\n",
       "      <td>0.976906</td>\n",
       "      <td>12.544665</td>\n",
       "      <td>0.316604</td>\n",
       "      <td>0.183501</td>\n",
       "      <td>11.478068</td>\n",
       "      <td>0.261014</td>\n",
       "      <td>1.725351</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-9.276458</td>\n",
       "      <td>-0.889640</td>\n",
       "      <td>106235000.0</td>\n",
       "      <td>12884000.0</td>\n",
       "      <td>28.639526</td>\n",
       "      <td>20.944130</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48667</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2016-04-30</td>\n",
       "      <td>2016-06-07</td>\n",
       "      <td>2.132104e+09</td>\n",
       "      <td>2.132104e+09</td>\n",
       "      <td>38271000.0</td>\n",
       "      <td>0.76</td>\n",
       "      <td>0.76</td>\n",
       "      <td>85180000.0</td>\n",
       "      <td>67060000.0</td>\n",
       "      <td>2.592140</td>\n",
       "      <td>0.959339</td>\n",
       "      <td>0.151228</td>\n",
       "      <td>0.017950</td>\n",
       "      <td>0.037994</td>\n",
       "      <td>0.030963</td>\n",
       "      <td>0.014464</td>\n",
       "      <td>0.030616</td>\n",
       "      <td>0.025678</td>\n",
       "      <td>0.966981</td>\n",
       "      <td>-47.733462</td>\n",
       "      <td>0.298555</td>\n",
       "      <td>0.168172</td>\n",
       "      <td>15.296533</td>\n",
       "      <td>0.182050</td>\n",
       "      <td>1.775294</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.828962</td>\n",
       "      <td>0.298875</td>\n",
       "      <td>72406000.0</td>\n",
       "      <td>8601000.0</td>\n",
       "      <td>29.583545</td>\n",
       "      <td>20.055101</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48668</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2016-07-31</td>\n",
       "      <td>2016-09-13</td>\n",
       "      <td>2.213821e+09</td>\n",
       "      <td>2.213821e+09</td>\n",
       "      <td>34681000.0</td>\n",
       "      <td>0.69</td>\n",
       "      <td>0.69</td>\n",
       "      <td>82233000.0</td>\n",
       "      <td>62194000.0</td>\n",
       "      <td>2.599859</td>\n",
       "      <td>0.951277</td>\n",
       "      <td>0.156048</td>\n",
       "      <td>0.015666</td>\n",
       "      <td>0.041101</td>\n",
       "      <td>0.028568</td>\n",
       "      <td>0.012160</td>\n",
       "      <td>0.031903</td>\n",
       "      <td>0.022824</td>\n",
       "      <td>0.969388</td>\n",
       "      <td>2087.550838</td>\n",
       "      <td>0.394939</td>\n",
       "      <td>0.210407</td>\n",
       "      <td>13.744530</td>\n",
       "      <td>0.151623</td>\n",
       "      <td>1.877030</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.390942</td>\n",
       "      <td>1.550659</td>\n",
       "      <td>78689000.0</td>\n",
       "      <td>12302000.0</td>\n",
       "      <td>30.159062</td>\n",
       "      <td>18.478892</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48669</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2016-10-31</td>\n",
       "      <td>2016-12-08</td>\n",
       "      <td>2.278364e+09</td>\n",
       "      <td>2.278364e+09</td>\n",
       "      <td>29217000.0</td>\n",
       "      <td>0.58</td>\n",
       "      <td>0.58</td>\n",
       "      <td>74270000.0</td>\n",
       "      <td>53055000.0</td>\n",
       "      <td>2.495612</td>\n",
       "      <td>0.917433</td>\n",
       "      <td>0.153187</td>\n",
       "      <td>0.012824</td>\n",
       "      <td>-0.003184</td>\n",
       "      <td>0.023411</td>\n",
       "      <td>0.009927</td>\n",
       "      <td>-0.002465</td>\n",
       "      <td>0.018819</td>\n",
       "      <td>0.974604</td>\n",
       "      <td>-34.998240</td>\n",
       "      <td>0.382804</td>\n",
       "      <td>0.201933</td>\n",
       "      <td>11.732640</td>\n",
       "      <td>-0.012208</td>\n",
       "      <td>1.895694</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.376453</td>\n",
       "      <td>-2.978222</td>\n",
       "      <td>-16453000.0</td>\n",
       "      <td>9198000.0</td>\n",
       "      <td>30.693086</td>\n",
       "      <td>18.935845</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48670</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2017-01-31</td>\n",
       "      <td>2017-03-09</td>\n",
       "      <td>2.285518e+09</td>\n",
       "      <td>2.285518e+09</td>\n",
       "      <td>25482000.0</td>\n",
       "      <td>0.50</td>\n",
       "      <td>0.50</td>\n",
       "      <td>67712000.0</td>\n",
       "      <td>46469000.0</td>\n",
       "      <td>2.703359</td>\n",
       "      <td>1.065649</td>\n",
       "      <td>0.150926</td>\n",
       "      <td>0.011149</td>\n",
       "      <td>0.045576</td>\n",
       "      <td>0.020245</td>\n",
       "      <td>0.008879</td>\n",
       "      <td>0.036294</td>\n",
       "      <td>0.016024</td>\n",
       "      <td>0.977812</td>\n",
       "      <td>22.594754</td>\n",
       "      <td>0.353050</td>\n",
       "      <td>0.195621</td>\n",
       "      <td>10.463634</td>\n",
       "      <td>0.185533</td>\n",
       "      <td>1.804769</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-6.778862</td>\n",
       "      <td>-0.689211</td>\n",
       "      <td>90688000.0</td>\n",
       "      <td>13476000.0</td>\n",
       "      <td>31.432499</td>\n",
       "      <td>19.847170</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48671</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2017-04-30</td>\n",
       "      <td>2017-06-07</td>\n",
       "      <td>2.369556e+09</td>\n",
       "      <td>2.369556e+09</td>\n",
       "      <td>36587000.0</td>\n",
       "      <td>0.72</td>\n",
       "      <td>0.72</td>\n",
       "      <td>86022000.0</td>\n",
       "      <td>64550000.0</td>\n",
       "      <td>2.384481</td>\n",
       "      <td>0.918547</td>\n",
       "      <td>0.154612</td>\n",
       "      <td>0.015440</td>\n",
       "      <td>0.027933</td>\n",
       "      <td>0.029074</td>\n",
       "      <td>0.012527</td>\n",
       "      <td>0.022663</td>\n",
       "      <td>0.022457</td>\n",
       "      <td>0.969143</td>\n",
       "      <td>-39.653879</td>\n",
       "      <td>0.287927</td>\n",
       "      <td>0.160618</td>\n",
       "      <td>15.278107</td>\n",
       "      <td>0.141096</td>\n",
       "      <td>1.792621</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-4.004114</td>\n",
       "      <td>-0.967184</td>\n",
       "      <td>48858000.0</td>\n",
       "      <td>17330000.0</td>\n",
       "      <td>32.191164</td>\n",
       "      <td>20.712889</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48672</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2017-07-31</td>\n",
       "      <td>2017-09-14</td>\n",
       "      <td>2.341033e+09</td>\n",
       "      <td>2.341033e+09</td>\n",
       "      <td>38869000.0</td>\n",
       "      <td>0.77</td>\n",
       "      <td>0.76</td>\n",
       "      <td>89584000.0</td>\n",
       "      <td>67463000.0</td>\n",
       "      <td>2.361791</td>\n",
       "      <td>0.896295</td>\n",
       "      <td>0.157451</td>\n",
       "      <td>0.016603</td>\n",
       "      <td>0.050268</td>\n",
       "      <td>0.027504</td>\n",
       "      <td>0.013465</td>\n",
       "      <td>0.040768</td>\n",
       "      <td>0.023110</td>\n",
       "      <td>0.970819</td>\n",
       "      <td>153.748071</td>\n",
       "      <td>0.229263</td>\n",
       "      <td>0.133586</td>\n",
       "      <td>17.183647</td>\n",
       "      <td>0.305182</td>\n",
       "      <td>1.716230</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-13.386304</td>\n",
       "      <td>-0.937814</td>\n",
       "      <td>101571000.0</td>\n",
       "      <td>16108000.0</td>\n",
       "      <td>33.225100</td>\n",
       "      <td>21.776560</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48673</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2017-10-31</td>\n",
       "      <td>2017-12-08</td>\n",
       "      <td>2.457545e+09</td>\n",
       "      <td>2.457545e+09</td>\n",
       "      <td>30505000.0</td>\n",
       "      <td>0.60</td>\n",
       "      <td>0.60</td>\n",
       "      <td>78503000.0</td>\n",
       "      <td>56061000.0</td>\n",
       "      <td>2.254774</td>\n",
       "      <td>0.823237</td>\n",
       "      <td>0.149424</td>\n",
       "      <td>0.012413</td>\n",
       "      <td>-0.016340</td>\n",
       "      <td>0.022424</td>\n",
       "      <td>0.010014</td>\n",
       "      <td>-0.013182</td>\n",
       "      <td>0.017859</td>\n",
       "      <td>0.976084</td>\n",
       "      <td>-15.297963</td>\n",
       "      <td>0.261690</td>\n",
       "      <td>0.146732</td>\n",
       "      <td>15.287974</td>\n",
       "      <td>-0.089839</td>\n",
       "      <td>1.783463</td>\n",
       "      <td>NaN</td>\n",
       "      <td>8.967619</td>\n",
       "      <td>-1.262046</td>\n",
       "      <td>-45414000.0</td>\n",
       "      <td>5257000.0</td>\n",
       "      <td>33.623118</td>\n",
       "      <td>22.299876</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48674</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2018-01-31</td>\n",
       "      <td>2018-03-09</td>\n",
       "      <td>2.528011e+09</td>\n",
       "      <td>2.528011e+09</td>\n",
       "      <td>50486000.0</td>\n",
       "      <td>1.00</td>\n",
       "      <td>0.99</td>\n",
       "      <td>62429000.0</td>\n",
       "      <td>40622000.0</td>\n",
       "      <td>2.325220</td>\n",
       "      <td>0.896753</td>\n",
       "      <td>0.146962</td>\n",
       "      <td>0.019971</td>\n",
       "      <td>0.014536</td>\n",
       "      <td>0.020350</td>\n",
       "      <td>0.016555</td>\n",
       "      <td>0.012049</td>\n",
       "      <td>0.028771</td>\n",
       "      <td>0.978013</td>\n",
       "      <td>77.958535</td>\n",
       "      <td>0.252549</td>\n",
       "      <td>0.145313</td>\n",
       "      <td>9.819193</td>\n",
       "      <td>0.082919</td>\n",
       "      <td>1.737967</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-2.764104</td>\n",
       "      <td>-0.536058</td>\n",
       "      <td>26468000.0</td>\n",
       "      <td>10278000.0</td>\n",
       "      <td>34.810744</td>\n",
       "      <td>23.608713</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48675</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2018-04-30</td>\n",
       "      <td>2018-06-07</td>\n",
       "      <td>2.648879e+09</td>\n",
       "      <td>2.648879e+09</td>\n",
       "      <td>51891000.0</td>\n",
       "      <td>1.03</td>\n",
       "      <td>1.02</td>\n",
       "      <td>103914000.0</td>\n",
       "      <td>82181000.0</td>\n",
       "      <td>2.587831</td>\n",
       "      <td>0.954547</td>\n",
       "      <td>0.154060</td>\n",
       "      <td>0.019590</td>\n",
       "      <td>-0.010520</td>\n",
       "      <td>0.031073</td>\n",
       "      <td>0.016854</td>\n",
       "      <td>-0.009050</td>\n",
       "      <td>0.028633</td>\n",
       "      <td>0.967286</td>\n",
       "      <td>-39.964188</td>\n",
       "      <td>0.266050</td>\n",
       "      <td>0.156605</td>\n",
       "      <td>18.905222</td>\n",
       "      <td>-0.057792</td>\n",
       "      <td>1.698858</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1.922122</td>\n",
       "      <td>-1.407070</td>\n",
       "      <td>-41976000.0</td>\n",
       "      <td>14111000.0</td>\n",
       "      <td>35.929165</td>\n",
       "      <td>24.829167</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48676</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2018-10-31</td>\n",
       "      <td>2018-12-07</td>\n",
       "      <td>2.868156e+09</td>\n",
       "      <td>2.868156e+09</td>\n",
       "      <td>-19294000.0</td>\n",
       "      <td>-0.38</td>\n",
       "      <td>-0.38</td>\n",
       "      <td>5848000.0</td>\n",
       "      <td>-18945000.0</td>\n",
       "      <td>1.585023</td>\n",
       "      <td>0.736031</td>\n",
       "      <td>0.143762</td>\n",
       "      <td>-0.006727</td>\n",
       "      <td>-0.037313</td>\n",
       "      <td>0.017436</td>\n",
       "      <td>-0.002247</td>\n",
       "      <td>-0.012462</td>\n",
       "      <td>-0.010541</td>\n",
       "      <td>0.980238</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2.169065</td>\n",
       "      <td>0.462303</td>\n",
       "      <td>-2.839904</td>\n",
       "      <td>-0.026957</td>\n",
       "      <td>4.691875</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.049989</td>\n",
       "      <td>-26.626145</td>\n",
       "      <td>-123401000.0</td>\n",
       "      <td>16381000.0</td>\n",
       "      <td>36.022042</td>\n",
       "      <td>-3.034953</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48677</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2019-01-31</td>\n",
       "      <td>2019-03-06</td>\n",
       "      <td>6.149206e+09</td>\n",
       "      <td>6.149206e+09</td>\n",
       "      <td>-341725000.0</td>\n",
       "      <td>-6.72</td>\n",
       "      <td>-6.72</td>\n",
       "      <td>-331702000.0</td>\n",
       "      <td>-404902000.0</td>\n",
       "      <td>1.682678</td>\n",
       "      <td>0.653464</td>\n",
       "      <td>0.123883</td>\n",
       "      <td>-0.055572</td>\n",
       "      <td>0.021610</td>\n",
       "      <td>0.003377</td>\n",
       "      <td>-0.046190</td>\n",
       "      <td>0.017962</td>\n",
       "      <td>-0.230371</td>\n",
       "      <td>0.988458</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2.179870</td>\n",
       "      <td>0.437067</td>\n",
       "      <td>-8.064170</td>\n",
       "      <td>0.041096</td>\n",
       "      <td>4.987491</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-15.817879</td>\n",
       "      <td>-5.220174</td>\n",
       "      <td>69130000.0</td>\n",
       "      <td>63756000.0</td>\n",
       "      <td>29.189815</td>\n",
       "      <td>-0.981798</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48678</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2019-04-30</td>\n",
       "      <td>2019-06-06</td>\n",
       "      <td>5.962620e+09</td>\n",
       "      <td>5.962620e+09</td>\n",
       "      <td>57092000.0</td>\n",
       "      <td>1.12</td>\n",
       "      <td>1.12</td>\n",
       "      <td>146583000.0</td>\n",
       "      <td>74796000.0</td>\n",
       "      <td>1.729232</td>\n",
       "      <td>0.675572</td>\n",
       "      <td>0.132249</td>\n",
       "      <td>0.009575</td>\n",
       "      <td>0.008608</td>\n",
       "      <td>0.010366</td>\n",
       "      <td>0.007792</td>\n",
       "      <td>0.007005</td>\n",
       "      <td>0.037310</td>\n",
       "      <td>0.981240</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2.091608</td>\n",
       "      <td>0.436810</td>\n",
       "      <td>1.494455</td>\n",
       "      <td>0.016036</td>\n",
       "      <td>4.788370</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-1.016901</td>\n",
       "      <td>-0.301789</td>\n",
       "      <td>-5492000.0</td>\n",
       "      <td>56816000.0</td>\n",
       "      <td>29.943096</td>\n",
       "      <td>-0.225521</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48679</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2019-10-31</td>\n",
       "      <td>2019-12-11</td>\n",
       "      <td>6.296612e+09</td>\n",
       "      <td>6.296612e+09</td>\n",
       "      <td>-383927000.0</td>\n",
       "      <td>-7.21</td>\n",
       "      <td>-7.21</td>\n",
       "      <td>-333466000.0</td>\n",
       "      <td>-408607000.0</td>\n",
       "      <td>1.688377</td>\n",
       "      <td>0.668784</td>\n",
       "      <td>0.144079</td>\n",
       "      <td>-0.060974</td>\n",
       "      <td>-0.021419</td>\n",
       "      <td>0.005544</td>\n",
       "      <td>-0.048211</td>\n",
       "      <td>-0.016936</td>\n",
       "      <td>-0.341803</td>\n",
       "      <td>0.987185</td>\n",
       "      <td>NaN</td>\n",
       "      <td>3.767390</td>\n",
       "      <td>0.531384</td>\n",
       "      <td>-8.925058</td>\n",
       "      <td>-0.031871</td>\n",
       "      <td>7.089775</td>\n",
       "      <td>NaN</td>\n",
       "      <td>5.647544</td>\n",
       "      <td>-1.157390</td>\n",
       "      <td>-179917000.0</td>\n",
       "      <td>45048000.0</td>\n",
       "      <td>20.992786</td>\n",
       "      <td>2.003121</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48680</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2020-01-31</td>\n",
       "      <td>2020-03-11</td>\n",
       "      <td>6.431382e+09</td>\n",
       "      <td>6.431382e+09</td>\n",
       "      <td>-30710000.0</td>\n",
       "      <td>-0.57</td>\n",
       "      <td>-0.57</td>\n",
       "      <td>87584000.0</td>\n",
       "      <td>18365000.0</td>\n",
       "      <td>1.676411</td>\n",
       "      <td>0.687593</td>\n",
       "      <td>0.142633</td>\n",
       "      <td>-0.004775</td>\n",
       "      <td>0.027047</td>\n",
       "      <td>0.008998</td>\n",
       "      <td>-0.003997</td>\n",
       "      <td>0.022643</td>\n",
       "      <td>-0.027941</td>\n",
       "      <td>0.983981</td>\n",
       "      <td>NaN</td>\n",
       "      <td>3.735255</td>\n",
       "      <td>0.534388</td>\n",
       "      <td>0.406692</td>\n",
       "      <td>0.042371</td>\n",
       "      <td>6.989781</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-5.145870</td>\n",
       "      <td>-0.807394</td>\n",
       "      <td>127871000.0</td>\n",
       "      <td>46080000.0</td>\n",
       "      <td>20.520799</td>\n",
       "      <td>1.944660</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48681</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2020-04-30</td>\n",
       "      <td>2020-06-10</td>\n",
       "      <td>7.031718e+09</td>\n",
       "      <td>7.031718e+09</td>\n",
       "      <td>88131000.0</td>\n",
       "      <td>1.64</td>\n",
       "      <td>1.60</td>\n",
       "      <td>205317000.0</td>\n",
       "      <td>135675000.0</td>\n",
       "      <td>1.502875</td>\n",
       "      <td>0.685260</td>\n",
       "      <td>0.149356</td>\n",
       "      <td>0.012533</td>\n",
       "      <td>0.058762</td>\n",
       "      <td>0.021614</td>\n",
       "      <td>0.011444</td>\n",
       "      <td>0.053657</td>\n",
       "      <td>0.075457</td>\n",
       "      <td>0.972125</td>\n",
       "      <td>NaN</td>\n",
       "      <td>3.199336</td>\n",
       "      <td>0.485236</td>\n",
       "      <td>3.081632</td>\n",
       "      <td>0.110578</td>\n",
       "      <td>6.593353</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-26.927142</td>\n",
       "      <td>-0.922403</td>\n",
       "      <td>377522000.0</td>\n",
       "      <td>35675000.0</td>\n",
       "      <td>21.361084</td>\n",
       "      <td>3.547195</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48682</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2020-10-31</td>\n",
       "      <td>2020-12-09</td>\n",
       "      <td>6.684000e+09</td>\n",
       "      <td>6.684000e+09</td>\n",
       "      <td>-1000000.0</td>\n",
       "      <td>-0.02</td>\n",
       "      <td>-0.02</td>\n",
       "      <td>118000000.0</td>\n",
       "      <td>41000000.0</td>\n",
       "      <td>1.659698</td>\n",
       "      <td>0.629212</td>\n",
       "      <td>0.145123</td>\n",
       "      <td>-0.000150</td>\n",
       "      <td>-0.008677</td>\n",
       "      <td>0.012418</td>\n",
       "      <td>-0.000128</td>\n",
       "      <td>-0.007452</td>\n",
       "      <td>-0.000871</td>\n",
       "      <td>0.981299</td>\n",
       "      <td>NaN</td>\n",
       "      <td>3.326425</td>\n",
       "      <td>0.490553</td>\n",
       "      <td>0.976190</td>\n",
       "      <td>-0.015190</td>\n",
       "      <td>6.780970</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1.657143</td>\n",
       "      <td>-1.637931</td>\n",
       "      <td>-99000000.0</td>\n",
       "      <td>41000000.0</td>\n",
       "      <td>20.448187</td>\n",
       "      <td>3.275782</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48683</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2021-01-31</td>\n",
       "      <td>2021-03-10</td>\n",
       "      <td>6.900000e+09</td>\n",
       "      <td>6.900000e+09</td>\n",
       "      <td>59000000.0</td>\n",
       "      <td>1.05</td>\n",
       "      <td>1.00</td>\n",
       "      <td>185000000.0</td>\n",
       "      <td>118000000.0</td>\n",
       "      <td>1.590788</td>\n",
       "      <td>0.619068</td>\n",
       "      <td>0.144203</td>\n",
       "      <td>0.008551</td>\n",
       "      <td>0.038406</td>\n",
       "      <td>0.020580</td>\n",
       "      <td>0.007877</td>\n",
       "      <td>0.035380</td>\n",
       "      <td>0.048004</td>\n",
       "      <td>0.973188</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2.910205</td>\n",
       "      <td>0.477539</td>\n",
       "      <td>2.744186</td>\n",
       "      <td>0.074088</td>\n",
       "      <td>6.094172</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-17.666667</td>\n",
       "      <td>-0.973585</td>\n",
       "      <td>214000000.0</td>\n",
       "      <td>51000000.0</td>\n",
       "      <td>21.889756</td>\n",
       "      <td>5.023865</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48684</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2021-04-30</td>\n",
       "      <td>2021-06-09</td>\n",
       "      <td>6.631000e+09</td>\n",
       "      <td>6.631000e+09</td>\n",
       "      <td>48000000.0</td>\n",
       "      <td>0.86</td>\n",
       "      <td>0.80</td>\n",
       "      <td>171000000.0</td>\n",
       "      <td>105000000.0</td>\n",
       "      <td>1.583193</td>\n",
       "      <td>0.570406</td>\n",
       "      <td>0.146283</td>\n",
       "      <td>0.007239</td>\n",
       "      <td>0.019454</td>\n",
       "      <td>0.017946</td>\n",
       "      <td>0.006382</td>\n",
       "      <td>0.017152</td>\n",
       "      <td>0.036893</td>\n",
       "      <td>0.976173</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2.756537</td>\n",
       "      <td>0.476866</td>\n",
       "      <td>2.692308</td>\n",
       "      <td>0.035969</td>\n",
       "      <td>5.780527</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-2.114754</td>\n",
       "      <td>-0.534884</td>\n",
       "      <td>56000000.0</td>\n",
       "      <td>73000000.0</td>\n",
       "      <td>23.092632</td>\n",
       "      <td>6.608988</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48685</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2021-10-31</td>\n",
       "      <td>2021-12-08</td>\n",
       "      <td>6.997000e+09</td>\n",
       "      <td>6.997000e+09</td>\n",
       "      <td>76000000.0</td>\n",
       "      <td>1.34</td>\n",
       "      <td>1.25</td>\n",
       "      <td>182000000.0</td>\n",
       "      <td>113000000.0</td>\n",
       "      <td>1.493497</td>\n",
       "      <td>0.550725</td>\n",
       "      <td>0.148921</td>\n",
       "      <td>0.010862</td>\n",
       "      <td>-0.011576</td>\n",
       "      <td>0.017150</td>\n",
       "      <td>0.009501</td>\n",
       "      <td>-0.010126</td>\n",
       "      <td>0.047889</td>\n",
       "      <td>0.977562</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2.305608</td>\n",
       "      <td>0.457432</td>\n",
       "      <td>3.054054</td>\n",
       "      <td>-0.022137</td>\n",
       "      <td>5.040328</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>-2.061728</td>\n",
       "      <td>-137000000.0</td>\n",
       "      <td>56000000.0</td>\n",
       "      <td>27.314974</td>\n",
       "      <td>11.979346</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48686</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2022-01-31</td>\n",
       "      <td>2022-03-09</td>\n",
       "      <td>7.416000e+09</td>\n",
       "      <td>7.416000e+09</td>\n",
       "      <td>66000000.0</td>\n",
       "      <td>1.13</td>\n",
       "      <td>1.08</td>\n",
       "      <td>197000000.0</td>\n",
       "      <td>128000000.0</td>\n",
       "      <td>1.512329</td>\n",
       "      <td>0.562818</td>\n",
       "      <td>0.144957</td>\n",
       "      <td>0.008900</td>\n",
       "      <td>0.016721</td>\n",
       "      <td>0.019013</td>\n",
       "      <td>0.008460</td>\n",
       "      <td>0.015895</td>\n",
       "      <td>0.039216</td>\n",
       "      <td>0.976268</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2.135472</td>\n",
       "      <td>0.460710</td>\n",
       "      <td>3.657143</td>\n",
       "      <td>0.034502</td>\n",
       "      <td>4.635175</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-2.583333</td>\n",
       "      <td>-0.612903</td>\n",
       "      <td>74000000.0</td>\n",
       "      <td>50000000.0</td>\n",
       "      <td>28.917526</td>\n",
       "      <td>13.900344</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48687</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2022-04-30</td>\n",
       "      <td>2022-06-07</td>\n",
       "      <td>7.242000e+09</td>\n",
       "      <td>7.242000e+09</td>\n",
       "      <td>67000000.0</td>\n",
       "      <td>1.15</td>\n",
       "      <td>1.10</td>\n",
       "      <td>202000000.0</td>\n",
       "      <td>130000000.0</td>\n",
       "      <td>1.665969</td>\n",
       "      <td>0.594810</td>\n",
       "      <td>0.139740</td>\n",
       "      <td>0.009252</td>\n",
       "      <td>-0.010218</td>\n",
       "      <td>0.007318</td>\n",
       "      <td>0.008505</td>\n",
       "      <td>-0.009393</td>\n",
       "      <td>0.037556</td>\n",
       "      <td>0.988125</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2.055493</td>\n",
       "      <td>0.465473</td>\n",
       "      <td>3.939394</td>\n",
       "      <td>-0.020180</td>\n",
       "      <td>4.415919</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.425287</td>\n",
       "      <td>1.324324</td>\n",
       "      <td>-126000000.0</td>\n",
       "      <td>52000000.0</td>\n",
       "      <td>30.547945</td>\n",
       "      <td>15.890411</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48688</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2022-10-31</td>\n",
       "      <td>2022-12-07</td>\n",
       "      <td>7.532000e+09</td>\n",
       "      <td>7.532000e+09</td>\n",
       "      <td>66000000.0</td>\n",
       "      <td>1.12</td>\n",
       "      <td>1.07</td>\n",
       "      <td>179000000.0</td>\n",
       "      <td>105000000.0</td>\n",
       "      <td>1.699805</td>\n",
       "      <td>0.625341</td>\n",
       "      <td>0.145512</td>\n",
       "      <td>0.008763</td>\n",
       "      <td>-0.034785</td>\n",
       "      <td>0.013675</td>\n",
       "      <td>0.008050</td>\n",
       "      <td>-0.031955</td>\n",
       "      <td>0.035967</td>\n",
       "      <td>0.981944</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2.052861</td>\n",
       "      <td>0.459446</td>\n",
       "      <td>3.181818</td>\n",
       "      <td>-0.069551</td>\n",
       "      <td>4.468120</td>\n",
       "      <td>NaN</td>\n",
       "      <td>4.295082</td>\n",
       "      <td>-1.217557</td>\n",
       "      <td>-329000000.0</td>\n",
       "      <td>67000000.0</td>\n",
       "      <td>30.634391</td>\n",
       "      <td>16.928214</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48689</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2023-01-31</td>\n",
       "      <td>2023-03-08</td>\n",
       "      <td>7.816000e+09</td>\n",
       "      <td>7.816000e+09</td>\n",
       "      <td>19000000.0</td>\n",
       "      <td>0.32</td>\n",
       "      <td>0.31</td>\n",
       "      <td>137000000.0</td>\n",
       "      <td>64000000.0</td>\n",
       "      <td>1.561352</td>\n",
       "      <td>0.512938</td>\n",
       "      <td>0.136771</td>\n",
       "      <td>0.002431</td>\n",
       "      <td>0.068066</td>\n",
       "      <td>0.009468</td>\n",
       "      <td>0.002489</td>\n",
       "      <td>0.069679</td>\n",
       "      <td>0.010298</td>\n",
       "      <td>0.986310</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1.828726</td>\n",
       "      <td>0.441912</td>\n",
       "      <td>1.939394</td>\n",
       "      <td>0.157676</td>\n",
       "      <td>4.138211</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-6.487805</td>\n",
       "      <td>-0.845865</td>\n",
       "      <td>448000000.0</td>\n",
       "      <td>84000000.0</td>\n",
       "      <td>30.956376</td>\n",
       "      <td>17.432886</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48690</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2023-04-30</td>\n",
       "      <td>2023-06-07</td>\n",
       "      <td>7.507000e+09</td>\n",
       "      <td>7.507000e+09</td>\n",
       "      <td>7000000.0</td>\n",
       "      <td>0.12</td>\n",
       "      <td>0.12</td>\n",
       "      <td>118000000.0</td>\n",
       "      <td>41000000.0</td>\n",
       "      <td>1.503870</td>\n",
       "      <td>0.499796</td>\n",
       "      <td>0.133209</td>\n",
       "      <td>0.000932</td>\n",
       "      <td>0.017584</td>\n",
       "      <td>0.005462</td>\n",
       "      <td>0.000916</td>\n",
       "      <td>0.017275</td>\n",
       "      <td>0.003800</td>\n",
       "      <td>0.990009</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1.815418</td>\n",
       "      <td>0.437639</td>\n",
       "      <td>1.205882</td>\n",
       "      <td>0.039474</td>\n",
       "      <td>4.148208</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-1.941176</td>\n",
       "      <td>-0.500000</td>\n",
       "      <td>65000000.0</td>\n",
       "      <td>67000000.0</td>\n",
       "      <td>31.114865</td>\n",
       "      <td>17.837838</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48691</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2023-10-31</td>\n",
       "      <td>2023-12-06</td>\n",
       "      <td>7.552000e+09</td>\n",
       "      <td>7.552000e+09</td>\n",
       "      <td>-39000000.0</td>\n",
       "      <td>-0.67</td>\n",
       "      <td>-0.67</td>\n",
       "      <td>64000000.0</td>\n",
       "      <td>-14000000.0</td>\n",
       "      <td>1.535506</td>\n",
       "      <td>0.507955</td>\n",
       "      <td>0.136388</td>\n",
       "      <td>-0.005164</td>\n",
       "      <td>-0.033633</td>\n",
       "      <td>0.001324</td>\n",
       "      <td>-0.004969</td>\n",
       "      <td>-0.032365</td>\n",
       "      <td>-0.022955</td>\n",
       "      <td>0.994174</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2.114773</td>\n",
       "      <td>0.457824</td>\n",
       "      <td>-0.411765</td>\n",
       "      <td>-0.070693</td>\n",
       "      <td>4.619188</td>\n",
       "      <td>NaN</td>\n",
       "      <td>3.527778</td>\n",
       "      <td>-1.283465</td>\n",
       "      <td>-328000000.0</td>\n",
       "      <td>74000000.0</td>\n",
       "      <td>28.602694</td>\n",
       "      <td>16.447811</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "      symbol    cap GICS Sector ID       GICS Sector GICS Industry Group ID  \\\n",
       "48662   UNFI  small             30  Consumer Staples                   3010   \n",
       "48663   UNFI  small             30  Consumer Staples                   3010   \n",
       "48664   UNFI  small             30  Consumer Staples                   3010   \n",
       "48665   UNFI  small             30  Consumer Staples                   3010   \n",
       "48666   UNFI  small             30  Consumer Staples                   3010   \n",
       "48667   UNFI  small             30  Consumer Staples                   3010   \n",
       "48668   UNFI  small             30  Consumer Staples                   3010   \n",
       "48669   UNFI  small             30  Consumer Staples                   3010   \n",
       "48670   UNFI  small             30  Consumer Staples                   3010   \n",
       "48671   UNFI  small             30  Consumer Staples                   3010   \n",
       "48672   UNFI  small             30  Consumer Staples                   3010   \n",
       "48673   UNFI  small             30  Consumer Staples                   3010   \n",
       "48674   UNFI  small             30  Consumer Staples                   3010   \n",
       "48675   UNFI  small             30  Consumer Staples                   3010   \n",
       "48676   UNFI  small             30  Consumer Staples                   3010   \n",
       "48677   UNFI  small             30  Consumer Staples                   3010   \n",
       "48678   UNFI  small             30  Consumer Staples                   3010   \n",
       "48679   UNFI  small             30  Consumer Staples                   3010   \n",
       "48680   UNFI  small             30  Consumer Staples                   3010   \n",
       "48681   UNFI  small             30  Consumer Staples                   3010   \n",
       "48682   UNFI  small             30  Consumer Staples                   3010   \n",
       "48683   UNFI  small             30  Consumer Staples                   3010   \n",
       "48684   UNFI  small             30  Consumer Staples                   3010   \n",
       "48685   UNFI  small             30  Consumer Staples                   3010   \n",
       "48686   UNFI  small             30  Consumer Staples                   3010   \n",
       "48687   UNFI  small             30  Consumer Staples                   3010   \n",
       "48688   UNFI  small             30  Consumer Staples                   3010   \n",
       "48689   UNFI  small             30  Consumer Staples                   3010   \n",
       "48690   UNFI  small             30  Consumer Staples                   3010   \n",
       "48691   UNFI  small             30  Consumer Staples                   3010   \n",
       "\n",
       "                          GICS Industry Group GICS Industry ID  \\\n",
       "48662  Consumer Staples Distribution & Retail         301010.0   \n",
       "48663  Consumer Staples Distribution & Retail         301010.0   \n",
       "48664  Consumer Staples Distribution & Retail         301010.0   \n",
       "48665  Consumer Staples Distribution & Retail         301010.0   \n",
       "48666  Consumer Staples Distribution & Retail         301010.0   \n",
       "48667  Consumer Staples Distribution & Retail         301010.0   \n",
       "48668  Consumer Staples Distribution & Retail         301010.0   \n",
       "48669  Consumer Staples Distribution & Retail         301010.0   \n",
       "48670  Consumer Staples Distribution & Retail         301010.0   \n",
       "48671  Consumer Staples Distribution & Retail         301010.0   \n",
       "48672  Consumer Staples Distribution & Retail         301010.0   \n",
       "48673  Consumer Staples Distribution & Retail         301010.0   \n",
       "48674  Consumer Staples Distribution & Retail         301010.0   \n",
       "48675  Consumer Staples Distribution & Retail         301010.0   \n",
       "48676  Consumer Staples Distribution & Retail         301010.0   \n",
       "48677  Consumer Staples Distribution & Retail         301010.0   \n",
       "48678  Consumer Staples Distribution & Retail         301010.0   \n",
       "48679  Consumer Staples Distribution & Retail         301010.0   \n",
       "48680  Consumer Staples Distribution & Retail         301010.0   \n",
       "48681  Consumer Staples Distribution & Retail         301010.0   \n",
       "48682  Consumer Staples Distribution & Retail         301010.0   \n",
       "48683  Consumer Staples Distribution & Retail         301010.0   \n",
       "48684  Consumer Staples Distribution & Retail         301010.0   \n",
       "48685  Consumer Staples Distribution & Retail         301010.0   \n",
       "48686  Consumer Staples Distribution & Retail         301010.0   \n",
       "48687  Consumer Staples Distribution & Retail         301010.0   \n",
       "48688  Consumer Staples Distribution & Retail         301010.0   \n",
       "48689  Consumer Staples Distribution & Retail         301010.0   \n",
       "48690  Consumer Staples Distribution & Retail         301010.0   \n",
       "48691  Consumer Staples Distribution & Retail         301010.0   \n",
       "\n",
       "                                GICS Industry GICS Sub-Industry ID  \\\n",
       "48662  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48663  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48664  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48665  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48666  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48667  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48668  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48669  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48670  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48671  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48672  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48673  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48674  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48675  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48676  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48677  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48678  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48679  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48680  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48681  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48682  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48683  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48684  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48685  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48686  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48687  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48688  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48689  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48690  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48691  Consumer Staples Distribution & Retail           30101030.0   \n",
       "\n",
       "      GICS Sub-Industry   asOfDate Stock Affect Date  TotalRevenue  \\\n",
       "48662       Food Retail 2015-01-31        2015-03-10  2.016546e+09   \n",
       "48663       Food Retail 2015-04-30        2015-06-09  2.114643e+09   \n",
       "48664       Food Retail 2015-07-31        2015-09-16  2.061313e+09   \n",
       "48665       Food Retail 2015-10-31        2015-12-08  2.076649e+09   \n",
       "48666       Food Retail 2016-01-31        2016-03-08  2.047712e+09   \n",
       "48667       Food Retail 2016-04-30        2016-06-07  2.132104e+09   \n",
       "48668       Food Retail 2016-07-31        2016-09-13  2.213821e+09   \n",
       "48669       Food Retail 2016-10-31        2016-12-08  2.278364e+09   \n",
       "48670       Food Retail 2017-01-31        2017-03-09  2.285518e+09   \n",
       "48671       Food Retail 2017-04-30        2017-06-07  2.369556e+09   \n",
       "48672       Food Retail 2017-07-31        2017-09-14  2.341033e+09   \n",
       "48673       Food Retail 2017-10-31        2017-12-08  2.457545e+09   \n",
       "48674       Food Retail 2018-01-31        2018-03-09  2.528011e+09   \n",
       "48675       Food Retail 2018-04-30        2018-06-07  2.648879e+09   \n",
       "48676       Food Retail 2018-10-31        2018-12-07  2.868156e+09   \n",
       "48677       Food Retail 2019-01-31        2019-03-06  6.149206e+09   \n",
       "48678       Food Retail 2019-04-30        2019-06-06  5.962620e+09   \n",
       "48679       Food Retail 2019-10-31        2019-12-11  6.296612e+09   \n",
       "48680       Food Retail 2020-01-31        2020-03-11  6.431382e+09   \n",
       "48681       Food Retail 2020-04-30        2020-06-10  7.031718e+09   \n",
       "48682       Food Retail 2020-10-31        2020-12-09  6.684000e+09   \n",
       "48683       Food Retail 2021-01-31        2021-03-10  6.900000e+09   \n",
       "48684       Food Retail 2021-04-30        2021-06-09  6.631000e+09   \n",
       "48685       Food Retail 2021-10-31        2021-12-08  6.997000e+09   \n",
       "48686       Food Retail 2022-01-31        2022-03-09  7.416000e+09   \n",
       "48687       Food Retail 2022-04-30        2022-06-07  7.242000e+09   \n",
       "48688       Food Retail 2022-10-31        2022-12-07  7.532000e+09   \n",
       "48689       Food Retail 2023-01-31        2023-03-08  7.816000e+09   \n",
       "48690       Food Retail 2023-04-30        2023-06-07  7.507000e+09   \n",
       "48691       Food Retail 2023-10-31        2023-12-06  7.552000e+09   \n",
       "\n",
       "       OperatingRevenue    NetIncome  BasicEPS  DilutedEPS       EBITDA  \\\n",
       "48662      2.016546e+09   27844000.0      0.56        0.55   65076000.0   \n",
       "48663      2.114643e+09   41750000.0      0.83        0.83   91040000.0   \n",
       "48664      2.061313e+09   36098000.0      0.72        0.72   79923000.0   \n",
       "48665      2.076649e+09   30131000.0      0.60        0.60   70587000.0   \n",
       "48666      2.047712e+09   22683000.0      0.45        0.45   57487000.0   \n",
       "48667      2.132104e+09   38271000.0      0.76        0.76   85180000.0   \n",
       "48668      2.213821e+09   34681000.0      0.69        0.69   82233000.0   \n",
       "48669      2.278364e+09   29217000.0      0.58        0.58   74270000.0   \n",
       "48670      2.285518e+09   25482000.0      0.50        0.50   67712000.0   \n",
       "48671      2.369556e+09   36587000.0      0.72        0.72   86022000.0   \n",
       "48672      2.341033e+09   38869000.0      0.77        0.76   89584000.0   \n",
       "48673      2.457545e+09   30505000.0      0.60        0.60   78503000.0   \n",
       "48674      2.528011e+09   50486000.0      1.00        0.99   62429000.0   \n",
       "48675      2.648879e+09   51891000.0      1.03        1.02  103914000.0   \n",
       "48676      2.868156e+09  -19294000.0     -0.38       -0.38    5848000.0   \n",
       "48677      6.149206e+09 -341725000.0     -6.72       -6.72 -331702000.0   \n",
       "48678      5.962620e+09   57092000.0      1.12        1.12  146583000.0   \n",
       "48679      6.296612e+09 -383927000.0     -7.21       -7.21 -333466000.0   \n",
       "48680      6.431382e+09  -30710000.0     -0.57       -0.57   87584000.0   \n",
       "48681      7.031718e+09   88131000.0      1.64        1.60  205317000.0   \n",
       "48682      6.684000e+09   -1000000.0     -0.02       -0.02  118000000.0   \n",
       "48683      6.900000e+09   59000000.0      1.05        1.00  185000000.0   \n",
       "48684      6.631000e+09   48000000.0      0.86        0.80  171000000.0   \n",
       "48685      6.997000e+09   76000000.0      1.34        1.25  182000000.0   \n",
       "48686      7.416000e+09   66000000.0      1.13        1.08  197000000.0   \n",
       "48687      7.242000e+09   67000000.0      1.15        1.10  202000000.0   \n",
       "48688      7.532000e+09   66000000.0      1.12        1.07  179000000.0   \n",
       "48689      7.816000e+09   19000000.0      0.32        0.31  137000000.0   \n",
       "48690      7.507000e+09    7000000.0      0.12        0.12  118000000.0   \n",
       "48691      7.552000e+09  -39000000.0     -0.67       -0.67   64000000.0   \n",
       "\n",
       "              EBIT  Current Ratio  Quick Ratio  Gross Profit Margin  \\\n",
       "48662   49577000.0       2.684283     1.092395             0.148372   \n",
       "48663   73491000.0       2.733705     1.089708             0.154122   \n",
       "48664   63329000.0       2.929077     1.081909             0.153497   \n",
       "48665   53883000.0       2.563861     0.890808             0.151175   \n",
       "48666   41344000.0       2.958850     1.105978             0.145293   \n",
       "48667   67060000.0       2.592140     0.959339             0.151228   \n",
       "48668   62194000.0       2.599859     0.951277             0.156048   \n",
       "48669   53055000.0       2.495612     0.917433             0.153187   \n",
       "48670   46469000.0       2.703359     1.065649             0.150926   \n",
       "48671   64550000.0       2.384481     0.918547             0.154612   \n",
       "48672   67463000.0       2.361791     0.896295             0.157451   \n",
       "48673   56061000.0       2.254774     0.823237             0.149424   \n",
       "48674   40622000.0       2.325220     0.896753             0.146962   \n",
       "48675   82181000.0       2.587831     0.954547             0.154060   \n",
       "48676  -18945000.0       1.585023     0.736031             0.143762   \n",
       "48677 -404902000.0       1.682678     0.653464             0.123883   \n",
       "48678   74796000.0       1.729232     0.675572             0.132249   \n",
       "48679 -408607000.0       1.688377     0.668784             0.144079   \n",
       "48680   18365000.0       1.676411     0.687593             0.142633   \n",
       "48681  135675000.0       1.502875     0.685260             0.149356   \n",
       "48682   41000000.0       1.659698     0.629212             0.145123   \n",
       "48683  118000000.0       1.590788     0.619068             0.144203   \n",
       "48684  105000000.0       1.583193     0.570406             0.146283   \n",
       "48685  113000000.0       1.493497     0.550725             0.148921   \n",
       "48686  128000000.0       1.512329     0.562818             0.144957   \n",
       "48687  130000000.0       1.665969     0.594810             0.139740   \n",
       "48688  105000000.0       1.699805     0.625341             0.145512   \n",
       "48689   64000000.0       1.561352     0.512938             0.136771   \n",
       "48690   41000000.0       1.503870     0.499796             0.133209   \n",
       "48691  -14000000.0       1.535506     0.507955             0.136388   \n",
       "\n",
       "       Net Profit Margin  Cash Flow Margin  Operating Margin       ROA  \\\n",
       "48662           0.013808          0.022734          0.024671  0.011089   \n",
       "48663           0.019743          0.022087          0.032616  0.016319   \n",
       "48664           0.017512          0.026710          0.031576  0.014206   \n",
       "48665           0.014509          0.002645          0.027310  0.011369   \n",
       "48666           0.011077          0.058172          0.021335  0.009121   \n",
       "48667           0.017950          0.037994          0.030963  0.014464   \n",
       "48668           0.015666          0.041101          0.028568  0.012160   \n",
       "48669           0.012824         -0.003184          0.023411  0.009927   \n",
       "48670           0.011149          0.045576          0.020245  0.008879   \n",
       "48671           0.015440          0.027933          0.029074  0.012527   \n",
       "48672           0.016603          0.050268          0.027504  0.013465   \n",
       "48673           0.012413         -0.016340          0.022424  0.010014   \n",
       "48674           0.019971          0.014536          0.020350  0.016555   \n",
       "48675           0.019590         -0.010520          0.031073  0.016854   \n",
       "48676          -0.006727         -0.037313          0.017436 -0.002247   \n",
       "48677          -0.055572          0.021610          0.003377 -0.046190   \n",
       "48678           0.009575          0.008608          0.010366  0.007792   \n",
       "48679          -0.060974         -0.021419          0.005544 -0.048211   \n",
       "48680          -0.004775          0.027047          0.008998 -0.003997   \n",
       "48681           0.012533          0.058762          0.021614  0.011444   \n",
       "48682          -0.000150         -0.008677          0.012418 -0.000128   \n",
       "48683           0.008551          0.038406          0.020580  0.007877   \n",
       "48684           0.007239          0.019454          0.017946  0.006382   \n",
       "48685           0.010862         -0.011576          0.017150  0.009501   \n",
       "48686           0.008900          0.016721          0.019013  0.008460   \n",
       "48687           0.009252         -0.010218          0.007318  0.008505   \n",
       "48688           0.008763         -0.034785          0.013675  0.008050   \n",
       "48689           0.002431          0.068066          0.009468  0.002489   \n",
       "48690           0.000932          0.017584          0.005462  0.000916   \n",
       "48691          -0.005164         -0.033633          0.001324 -0.004969   \n",
       "\n",
       "           CROA       ROE  Efficiency Ratio  Inventory Turnover  \\\n",
       "48662  0.018258  0.021326          0.973566           29.489440   \n",
       "48663  0.018257  0.030857          0.965530          -74.012289   \n",
       "48664  0.021668  0.026137          0.966595          -47.149454   \n",
       "48665  0.002072  0.021212          0.970885          -17.559166   \n",
       "48666  0.047896  0.015736          0.976906           12.544665   \n",
       "48667  0.030616  0.025678          0.966981          -47.733462   \n",
       "48668  0.031903  0.022824          0.969388         2087.550838   \n",
       "48669 -0.002465  0.018819          0.974604          -34.998240   \n",
       "48670  0.036294  0.016024          0.977812           22.594754   \n",
       "48671  0.022663  0.022457          0.969143          -39.653879   \n",
       "48672  0.040768  0.023110          0.970819          153.748071   \n",
       "48673 -0.013182  0.017859          0.976084          -15.297963   \n",
       "48674  0.012049  0.028771          0.978013           77.958535   \n",
       "48675 -0.009050  0.028633          0.967286          -39.964188   \n",
       "48676 -0.012462 -0.010541          0.980238                 NaN   \n",
       "48677  0.017962 -0.230371          0.988458                 NaN   \n",
       "48678  0.007005  0.037310          0.981240                 NaN   \n",
       "48679 -0.016936 -0.341803          0.987185                 NaN   \n",
       "48680  0.022643 -0.027941          0.983981                 NaN   \n",
       "48681  0.053657  0.075457          0.972125                 NaN   \n",
       "48682 -0.007452 -0.000871          0.981299                 NaN   \n",
       "48683  0.035380  0.048004          0.973188                 NaN   \n",
       "48684  0.017152  0.036893          0.976173                 NaN   \n",
       "48685 -0.010126  0.047889          0.977562                 NaN   \n",
       "48686  0.015895  0.039216          0.976268                 NaN   \n",
       "48687 -0.009393  0.037556          0.988125                 NaN   \n",
       "48688 -0.031955  0.035967          0.981944                 NaN   \n",
       "48689  0.069679  0.010298          0.986310                 NaN   \n",
       "48690  0.017275  0.003800          0.990009                 NaN   \n",
       "48691 -0.032365 -0.022955          0.994174                 NaN   \n",
       "\n",
       "       Debt to Equity  Debt Ratio  Interest Coverage  Cash Flow to Debt  \\\n",
       "48662        0.425084    0.221038          13.949634           0.082602   \n",
       "48663        0.406060    0.214755          18.747704           0.085011   \n",
       "48664        0.396466    0.215489          16.802600           0.100551   \n",
       "48665        0.351689    0.188501          14.376467           0.010994   \n",
       "48666        0.316604    0.183501          11.478068           0.261014   \n",
       "48667        0.298555    0.168172          15.296533           0.182050   \n",
       "48668        0.394939    0.210407          13.744530           0.151623   \n",
       "48669        0.382804    0.201933          11.732640          -0.012208   \n",
       "48670        0.353050    0.195621          10.463634           0.185533   \n",
       "48671        0.287927    0.160618          15.278107           0.141096   \n",
       "48672        0.229263    0.133586          17.183647           0.305182   \n",
       "48673        0.261690    0.146732          15.287974          -0.089839   \n",
       "48674        0.252549    0.145313           9.819193           0.082919   \n",
       "48675        0.266050    0.156605          18.905222          -0.057792   \n",
       "48676        2.169065    0.462303          -2.839904          -0.026957   \n",
       "48677        2.179870    0.437067          -8.064170           0.041096   \n",
       "48678        2.091608    0.436810           1.494455           0.016036   \n",
       "48679        3.767390    0.531384          -8.925058          -0.031871   \n",
       "48680        3.735255    0.534388           0.406692           0.042371   \n",
       "48681        3.199336    0.485236           3.081632           0.110578   \n",
       "48682        3.326425    0.490553           0.976190          -0.015190   \n",
       "48683        2.910205    0.477539           2.744186           0.074088   \n",
       "48684        2.756537    0.476866           2.692308           0.035969   \n",
       "48685        2.305608    0.457432           3.054054          -0.022137   \n",
       "48686        2.135472    0.460710           3.657143           0.034502   \n",
       "48687        2.055493    0.465473           3.939394          -0.020180   \n",
       "48688        2.052861    0.459446           3.181818          -0.069551   \n",
       "48689        1.828726    0.441912           1.939394           0.157676   \n",
       "48690        1.815418    0.437639           1.205882           0.039474   \n",
       "48691        2.114773    0.457824          -0.411765          -0.070693   \n",
       "\n",
       "       Assets to Equity  R&D to Revenue  Investment CF to OCF  \\\n",
       "48662          1.923131             NaN             -1.625443   \n",
       "48663          1.890812             NaN             -1.103769   \n",
       "48664          1.839849             NaN             -1.646244   \n",
       "48665          1.865714             NaN             -0.722156   \n",
       "48666          1.725351             NaN             -9.276458   \n",
       "48667          1.775294             NaN             -0.828962   \n",
       "48668          1.877030             NaN             -0.390942   \n",
       "48669          1.895694             NaN              0.376453   \n",
       "48670          1.804769             NaN             -6.778862   \n",
       "48671          1.792621             NaN             -4.004114   \n",
       "48672          1.716230             NaN            -13.386304   \n",
       "48673          1.783463             NaN              8.967619   \n",
       "48674          1.737967             NaN             -2.764104   \n",
       "48675          1.698858             NaN              1.922122   \n",
       "48676          4.691875             NaN              0.049989   \n",
       "48677          4.987491             NaN            -15.817879   \n",
       "48678          4.788370             NaN             -1.016901   \n",
       "48679          7.089775             NaN              5.647544   \n",
       "48680          6.989781             NaN             -5.145870   \n",
       "48681          6.593353             NaN            -26.927142   \n",
       "48682          6.780970             NaN              1.657143   \n",
       "48683          6.094172             NaN            -17.666667   \n",
       "48684          5.780527             NaN             -2.114754   \n",
       "48685          5.040328             NaN              1.000000   \n",
       "48686          4.635175             NaN             -2.583333   \n",
       "48687          4.415919             NaN             -0.425287   \n",
       "48688          4.468120             NaN              4.295082   \n",
       "48689          4.138211             NaN             -6.487805   \n",
       "48690          4.148208             NaN             -1.941176   \n",
       "48691          4.619188             NaN              3.527778   \n",
       "\n",
       "       Financing CF to OCF  FreeCashFlow       Capex  Book Value Per Share  \\\n",
       "48662            -0.156945    17053000.0  28791000.0             26.075493   \n",
       "48663            -0.182075     4325000.0  42381000.0             27.013556   \n",
       "48664            -0.510980    24467000.0  30590000.0             27.568828   \n",
       "48665            -0.544064    -2096000.0   7588000.0             28.231482   \n",
       "48666            -0.889640   106235000.0  12884000.0             28.639526   \n",
       "48667             0.298875    72406000.0   8601000.0             29.583545   \n",
       "48668             1.550659    78689000.0  12302000.0             30.159062   \n",
       "48669            -2.978222   -16453000.0   9198000.0             30.693086   \n",
       "48670            -0.689211    90688000.0  13476000.0             31.432499   \n",
       "48671            -0.967184    48858000.0  17330000.0             32.191164   \n",
       "48672            -0.937814   101571000.0  16108000.0             33.225100   \n",
       "48673            -1.262046   -45414000.0   5257000.0             33.623118   \n",
       "48674            -0.536058    26468000.0  10278000.0             34.810744   \n",
       "48675            -1.407070   -41976000.0  14111000.0             35.929165   \n",
       "48676           -26.626145  -123401000.0  16381000.0             36.022042   \n",
       "48677            -5.220174    69130000.0  63756000.0             29.189815   \n",
       "48678            -0.301789    -5492000.0  56816000.0             29.943096   \n",
       "48679            -1.157390  -179917000.0  45048000.0             20.992786   \n",
       "48680            -0.807394   127871000.0  46080000.0             20.520799   \n",
       "48681            -0.922403   377522000.0  35675000.0             21.361084   \n",
       "48682            -1.637931   -99000000.0  41000000.0             20.448187   \n",
       "48683            -0.973585   214000000.0  51000000.0             21.889756   \n",
       "48684            -0.534884    56000000.0  73000000.0             23.092632   \n",
       "48685            -2.061728  -137000000.0  56000000.0             27.314974   \n",
       "48686            -0.612903    74000000.0  50000000.0             28.917526   \n",
       "48687             1.324324  -126000000.0  52000000.0             30.547945   \n",
       "48688            -1.217557  -329000000.0  67000000.0             30.634391   \n",
       "48689            -0.845865   448000000.0  84000000.0             30.956376   \n",
       "48690            -0.500000    65000000.0  67000000.0             31.114865   \n",
       "48691            -1.283465  -328000000.0  74000000.0             28.602694   \n",
       "\n",
       "       Tangible Book Value Per Share  \n",
       "48662                      18.135368  \n",
       "48663                      19.092639  \n",
       "48664                      19.734470  \n",
       "48665                      20.467395  \n",
       "48666                      20.944130  \n",
       "48667                      20.055101  \n",
       "48668                      18.478892  \n",
       "48669                      18.935845  \n",
       "48670                      19.847170  \n",
       "48671                      20.712889  \n",
       "48672                      21.776560  \n",
       "48673                      22.299876  \n",
       "48674                      23.608713  \n",
       "48675                      24.829167  \n",
       "48676                      -3.034953  \n",
       "48677                      -0.981798  \n",
       "48678                      -0.225521  \n",
       "48679                       2.003121  \n",
       "48680                       1.944660  \n",
       "48681                       3.547195  \n",
       "48682                       3.275782  \n",
       "48683                       5.023865  \n",
       "48684                       6.608988  \n",
       "48685                      11.979346  \n",
       "48686                      13.900344  \n",
       "48687                      15.890411  \n",
       "48688                      16.928214  \n",
       "48689                      17.432886  \n",
       "48690                      17.837838  \n",
       "48691                      16.447811  "
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Percent Change\n"
     ]
    },
    {
     "data": {
      "text/html": [
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       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>symbol</th>\n",
       "      <th>cap</th>\n",
       "      <th>GICS Sector ID</th>\n",
       "      <th>GICS Sector</th>\n",
       "      <th>GICS Industry Group ID</th>\n",
       "      <th>GICS Industry Group</th>\n",
       "      <th>GICS Industry ID</th>\n",
       "      <th>GICS Industry</th>\n",
       "      <th>GICS Sub-Industry ID</th>\n",
       "      <th>GICS Sub-Industry</th>\n",
       "      <th>Stock Affect Date</th>\n",
       "      <th>TotalRevenue</th>\n",
       "      <th>OperatingRevenue</th>\n",
       "      <th>NetIncome</th>\n",
       "      <th>BasicEPS</th>\n",
       "      <th>DilutedEPS</th>\n",
       "      <th>EBITDA</th>\n",
       "      <th>EBIT</th>\n",
       "      <th>Current Ratio</th>\n",
       "      <th>Quick Ratio</th>\n",
       "      <th>Gross Profit Margin</th>\n",
       "      <th>Net Profit Margin</th>\n",
       "      <th>Cash Flow Margin</th>\n",
       "      <th>Operating Margin</th>\n",
       "      <th>ROA</th>\n",
       "      <th>CROA</th>\n",
       "      <th>ROE</th>\n",
       "      <th>Efficiency Ratio</th>\n",
       "      <th>Inventory Turnover</th>\n",
       "      <th>Debt to Equity</th>\n",
       "      <th>Debt Ratio</th>\n",
       "      <th>Interest Coverage</th>\n",
       "      <th>Cash Flow to Debt</th>\n",
       "      <th>Assets to Equity</th>\n",
       "      <th>R&amp;D to Revenue</th>\n",
       "      <th>Investment CF to OCF</th>\n",
       "      <th>Financing CF to OCF</th>\n",
       "      <th>FreeCashFlow</th>\n",
       "      <th>Capex</th>\n",
       "      <th>Book Value Per Share</th>\n",
       "      <th>Tangible Book Value Per Share</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>48662</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2015-03-10</td>\n",
       "      <td>0.012080</td>\n",
       "      <td>0.012080</td>\n",
       "      <td>-0.157315</td>\n",
       "      <td>-0.151515</td>\n",
       "      <td>-0.166667</td>\n",
       "      <td>-0.096518</td>\n",
       "      <td>-0.143304</td>\n",
       "      <td>0.043840</td>\n",
       "      <td>0.136145</td>\n",
       "      <td>-0.073256</td>\n",
       "      <td>-0.167373</td>\n",
       "      <td>1.458734</td>\n",
       "      <td>-0.166093</td>\n",
       "      <td>-0.157591</td>\n",
       "      <td>1.464124</td>\n",
       "      <td>-0.173919</td>\n",
       "      <td>0.004939</td>\n",
       "      <td>3.656654</td>\n",
       "      <td>-0.006245</td>\n",
       "      <td>0.013396</td>\n",
       "      <td>-0.215378</td>\n",
       "      <td>1.457989</td>\n",
       "      <td>-0.019381</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-1.627276</td>\n",
       "      <td>0.887911</td>\n",
       "      <td>1.135218</td>\n",
       "      <td>0.051841</td>\n",
       "      <td>0.018612</td>\n",
       "      <td>0.038344</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48663</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2015-06-09</td>\n",
       "      <td>0.048646</td>\n",
       "      <td>0.048646</td>\n",
       "      <td>0.499425</td>\n",
       "      <td>0.482143</td>\n",
       "      <td>0.509091</td>\n",
       "      <td>0.398980</td>\n",
       "      <td>0.482361</td>\n",
       "      <td>0.018412</td>\n",
       "      <td>-0.002459</td>\n",
       "      <td>0.038757</td>\n",
       "      <td>0.429868</td>\n",
       "      <td>-0.028459</td>\n",
       "      <td>0.322032</td>\n",
       "      <td>0.471626</td>\n",
       "      <td>-0.000086</td>\n",
       "      <td>0.446894</td>\n",
       "      <td>-0.008255</td>\n",
       "      <td>-3.509790</td>\n",
       "      <td>-0.044753</td>\n",
       "      <td>-0.028425</td>\n",
       "      <td>0.343957</td>\n",
       "      <td>0.029169</td>\n",
       "      <td>-0.016806</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.320943</td>\n",
       "      <td>-0.160118</td>\n",
       "      <td>-0.746379</td>\n",
       "      <td>0.472023</td>\n",
       "      <td>0.035975</td>\n",
       "      <td>0.052785</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48664</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2015-09-16</td>\n",
       "      <td>-0.025219</td>\n",
       "      <td>-0.025219</td>\n",
       "      <td>-0.135377</td>\n",
       "      <td>-0.132530</td>\n",
       "      <td>-0.132530</td>\n",
       "      <td>-0.122111</td>\n",
       "      <td>-0.138275</td>\n",
       "      <td>0.071468</td>\n",
       "      <td>-0.007157</td>\n",
       "      <td>-0.004056</td>\n",
       "      <td>-0.113008</td>\n",
       "      <td>0.209297</td>\n",
       "      <td>-0.031883</td>\n",
       "      <td>-0.129481</td>\n",
       "      <td>0.186838</td>\n",
       "      <td>-0.152944</td>\n",
       "      <td>0.001103</td>\n",
       "      <td>0.362951</td>\n",
       "      <td>-0.023627</td>\n",
       "      <td>0.003418</td>\n",
       "      <td>-0.103752</td>\n",
       "      <td>0.182795</td>\n",
       "      <td>-0.026953</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.491475</td>\n",
       "      <td>-1.806422</td>\n",
       "      <td>4.657110</td>\n",
       "      <td>-0.278214</td>\n",
       "      <td>0.020555</td>\n",
       "      <td>0.033617</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48665</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2015-12-08</td>\n",
       "      <td>0.007440</td>\n",
       "      <td>0.007440</td>\n",
       "      <td>-0.165300</td>\n",
       "      <td>-0.166667</td>\n",
       "      <td>-0.166667</td>\n",
       "      <td>-0.116812</td>\n",
       "      <td>-0.149158</td>\n",
       "      <td>-0.124687</td>\n",
       "      <td>-0.176633</td>\n",
       "      <td>-0.015131</td>\n",
       "      <td>-0.171464</td>\n",
       "      <td>-0.900985</td>\n",
       "      <td>-0.135120</td>\n",
       "      <td>-0.199691</td>\n",
       "      <td>-0.904359</td>\n",
       "      <td>-0.188440</td>\n",
       "      <td>0.004438</td>\n",
       "      <td>0.627585</td>\n",
       "      <td>-0.112941</td>\n",
       "      <td>-0.125238</td>\n",
       "      <td>-0.144390</td>\n",
       "      <td>-0.890666</td>\n",
       "      <td>0.014058</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.561331</td>\n",
       "      <td>-0.064747</td>\n",
       "      <td>-1.085666</td>\n",
       "      <td>-0.751945</td>\n",
       "      <td>0.024036</td>\n",
       "      <td>0.037139</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48666</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2016-03-08</td>\n",
       "      <td>-0.013934</td>\n",
       "      <td>-0.013934</td>\n",
       "      <td>-0.247187</td>\n",
       "      <td>-0.250000</td>\n",
       "      <td>-0.250000</td>\n",
       "      <td>-0.185587</td>\n",
       "      <td>-0.232708</td>\n",
       "      <td>0.154060</td>\n",
       "      <td>0.241545</td>\n",
       "      <td>-0.038908</td>\n",
       "      <td>-0.236549</td>\n",
       "      <td>20.996052</td>\n",
       "      <td>-0.218779</td>\n",
       "      <td>-0.197797</td>\n",
       "      <td>22.112545</td>\n",
       "      <td>-0.258149</td>\n",
       "      <td>0.006201</td>\n",
       "      <td>1.714423</td>\n",
       "      <td>-0.099762</td>\n",
       "      <td>-0.026524</td>\n",
       "      <td>-0.201607</td>\n",
       "      <td>22.742297</td>\n",
       "      <td>-0.075233</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-11.845496</td>\n",
       "      <td>-0.635175</td>\n",
       "      <td>51.684637</td>\n",
       "      <td>0.697944</td>\n",
       "      <td>0.014454</td>\n",
       "      <td>0.023292</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48667</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2016-06-07</td>\n",
       "      <td>0.041213</td>\n",
       "      <td>0.041213</td>\n",
       "      <td>0.687211</td>\n",
       "      <td>0.688889</td>\n",
       "      <td>0.688889</td>\n",
       "      <td>0.481726</td>\n",
       "      <td>0.622001</td>\n",
       "      <td>-0.123936</td>\n",
       "      <td>-0.132588</td>\n",
       "      <td>0.040847</td>\n",
       "      <td>0.620428</td>\n",
       "      <td>-0.346866</td>\n",
       "      <td>0.451268</td>\n",
       "      <td>0.585877</td>\n",
       "      <td>-0.360793</td>\n",
       "      <td>0.631783</td>\n",
       "      <td>-0.010160</td>\n",
       "      <td>-4.805081</td>\n",
       "      <td>-0.057009</td>\n",
       "      <td>-0.083537</td>\n",
       "      <td>0.332675</td>\n",
       "      <td>-0.302528</td>\n",
       "      <td>0.028946</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.910638</td>\n",
       "      <td>1.335951</td>\n",
       "      <td>-0.318436</td>\n",
       "      <td>-0.332428</td>\n",
       "      <td>0.032962</td>\n",
       "      <td>-0.042448</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48668</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2016-09-13</td>\n",
       "      <td>0.038327</td>\n",
       "      <td>0.038327</td>\n",
       "      <td>-0.093805</td>\n",
       "      <td>-0.092105</td>\n",
       "      <td>-0.092105</td>\n",
       "      <td>-0.034597</td>\n",
       "      <td>-0.072562</td>\n",
       "      <td>0.002978</td>\n",
       "      <td>-0.008404</td>\n",
       "      <td>0.031877</td>\n",
       "      <td>-0.127254</td>\n",
       "      <td>0.081787</td>\n",
       "      <td>-0.077352</td>\n",
       "      <td>-0.159327</td>\n",
       "      <td>0.042033</td>\n",
       "      <td>-0.111150</td>\n",
       "      <td>0.002489</td>\n",
       "      <td>44.733489</td>\n",
       "      <td>0.322836</td>\n",
       "      <td>0.251138</td>\n",
       "      <td>-0.101461</td>\n",
       "      <td>-0.167132</td>\n",
       "      <td>0.057307</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.528396</td>\n",
       "      <td>4.188312</td>\n",
       "      <td>0.086775</td>\n",
       "      <td>0.430299</td>\n",
       "      <td>0.019454</td>\n",
       "      <td>-0.078594</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48669</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2016-12-08</td>\n",
       "      <td>0.029155</td>\n",
       "      <td>0.029155</td>\n",
       "      <td>-0.157550</td>\n",
       "      <td>-0.159420</td>\n",
       "      <td>-0.159420</td>\n",
       "      <td>-0.096835</td>\n",
       "      <td>-0.146943</td>\n",
       "      <td>-0.040097</td>\n",
       "      <td>-0.035577</td>\n",
       "      <td>-0.018335</td>\n",
       "      <td>-0.181416</td>\n",
       "      <td>-1.077474</td>\n",
       "      <td>-0.180508</td>\n",
       "      <td>-0.183566</td>\n",
       "      <td>-1.077271</td>\n",
       "      <td>-0.175448</td>\n",
       "      <td>0.005381</td>\n",
       "      <td>-1.016765</td>\n",
       "      <td>-0.030728</td>\n",
       "      <td>-0.040271</td>\n",
       "      <td>-0.146377</td>\n",
       "      <td>-1.080513</td>\n",
       "      <td>0.009943</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1.962938</td>\n",
       "      <td>-2.920617</td>\n",
       "      <td>-1.209089</td>\n",
       "      <td>-0.252317</td>\n",
       "      <td>0.017707</td>\n",
       "      <td>0.024728</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48670</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2017-03-09</td>\n",
       "      <td>0.003140</td>\n",
       "      <td>0.003140</td>\n",
       "      <td>-0.127837</td>\n",
       "      <td>-0.137931</td>\n",
       "      <td>-0.137931</td>\n",
       "      <td>-0.088299</td>\n",
       "      <td>-0.124135</td>\n",
       "      <td>0.083245</td>\n",
       "      <td>0.161555</td>\n",
       "      <td>-0.014758</td>\n",
       "      <td>-0.130567</td>\n",
       "      <td>15.312605</td>\n",
       "      <td>-0.135226</td>\n",
       "      <td>-0.105641</td>\n",
       "      <td>15.722928</td>\n",
       "      <td>-0.148538</td>\n",
       "      <td>0.003291</td>\n",
       "      <td>1.645597</td>\n",
       "      <td>-0.077726</td>\n",
       "      <td>-0.031261</td>\n",
       "      <td>-0.108160</td>\n",
       "      <td>16.198031</td>\n",
       "      <td>-0.047964</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-19.007200</td>\n",
       "      <td>0.768583</td>\n",
       "      <td>6.511943</td>\n",
       "      <td>0.465101</td>\n",
       "      <td>0.024091</td>\n",
       "      <td>0.048127</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48671</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2017-06-07</td>\n",
       "      <td>0.036770</td>\n",
       "      <td>0.036770</td>\n",
       "      <td>0.435798</td>\n",
       "      <td>0.440000</td>\n",
       "      <td>0.440000</td>\n",
       "      <td>0.270410</td>\n",
       "      <td>0.389098</td>\n",
       "      <td>-0.117956</td>\n",
       "      <td>-0.138039</td>\n",
       "      <td>0.024418</td>\n",
       "      <td>0.384876</td>\n",
       "      <td>-0.387115</td>\n",
       "      <td>0.436077</td>\n",
       "      <td>0.410930</td>\n",
       "      <td>-0.375584</td>\n",
       "      <td>0.401433</td>\n",
       "      <td>-0.008865</td>\n",
       "      <td>-2.755004</td>\n",
       "      <td>-0.184459</td>\n",
       "      <td>-0.178933</td>\n",
       "      <td>0.460115</td>\n",
       "      <td>-0.239507</td>\n",
       "      <td>-0.006731</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.409324</td>\n",
       "      <td>-0.403321</td>\n",
       "      <td>-0.461252</td>\n",
       "      <td>0.285990</td>\n",
       "      <td>0.024136</td>\n",
       "      <td>0.043619</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48672</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2017-09-14</td>\n",
       "      <td>-0.012037</td>\n",
       "      <td>-0.012037</td>\n",
       "      <td>0.062372</td>\n",
       "      <td>0.069444</td>\n",
       "      <td>0.055556</td>\n",
       "      <td>0.041408</td>\n",
       "      <td>0.045128</td>\n",
       "      <td>-0.009516</td>\n",
       "      <td>-0.024226</td>\n",
       "      <td>0.018367</td>\n",
       "      <td>0.075316</td>\n",
       "      <td>0.799613</td>\n",
       "      <td>-0.054005</td>\n",
       "      <td>0.074894</td>\n",
       "      <td>0.798907</td>\n",
       "      <td>0.029088</td>\n",
       "      <td>0.001729</td>\n",
       "      <td>4.877252</td>\n",
       "      <td>-0.203744</td>\n",
       "      <td>-0.168301</td>\n",
       "      <td>0.124724</td>\n",
       "      <td>1.162932</td>\n",
       "      <td>-0.042614</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-2.343138</td>\n",
       "      <td>0.030367</td>\n",
       "      <td>1.078902</td>\n",
       "      <td>-0.070514</td>\n",
       "      <td>0.032119</td>\n",
       "      <td>0.051353</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48673</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2017-12-08</td>\n",
       "      <td>0.049769</td>\n",
       "      <td>0.049769</td>\n",
       "      <td>-0.215184</td>\n",
       "      <td>-0.220779</td>\n",
       "      <td>-0.210526</td>\n",
       "      <td>-0.123694</td>\n",
       "      <td>-0.169011</td>\n",
       "      <td>-0.045312</td>\n",
       "      <td>-0.081511</td>\n",
       "      <td>-0.050984</td>\n",
       "      <td>-0.252392</td>\n",
       "      <td>-1.325064</td>\n",
       "      <td>-0.184705</td>\n",
       "      <td>-0.256340</td>\n",
       "      <td>-1.323347</td>\n",
       "      <td>-0.227207</td>\n",
       "      <td>0.005423</td>\n",
       "      <td>-1.099500</td>\n",
       "      <td>0.141439</td>\n",
       "      <td>0.098409</td>\n",
       "      <td>-0.110318</td>\n",
       "      <td>-1.294378</td>\n",
       "      <td>0.039175</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1.669910</td>\n",
       "      <td>-0.345732</td>\n",
       "      <td>-1.447116</td>\n",
       "      <td>-0.673640</td>\n",
       "      <td>0.011979</td>\n",
       "      <td>0.024031</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48674</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2018-03-09</td>\n",
       "      <td>0.028673</td>\n",
       "      <td>0.028673</td>\n",
       "      <td>0.655007</td>\n",
       "      <td>0.666667</td>\n",
       "      <td>0.650000</td>\n",
       "      <td>-0.204757</td>\n",
       "      <td>-0.275396</td>\n",
       "      <td>0.031243</td>\n",
       "      <td>0.089302</td>\n",
       "      <td>-0.016475</td>\n",
       "      <td>0.608876</td>\n",
       "      <td>1.889552</td>\n",
       "      <td>-0.092457</td>\n",
       "      <td>0.653180</td>\n",
       "      <td>1.914048</td>\n",
       "      <td>0.611007</td>\n",
       "      <td>0.001976</td>\n",
       "      <td>6.096007</td>\n",
       "      <td>-0.034933</td>\n",
       "      <td>-0.009670</td>\n",
       "      <td>-0.357718</td>\n",
       "      <td>1.922973</td>\n",
       "      <td>-0.025510</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-1.308232</td>\n",
       "      <td>0.575247</td>\n",
       "      <td>1.582816</td>\n",
       "      <td>0.955107</td>\n",
       "      <td>0.035322</td>\n",
       "      <td>0.058693</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48675</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2018-06-07</td>\n",
       "      <td>0.047812</td>\n",
       "      <td>0.047812</td>\n",
       "      <td>0.027829</td>\n",
       "      <td>0.030000</td>\n",
       "      <td>0.030303</td>\n",
       "      <td>0.664515</td>\n",
       "      <td>1.023066</td>\n",
       "      <td>0.112940</td>\n",
       "      <td>0.064447</td>\n",
       "      <td>0.048299</td>\n",
       "      <td>-0.019070</td>\n",
       "      <td>-1.723712</td>\n",
       "      <td>0.526888</td>\n",
       "      <td>0.018093</td>\n",
       "      <td>-1.751130</td>\n",
       "      <td>-0.004817</td>\n",
       "      <td>-0.010968</td>\n",
       "      <td>-1.512634</td>\n",
       "      <td>0.053460</td>\n",
       "      <td>0.077712</td>\n",
       "      <td>0.925334</td>\n",
       "      <td>-1.696968</td>\n",
       "      <td>-0.022502</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1.695387</td>\n",
       "      <td>-1.624844</td>\n",
       "      <td>-2.585915</td>\n",
       "      <td>0.372932</td>\n",
       "      <td>0.032129</td>\n",
       "      <td>0.051695</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48676</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2018-12-07</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48677</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2019-03-06</td>\n",
       "      <td>1.143958</td>\n",
       "      <td>1.143958</td>\n",
       "      <td>-16.711465</td>\n",
       "      <td>-16.684211</td>\n",
       "      <td>-16.684211</td>\n",
       "      <td>-57.720588</td>\n",
       "      <td>-20.372499</td>\n",
       "      <td>0.061611</td>\n",
       "      <td>-0.112179</td>\n",
       "      <td>-0.138274</td>\n",
       "      <td>-7.261106</td>\n",
       "      <td>1.579159</td>\n",
       "      <td>-0.806313</td>\n",
       "      <td>-19.558714</td>\n",
       "      <td>2.441305</td>\n",
       "      <td>-20.854036</td>\n",
       "      <td>0.008385</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.004981</td>\n",
       "      <td>-0.054586</td>\n",
       "      <td>-1.839593</td>\n",
       "      <td>2.524521</td>\n",
       "      <td>0.063006</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-317.428522</td>\n",
       "      <td>0.803946</td>\n",
       "      <td>1.560206</td>\n",
       "      <td>2.892070</td>\n",
       "      <td>-0.189668</td>\n",
       "      <td>0.676503</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48678</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2019-06-06</td>\n",
       "      <td>-0.030343</td>\n",
       "      <td>-0.030343</td>\n",
       "      <td>1.167070</td>\n",
       "      <td>1.166667</td>\n",
       "      <td>1.166667</td>\n",
       "      <td>1.441912</td>\n",
       "      <td>1.184726</td>\n",
       "      <td>0.027666</td>\n",
       "      <td>0.033832</td>\n",
       "      <td>0.067529</td>\n",
       "      <td>1.172298</td>\n",
       "      <td>-0.601688</td>\n",
       "      <td>2.069495</td>\n",
       "      <td>1.168690</td>\n",
       "      <td>-0.610028</td>\n",
       "      <td>1.161956</td>\n",
       "      <td>-0.007302</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.040489</td>\n",
       "      <td>-0.000589</td>\n",
       "      <td>1.185320</td>\n",
       "      <td>-0.609799</td>\n",
       "      <td>-0.039924</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.935712</td>\n",
       "      <td>0.942188</td>\n",
       "      <td>-1.079445</td>\n",
       "      <td>-0.108853</td>\n",
       "      <td>0.025806</td>\n",
       "      <td>0.770298</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48679</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2019-12-11</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48680</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2020-03-11</td>\n",
       "      <td>0.021404</td>\n",
       "      <td>0.021404</td>\n",
       "      <td>0.920011</td>\n",
       "      <td>0.920943</td>\n",
       "      <td>0.920943</td>\n",
       "      <td>1.262647</td>\n",
       "      <td>1.044945</td>\n",
       "      <td>-0.007087</td>\n",
       "      <td>0.028125</td>\n",
       "      <td>-0.010040</td>\n",
       "      <td>0.921687</td>\n",
       "      <td>2.262750</td>\n",
       "      <td>0.623094</td>\n",
       "      <td>0.917084</td>\n",
       "      <td>2.336969</td>\n",
       "      <td>0.918254</td>\n",
       "      <td>-0.003246</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.008530</td>\n",
       "      <td>0.005654</td>\n",
       "      <td>1.045567</td>\n",
       "      <td>2.329453</td>\n",
       "      <td>-0.014104</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-1.911170</td>\n",
       "      <td>0.302401</td>\n",
       "      <td>1.710722</td>\n",
       "      <td>0.022909</td>\n",
       "      <td>-0.022483</td>\n",
       "      <td>-0.029185</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48681</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2020-06-10</td>\n",
       "      <td>0.093345</td>\n",
       "      <td>0.093345</td>\n",
       "      <td>3.869782</td>\n",
       "      <td>3.877193</td>\n",
       "      <td>3.807018</td>\n",
       "      <td>1.344230</td>\n",
       "      <td>6.387694</td>\n",
       "      <td>-0.103516</td>\n",
       "      <td>-0.003393</td>\n",
       "      <td>0.047140</td>\n",
       "      <td>3.624773</td>\n",
       "      <td>1.172567</td>\n",
       "      <td>1.402063</td>\n",
       "      <td>3.862945</td>\n",
       "      <td>1.369705</td>\n",
       "      <td>3.700572</td>\n",
       "      <td>-0.012049</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.143476</td>\n",
       "      <td>-0.091977</td>\n",
       "      <td>6.577307</td>\n",
       "      <td>1.609742</td>\n",
       "      <td>-0.056715</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-4.232767</td>\n",
       "      <td>-0.142444</td>\n",
       "      <td>1.952366</td>\n",
       "      <td>-0.225803</td>\n",
       "      <td>0.040948</td>\n",
       "      <td>0.824069</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48682</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2020-12-09</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48683</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2021-03-10</td>\n",
       "      <td>0.032316</td>\n",
       "      <td>0.032316</td>\n",
       "      <td>60.000000</td>\n",
       "      <td>53.500000</td>\n",
       "      <td>51.000000</td>\n",
       "      <td>0.567797</td>\n",
       "      <td>1.878049</td>\n",
       "      <td>-0.041520</td>\n",
       "      <td>-0.016121</td>\n",
       "      <td>-0.006338</td>\n",
       "      <td>58.153043</td>\n",
       "      <td>5.425937</td>\n",
       "      <td>0.657287</td>\n",
       "      <td>62.311567</td>\n",
       "      <td>5.747974</td>\n",
       "      <td>56.101745</td>\n",
       "      <td>-0.008265</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.125125</td>\n",
       "      <td>-0.026529</td>\n",
       "      <td>1.811117</td>\n",
       "      <td>5.877366</td>\n",
       "      <td>-0.101283</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-11.660920</td>\n",
       "      <td>0.405601</td>\n",
       "      <td>3.161616</td>\n",
       "      <td>0.243902</td>\n",
       "      <td>0.070499</td>\n",
       "      <td>0.533639</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48684</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2021-06-09</td>\n",
       "      <td>-0.038986</td>\n",
       "      <td>-0.038986</td>\n",
       "      <td>-0.186441</td>\n",
       "      <td>-0.180952</td>\n",
       "      <td>-0.200000</td>\n",
       "      <td>-0.075676</td>\n",
       "      <td>-0.110169</td>\n",
       "      <td>-0.004774</td>\n",
       "      <td>-0.078606</td>\n",
       "      <td>0.014422</td>\n",
       "      <td>-0.153437</td>\n",
       "      <td>-0.493460</td>\n",
       "      <td>-0.127976</td>\n",
       "      <td>-0.189760</td>\n",
       "      <td>-0.515194</td>\n",
       "      <td>-0.231460</td>\n",
       "      <td>0.003066</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.052803</td>\n",
       "      <td>-0.001409</td>\n",
       "      <td>-0.018905</td>\n",
       "      <td>-0.514509</td>\n",
       "      <td>-0.051466</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.880297</td>\n",
       "      <td>0.450604</td>\n",
       "      <td>-0.738318</td>\n",
       "      <td>0.431373</td>\n",
       "      <td>0.054952</td>\n",
       "      <td>0.315519</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48685</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2021-12-08</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48686</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2022-03-09</td>\n",
       "      <td>0.059883</td>\n",
       "      <td>0.059883</td>\n",
       "      <td>-0.131579</td>\n",
       "      <td>-0.156716</td>\n",
       "      <td>-0.136000</td>\n",
       "      <td>0.082418</td>\n",
       "      <td>0.132743</td>\n",
       "      <td>0.012609</td>\n",
       "      <td>0.021959</td>\n",
       "      <td>-0.026619</td>\n",
       "      <td>-0.180644</td>\n",
       "      <td>2.444371</td>\n",
       "      <td>0.108613</td>\n",
       "      <td>-0.109537</td>\n",
       "      <td>2.569720</td>\n",
       "      <td>-0.181115</td>\n",
       "      <td>-0.001324</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.073792</td>\n",
       "      <td>0.007166</td>\n",
       "      <td>0.197472</td>\n",
       "      <td>2.558551</td>\n",
       "      <td>-0.080382</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-3.583333</td>\n",
       "      <td>0.702724</td>\n",
       "      <td>1.540146</td>\n",
       "      <td>-0.107143</td>\n",
       "      <td>0.058669</td>\n",
       "      <td>0.160359</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48687</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2022-06-07</td>\n",
       "      <td>-0.023463</td>\n",
       "      <td>-0.023463</td>\n",
       "      <td>0.015152</td>\n",
       "      <td>0.017699</td>\n",
       "      <td>0.018519</td>\n",
       "      <td>0.025381</td>\n",
       "      <td>0.015625</td>\n",
       "      <td>0.101592</td>\n",
       "      <td>0.056842</td>\n",
       "      <td>-0.035986</td>\n",
       "      <td>0.039542</td>\n",
       "      <td>-1.611113</td>\n",
       "      <td>-0.615082</td>\n",
       "      <td>0.005229</td>\n",
       "      <td>-1.590941</td>\n",
       "      <td>-0.042321</td>\n",
       "      <td>0.012146</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.037453</td>\n",
       "      <td>0.010339</td>\n",
       "      <td>0.077178</td>\n",
       "      <td>-1.584894</td>\n",
       "      <td>-0.047303</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.835373</td>\n",
       "      <td>3.160740</td>\n",
       "      <td>-2.702703</td>\n",
       "      <td>0.040000</td>\n",
       "      <td>0.056382</td>\n",
       "      <td>0.143167</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48688</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2022-12-07</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48689</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2023-03-08</td>\n",
       "      <td>0.037706</td>\n",
       "      <td>0.037706</td>\n",
       "      <td>-0.712121</td>\n",
       "      <td>-0.714286</td>\n",
       "      <td>-0.710280</td>\n",
       "      <td>-0.234637</td>\n",
       "      <td>-0.390476</td>\n",
       "      <td>-0.081452</td>\n",
       "      <td>-0.179747</td>\n",
       "      <td>-0.060076</td>\n",
       "      <td>-0.722581</td>\n",
       "      <td>2.956753</td>\n",
       "      <td>-0.307659</td>\n",
       "      <td>-0.690856</td>\n",
       "      <td>3.180531</td>\n",
       "      <td>-0.713682</td>\n",
       "      <td>0.004447</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.109182</td>\n",
       "      <td>-0.038163</td>\n",
       "      <td>-0.390476</td>\n",
       "      <td>3.267049</td>\n",
       "      <td>-0.073836</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-2.510519</td>\n",
       "      <td>0.305277</td>\n",
       "      <td>2.361702</td>\n",
       "      <td>0.253731</td>\n",
       "      <td>0.010511</td>\n",
       "      <td>0.029812</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48690</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2023-06-07</td>\n",
       "      <td>-0.039534</td>\n",
       "      <td>-0.039534</td>\n",
       "      <td>-0.631579</td>\n",
       "      <td>-0.625000</td>\n",
       "      <td>-0.612903</td>\n",
       "      <td>-0.138686</td>\n",
       "      <td>-0.359375</td>\n",
       "      <td>-0.036816</td>\n",
       "      <td>-0.025621</td>\n",
       "      <td>-0.026042</td>\n",
       "      <td>-0.616414</td>\n",
       "      <td>-0.741667</td>\n",
       "      <td>-0.423140</td>\n",
       "      <td>-0.631868</td>\n",
       "      <td>-0.752075</td>\n",
       "      <td>-0.630979</td>\n",
       "      <td>0.003751</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.007277</td>\n",
       "      <td>-0.009670</td>\n",
       "      <td>-0.378217</td>\n",
       "      <td>-0.749654</td>\n",
       "      <td>0.002416</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.700796</td>\n",
       "      <td>0.408889</td>\n",
       "      <td>-0.854911</td>\n",
       "      <td>-0.202381</td>\n",
       "      <td>0.005120</td>\n",
       "      <td>0.023229</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48691</th>\n",
       "      <td>UNFI</td>\n",
       "      <td>small</td>\n",
       "      <td>30</td>\n",
       "      <td>Consumer Staples</td>\n",
       "      <td>3010</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>301010.0</td>\n",
       "      <td>Consumer Staples Distribution &amp; Retail</td>\n",
       "      <td>30101030.0</td>\n",
       "      <td>Food Retail</td>\n",
       "      <td>2023-12-06</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "      symbol    cap GICS Sector ID       GICS Sector GICS Industry Group ID  \\\n",
       "48662   UNFI  small             30  Consumer Staples                   3010   \n",
       "48663   UNFI  small             30  Consumer Staples                   3010   \n",
       "48664   UNFI  small             30  Consumer Staples                   3010   \n",
       "48665   UNFI  small             30  Consumer Staples                   3010   \n",
       "48666   UNFI  small             30  Consumer Staples                   3010   \n",
       "48667   UNFI  small             30  Consumer Staples                   3010   \n",
       "48668   UNFI  small             30  Consumer Staples                   3010   \n",
       "48669   UNFI  small             30  Consumer Staples                   3010   \n",
       "48670   UNFI  small             30  Consumer Staples                   3010   \n",
       "48671   UNFI  small             30  Consumer Staples                   3010   \n",
       "48672   UNFI  small             30  Consumer Staples                   3010   \n",
       "48673   UNFI  small             30  Consumer Staples                   3010   \n",
       "48674   UNFI  small             30  Consumer Staples                   3010   \n",
       "48675   UNFI  small             30  Consumer Staples                   3010   \n",
       "48676   UNFI  small             30  Consumer Staples                   3010   \n",
       "48677   UNFI  small             30  Consumer Staples                   3010   \n",
       "48678   UNFI  small             30  Consumer Staples                   3010   \n",
       "48679   UNFI  small             30  Consumer Staples                   3010   \n",
       "48680   UNFI  small             30  Consumer Staples                   3010   \n",
       "48681   UNFI  small             30  Consumer Staples                   3010   \n",
       "48682   UNFI  small             30  Consumer Staples                   3010   \n",
       "48683   UNFI  small             30  Consumer Staples                   3010   \n",
       "48684   UNFI  small             30  Consumer Staples                   3010   \n",
       "48685   UNFI  small             30  Consumer Staples                   3010   \n",
       "48686   UNFI  small             30  Consumer Staples                   3010   \n",
       "48687   UNFI  small             30  Consumer Staples                   3010   \n",
       "48688   UNFI  small             30  Consumer Staples                   3010   \n",
       "48689   UNFI  small             30  Consumer Staples                   3010   \n",
       "48690   UNFI  small             30  Consumer Staples                   3010   \n",
       "48691   UNFI  small             30  Consumer Staples                   3010   \n",
       "\n",
       "                          GICS Industry Group GICS Industry ID  \\\n",
       "48662  Consumer Staples Distribution & Retail         301010.0   \n",
       "48663  Consumer Staples Distribution & Retail         301010.0   \n",
       "48664  Consumer Staples Distribution & Retail         301010.0   \n",
       "48665  Consumer Staples Distribution & Retail         301010.0   \n",
       "48666  Consumer Staples Distribution & Retail         301010.0   \n",
       "48667  Consumer Staples Distribution & Retail         301010.0   \n",
       "48668  Consumer Staples Distribution & Retail         301010.0   \n",
       "48669  Consumer Staples Distribution & Retail         301010.0   \n",
       "48670  Consumer Staples Distribution & Retail         301010.0   \n",
       "48671  Consumer Staples Distribution & Retail         301010.0   \n",
       "48672  Consumer Staples Distribution & Retail         301010.0   \n",
       "48673  Consumer Staples Distribution & Retail         301010.0   \n",
       "48674  Consumer Staples Distribution & Retail         301010.0   \n",
       "48675  Consumer Staples Distribution & Retail         301010.0   \n",
       "48676  Consumer Staples Distribution & Retail         301010.0   \n",
       "48677  Consumer Staples Distribution & Retail         301010.0   \n",
       "48678  Consumer Staples Distribution & Retail         301010.0   \n",
       "48679  Consumer Staples Distribution & Retail         301010.0   \n",
       "48680  Consumer Staples Distribution & Retail         301010.0   \n",
       "48681  Consumer Staples Distribution & Retail         301010.0   \n",
       "48682  Consumer Staples Distribution & Retail         301010.0   \n",
       "48683  Consumer Staples Distribution & Retail         301010.0   \n",
       "48684  Consumer Staples Distribution & Retail         301010.0   \n",
       "48685  Consumer Staples Distribution & Retail         301010.0   \n",
       "48686  Consumer Staples Distribution & Retail         301010.0   \n",
       "48687  Consumer Staples Distribution & Retail         301010.0   \n",
       "48688  Consumer Staples Distribution & Retail         301010.0   \n",
       "48689  Consumer Staples Distribution & Retail         301010.0   \n",
       "48690  Consumer Staples Distribution & Retail         301010.0   \n",
       "48691  Consumer Staples Distribution & Retail         301010.0   \n",
       "\n",
       "                                GICS Industry GICS Sub-Industry ID  \\\n",
       "48662  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48663  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48664  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48665  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48666  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48667  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48668  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48669  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48670  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48671  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48672  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48673  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48674  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48675  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48676  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48677  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48678  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48679  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48680  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48681  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48682  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48683  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48684  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48685  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48686  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48687  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48688  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48689  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48690  Consumer Staples Distribution & Retail           30101030.0   \n",
       "48691  Consumer Staples Distribution & Retail           30101030.0   \n",
       "\n",
       "      GICS Sub-Industry Stock Affect Date  TotalRevenue  OperatingRevenue  \\\n",
       "48662       Food Retail        2015-03-10      0.012080          0.012080   \n",
       "48663       Food Retail        2015-06-09      0.048646          0.048646   \n",
       "48664       Food Retail        2015-09-16     -0.025219         -0.025219   \n",
       "48665       Food Retail        2015-12-08      0.007440          0.007440   \n",
       "48666       Food Retail        2016-03-08     -0.013934         -0.013934   \n",
       "48667       Food Retail        2016-06-07      0.041213          0.041213   \n",
       "48668       Food Retail        2016-09-13      0.038327          0.038327   \n",
       "48669       Food Retail        2016-12-08      0.029155          0.029155   \n",
       "48670       Food Retail        2017-03-09      0.003140          0.003140   \n",
       "48671       Food Retail        2017-06-07      0.036770          0.036770   \n",
       "48672       Food Retail        2017-09-14     -0.012037         -0.012037   \n",
       "48673       Food Retail        2017-12-08      0.049769          0.049769   \n",
       "48674       Food Retail        2018-03-09      0.028673          0.028673   \n",
       "48675       Food Retail        2018-06-07      0.047812          0.047812   \n",
       "48676       Food Retail        2018-12-07           NaN               NaN   \n",
       "48677       Food Retail        2019-03-06      1.143958          1.143958   \n",
       "48678       Food Retail        2019-06-06     -0.030343         -0.030343   \n",
       "48679       Food Retail        2019-12-11           NaN               NaN   \n",
       "48680       Food Retail        2020-03-11      0.021404          0.021404   \n",
       "48681       Food Retail        2020-06-10      0.093345          0.093345   \n",
       "48682       Food Retail        2020-12-09           NaN               NaN   \n",
       "48683       Food Retail        2021-03-10      0.032316          0.032316   \n",
       "48684       Food Retail        2021-06-09     -0.038986         -0.038986   \n",
       "48685       Food Retail        2021-12-08           NaN               NaN   \n",
       "48686       Food Retail        2022-03-09      0.059883          0.059883   \n",
       "48687       Food Retail        2022-06-07     -0.023463         -0.023463   \n",
       "48688       Food Retail        2022-12-07           NaN               NaN   \n",
       "48689       Food Retail        2023-03-08      0.037706          0.037706   \n",
       "48690       Food Retail        2023-06-07     -0.039534         -0.039534   \n",
       "48691       Food Retail        2023-12-06           NaN               NaN   \n",
       "\n",
       "       NetIncome   BasicEPS  DilutedEPS     EBITDA       EBIT  Current Ratio  \\\n",
       "48662  -0.157315  -0.151515   -0.166667  -0.096518  -0.143304       0.043840   \n",
       "48663   0.499425   0.482143    0.509091   0.398980   0.482361       0.018412   \n",
       "48664  -0.135377  -0.132530   -0.132530  -0.122111  -0.138275       0.071468   \n",
       "48665  -0.165300  -0.166667   -0.166667  -0.116812  -0.149158      -0.124687   \n",
       "48666  -0.247187  -0.250000   -0.250000  -0.185587  -0.232708       0.154060   \n",
       "48667   0.687211   0.688889    0.688889   0.481726   0.622001      -0.123936   \n",
       "48668  -0.093805  -0.092105   -0.092105  -0.034597  -0.072562       0.002978   \n",
       "48669  -0.157550  -0.159420   -0.159420  -0.096835  -0.146943      -0.040097   \n",
       "48670  -0.127837  -0.137931   -0.137931  -0.088299  -0.124135       0.083245   \n",
       "48671   0.435798   0.440000    0.440000   0.270410   0.389098      -0.117956   \n",
       "48672   0.062372   0.069444    0.055556   0.041408   0.045128      -0.009516   \n",
       "48673  -0.215184  -0.220779   -0.210526  -0.123694  -0.169011      -0.045312   \n",
       "48674   0.655007   0.666667    0.650000  -0.204757  -0.275396       0.031243   \n",
       "48675   0.027829   0.030000    0.030303   0.664515   1.023066       0.112940   \n",
       "48676        NaN        NaN         NaN        NaN        NaN            NaN   \n",
       "48677 -16.711465 -16.684211  -16.684211 -57.720588 -20.372499       0.061611   \n",
       "48678   1.167070   1.166667    1.166667   1.441912   1.184726       0.027666   \n",
       "48679        NaN        NaN         NaN        NaN        NaN            NaN   \n",
       "48680   0.920011   0.920943    0.920943   1.262647   1.044945      -0.007087   \n",
       "48681   3.869782   3.877193    3.807018   1.344230   6.387694      -0.103516   \n",
       "48682        NaN        NaN         NaN        NaN        NaN            NaN   \n",
       "48683  60.000000  53.500000   51.000000   0.567797   1.878049      -0.041520   \n",
       "48684  -0.186441  -0.180952   -0.200000  -0.075676  -0.110169      -0.004774   \n",
       "48685        NaN        NaN         NaN        NaN        NaN            NaN   \n",
       "48686  -0.131579  -0.156716   -0.136000   0.082418   0.132743       0.012609   \n",
       "48687   0.015152   0.017699    0.018519   0.025381   0.015625       0.101592   \n",
       "48688        NaN        NaN         NaN        NaN        NaN            NaN   \n",
       "48689  -0.712121  -0.714286   -0.710280  -0.234637  -0.390476      -0.081452   \n",
       "48690  -0.631579  -0.625000   -0.612903  -0.138686  -0.359375      -0.036816   \n",
       "48691        NaN        NaN         NaN        NaN        NaN            NaN   \n",
       "\n",
       "       Quick Ratio  Gross Profit Margin  Net Profit Margin  Cash Flow Margin  \\\n",
       "48662     0.136145            -0.073256          -0.167373          1.458734   \n",
       "48663    -0.002459             0.038757           0.429868         -0.028459   \n",
       "48664    -0.007157            -0.004056          -0.113008          0.209297   \n",
       "48665    -0.176633            -0.015131          -0.171464         -0.900985   \n",
       "48666     0.241545            -0.038908          -0.236549         20.996052   \n",
       "48667    -0.132588             0.040847           0.620428         -0.346866   \n",
       "48668    -0.008404             0.031877          -0.127254          0.081787   \n",
       "48669    -0.035577            -0.018335          -0.181416         -1.077474   \n",
       "48670     0.161555            -0.014758          -0.130567         15.312605   \n",
       "48671    -0.138039             0.024418           0.384876         -0.387115   \n",
       "48672    -0.024226             0.018367           0.075316          0.799613   \n",
       "48673    -0.081511            -0.050984          -0.252392         -1.325064   \n",
       "48674     0.089302            -0.016475           0.608876          1.889552   \n",
       "48675     0.064447             0.048299          -0.019070         -1.723712   \n",
       "48676          NaN                  NaN                NaN               NaN   \n",
       "48677    -0.112179            -0.138274          -7.261106          1.579159   \n",
       "48678     0.033832             0.067529           1.172298         -0.601688   \n",
       "48679          NaN                  NaN                NaN               NaN   \n",
       "48680     0.028125            -0.010040           0.921687          2.262750   \n",
       "48681    -0.003393             0.047140           3.624773          1.172567   \n",
       "48682          NaN                  NaN                NaN               NaN   \n",
       "48683    -0.016121            -0.006338          58.153043          5.425937   \n",
       "48684    -0.078606             0.014422          -0.153437         -0.493460   \n",
       "48685          NaN                  NaN                NaN               NaN   \n",
       "48686     0.021959            -0.026619          -0.180644          2.444371   \n",
       "48687     0.056842            -0.035986           0.039542         -1.611113   \n",
       "48688          NaN                  NaN                NaN               NaN   \n",
       "48689    -0.179747            -0.060076          -0.722581          2.956753   \n",
       "48690    -0.025621            -0.026042          -0.616414         -0.741667   \n",
       "48691          NaN                  NaN                NaN               NaN   \n",
       "\n",
       "       Operating Margin        ROA       CROA        ROE  Efficiency Ratio  \\\n",
       "48662         -0.166093  -0.157591   1.464124  -0.173919          0.004939   \n",
       "48663          0.322032   0.471626  -0.000086   0.446894         -0.008255   \n",
       "48664         -0.031883  -0.129481   0.186838  -0.152944          0.001103   \n",
       "48665         -0.135120  -0.199691  -0.904359  -0.188440          0.004438   \n",
       "48666         -0.218779  -0.197797  22.112545  -0.258149          0.006201   \n",
       "48667          0.451268   0.585877  -0.360793   0.631783         -0.010160   \n",
       "48668         -0.077352  -0.159327   0.042033  -0.111150          0.002489   \n",
       "48669         -0.180508  -0.183566  -1.077271  -0.175448          0.005381   \n",
       "48670         -0.135226  -0.105641  15.722928  -0.148538          0.003291   \n",
       "48671          0.436077   0.410930  -0.375584   0.401433         -0.008865   \n",
       "48672         -0.054005   0.074894   0.798907   0.029088          0.001729   \n",
       "48673         -0.184705  -0.256340  -1.323347  -0.227207          0.005423   \n",
       "48674         -0.092457   0.653180   1.914048   0.611007          0.001976   \n",
       "48675          0.526888   0.018093  -1.751130  -0.004817         -0.010968   \n",
       "48676               NaN        NaN        NaN        NaN               NaN   \n",
       "48677         -0.806313 -19.558714   2.441305 -20.854036          0.008385   \n",
       "48678          2.069495   1.168690  -0.610028   1.161956         -0.007302   \n",
       "48679               NaN        NaN        NaN        NaN               NaN   \n",
       "48680          0.623094   0.917084   2.336969   0.918254         -0.003246   \n",
       "48681          1.402063   3.862945   1.369705   3.700572         -0.012049   \n",
       "48682               NaN        NaN        NaN        NaN               NaN   \n",
       "48683          0.657287  62.311567   5.747974  56.101745         -0.008265   \n",
       "48684         -0.127976  -0.189760  -0.515194  -0.231460          0.003066   \n",
       "48685               NaN        NaN        NaN        NaN               NaN   \n",
       "48686          0.108613  -0.109537   2.569720  -0.181115         -0.001324   \n",
       "48687         -0.615082   0.005229  -1.590941  -0.042321          0.012146   \n",
       "48688               NaN        NaN        NaN        NaN               NaN   \n",
       "48689         -0.307659  -0.690856   3.180531  -0.713682          0.004447   \n",
       "48690         -0.423140  -0.631868  -0.752075  -0.630979          0.003751   \n",
       "48691               NaN        NaN        NaN        NaN               NaN   \n",
       "\n",
       "       Inventory Turnover  Debt to Equity  Debt Ratio  Interest Coverage  \\\n",
       "48662            3.656654       -0.006245    0.013396          -0.215378   \n",
       "48663           -3.509790       -0.044753   -0.028425           0.343957   \n",
       "48664            0.362951       -0.023627    0.003418          -0.103752   \n",
       "48665            0.627585       -0.112941   -0.125238          -0.144390   \n",
       "48666            1.714423       -0.099762   -0.026524          -0.201607   \n",
       "48667           -4.805081       -0.057009   -0.083537           0.332675   \n",
       "48668           44.733489        0.322836    0.251138          -0.101461   \n",
       "48669           -1.016765       -0.030728   -0.040271          -0.146377   \n",
       "48670            1.645597       -0.077726   -0.031261          -0.108160   \n",
       "48671           -2.755004       -0.184459   -0.178933           0.460115   \n",
       "48672            4.877252       -0.203744   -0.168301           0.124724   \n",
       "48673           -1.099500        0.141439    0.098409          -0.110318   \n",
       "48674            6.096007       -0.034933   -0.009670          -0.357718   \n",
       "48675           -1.512634        0.053460    0.077712           0.925334   \n",
       "48676                 NaN             NaN         NaN                NaN   \n",
       "48677                 NaN        0.004981   -0.054586          -1.839593   \n",
       "48678                 NaN       -0.040489   -0.000589           1.185320   \n",
       "48679                 NaN             NaN         NaN                NaN   \n",
       "48680                 NaN       -0.008530    0.005654           1.045567   \n",
       "48681                 NaN       -0.143476   -0.091977           6.577307   \n",
       "48682                 NaN             NaN         NaN                NaN   \n",
       "48683                 NaN       -0.125125   -0.026529           1.811117   \n",
       "48684                 NaN       -0.052803   -0.001409          -0.018905   \n",
       "48685                 NaN             NaN         NaN                NaN   \n",
       "48686                 NaN       -0.073792    0.007166           0.197472   \n",
       "48687                 NaN       -0.037453    0.010339           0.077178   \n",
       "48688                 NaN             NaN         NaN                NaN   \n",
       "48689                 NaN       -0.109182   -0.038163          -0.390476   \n",
       "48690                 NaN       -0.007277   -0.009670          -0.378217   \n",
       "48691                 NaN             NaN         NaN                NaN   \n",
       "\n",
       "       Cash Flow to Debt  Assets to Equity  R&D to Revenue  \\\n",
       "48662           1.457989         -0.019381             NaN   \n",
       "48663           0.029169         -0.016806             NaN   \n",
       "48664           0.182795         -0.026953             NaN   \n",
       "48665          -0.890666          0.014058             NaN   \n",
       "48666          22.742297         -0.075233             NaN   \n",
       "48667          -0.302528          0.028946             NaN   \n",
       "48668          -0.167132          0.057307             NaN   \n",
       "48669          -1.080513          0.009943             NaN   \n",
       "48670          16.198031         -0.047964             NaN   \n",
       "48671          -0.239507         -0.006731             NaN   \n",
       "48672           1.162932         -0.042614             NaN   \n",
       "48673          -1.294378          0.039175             NaN   \n",
       "48674           1.922973         -0.025510             NaN   \n",
       "48675          -1.696968         -0.022502             NaN   \n",
       "48676                NaN               NaN             NaN   \n",
       "48677           2.524521          0.063006             NaN   \n",
       "48678          -0.609799         -0.039924             NaN   \n",
       "48679                NaN               NaN             NaN   \n",
       "48680           2.329453         -0.014104             NaN   \n",
       "48681           1.609742         -0.056715             NaN   \n",
       "48682                NaN               NaN             NaN   \n",
       "48683           5.877366         -0.101283             NaN   \n",
       "48684          -0.514509         -0.051466             NaN   \n",
       "48685                NaN               NaN             NaN   \n",
       "48686           2.558551         -0.080382             NaN   \n",
       "48687          -1.584894         -0.047303             NaN   \n",
       "48688                NaN               NaN             NaN   \n",
       "48689           3.267049         -0.073836             NaN   \n",
       "48690          -0.749654          0.002416             NaN   \n",
       "48691                NaN               NaN             NaN   \n",
       "\n",
       "       Investment CF to OCF  Financing CF to OCF  FreeCashFlow     Capex  \\\n",
       "48662             -1.627276             0.887911      1.135218  0.051841   \n",
       "48663              0.320943            -0.160118     -0.746379  0.472023   \n",
       "48664             -0.491475            -1.806422      4.657110 -0.278214   \n",
       "48665              0.561331            -0.064747     -1.085666 -0.751945   \n",
       "48666            -11.845496            -0.635175     51.684637  0.697944   \n",
       "48667              0.910638             1.335951     -0.318436 -0.332428   \n",
       "48668              0.528396             4.188312      0.086775  0.430299   \n",
       "48669              1.962938            -2.920617     -1.209089 -0.252317   \n",
       "48670            -19.007200             0.768583      6.511943  0.465101   \n",
       "48671              0.409324            -0.403321     -0.461252  0.285990   \n",
       "48672             -2.343138             0.030367      1.078902 -0.070514   \n",
       "48673              1.669910            -0.345732     -1.447116 -0.673640   \n",
       "48674             -1.308232             0.575247      1.582816  0.955107   \n",
       "48675              1.695387            -1.624844     -2.585915  0.372932   \n",
       "48676                   NaN                  NaN           NaN       NaN   \n",
       "48677           -317.428522             0.803946      1.560206  2.892070   \n",
       "48678              0.935712             0.942188     -1.079445 -0.108853   \n",
       "48679                   NaN                  NaN           NaN       NaN   \n",
       "48680             -1.911170             0.302401      1.710722  0.022909   \n",
       "48681             -4.232767            -0.142444      1.952366 -0.225803   \n",
       "48682                   NaN                  NaN           NaN       NaN   \n",
       "48683            -11.660920             0.405601      3.161616  0.243902   \n",
       "48684              0.880297             0.450604     -0.738318  0.431373   \n",
       "48685                   NaN                  NaN           NaN       NaN   \n",
       "48686             -3.583333             0.702724      1.540146 -0.107143   \n",
       "48687              0.835373             3.160740     -2.702703  0.040000   \n",
       "48688                   NaN                  NaN           NaN       NaN   \n",
       "48689             -2.510519             0.305277      2.361702  0.253731   \n",
       "48690              0.700796             0.408889     -0.854911 -0.202381   \n",
       "48691                   NaN                  NaN           NaN       NaN   \n",
       "\n",
       "       Book Value Per Share  Tangible Book Value Per Share  \n",
       "48662              0.018612                       0.038344  \n",
       "48663              0.035975                       0.052785  \n",
       "48664              0.020555                       0.033617  \n",
       "48665              0.024036                       0.037139  \n",
       "48666              0.014454                       0.023292  \n",
       "48667              0.032962                      -0.042448  \n",
       "48668              0.019454                      -0.078594  \n",
       "48669              0.017707                       0.024728  \n",
       "48670              0.024091                       0.048127  \n",
       "48671              0.024136                       0.043619  \n",
       "48672              0.032119                       0.051353  \n",
       "48673              0.011979                       0.024031  \n",
       "48674              0.035322                       0.058693  \n",
       "48675              0.032129                       0.051695  \n",
       "48676                   NaN                            NaN  \n",
       "48677             -0.189668                       0.676503  \n",
       "48678              0.025806                       0.770298  \n",
       "48679                   NaN                            NaN  \n",
       "48680             -0.022483                      -0.029185  \n",
       "48681              0.040948                       0.824069  \n",
       "48682                   NaN                            NaN  \n",
       "48683              0.070499                       0.533639  \n",
       "48684              0.054952                       0.315519  \n",
       "48685                   NaN                            NaN  \n",
       "48686              0.058669                       0.160359  \n",
       "48687              0.056382                       0.143167  \n",
       "48688                   NaN                            NaN  \n",
       "48689              0.010511                       0.029812  \n",
       "48690              0.005120                       0.023229  \n",
       "48691                   NaN                            NaN  "
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "(53151, 41)\n",
      "symbol                               0\n",
      "cap                                  0\n",
      "GICS Sector ID                       0\n",
      "GICS Sector                          0\n",
      "GICS Industry Group ID               0\n",
      "GICS Industry Group                  0\n",
      "GICS Industry ID                     0\n",
      "GICS Industry                        0\n",
      "GICS Sub-Industry ID                 0\n",
      "GICS Sub-Industry                    0\n",
      "Stock Affect Date                    0\n",
      "NetIncome                         5590\n",
      "FreeCashFlow                      5612\n",
      "Assets to Equity                  5617\n",
      "Book Value Per Share              5618\n",
      "Tangible Book Value Per Share     5618\n",
      "TotalRevenue                      5621\n",
      "OperatingRevenue                  5621\n",
      "Net Profit Margin                 5621\n",
      "ROE                               5630\n",
      "ROA                               5630\n",
      "Cash Flow Margin                  5688\n",
      "Investment CF to OCF              5690\n",
      "Financing CF to OCF               5692\n",
      "CROA                              5692\n",
      "BasicEPS                          7147\n",
      "DilutedEPS                        7147\n",
      "Debt to Equity                    8174\n",
      "Debt Ratio                        8174\n",
      "Cash Flow to Debt                 8242\n",
      "Capex                             8532\n",
      "EBIT                             10771\n",
      "Operating Margin                 12664\n",
      "EBITDA                           12675\n",
      "Current Ratio                    12714\n",
      "Gross Profit Margin              13071\n",
      "Efficiency Ratio                 15648\n",
      "Interest Coverage                15836\n",
      "Quick Ratio                      23531\n",
      "Inventory Turnover               28281\n",
      "R&D to Revenue                   40552\n",
      "dtype: int64\n"
     ]
    }
   ],
   "source": [
    "display(df.query('symbol == \"UNFI\"').tail(30))\n",
    "\n",
    "# Calculate the difference in quarters between current and previous report for the same company\n",
    "df['quarter_diff'] = (df.groupby('symbol', observed=True)['asOfDate'].diff() / pd.Timedelta(90, 'days')).round()\n",
    "\n",
    "# Identify where the streak of consecutive quarters breaks\n",
    "df['streak_id'] = (df['quarter_diff'] != 1).cumsum()\n",
    "\n",
    "# Group by each streak and calculate the percentage change within the streak\n",
    "# Note: Since we are dealing with potentially negative numbers, we'll use the absolute value in the denominator\n",
    "# not sure why pandas default pct_change method doesn't use this formula or at least have it as an option\n",
    "df[cols] = df.groupby(['symbol', 'streak_id'], observed=True)[\n",
    "    cols].diff() / abs(df.groupby(['symbol', 'streak_id'], observed=True)[cols].shift())\n",
    "\n",
    "# Drop streak ID and quarter diff and asOfDate\n",
    "df.drop(columns=['streak_id', 'quarter_diff', 'asOfDate'], inplace=True)\n",
    "\n",
    "# Any infinities are from division by zero, we'll replace them with 0\n",
    "df.replace([np.inf, -np.inf], 0, inplace=True)\n",
    "\n",
    "print('Percent Change')\n",
    "display(df.query('symbol == \"UNFI\"').tail(30))\n",
    "\n",
    "# Print Nulls\n",
    "print(df.shape)\n",
    "print(df.isnull().sum().sort_values())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 23,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Mark days with an earnings call\n",
    "df['Earnings Call'] = 1\n",
    "\n",
    "# Get valid tickers and reset categories\n",
    "valid_tickers = df['symbol'].unique()\n",
    "df['symbol'] = df['symbol'].cat.set_categories(valid_tickers)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "##### Stock Price\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 24,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Total: (3715142, 44)\n"
     ]
    },
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>symbol</th>\n",
       "      <th>date</th>\n",
       "      <th>adjclose</th>\n",
       "      <th>Stock Affect Date</th>\n",
       "      <th>cap</th>\n",
       "      <th>GICS Sector ID</th>\n",
       "      <th>GICS Sector</th>\n",
       "      <th>GICS Industry Group ID</th>\n",
       "      <th>GICS Industry Group</th>\n",
       "      <th>GICS Industry ID</th>\n",
       "      <th>GICS Industry</th>\n",
       "      <th>GICS Sub-Industry ID</th>\n",
       "      <th>GICS Sub-Industry</th>\n",
       "      <th>TotalRevenue</th>\n",
       "      <th>OperatingRevenue</th>\n",
       "      <th>NetIncome</th>\n",
       "      <th>BasicEPS</th>\n",
       "      <th>DilutedEPS</th>\n",
       "      <th>EBITDA</th>\n",
       "      <th>EBIT</th>\n",
       "      <th>Current Ratio</th>\n",
       "      <th>Quick Ratio</th>\n",
       "      <th>Gross Profit Margin</th>\n",
       "      <th>Net Profit Margin</th>\n",
       "      <th>Cash Flow Margin</th>\n",
       "      <th>Operating Margin</th>\n",
       "      <th>ROA</th>\n",
       "      <th>CROA</th>\n",
       "      <th>ROE</th>\n",
       "      <th>Efficiency Ratio</th>\n",
       "      <th>Inventory Turnover</th>\n",
       "      <th>Debt to Equity</th>\n",
       "      <th>Debt Ratio</th>\n",
       "      <th>Interest Coverage</th>\n",
       "      <th>Cash Flow to Debt</th>\n",
       "      <th>Assets to Equity</th>\n",
       "      <th>R&amp;D to Revenue</th>\n",
       "      <th>Investment CF to OCF</th>\n",
       "      <th>Financing CF to OCF</th>\n",
       "      <th>FreeCashFlow</th>\n",
       "      <th>Capex</th>\n",
       "      <th>Book Value Per Share</th>\n",
       "      <th>Tangible Book Value Per Share</th>\n",
       "      <th>Earnings Call</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>MMM</td>\n",
       "      <td>2013-07-29</td>\n",
       "      <td>81.858749</td>\n",
       "      <td>2013-07-29</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>ON</td>\n",
       "      <td>2013-07-29</td>\n",
       "      <td>8.100000</td>\n",
       "      <td>2013-07-29</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>OKE</td>\n",
       "      <td>2013-07-29</td>\n",
       "      <td>23.889841</td>\n",
       "      <td>2013-07-29</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  symbol        date   adjclose Stock Affect Date  cap GICS Sector ID  \\\n",
       "0    MMM  2013-07-29  81.858749        2013-07-29  NaN            NaN   \n",
       "1     ON  2013-07-29   8.100000        2013-07-29  NaN            NaN   \n",
       "2    OKE  2013-07-29  23.889841        2013-07-29  NaN            NaN   \n",
       "\n",
       "  GICS Sector GICS Industry Group ID GICS Industry Group GICS Industry ID  \\\n",
       "0         NaN                    NaN                 NaN              NaN   \n",
       "1         NaN                    NaN                 NaN              NaN   \n",
       "2         NaN                    NaN                 NaN              NaN   \n",
       "\n",
       "  GICS Industry GICS Sub-Industry ID GICS Sub-Industry  TotalRevenue  \\\n",
       "0           NaN                  NaN               NaN           NaN   \n",
       "1           NaN                  NaN               NaN           NaN   \n",
       "2           NaN                  NaN               NaN           NaN   \n",
       "\n",
       "   OperatingRevenue  NetIncome  BasicEPS  DilutedEPS  EBITDA  EBIT  \\\n",
       "0               NaN        NaN       NaN         NaN     NaN   NaN   \n",
       "1               NaN        NaN       NaN         NaN     NaN   NaN   \n",
       "2               NaN        NaN       NaN         NaN     NaN   NaN   \n",
       "\n",
       "   Current Ratio  Quick Ratio  Gross Profit Margin  Net Profit Margin  \\\n",
       "0            NaN          NaN                  NaN                NaN   \n",
       "1            NaN          NaN                  NaN                NaN   \n",
       "2            NaN          NaN                  NaN                NaN   \n",
       "\n",
       "   Cash Flow Margin  Operating Margin  ROA  CROA  ROE  Efficiency Ratio  \\\n",
       "0               NaN               NaN  NaN   NaN  NaN               NaN   \n",
       "1               NaN               NaN  NaN   NaN  NaN               NaN   \n",
       "2               NaN               NaN  NaN   NaN  NaN               NaN   \n",
       "\n",
       "   Inventory Turnover  Debt to Equity  Debt Ratio  Interest Coverage  \\\n",
       "0                 NaN             NaN         NaN                NaN   \n",
       "1                 NaN             NaN         NaN                NaN   \n",
       "2                 NaN             NaN         NaN                NaN   \n",
       "\n",
       "   Cash Flow to Debt  Assets to Equity  R&D to Revenue  Investment CF to OCF  \\\n",
       "0                NaN               NaN             NaN                   NaN   \n",
       "1                NaN               NaN             NaN                   NaN   \n",
       "2                NaN               NaN             NaN                   NaN   \n",
       "\n",
       "   Financing CF to OCF  FreeCashFlow  Capex  Book Value Per Share  \\\n",
       "0                  NaN           NaN    NaN                   NaN   \n",
       "1                  NaN           NaN    NaN                   NaN   \n",
       "2                  NaN           NaN    NaN                   NaN   \n",
       "\n",
       "   Tangible Book Value Per Share  Earnings Call  \n",
       "0                            NaN            NaN  \n",
       "1                            NaN            NaN  \n",
       "2                            NaN            NaN  "
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "# Grab stock prices\n",
    "df_stock = pd.concat([pd.read_csv(f'data/{cap}/stock_hist.csv')[['symbol', 'date', 'adjclose']]\n",
    "                      for cap in ['large', 'mid', 'small']])\n",
    "cols = ['date', 'adjclose'] + cols\n",
    "df_stock['date'] = df_stock['date'].str[:10]\n",
    "\n",
    "# Valid tickers\n",
    "df_stock = df_stock[df_stock['symbol'].isin(valid_tickers)]\n",
    "df_stock['symbol'] = df_stock['symbol'].astype(df['symbol'].dtype)\n",
    "\n",
    "df['Stock Affect Date'] = df['Stock Affect Date'].astype('datetime64[ns]')\n",
    "\n",
    "df_stock['Stock Affect Date'] = df_stock['date']\n",
    "df_stock['Stock Affect Date'] = df_stock['Stock Affect Date'].astype('datetime64[ns]')\n",
    "\n",
    "# Merge stock prices with financials\n",
    "df = pd.merge_asof(df_stock.sort_values('Stock Affect Date'), df.sort_values('Stock Affect Date'), on='Stock Affect Date', by='symbol', tolerance=pd.Timedelta(days=0))\n",
    "%xdel df_stock\n",
    "\n",
    "print('Total:', df.shape)\n",
    "display(df.head(3))\n",
    "# Drop invalid tickers\n",
    "df = df[df['symbol'].isin(valid_tickers)]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 25,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "(3715142, 44)\n",
      "symbol                                 0\n",
      "date                                   0\n",
      "adjclose                               0\n",
      "Stock Affect Date                      0\n",
      "cap                                    0\n",
      "GICS Sector ID                         0\n",
      "GICS Sector                            0\n",
      "GICS Industry Group ID                 0\n",
      "GICS Industry Group                    0\n",
      "GICS Industry ID                       0\n",
      "GICS Industry                          0\n",
      "GICS Sub-Industry ID                   0\n",
      "GICS Sub-Industry                      0\n",
      "TotalRevenue                     3667844\n",
      "OperatingRevenue                 3667844\n",
      "NetIncome                        3667815\n",
      "BasicEPS                         3669356\n",
      "DilutedEPS                       3669356\n",
      "EBITDA                           3674869\n",
      "EBIT                             3672965\n",
      "Current Ratio                    3674891\n",
      "Quick Ratio                      3685643\n",
      "Gross Profit Margin              3675253\n",
      "Net Profit Margin                3667844\n",
      "Cash Flow Margin                 3667902\n",
      "Operating Margin                 3674856\n",
      "ROA                              3667837\n",
      "CROA                             3667892\n",
      "ROE                              3667837\n",
      "Efficiency Ratio                 3677824\n",
      "Inventory Turnover               3690355\n",
      "Debt to Equity                   3670366\n",
      "Debt Ratio                       3670366\n",
      "Interest Coverage                3678012\n",
      "Cash Flow to Debt                3670426\n",
      "Assets to Equity                 3667825\n",
      "R&D to Revenue                   3702551\n",
      "Investment CF to OCF             3667904\n",
      "Financing CF to OCF              3667906\n",
      "FreeCashFlow                     3667828\n",
      "Capex                            3670733\n",
      "Book Value Per Share             3667826\n",
      "Tangible Book Value Per Share    3667826\n",
      "Earnings Call                    3662294\n",
      "dtype: int64\n"
     ]
    }
   ],
   "source": [
    "# Fill cat_cols\n",
    "group = df.groupby('symbol', observed=True)\n",
    "for col in cat_cols:\n",
    "    df[col] = group[col].ffill()\n",
    "    df[col] = group[col].bfill()\n",
    "%xdel group\n",
    "    \n",
    "# Drop any remaining nulls in cat_cols\n",
    "df = df.dropna(subset=cat_cols)\n",
    "\n",
    "print(df.shape)\n",
    "print(df.isnull().sum())"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "##### Macros\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 26,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "['fed_funds', 'treasury_10yr', 'treasury_2yr', 'baa_credit_spread', 'aaa_credit_spread', 'treasury_3mo', 'vix', 'gold', 'oil', 'silver', 'copper', 'aluminium', 'platinum', 'palladium', 'natural_gas', 'wheat', 'corn', 'soybean', 'coffee', 'cocao', 'sugar', 'cotton', 'mortgage_30yr', 'mortgage_15yr']\n",
      "['fed_funds', 'treasury_10yr', 'treasury_2yr', 'baa_credit_spread', 'aaa_credit_spread', 'treasury_3mo', 'vix', 'gold', 'oil', 'silver', 'copper', 'aluminium', 'platinum', 'palladium', 'natural_gas', 'wheat', 'corn', 'soybean', 'coffee', 'cocao', 'sugar', 'cotton']\n",
      "['mortgage_30yr', 'mortgage_15yr']\n",
      "['cpi', 'unemployment', 'federal_budget_deficit', 'housing_starts']\n",
      "['gdp_real', 'avg_home_price']\n"
     ]
    }
   ],
   "source": [
    "def get_macro(path: str, freq: str) -> pd.DataFrame:\n",
    "    # All are forward filled as data is not published on federal holidays, despite some being trading days\n",
    "    df = pd.read_csv(f'data/macro/{path}.csv')\n",
    "    if freq == 'weekly':\n",
    "        df = df[['realtime_start', 'date', 'value']]\n",
    "        df.columns = ['date', 'week', f'{path}']\n",
    "        df['date'] = df['date'].astype('datetime64[ns]')\n",
    "        df['week'] = df['week'].astype('datetime64[ns]')\n",
    "        df.set_index('date', inplace=True)\n",
    "        # Only keep when date published is the same\n",
    "        df = df[df.index == df['week']]\n",
    "        df.drop(columns=['week'], inplace=True)\n",
    "        # Ensure our weeklies line up with all trading dates\n",
    "        df = df.asfreq(bday, method='ffill') \n",
    "        return df\n",
    "\n",
    "    elif freq == 'monthly':\n",
    "        df = df[['realtime_start', 'date', 'value']]\n",
    "        df.columns = ['date', 'month', f'{path}']\n",
    "        df['date'] = df['date'].astype('datetime64[ns]')\n",
    "        df['month'] = df['month'].astype('datetime64[ns]')\n",
    "        df.set_index('date', inplace=True)\n",
    "        # Only keep when date published is in the following month\n",
    "        df = df[df.index <= df['month'] + pd.DateOffset(months=2)]\n",
    "        df.drop(columns=['month'], inplace=True)\n",
    "        # Forward fill\n",
    "        df.ffill(inplace=True)\n",
    "        return df.diff() / abs(df.shift())\n",
    "\n",
    "    elif freq == 'quarterly':\n",
    "        df = df[['realtime_start', 'date', 'value']]\n",
    "        df.columns = ['date', 'quarter', f'{path}']\n",
    "        df['date'] = df['date'].astype('datetime64[ns]')\n",
    "        df['quarter'] = df['quarter'].astype('datetime64[ns]')\n",
    "        df.set_index('date', inplace=True)\n",
    "        # Only keep when date published is in the following quarter\n",
    "        df = df[df.index <= df['quarter'] + pd.DateOffset(months=4)]\n",
    "        df.drop(columns=['quarter'], inplace=True)\n",
    "        # Forward fill\n",
    "        df.ffill(inplace=True)\n",
    "        return df.diff() / abs(df.shift())\n",
    "\n",
    "    # We need some extra work for the pct_change later for the dailies\n",
    "    elif freq == 'daily':\n",
    "        df.columns = ['date', f'{path}']\n",
    "        df['date'] = df['date'].astype('datetime64[ns]')\n",
    "        df.set_index('date', inplace=True)\n",
    "        # Ensure our dailies line up with all trading dates\n",
    "        df = df.asfreq(bday, method='ffill')\n",
    "        return df\n",
    "\n",
    "\n",
    "# Dailies\n",
    "# These are going to need some extra work for percent change after resampling to monthly\n",
    "dailies = ['fed_funds', 'treasury_10yr', 'treasury_2yr',\n",
    "           'baa_credit_spread', 'aaa_credit_spread']\n",
    "cols_need_pchange = dailies.copy()\n",
    "cols += dailies\n",
    "\n",
    "fed_funds, treasury_10yr, treasury_2yr, baa_credit_spread, aaa_credit_spread = [\n",
    "    get_macro(path, 'daily') for path in dailies]\n",
    "\n",
    "\n",
    "def get_index(path: str) -> pd.DataFrame:\n",
    "    df = pd.read_csv(f'data/macro/{path}.csv')[['date', 'adjclose']]\n",
    "    df.columns = ['date', path]\n",
    "    df['date'] = pd.to_datetime(df['date'])\n",
    "    df.set_index('date', inplace=True)\n",
    "    # Ensure all my indexes line up with all trading dates \n",
    "    # (ex. ^IRX is closed on some federal holidays that are trading days)\n",
    "    df = df.asfreq(bday, method='ffill')\n",
    "    return df\n",
    "\n",
    "\n",
    "dailies_index = ['treasury_3mo', 'vix', 'gold', 'oil', 'silver', 'copper', 'aluminium', 'platinum', 'palladium', 'natural_gas', 'wheat', 'corn', 'soybean', 'coffee', 'cocao', 'sugar', 'cotton']\n",
    "cols_need_pchange += dailies_index\n",
    "cols += dailies_index\n",
    "treasury_3mo, vix, gold, oil, silver, copper, aluminium, platinum, palladium, natural_gas, wheat, corn, soybean, coffee, cocao, sugar, cotton = [get_index(path) for path in dailies_index]\n",
    "dailies += dailies_index\n",
    "\n",
    "# Weeklies\n",
    "weeklies = ['mortgage_30yr', 'mortgage_15yr']\n",
    "cols_need_pchange += weeklies\n",
    "cols += weeklies\n",
    "mortgage_30yr, mortgage_15yr = [\n",
    "    get_macro(path, 'weekly') for path in weeklies]\n",
    "\n",
    "# Monthlies\n",
    "monthlies = ['cpi', 'unemployment', 'federal_budget_deficit', 'housing_starts']\n",
    "cols += monthlies\n",
    "\n",
    "cpi, unemployment, federal_budget_deficit, housing_starts = [\n",
    "    get_macro(path, 'monthly') for path in monthlies]\n",
    "\n",
    "# Quarterlies\n",
    "quarterlies = ['gdp_real', 'avg_home_price']\n",
    "cols += quarterlies\n",
    "gdp_real, avg_home_price = [get_macro(path, 'quarterly') for path in quarterlies]\n",
    "\n",
    "# Any infs are from division by zero, we'll replace them with 0\n",
    "for var in dailies + weeklies + monthlies + quarterlies:\n",
    "    globals()[var].replace([np.inf, -np.inf], 0, inplace=True)\n",
    "\n",
    "print(cols_need_pchange, dailies, weeklies, monthlies, quarterlies, sep='\\n')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 27,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>symbol</th>\n",
       "      <th>date</th>\n",
       "      <th>adjclose</th>\n",
       "      <th>Stock Affect Date</th>\n",
       "      <th>cap</th>\n",
       "      <th>GICS Sector ID</th>\n",
       "      <th>GICS Sector</th>\n",
       "      <th>GICS Industry Group ID</th>\n",
       "      <th>GICS Industry Group</th>\n",
       "      <th>GICS Industry ID</th>\n",
       "      <th>GICS Industry</th>\n",
       "      <th>GICS Sub-Industry ID</th>\n",
       "      <th>GICS Sub-Industry</th>\n",
       "      <th>TotalRevenue</th>\n",
       "      <th>OperatingRevenue</th>\n",
       "      <th>NetIncome</th>\n",
       "      <th>BasicEPS</th>\n",
       "      <th>DilutedEPS</th>\n",
       "      <th>EBITDA</th>\n",
       "      <th>EBIT</th>\n",
       "      <th>Current Ratio</th>\n",
       "      <th>Quick Ratio</th>\n",
       "      <th>Gross Profit Margin</th>\n",
       "      <th>Net Profit Margin</th>\n",
       "      <th>Cash Flow Margin</th>\n",
       "      <th>Operating Margin</th>\n",
       "      <th>ROA</th>\n",
       "      <th>CROA</th>\n",
       "      <th>ROE</th>\n",
       "      <th>Efficiency Ratio</th>\n",
       "      <th>Inventory Turnover</th>\n",
       "      <th>Debt to Equity</th>\n",
       "      <th>Debt Ratio</th>\n",
       "      <th>Interest Coverage</th>\n",
       "      <th>Cash Flow to Debt</th>\n",
       "      <th>Assets to Equity</th>\n",
       "      <th>R&amp;D to Revenue</th>\n",
       "      <th>Investment CF to OCF</th>\n",
       "      <th>Financing CF to OCF</th>\n",
       "      <th>FreeCashFlow</th>\n",
       "      <th>Capex</th>\n",
       "      <th>Book Value Per Share</th>\n",
       "      <th>Tangible Book Value Per Share</th>\n",
       "      <th>Earnings Call</th>\n",
       "      <th>fed_funds</th>\n",
       "      <th>treasury_10yr</th>\n",
       "      <th>treasury_2yr</th>\n",
       "      <th>baa_credit_spread</th>\n",
       "      <th>aaa_credit_spread</th>\n",
       "      <th>treasury_3mo</th>\n",
       "      <th>vix</th>\n",
       "      <th>gold</th>\n",
       "      <th>oil</th>\n",
       "      <th>silver</th>\n",
       "      <th>copper</th>\n",
       "      <th>aluminium</th>\n",
       "      <th>platinum</th>\n",
       "      <th>palladium</th>\n",
       "      <th>natural_gas</th>\n",
       "      <th>wheat</th>\n",
       "      <th>corn</th>\n",
       "      <th>soybean</th>\n",
       "      <th>coffee</th>\n",
       "      <th>cocao</th>\n",
       "      <th>sugar</th>\n",
       "      <th>cotton</th>\n",
       "      <th>mortgage_30yr</th>\n",
       "      <th>mortgage_15yr</th>\n",
       "      <th>cpi</th>\n",
       "      <th>unemployment</th>\n",
       "      <th>federal_budget_deficit</th>\n",
       "      <th>housing_starts</th>\n",
       "      <th>gdp_real</th>\n",
       "      <th>avg_home_price</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>MMM</td>\n",
       "      <td>2013-07-29</td>\n",
       "      <td>81.858749</td>\n",
       "      <td>2013-07-29</td>\n",
       "      <td>large</td>\n",
       "      <td>20</td>\n",
       "      <td>Industrials</td>\n",
       "      <td>2010</td>\n",
       "      <td>Capital Goods</td>\n",
       "      <td>201050.0</td>\n",
       "      <td>Industrial Conglomerates</td>\n",
       "      <td>20105010.0</td>\n",
       "      <td>Industrial Conglomerates</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.08</td>\n",
       "      <td>2.61</td>\n",
       "      <td>0.33</td>\n",
       "      <td>2.69</td>\n",
       "      <td>1.76</td>\n",
       "      <td>0.02</td>\n",
       "      <td>13.39</td>\n",
       "      <td>1328.400024</td>\n",
       "      <td>104.550003</td>\n",
       "      <td>19.854</td>\n",
       "      <td>3.1165</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1441.800049</td>\n",
       "      <td>743.75</td>\n",
       "      <td>3.459</td>\n",
       "      <td>651.5</td>\n",
       "      <td>489.25</td>\n",
       "      <td>1367.5</td>\n",
       "      <td>121.150002</td>\n",
       "      <td>2280.0</td>\n",
       "      <td>16.92</td>\n",
       "      <td>84.849998</td>\n",
       "      <td>4.31</td>\n",
       "      <td>3.39</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>SLCA</td>\n",
       "      <td>2013-07-29</td>\n",
       "      <td>21.858809</td>\n",
       "      <td>2013-07-29</td>\n",
       "      <td>small</td>\n",
       "      <td>10</td>\n",
       "      <td>Energy</td>\n",
       "      <td>1010</td>\n",
       "      <td>Energy</td>\n",
       "      <td>101010.0</td>\n",
       "      <td>Energy Equipment &amp; Services</td>\n",
       "      <td>10101020.0</td>\n",
       "      <td>Oil &amp; Gas Equipment &amp; Services</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.08</td>\n",
       "      <td>2.61</td>\n",
       "      <td>0.33</td>\n",
       "      <td>2.69</td>\n",
       "      <td>1.76</td>\n",
       "      <td>0.02</td>\n",
       "      <td>13.39</td>\n",
       "      <td>1328.400024</td>\n",
       "      <td>104.550003</td>\n",
       "      <td>19.854</td>\n",
       "      <td>3.1165</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1441.800049</td>\n",
       "      <td>743.75</td>\n",
       "      <td>3.459</td>\n",
       "      <td>651.5</td>\n",
       "      <td>489.25</td>\n",
       "      <td>1367.5</td>\n",
       "      <td>121.150002</td>\n",
       "      <td>2280.0</td>\n",
       "      <td>16.92</td>\n",
       "      <td>84.849998</td>\n",
       "      <td>4.31</td>\n",
       "      <td>3.39</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>XRAY</td>\n",
       "      <td>2013-07-29</td>\n",
       "      <td>38.631176</td>\n",
       "      <td>2013-07-29</td>\n",
       "      <td>large</td>\n",
       "      <td>35</td>\n",
       "      <td>Health Care</td>\n",
       "      <td>3510</td>\n",
       "      <td>Health Care Equipment &amp; Services</td>\n",
       "      <td>351010.0</td>\n",
       "      <td>Health Care Equipment &amp; Supplies</td>\n",
       "      <td>35101020.0</td>\n",
       "      <td>Health Care Supplies</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.08</td>\n",
       "      <td>2.61</td>\n",
       "      <td>0.33</td>\n",
       "      <td>2.69</td>\n",
       "      <td>1.76</td>\n",
       "      <td>0.02</td>\n",
       "      <td>13.39</td>\n",
       "      <td>1328.400024</td>\n",
       "      <td>104.550003</td>\n",
       "      <td>19.854</td>\n",
       "      <td>3.1165</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1441.800049</td>\n",
       "      <td>743.75</td>\n",
       "      <td>3.459</td>\n",
       "      <td>651.5</td>\n",
       "      <td>489.25</td>\n",
       "      <td>1367.5</td>\n",
       "      <td>121.150002</td>\n",
       "      <td>2280.0</td>\n",
       "      <td>16.92</td>\n",
       "      <td>84.849998</td>\n",
       "      <td>4.31</td>\n",
       "      <td>3.39</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>FE</td>\n",
       "      <td>2013-07-29</td>\n",
       "      <td>24.726622</td>\n",
       "      <td>2013-07-29</td>\n",
       "      <td>large</td>\n",
       "      <td>55</td>\n",
       "      <td>Utilities</td>\n",
       "      <td>5510</td>\n",
       "      <td>Utilities</td>\n",
       "      <td>551010.0</td>\n",
       "      <td>Electric Utilities</td>\n",
       "      <td>55101010.0</td>\n",
       "      <td>Electric Utilities</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.08</td>\n",
       "      <td>2.61</td>\n",
       "      <td>0.33</td>\n",
       "      <td>2.69</td>\n",
       "      <td>1.76</td>\n",
       "      <td>0.02</td>\n",
       "      <td>13.39</td>\n",
       "      <td>1328.400024</td>\n",
       "      <td>104.550003</td>\n",
       "      <td>19.854</td>\n",
       "      <td>3.1165</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1441.800049</td>\n",
       "      <td>743.75</td>\n",
       "      <td>3.459</td>\n",
       "      <td>651.5</td>\n",
       "      <td>489.25</td>\n",
       "      <td>1367.5</td>\n",
       "      <td>121.150002</td>\n",
       "      <td>2280.0</td>\n",
       "      <td>16.92</td>\n",
       "      <td>84.849998</td>\n",
       "      <td>4.31</td>\n",
       "      <td>3.39</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>LLY</td>\n",
       "      <td>2013-07-29</td>\n",
       "      <td>42.245495</td>\n",
       "      <td>2013-07-29</td>\n",
       "      <td>large</td>\n",
       "      <td>35</td>\n",
       "      <td>Health Care</td>\n",
       "      <td>3520</td>\n",
       "      <td>Pharmaceuticals, Biotechnology &amp; Life Sciences</td>\n",
       "      <td>352020.0</td>\n",
       "      <td>Pharmaceuticals</td>\n",
       "      <td>35202010.0</td>\n",
       "      <td>Pharmaceuticals</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.08</td>\n",
       "      <td>2.61</td>\n",
       "      <td>0.33</td>\n",
       "      <td>2.69</td>\n",
       "      <td>1.76</td>\n",
       "      <td>0.02</td>\n",
       "      <td>13.39</td>\n",
       "      <td>1328.400024</td>\n",
       "      <td>104.550003</td>\n",
       "      <td>19.854</td>\n",
       "      <td>3.1165</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1441.800049</td>\n",
       "      <td>743.75</td>\n",
       "      <td>3.459</td>\n",
       "      <td>651.5</td>\n",
       "      <td>489.25</td>\n",
       "      <td>1367.5</td>\n",
       "      <td>121.150002</td>\n",
       "      <td>2280.0</td>\n",
       "      <td>16.92</td>\n",
       "      <td>84.849998</td>\n",
       "      <td>4.31</td>\n",
       "      <td>3.39</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  symbol       date   adjclose Stock Affect Date    cap GICS Sector ID  \\\n",
       "0    MMM 2013-07-29  81.858749        2013-07-29  large             20   \n",
       "1   SLCA 2013-07-29  21.858809        2013-07-29  small             10   \n",
       "2   XRAY 2013-07-29  38.631176        2013-07-29  large             35   \n",
       "3     FE 2013-07-29  24.726622        2013-07-29  large             55   \n",
       "4    LLY 2013-07-29  42.245495        2013-07-29  large             35   \n",
       "\n",
       "   GICS Sector GICS Industry Group ID  \\\n",
       "0  Industrials                   2010   \n",
       "1       Energy                   1010   \n",
       "2  Health Care                   3510   \n",
       "3    Utilities                   5510   \n",
       "4  Health Care                   3520   \n",
       "\n",
       "                              GICS Industry Group GICS Industry ID  \\\n",
       "0                                   Capital Goods         201050.0   \n",
       "1                                          Energy         101010.0   \n",
       "2                Health Care Equipment & Services         351010.0   \n",
       "3                                       Utilities         551010.0   \n",
       "4  Pharmaceuticals, Biotechnology & Life Sciences         352020.0   \n",
       "\n",
       "                      GICS Industry GICS Sub-Industry ID  \\\n",
       "0          Industrial Conglomerates           20105010.0   \n",
       "1       Energy Equipment & Services           10101020.0   \n",
       "2  Health Care Equipment & Supplies           35101020.0   \n",
       "3                Electric Utilities           55101010.0   \n",
       "4                   Pharmaceuticals           35202010.0   \n",
       "\n",
       "                GICS Sub-Industry  TotalRevenue  OperatingRevenue  NetIncome  \\\n",
       "0        Industrial Conglomerates           NaN               NaN        NaN   \n",
       "1  Oil & Gas Equipment & Services           NaN               NaN        NaN   \n",
       "2            Health Care Supplies           NaN               NaN        NaN   \n",
       "3              Electric Utilities           NaN               NaN        NaN   \n",
       "4                 Pharmaceuticals           NaN               NaN        NaN   \n",
       "\n",
       "   BasicEPS  DilutedEPS  EBITDA  EBIT  Current Ratio  Quick Ratio  \\\n",
       "0       NaN         NaN     NaN   NaN            NaN          NaN   \n",
       "1       NaN         NaN     NaN   NaN            NaN          NaN   \n",
       "2       NaN         NaN     NaN   NaN            NaN          NaN   \n",
       "3       NaN         NaN     NaN   NaN            NaN          NaN   \n",
       "4       NaN         NaN     NaN   NaN            NaN          NaN   \n",
       "\n",
       "   Gross Profit Margin  Net Profit Margin  Cash Flow Margin  Operating Margin  \\\n",
       "0                  NaN                NaN               NaN               NaN   \n",
       "1                  NaN                NaN               NaN               NaN   \n",
       "2                  NaN                NaN               NaN               NaN   \n",
       "3                  NaN                NaN               NaN               NaN   \n",
       "4                  NaN                NaN               NaN               NaN   \n",
       "\n",
       "   ROA  CROA  ROE  Efficiency Ratio  Inventory Turnover  Debt to Equity  \\\n",
       "0  NaN   NaN  NaN               NaN                 NaN             NaN   \n",
       "1  NaN   NaN  NaN               NaN                 NaN             NaN   \n",
       "2  NaN   NaN  NaN               NaN                 NaN             NaN   \n",
       "3  NaN   NaN  NaN               NaN                 NaN             NaN   \n",
       "4  NaN   NaN  NaN               NaN                 NaN             NaN   \n",
       "\n",
       "   Debt Ratio  Interest Coverage  Cash Flow to Debt  Assets to Equity  \\\n",
       "0         NaN                NaN                NaN               NaN   \n",
       "1         NaN                NaN                NaN               NaN   \n",
       "2         NaN                NaN                NaN               NaN   \n",
       "3         NaN                NaN                NaN               NaN   \n",
       "4         NaN                NaN                NaN               NaN   \n",
       "\n",
       "   R&D to Revenue  Investment CF to OCF  Financing CF to OCF  FreeCashFlow  \\\n",
       "0             NaN                   NaN                  NaN           NaN   \n",
       "1             NaN                   NaN                  NaN           NaN   \n",
       "2             NaN                   NaN                  NaN           NaN   \n",
       "3             NaN                   NaN                  NaN           NaN   \n",
       "4             NaN                   NaN                  NaN           NaN   \n",
       "\n",
       "   Capex  Book Value Per Share  Tangible Book Value Per Share  Earnings Call  \\\n",
       "0    NaN                   NaN                            NaN            NaN   \n",
       "1    NaN                   NaN                            NaN            NaN   \n",
       "2    NaN                   NaN                            NaN            NaN   \n",
       "3    NaN                   NaN                            NaN            NaN   \n",
       "4    NaN                   NaN                            NaN            NaN   \n",
       "\n",
       "   fed_funds  treasury_10yr  treasury_2yr  baa_credit_spread  \\\n",
       "0       0.08           2.61          0.33               2.69   \n",
       "1       0.08           2.61          0.33               2.69   \n",
       "2       0.08           2.61          0.33               2.69   \n",
       "3       0.08           2.61          0.33               2.69   \n",
       "4       0.08           2.61          0.33               2.69   \n",
       "\n",
       "   aaa_credit_spread  treasury_3mo    vix         gold         oil  silver  \\\n",
       "0               1.76          0.02  13.39  1328.400024  104.550003  19.854   \n",
       "1               1.76          0.02  13.39  1328.400024  104.550003  19.854   \n",
       "2               1.76          0.02  13.39  1328.400024  104.550003  19.854   \n",
       "3               1.76          0.02  13.39  1328.400024  104.550003  19.854   \n",
       "4               1.76          0.02  13.39  1328.400024  104.550003  19.854   \n",
       "\n",
       "   copper  aluminium     platinum  palladium  natural_gas  wheat    corn  \\\n",
       "0  3.1165        NaN  1441.800049     743.75        3.459  651.5  489.25   \n",
       "1  3.1165        NaN  1441.800049     743.75        3.459  651.5  489.25   \n",
       "2  3.1165        NaN  1441.800049     743.75        3.459  651.5  489.25   \n",
       "3  3.1165        NaN  1441.800049     743.75        3.459  651.5  489.25   \n",
       "4  3.1165        NaN  1441.800049     743.75        3.459  651.5  489.25   \n",
       "\n",
       "   soybean      coffee   cocao  sugar     cotton  mortgage_30yr  \\\n",
       "0   1367.5  121.150002  2280.0  16.92  84.849998           4.31   \n",
       "1   1367.5  121.150002  2280.0  16.92  84.849998           4.31   \n",
       "2   1367.5  121.150002  2280.0  16.92  84.849998           4.31   \n",
       "3   1367.5  121.150002  2280.0  16.92  84.849998           4.31   \n",
       "4   1367.5  121.150002  2280.0  16.92  84.849998           4.31   \n",
       "\n",
       "   mortgage_15yr  cpi  unemployment  federal_budget_deficit  housing_starts  \\\n",
       "0           3.39  NaN           NaN                     NaN             NaN   \n",
       "1           3.39  NaN           NaN                     NaN             NaN   \n",
       "2           3.39  NaN           NaN                     NaN             NaN   \n",
       "3           3.39  NaN           NaN                     NaN             NaN   \n",
       "4           3.39  NaN           NaN                     NaN             NaN   \n",
       "\n",
       "   gdp_real  avg_home_price  \n",
       "0       NaN             NaN  \n",
       "1       NaN             NaN  \n",
       "2       NaN             NaN  \n",
       "3       NaN             NaN  \n",
       "4       NaN             NaN  "
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\n",
      "Nulls:\n",
      " symbol                                 0\n",
      "GICS Sub-Industry                      0\n",
      "GICS Industry                          0\n",
      "GICS Industry ID                       0\n",
      "GICS Industry Group                    0\n",
      "GICS Industry Group ID                 0\n",
      "GICS Sub-Industry ID                   0\n",
      "GICS Sector ID                         0\n",
      "cap                                    0\n",
      "Stock Affect Date                      0\n",
      "adjclose                               0\n",
      "date                                   0\n",
      "GICS Sector                            0\n",
      "natural_gas                         1475\n",
      "palladium                           1475\n",
      "platinum                            1475\n",
      "copper                              1475\n",
      "gold                                1475\n",
      "oil                                 1475\n",
      "vix                                 1475\n",
      "treasury_3mo                        1475\n",
      "wheat                               1475\n",
      "silver                              1475\n",
      "corn                                1475\n",
      "cocao                               1475\n",
      "coffee                              1475\n",
      "fed_funds                           1475\n",
      "sugar                               1475\n",
      "cotton                              1475\n",
      "mortgage_30yr                       1475\n",
      "mortgage_15yr                       1475\n",
      "soybean                             1475\n",
      "treasury_10yr                      29334\n",
      "treasury_2yr                       29334\n",
      "baa_credit_spread                  30720\n",
      "aaa_credit_spread                  30720\n",
      "aluminium                         246386\n",
      "cpi                              3540378\n",
      "unemployment                     3541887\n",
      "housing_starts                   3544312\n",
      "federal_budget_deficit           3576746\n",
      "gdp_real                         3657747\n",
      "Earnings Call                    3662294\n",
      "avg_home_price                   3666956\n",
      "NetIncome                        3667815\n",
      "Assets to Equity                 3667825\n",
      "Book Value Per Share             3667826\n",
      "Tangible Book Value Per Share    3667826\n",
      "FreeCashFlow                     3667828\n",
      "ROE                              3667837\n",
      "ROA                              3667837\n",
      "TotalRevenue                     3667844\n",
      "OperatingRevenue                 3667844\n",
      "Net Profit Margin                3667844\n",
      "CROA                             3667892\n",
      "Cash Flow Margin                 3667902\n",
      "Investment CF to OCF             3667904\n",
      "Financing CF to OCF              3667906\n",
      "DilutedEPS                       3669356\n",
      "BasicEPS                         3669356\n",
      "Debt Ratio                       3670366\n",
      "Debt to Equity                   3670366\n",
      "Cash Flow to Debt                3670426\n",
      "Capex                            3670733\n",
      "EBIT                             3672965\n",
      "Operating Margin                 3674856\n",
      "EBITDA                           3674869\n",
      "Current Ratio                    3674891\n",
      "Gross Profit Margin              3675253\n",
      "Efficiency Ratio                 3677824\n",
      "Interest Coverage                3678012\n",
      "Quick Ratio                      3685643\n",
      "Inventory Turnover               3690355\n",
      "R&D to Revenue                   3702551\n",
      "dtype: int64\n"
     ]
    }
   ],
   "source": [
    "# Merge macros with financials & stock prices\n",
    "df['date'] = df['date'].astype('datetime64[ns]')\n",
    "for name in dailies + weeklies + monthlies + quarterlies:\n",
    "\tvar = globals()[name]\n",
    "\tdf = pd.merge_asof(df.sort_values('date'), var.sort_values('date'), on='date', tolerance=pd.Timedelta(days=0))\n",
    "\n",
    "%reset_selective -f fed_funds treasury_10yr treasury_2yr treasury_3mo baa_credit_spread aaa_credit_spread gold oil vix mortgage_30yr mortgage_15yr cpi unemployment federal_budget_deficit housing_starts gdp avg_home_price\n",
    "\n",
    "with pd.option_context('display.max_rows', None, 'display.max_columns', None):\n",
    "\tdisplay(df.head(5))\n",
    "\tprint('\\nNulls:\\n', df.isnull().sum().sort_values())"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "##### Resample\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 28,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "(3715142, 74)\n"
     ]
    },
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>symbol</th>\n",
       "      <th>date</th>\n",
       "      <th>adjclose</th>\n",
       "      <th>Stock Affect Date</th>\n",
       "      <th>cap</th>\n",
       "      <th>GICS Sector ID</th>\n",
       "      <th>GICS Sector</th>\n",
       "      <th>GICS Industry Group ID</th>\n",
       "      <th>GICS Industry Group</th>\n",
       "      <th>GICS Industry ID</th>\n",
       "      <th>GICS Industry</th>\n",
       "      <th>GICS Sub-Industry ID</th>\n",
       "      <th>GICS Sub-Industry</th>\n",
       "      <th>TotalRevenue</th>\n",
       "      <th>OperatingRevenue</th>\n",
       "      <th>NetIncome</th>\n",
       "      <th>BasicEPS</th>\n",
       "      <th>DilutedEPS</th>\n",
       "      <th>EBITDA</th>\n",
       "      <th>EBIT</th>\n",
       "      <th>Current Ratio</th>\n",
       "      <th>Quick Ratio</th>\n",
       "      <th>Gross Profit Margin</th>\n",
       "      <th>Net Profit Margin</th>\n",
       "      <th>Cash Flow Margin</th>\n",
       "      <th>Operating Margin</th>\n",
       "      <th>ROA</th>\n",
       "      <th>CROA</th>\n",
       "      <th>ROE</th>\n",
       "      <th>Efficiency Ratio</th>\n",
       "      <th>Inventory Turnover</th>\n",
       "      <th>Debt to Equity</th>\n",
       "      <th>Debt Ratio</th>\n",
       "      <th>Interest Coverage</th>\n",
       "      <th>Cash Flow to Debt</th>\n",
       "      <th>Assets to Equity</th>\n",
       "      <th>R&amp;D to Revenue</th>\n",
       "      <th>Investment CF to OCF</th>\n",
       "      <th>Financing CF to OCF</th>\n",
       "      <th>FreeCashFlow</th>\n",
       "      <th>Capex</th>\n",
       "      <th>Book Value Per Share</th>\n",
       "      <th>Tangible Book Value Per Share</th>\n",
       "      <th>Earnings Call</th>\n",
       "      <th>fed_funds</th>\n",
       "      <th>treasury_10yr</th>\n",
       "      <th>treasury_2yr</th>\n",
       "      <th>baa_credit_spread</th>\n",
       "      <th>aaa_credit_spread</th>\n",
       "      <th>treasury_3mo</th>\n",
       "      <th>vix</th>\n",
       "      <th>gold</th>\n",
       "      <th>oil</th>\n",
       "      <th>silver</th>\n",
       "      <th>copper</th>\n",
       "      <th>aluminium</th>\n",
       "      <th>platinum</th>\n",
       "      <th>palladium</th>\n",
       "      <th>natural_gas</th>\n",
       "      <th>wheat</th>\n",
       "      <th>corn</th>\n",
       "      <th>soybean</th>\n",
       "      <th>coffee</th>\n",
       "      <th>cocao</th>\n",
       "      <th>sugar</th>\n",
       "      <th>cotton</th>\n",
       "      <th>mortgage_30yr</th>\n",
       "      <th>mortgage_15yr</th>\n",
       "      <th>cpi</th>\n",
       "      <th>unemployment</th>\n",
       "      <th>federal_budget_deficit</th>\n",
       "      <th>housing_starts</th>\n",
       "      <th>gdp_real</th>\n",
       "      <th>avg_home_price</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>MMM</td>\n",
       "      <td>2013-07-29</td>\n",
       "      <td>81.858749</td>\n",
       "      <td>2013-07-29</td>\n",
       "      <td>large</td>\n",
       "      <td>20</td>\n",
       "      <td>Industrials</td>\n",
       "      <td>2010</td>\n",
       "      <td>Capital Goods</td>\n",
       "      <td>201050.0</td>\n",
       "      <td>Industrial Conglomerates</td>\n",
       "      <td>20105010.0</td>\n",
       "      <td>Industrial Conglomerates</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.08</td>\n",
       "      <td>2.61</td>\n",
       "      <td>0.33</td>\n",
       "      <td>2.69</td>\n",
       "      <td>1.76</td>\n",
       "      <td>0.02</td>\n",
       "      <td>13.39</td>\n",
       "      <td>1328.400024</td>\n",
       "      <td>104.550003</td>\n",
       "      <td>19.854</td>\n",
       "      <td>3.1165</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1441.800049</td>\n",
       "      <td>743.75</td>\n",
       "      <td>3.459</td>\n",
       "      <td>651.5</td>\n",
       "      <td>489.25</td>\n",
       "      <td>1367.5</td>\n",
       "      <td>121.150002</td>\n",
       "      <td>2280.0</td>\n",
       "      <td>16.92</td>\n",
       "      <td>84.849998</td>\n",
       "      <td>4.31</td>\n",
       "      <td>3.39</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>SLCA</td>\n",
       "      <td>2013-07-29</td>\n",
       "      <td>21.858809</td>\n",
       "      <td>2013-07-29</td>\n",
       "      <td>small</td>\n",
       "      <td>10</td>\n",
       "      <td>Energy</td>\n",
       "      <td>1010</td>\n",
       "      <td>Energy</td>\n",
       "      <td>101010.0</td>\n",
       "      <td>Energy Equipment &amp; Services</td>\n",
       "      <td>10101020.0</td>\n",
       "      <td>Oil &amp; Gas Equipment &amp; Services</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.08</td>\n",
       "      <td>2.61</td>\n",
       "      <td>0.33</td>\n",
       "      <td>2.69</td>\n",
       "      <td>1.76</td>\n",
       "      <td>0.02</td>\n",
       "      <td>13.39</td>\n",
       "      <td>1328.400024</td>\n",
       "      <td>104.550003</td>\n",
       "      <td>19.854</td>\n",
       "      <td>3.1165</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1441.800049</td>\n",
       "      <td>743.75</td>\n",
       "      <td>3.459</td>\n",
       "      <td>651.5</td>\n",
       "      <td>489.25</td>\n",
       "      <td>1367.5</td>\n",
       "      <td>121.150002</td>\n",
       "      <td>2280.0</td>\n",
       "      <td>16.92</td>\n",
       "      <td>84.849998</td>\n",
       "      <td>4.31</td>\n",
       "      <td>3.39</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>XRAY</td>\n",
       "      <td>2013-07-29</td>\n",
       "      <td>38.631176</td>\n",
       "      <td>2013-07-29</td>\n",
       "      <td>large</td>\n",
       "      <td>35</td>\n",
       "      <td>Health Care</td>\n",
       "      <td>3510</td>\n",
       "      <td>Health Care Equipment &amp; Services</td>\n",
       "      <td>351010.0</td>\n",
       "      <td>Health Care Equipment &amp; Supplies</td>\n",
       "      <td>35101020.0</td>\n",
       "      <td>Health Care Supplies</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.08</td>\n",
       "      <td>2.61</td>\n",
       "      <td>0.33</td>\n",
       "      <td>2.69</td>\n",
       "      <td>1.76</td>\n",
       "      <td>0.02</td>\n",
       "      <td>13.39</td>\n",
       "      <td>1328.400024</td>\n",
       "      <td>104.550003</td>\n",
       "      <td>19.854</td>\n",
       "      <td>3.1165</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1441.800049</td>\n",
       "      <td>743.75</td>\n",
       "      <td>3.459</td>\n",
       "      <td>651.5</td>\n",
       "      <td>489.25</td>\n",
       "      <td>1367.5</td>\n",
       "      <td>121.150002</td>\n",
       "      <td>2280.0</td>\n",
       "      <td>16.92</td>\n",
       "      <td>84.849998</td>\n",
       "      <td>4.31</td>\n",
       "      <td>3.39</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  symbol       date   adjclose Stock Affect Date    cap GICS Sector ID  \\\n",
       "0    MMM 2013-07-29  81.858749        2013-07-29  large             20   \n",
       "1   SLCA 2013-07-29  21.858809        2013-07-29  small             10   \n",
       "2   XRAY 2013-07-29  38.631176        2013-07-29  large             35   \n",
       "\n",
       "   GICS Sector GICS Industry Group ID               GICS Industry Group  \\\n",
       "0  Industrials                   2010                     Capital Goods   \n",
       "1       Energy                   1010                            Energy   \n",
       "2  Health Care                   3510  Health Care Equipment & Services   \n",
       "\n",
       "  GICS Industry ID                     GICS Industry GICS Sub-Industry ID  \\\n",
       "0         201050.0          Industrial Conglomerates           20105010.0   \n",
       "1         101010.0       Energy Equipment & Services           10101020.0   \n",
       "2         351010.0  Health Care Equipment & Supplies           35101020.0   \n",
       "\n",
       "                GICS Sub-Industry  TotalRevenue  OperatingRevenue  NetIncome  \\\n",
       "0        Industrial Conglomerates           NaN               NaN        NaN   \n",
       "1  Oil & Gas Equipment & Services           NaN               NaN        NaN   \n",
       "2            Health Care Supplies           NaN               NaN        NaN   \n",
       "\n",
       "   BasicEPS  DilutedEPS  EBITDA  EBIT  Current Ratio  Quick Ratio  \\\n",
       "0       NaN         NaN     NaN   NaN            NaN          NaN   \n",
       "1       NaN         NaN     NaN   NaN            NaN          NaN   \n",
       "2       NaN         NaN     NaN   NaN            NaN          NaN   \n",
       "\n",
       "   Gross Profit Margin  Net Profit Margin  Cash Flow Margin  Operating Margin  \\\n",
       "0                  NaN                NaN               NaN               NaN   \n",
       "1                  NaN                NaN               NaN               NaN   \n",
       "2                  NaN                NaN               NaN               NaN   \n",
       "\n",
       "   ROA  CROA  ROE  Efficiency Ratio  Inventory Turnover  Debt to Equity  \\\n",
       "0  NaN   NaN  NaN               NaN                 NaN             NaN   \n",
       "1  NaN   NaN  NaN               NaN                 NaN             NaN   \n",
       "2  NaN   NaN  NaN               NaN                 NaN             NaN   \n",
       "\n",
       "   Debt Ratio  Interest Coverage  Cash Flow to Debt  Assets to Equity  \\\n",
       "0         NaN                NaN                NaN               NaN   \n",
       "1         NaN                NaN                NaN               NaN   \n",
       "2         NaN                NaN                NaN               NaN   \n",
       "\n",
       "   R&D to Revenue  Investment CF to OCF  Financing CF to OCF  FreeCashFlow  \\\n",
       "0             NaN                   NaN                  NaN           NaN   \n",
       "1             NaN                   NaN                  NaN           NaN   \n",
       "2             NaN                   NaN                  NaN           NaN   \n",
       "\n",
       "   Capex  Book Value Per Share  Tangible Book Value Per Share  Earnings Call  \\\n",
       "0    NaN                   NaN                            NaN            NaN   \n",
       "1    NaN                   NaN                            NaN            NaN   \n",
       "2    NaN                   NaN                            NaN            NaN   \n",
       "\n",
       "   fed_funds  treasury_10yr  treasury_2yr  baa_credit_spread  \\\n",
       "0       0.08           2.61          0.33               2.69   \n",
       "1       0.08           2.61          0.33               2.69   \n",
       "2       0.08           2.61          0.33               2.69   \n",
       "\n",
       "   aaa_credit_spread  treasury_3mo    vix         gold         oil  silver  \\\n",
       "0               1.76          0.02  13.39  1328.400024  104.550003  19.854   \n",
       "1               1.76          0.02  13.39  1328.400024  104.550003  19.854   \n",
       "2               1.76          0.02  13.39  1328.400024  104.550003  19.854   \n",
       "\n",
       "   copper  aluminium     platinum  palladium  natural_gas  wheat    corn  \\\n",
       "0  3.1165        NaN  1441.800049     743.75        3.459  651.5  489.25   \n",
       "1  3.1165        NaN  1441.800049     743.75        3.459  651.5  489.25   \n",
       "2  3.1165        NaN  1441.800049     743.75        3.459  651.5  489.25   \n",
       "\n",
       "   soybean      coffee   cocao  sugar     cotton  mortgage_30yr  \\\n",
       "0   1367.5  121.150002  2280.0  16.92  84.849998           4.31   \n",
       "1   1367.5  121.150002  2280.0  16.92  84.849998           4.31   \n",
       "2   1367.5  121.150002  2280.0  16.92  84.849998           4.31   \n",
       "\n",
       "   mortgage_15yr  cpi  unemployment  federal_budget_deficit  housing_starts  \\\n",
       "0           3.39  NaN           NaN                     NaN             NaN   \n",
       "1           3.39  NaN           NaN                     NaN             NaN   \n",
       "2           3.39  NaN           NaN                     NaN             NaN   \n",
       "\n",
       "   gdp_real  avg_home_price  \n",
       "0       NaN             NaN  \n",
       "1       NaN             NaN  \n",
       "2       NaN             NaN  "
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "(178944, 72)\n",
      "\n",
      "Resampled to Monthly:\n"
     ]
    },
    {
     "data": {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>symbol</th>\n",
       "      <th>date</th>\n",
       "      <th>adjclose</th>\n",
       "      <th>Stock Affect Date</th>\n",
       "      <th>cap</th>\n",
       "      <th>GICS Sector ID</th>\n",
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       "      <th>GICS Industry Group ID</th>\n",
       "      <th>GICS Industry Group</th>\n",
       "      <th>GICS Industry ID</th>\n",
       "      <th>GICS Industry</th>\n",
       "      <th>GICS Sub-Industry ID</th>\n",
       "      <th>GICS Sub-Industry</th>\n",
       "      <th>TotalRevenue</th>\n",
       "      <th>OperatingRevenue</th>\n",
       "      <th>NetIncome</th>\n",
       "      <th>BasicEPS</th>\n",
       "      <th>DilutedEPS</th>\n",
       "      <th>EBITDA</th>\n",
       "      <th>EBIT</th>\n",
       "      <th>Current Ratio</th>\n",
       "      <th>Quick Ratio</th>\n",
       "      <th>Gross Profit Margin</th>\n",
       "      <th>Net Profit Margin</th>\n",
       "      <th>Cash Flow Margin</th>\n",
       "      <th>Operating Margin</th>\n",
       "      <th>ROA</th>\n",
       "      <th>CROA</th>\n",
       "      <th>ROE</th>\n",
       "      <th>Efficiency Ratio</th>\n",
       "      <th>Inventory Turnover</th>\n",
       "      <th>Debt to Equity</th>\n",
       "      <th>Debt Ratio</th>\n",
       "      <th>Interest Coverage</th>\n",
       "      <th>Cash Flow to Debt</th>\n",
       "      <th>Assets to Equity</th>\n",
       "      <th>R&amp;D to Revenue</th>\n",
       "      <th>Investment CF to OCF</th>\n",
       "      <th>Financing CF to OCF</th>\n",
       "      <th>FreeCashFlow</th>\n",
       "      <th>Capex</th>\n",
       "      <th>Book Value Per Share</th>\n",
       "      <th>Tangible Book Value Per Share</th>\n",
       "      <th>Earnings Call</th>\n",
       "      <th>fed_funds</th>\n",
       "      <th>treasury_10yr</th>\n",
       "      <th>treasury_2yr</th>\n",
       "      <th>baa_credit_spread</th>\n",
       "      <th>aaa_credit_spread</th>\n",
       "      <th>treasury_3mo</th>\n",
       "      <th>vix</th>\n",
       "      <th>gold</th>\n",
       "      <th>oil</th>\n",
       "      <th>silver</th>\n",
       "      <th>copper</th>\n",
       "      <th>aluminium</th>\n",
       "      <th>platinum</th>\n",
       "      <th>palladium</th>\n",
       "      <th>natural_gas</th>\n",
       "      <th>wheat</th>\n",
       "      <th>corn</th>\n",
       "      <th>soybean</th>\n",
       "      <th>coffee</th>\n",
       "      <th>cocao</th>\n",
       "      <th>sugar</th>\n",
       "      <th>cotton</th>\n",
       "      <th>mortgage_30yr</th>\n",
       "      <th>mortgage_15yr</th>\n",
       "      <th>cpi</th>\n",
       "      <th>unemployment</th>\n",
       "      <th>federal_budget_deficit</th>\n",
       "      <th>housing_starts</th>\n",
       "      <th>gdp_real</th>\n",
       "      <th>avg_home_price</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>A</td>\n",
       "      <td>2013-07-31</td>\n",
       "      <td>29.255550</td>\n",
       "      <td>2013-07-31</td>\n",
       "      <td>large</td>\n",
       "      <td>35</td>\n",
       "      <td>Health Care</td>\n",
       "      <td>3520</td>\n",
       "      <td>Pharmaceuticals, Biotechnology &amp; Life Sciences</td>\n",
       "      <td>352030.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>35203010.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.09</td>\n",
       "      <td>2.60</td>\n",
       "      <td>0.31</td>\n",
       "      <td>2.68</td>\n",
       "      <td>1.78</td>\n",
       "      <td>0.030</td>\n",
       "      <td>13.45</td>\n",
       "      <td>1312.400024</td>\n",
       "      <td>105.029999</td>\n",
       "      <td>19.617001</td>\n",
       "      <td>3.1185</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1428.400024</td>\n",
       "      <td>725.450012</td>\n",
       "      <td>3.446</td>\n",
       "      <td>664.25</td>\n",
       "      <td>499.00</td>\n",
       "      <td>1374.00</td>\n",
       "      <td>118.599998</td>\n",
       "      <td>2298.0</td>\n",
       "      <td>16.969999</td>\n",
       "      <td>85.629997</td>\n",
       "      <td>4.31</td>\n",
       "      <td>3.39</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.138079</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>A</td>\n",
       "      <td>2013-08-30</td>\n",
       "      <td>30.504780</td>\n",
       "      <td>2013-08-30</td>\n",
       "      <td>large</td>\n",
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       "      <td>352030.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>35203010.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.07</td>\n",
       "      <td>2.78</td>\n",
       "      <td>0.39</td>\n",
       "      <td>2.56</td>\n",
       "      <td>1.71</td>\n",
       "      <td>0.020</td>\n",
       "      <td>17.01</td>\n",
       "      <td>1396.099976</td>\n",
       "      <td>107.650002</td>\n",
       "      <td>23.462999</td>\n",
       "      <td>3.2250</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1526.199951</td>\n",
       "      <td>722.099976</td>\n",
       "      <td>3.581</td>\n",
       "      <td>643.25</td>\n",
       "      <td>495.00</td>\n",
       "      <td>1424.00</td>\n",
       "      <td>112.099998</td>\n",
       "      <td>2413.0</td>\n",
       "      <td>16.340000</td>\n",
       "      <td>83.699997</td>\n",
       "      <td>4.51</td>\n",
       "      <td>3.54</td>\n",
       "      <td>0.001606</td>\n",
       "      <td>-0.026316</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.07177</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>A</td>\n",
       "      <td>2013-09-30</td>\n",
       "      <td>33.597343</td>\n",
       "      <td>2013-09-30</td>\n",
       "      <td>large</td>\n",
       "      <td>35</td>\n",
       "      <td>Health Care</td>\n",
       "      <td>3520</td>\n",
       "      <td>Pharmaceuticals, Biotechnology &amp; Life Sciences</td>\n",
       "      <td>352030.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>35203010.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.06</td>\n",
       "      <td>2.64</td>\n",
       "      <td>0.33</td>\n",
       "      <td>2.75</td>\n",
       "      <td>1.92</td>\n",
       "      <td>0.005</td>\n",
       "      <td>16.60</td>\n",
       "      <td>1326.500000</td>\n",
       "      <td>102.330002</td>\n",
       "      <td>21.656000</td>\n",
       "      <td>3.3210</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1408.099976</td>\n",
       "      <td>726.150024</td>\n",
       "      <td>3.560</td>\n",
       "      <td>678.50</td>\n",
       "      <td>441.50</td>\n",
       "      <td>1282.75</td>\n",
       "      <td>113.699997</td>\n",
       "      <td>2640.0</td>\n",
       "      <td>17.480000</td>\n",
       "      <td>86.110001</td>\n",
       "      <td>4.32</td>\n",
       "      <td>3.37</td>\n",
       "      <td>0.000891</td>\n",
       "      <td>-0.013514</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.00558</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>A</td>\n",
       "      <td>2013-10-31</td>\n",
       "      <td>33.276123</td>\n",
       "      <td>2013-10-31</td>\n",
       "      <td>large</td>\n",
       "      <td>35</td>\n",
       "      <td>Health Care</td>\n",
       "      <td>3520</td>\n",
       "      <td>Pharmaceuticals, Biotechnology &amp; Life Sciences</td>\n",
       "      <td>352030.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>35203010.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.07</td>\n",
       "      <td>2.57</td>\n",
       "      <td>0.31</td>\n",
       "      <td>2.65</td>\n",
       "      <td>1.91</td>\n",
       "      <td>0.033</td>\n",
       "      <td>13.75</td>\n",
       "      <td>1323.599976</td>\n",
       "      <td>96.379997</td>\n",
       "      <td>21.832001</td>\n",
       "      <td>3.2945</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1445.900024</td>\n",
       "      <td>736.250000</td>\n",
       "      <td>3.581</td>\n",
       "      <td>667.50</td>\n",
       "      <td>428.25</td>\n",
       "      <td>1280.25</td>\n",
       "      <td>105.400002</td>\n",
       "      <td>2677.0</td>\n",
       "      <td>18.320000</td>\n",
       "      <td>77.180000</td>\n",
       "      <td>4.10</td>\n",
       "      <td>3.20</td>\n",
       "      <td>0.001803</td>\n",
       "      <td>-0.013699</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>A</td>\n",
       "      <td>2013-11-29</td>\n",
       "      <td>35.118237</td>\n",
       "      <td>2013-11-29</td>\n",
       "      <td>large</td>\n",
       "      <td>35</td>\n",
       "      <td>Health Care</td>\n",
       "      <td>3520</td>\n",
       "      <td>Pharmaceuticals, Biotechnology &amp; Life Sciences</td>\n",
       "      <td>352030.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>35203010.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>0.039952</td>\n",
       "      <td>0.039952</td>\n",
       "      <td>0.255952</td>\n",
       "      <td>0.28</td>\n",
       "      <td>0.285714</td>\n",
       "      <td>0.148485</td>\n",
       "      <td>0.188285</td>\n",
       "      <td>0.051757</td>\n",
       "      <td>0.073614</td>\n",
       "      <td>0.019997</td>\n",
       "      <td>0.207703</td>\n",
       "      <td>0.686125</td>\n",
       "      <td>0.161234</td>\n",
       "      <td>0.207999</td>\n",
       "      <td>0.686539</td>\n",
       "      <td>0.137457</td>\n",
       "      <td>-0.028725</td>\n",
       "      <td>-0.499603</td>\n",
       "      <td>-0.095017</td>\n",
       "      <td>-0.038893</td>\n",
       "      <td>0.069456</td>\n",
       "      <td>0.754788</td>\n",
       "      <td>-0.058396</td>\n",
       "      <td>-0.02717</td>\n",
       "      <td>-0.856635</td>\n",
       "      <td>1.010306</td>\n",
       "      <td>1.12963</td>\n",
       "      <td>-0.396226</td>\n",
       "      <td>0.096854</td>\n",
       "      <td>0.551626</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.07</td>\n",
       "      <td>2.75</td>\n",
       "      <td>0.28</td>\n",
       "      <td>2.61</td>\n",
       "      <td>1.87</td>\n",
       "      <td>0.055</td>\n",
       "      <td>13.70</td>\n",
       "      <td>1250.599976</td>\n",
       "      <td>92.720001</td>\n",
       "      <td>19.981001</td>\n",
       "      <td>3.2305</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1367.900024</td>\n",
       "      <td>718.000000</td>\n",
       "      <td>3.954</td>\n",
       "      <td>655.00</td>\n",
       "      <td>415.25</td>\n",
       "      <td>1336.50</td>\n",
       "      <td>110.250000</td>\n",
       "      <td>2791.0</td>\n",
       "      <td>17.150000</td>\n",
       "      <td>78.139999</td>\n",
       "      <td>4.29</td>\n",
       "      <td>3.30</td>\n",
       "      <td>-0.000594</td>\n",
       "      <td>0.013889</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  symbol       date   adjclose Stock Affect Date    cap GICS Sector ID  \\\n",
       "0      A 2013-07-31  29.255550        2013-07-31  large             35   \n",
       "1      A 2013-08-30  30.504780        2013-08-30  large             35   \n",
       "2      A 2013-09-30  33.597343        2013-09-30  large             35   \n",
       "3      A 2013-10-31  33.276123        2013-10-31  large             35   \n",
       "4      A 2013-11-29  35.118237        2013-11-29  large             35   \n",
       "\n",
       "   GICS Sector GICS Industry Group ID  \\\n",
       "0  Health Care                   3520   \n",
       "1  Health Care                   3520   \n",
       "2  Health Care                   3520   \n",
       "3  Health Care                   3520   \n",
       "4  Health Care                   3520   \n",
       "\n",
       "                              GICS Industry Group GICS Industry ID  \\\n",
       "0  Pharmaceuticals, Biotechnology & Life Sciences         352030.0   \n",
       "1  Pharmaceuticals, Biotechnology & Life Sciences         352030.0   \n",
       "2  Pharmaceuticals, Biotechnology & Life Sciences         352030.0   \n",
       "3  Pharmaceuticals, Biotechnology & Life Sciences         352030.0   \n",
       "4  Pharmaceuticals, Biotechnology & Life Sciences         352030.0   \n",
       "\n",
       "                    GICS Industry GICS Sub-Industry ID  \\\n",
       "0  Life Sciences Tools & Services           35203010.0   \n",
       "1  Life Sciences Tools & Services           35203010.0   \n",
       "2  Life Sciences Tools & Services           35203010.0   \n",
       "3  Life Sciences Tools & Services           35203010.0   \n",
       "4  Life Sciences Tools & Services           35203010.0   \n",
       "\n",
       "                GICS Sub-Industry  TotalRevenue  OperatingRevenue  NetIncome  \\\n",
       "0  Life Sciences Tools & Services           NaN               NaN        NaN   \n",
       "1  Life Sciences Tools & Services           NaN               NaN        NaN   \n",
       "2  Life Sciences Tools & Services           NaN               NaN        NaN   \n",
       "3  Life Sciences Tools & Services           NaN               NaN        NaN   \n",
       "4  Life Sciences Tools & Services      0.039952          0.039952   0.255952   \n",
       "\n",
       "   BasicEPS  DilutedEPS    EBITDA      EBIT  Current Ratio  Quick Ratio  \\\n",
       "0       NaN         NaN       NaN       NaN            NaN          NaN   \n",
       "1       NaN         NaN       NaN       NaN            NaN          NaN   \n",
       "2       NaN         NaN       NaN       NaN            NaN          NaN   \n",
       "3       NaN         NaN       NaN       NaN            NaN          NaN   \n",
       "4      0.28    0.285714  0.148485  0.188285       0.051757     0.073614   \n",
       "\n",
       "   Gross Profit Margin  Net Profit Margin  Cash Flow Margin  Operating Margin  \\\n",
       "0                  NaN                NaN               NaN               NaN   \n",
       "1                  NaN                NaN               NaN               NaN   \n",
       "2                  NaN                NaN               NaN               NaN   \n",
       "3                  NaN                NaN               NaN               NaN   \n",
       "4             0.019997           0.207703          0.686125          0.161234   \n",
       "\n",
       "        ROA      CROA       ROE  Efficiency Ratio  Inventory Turnover  \\\n",
       "0       NaN       NaN       NaN               NaN                 NaN   \n",
       "1       NaN       NaN       NaN               NaN                 NaN   \n",
       "2       NaN       NaN       NaN               NaN                 NaN   \n",
       "3       NaN       NaN       NaN               NaN                 NaN   \n",
       "4  0.207999  0.686539  0.137457         -0.028725           -0.499603   \n",
       "\n",
       "   Debt to Equity  Debt Ratio  Interest Coverage  Cash Flow to Debt  \\\n",
       "0             NaN         NaN                NaN                NaN   \n",
       "1             NaN         NaN                NaN                NaN   \n",
       "2             NaN         NaN                NaN                NaN   \n",
       "3             NaN         NaN                NaN                NaN   \n",
       "4       -0.095017   -0.038893           0.069456           0.754788   \n",
       "\n",
       "   Assets to Equity  R&D to Revenue  Investment CF to OCF  \\\n",
       "0               NaN             NaN                   NaN   \n",
       "1               NaN             NaN                   NaN   \n",
       "2               NaN             NaN                   NaN   \n",
       "3               NaN             NaN                   NaN   \n",
       "4         -0.058396        -0.02717             -0.856635   \n",
       "\n",
       "   Financing CF to OCF  FreeCashFlow     Capex  Book Value Per Share  \\\n",
       "0                  NaN           NaN       NaN                   NaN   \n",
       "1                  NaN           NaN       NaN                   NaN   \n",
       "2                  NaN           NaN       NaN                   NaN   \n",
       "3                  NaN           NaN       NaN                   NaN   \n",
       "4             1.010306       1.12963 -0.396226              0.096854   \n",
       "\n",
       "   Tangible Book Value Per Share  Earnings Call  fed_funds  treasury_10yr  \\\n",
       "0                            NaN            NaN       0.09           2.60   \n",
       "1                            NaN            1.0       0.07           2.78   \n",
       "2                            NaN            NaN       0.06           2.64   \n",
       "3                            NaN            NaN       0.07           2.57   \n",
       "4                       0.551626            1.0       0.07           2.75   \n",
       "\n",
       "   treasury_2yr  baa_credit_spread  aaa_credit_spread  treasury_3mo    vix  \\\n",
       "0          0.31               2.68               1.78         0.030  13.45   \n",
       "1          0.39               2.56               1.71         0.020  17.01   \n",
       "2          0.33               2.75               1.92         0.005  16.60   \n",
       "3          0.31               2.65               1.91         0.033  13.75   \n",
       "4          0.28               2.61               1.87         0.055  13.70   \n",
       "\n",
       "          gold         oil     silver  copper  aluminium     platinum  \\\n",
       "0  1312.400024  105.029999  19.617001  3.1185        NaN  1428.400024   \n",
       "1  1396.099976  107.650002  23.462999  3.2250        NaN  1526.199951   \n",
       "2  1326.500000  102.330002  21.656000  3.3210        NaN  1408.099976   \n",
       "3  1323.599976   96.379997  21.832001  3.2945        NaN  1445.900024   \n",
       "4  1250.599976   92.720001  19.981001  3.2305        NaN  1367.900024   \n",
       "\n",
       "    palladium  natural_gas   wheat    corn  soybean      coffee   cocao  \\\n",
       "0  725.450012        3.446  664.25  499.00  1374.00  118.599998  2298.0   \n",
       "1  722.099976        3.581  643.25  495.00  1424.00  112.099998  2413.0   \n",
       "2  726.150024        3.560  678.50  441.50  1282.75  113.699997  2640.0   \n",
       "3  736.250000        3.581  667.50  428.25  1280.25  105.400002  2677.0   \n",
       "4  718.000000        3.954  655.00  415.25  1336.50  110.250000  2791.0   \n",
       "\n",
       "       sugar     cotton  mortgage_30yr  mortgage_15yr       cpi  unemployment  \\\n",
       "0  16.969999  85.629997           4.31           3.39       NaN           NaN   \n",
       "1  16.340000  83.699997           4.51           3.54  0.001606     -0.026316   \n",
       "2  17.480000  86.110001           4.32           3.37  0.000891     -0.013514   \n",
       "3  18.320000  77.180000           4.10           3.20  0.001803     -0.013699   \n",
       "4  17.150000  78.139999           4.29           3.30 -0.000594      0.013889   \n",
       "\n",
       "   federal_budget_deficit  housing_starts  gdp_real  avg_home_price  \n",
       "0                     NaN             NaN  0.138079             NaN  \n",
       "1                     NaN         0.07177       NaN             NaN  \n",
       "2                     NaN        -0.00558       NaN             NaN  \n",
       "3                     NaN             NaN       NaN             NaN  \n",
       "4                     NaN             NaN       NaN             NaN  "
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\n",
      "Apply Precent Change\n"
     ]
    },
    {
     "data": {
      "text/html": [
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       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
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       "\n",
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>symbol</th>\n",
       "      <th>date</th>\n",
       "      <th>adjclose</th>\n",
       "      <th>Stock Affect Date</th>\n",
       "      <th>cap</th>\n",
       "      <th>GICS Sector ID</th>\n",
       "      <th>GICS Sector</th>\n",
       "      <th>GICS Industry Group ID</th>\n",
       "      <th>GICS Industry Group</th>\n",
       "      <th>GICS Industry ID</th>\n",
       "      <th>GICS Industry</th>\n",
       "      <th>GICS Sub-Industry ID</th>\n",
       "      <th>GICS Sub-Industry</th>\n",
       "      <th>TotalRevenue</th>\n",
       "      <th>OperatingRevenue</th>\n",
       "      <th>NetIncome</th>\n",
       "      <th>BasicEPS</th>\n",
       "      <th>DilutedEPS</th>\n",
       "      <th>EBITDA</th>\n",
       "      <th>EBIT</th>\n",
       "      <th>Current Ratio</th>\n",
       "      <th>Quick Ratio</th>\n",
       "      <th>Gross Profit Margin</th>\n",
       "      <th>Net Profit Margin</th>\n",
       "      <th>Cash Flow Margin</th>\n",
       "      <th>Operating Margin</th>\n",
       "      <th>ROA</th>\n",
       "      <th>CROA</th>\n",
       "      <th>ROE</th>\n",
       "      <th>Efficiency Ratio</th>\n",
       "      <th>Inventory Turnover</th>\n",
       "      <th>Debt to Equity</th>\n",
       "      <th>Debt Ratio</th>\n",
       "      <th>Interest Coverage</th>\n",
       "      <th>Cash Flow to Debt</th>\n",
       "      <th>Assets to Equity</th>\n",
       "      <th>R&amp;D to Revenue</th>\n",
       "      <th>Investment CF to OCF</th>\n",
       "      <th>Financing CF to OCF</th>\n",
       "      <th>FreeCashFlow</th>\n",
       "      <th>Capex</th>\n",
       "      <th>Book Value Per Share</th>\n",
       "      <th>Tangible Book Value Per Share</th>\n",
       "      <th>Earnings Call</th>\n",
       "      <th>fed_funds</th>\n",
       "      <th>treasury_10yr</th>\n",
       "      <th>treasury_2yr</th>\n",
       "      <th>baa_credit_spread</th>\n",
       "      <th>aaa_credit_spread</th>\n",
       "      <th>treasury_3mo</th>\n",
       "      <th>vix</th>\n",
       "      <th>gold</th>\n",
       "      <th>oil</th>\n",
       "      <th>silver</th>\n",
       "      <th>copper</th>\n",
       "      <th>aluminium</th>\n",
       "      <th>platinum</th>\n",
       "      <th>palladium</th>\n",
       "      <th>natural_gas</th>\n",
       "      <th>wheat</th>\n",
       "      <th>corn</th>\n",
       "      <th>soybean</th>\n",
       "      <th>coffee</th>\n",
       "      <th>cocao</th>\n",
       "      <th>sugar</th>\n",
       "      <th>cotton</th>\n",
       "      <th>mortgage_30yr</th>\n",
       "      <th>mortgage_15yr</th>\n",
       "      <th>cpi</th>\n",
       "      <th>unemployment</th>\n",
       "      <th>federal_budget_deficit</th>\n",
       "      <th>housing_starts</th>\n",
       "      <th>gdp_real</th>\n",
       "      <th>avg_home_price</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>A</td>\n",
       "      <td>2013-07-31</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2013-07-31</td>\n",
       "      <td>large</td>\n",
       "      <td>35</td>\n",
       "      <td>Health Care</td>\n",
       "      <td>3520</td>\n",
       "      <td>Pharmaceuticals, Biotechnology &amp; Life Sciences</td>\n",
       "      <td>352030.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>35203010.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.138079</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>A</td>\n",
       "      <td>2013-08-30</td>\n",
       "      <td>0.042701</td>\n",
       "      <td>2013-08-30</td>\n",
       "      <td>large</td>\n",
       "      <td>35</td>\n",
       "      <td>Health Care</td>\n",
       "      <td>3520</td>\n",
       "      <td>Pharmaceuticals, Biotechnology &amp; Life Sciences</td>\n",
       "      <td>352030.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>35203010.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1.0</td>\n",
       "      <td>-0.222222</td>\n",
       "      <td>0.069231</td>\n",
       "      <td>0.258065</td>\n",
       "      <td>-0.044776</td>\n",
       "      <td>-0.039326</td>\n",
       "      <td>-0.333333</td>\n",
       "      <td>0.264684</td>\n",
       "      <td>0.063776</td>\n",
       "      <td>0.024945</td>\n",
       "      <td>0.196054</td>\n",
       "      <td>0.034151</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.068468</td>\n",
       "      <td>-0.004618</td>\n",
       "      <td>0.039176</td>\n",
       "      <td>-0.031615</td>\n",
       "      <td>-0.008016</td>\n",
       "      <td>0.036390</td>\n",
       "      <td>-0.054806</td>\n",
       "      <td>0.050044</td>\n",
       "      <td>-0.037124</td>\n",
       "      <td>-0.022539</td>\n",
       "      <td>0.046404</td>\n",
       "      <td>0.044248</td>\n",
       "      <td>0.001606</td>\n",
       "      <td>-0.026316</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.07177</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>A</td>\n",
       "      <td>2013-09-30</td>\n",
       "      <td>0.101380</td>\n",
       "      <td>2013-09-30</td>\n",
       "      <td>large</td>\n",
       "      <td>35</td>\n",
       "      <td>Health Care</td>\n",
       "      <td>3520</td>\n",
       "      <td>Pharmaceuticals, Biotechnology &amp; Life Sciences</td>\n",
       "      <td>352030.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>35203010.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.142857</td>\n",
       "      <td>-0.050360</td>\n",
       "      <td>-0.153846</td>\n",
       "      <td>0.074219</td>\n",
       "      <td>0.122807</td>\n",
       "      <td>-0.750000</td>\n",
       "      <td>-0.024103</td>\n",
       "      <td>-0.049853</td>\n",
       "      <td>-0.049419</td>\n",
       "      <td>-0.077015</td>\n",
       "      <td>0.029768</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.077382</td>\n",
       "      <td>0.005609</td>\n",
       "      <td>-0.005864</td>\n",
       "      <td>0.054800</td>\n",
       "      <td>-0.108081</td>\n",
       "      <td>-0.099192</td>\n",
       "      <td>0.014273</td>\n",
       "      <td>0.094074</td>\n",
       "      <td>0.069767</td>\n",
       "      <td>0.028793</td>\n",
       "      <td>-0.042129</td>\n",
       "      <td>-0.048023</td>\n",
       "      <td>0.000891</td>\n",
       "      <td>-0.013514</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.00558</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>A</td>\n",
       "      <td>2013-10-31</td>\n",
       "      <td>-0.009561</td>\n",
       "      <td>2013-10-31</td>\n",
       "      <td>large</td>\n",
       "      <td>35</td>\n",
       "      <td>Health Care</td>\n",
       "      <td>3520</td>\n",
       "      <td>Pharmaceuticals, Biotechnology &amp; Life Sciences</td>\n",
       "      <td>352030.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>35203010.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.166667</td>\n",
       "      <td>-0.026515</td>\n",
       "      <td>-0.060606</td>\n",
       "      <td>-0.036364</td>\n",
       "      <td>-0.005208</td>\n",
       "      <td>5.600000</td>\n",
       "      <td>-0.171687</td>\n",
       "      <td>-0.002186</td>\n",
       "      <td>-0.058145</td>\n",
       "      <td>0.008127</td>\n",
       "      <td>-0.007980</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.026845</td>\n",
       "      <td>0.013909</td>\n",
       "      <td>0.005899</td>\n",
       "      <td>-0.016212</td>\n",
       "      <td>-0.030011</td>\n",
       "      <td>-0.001949</td>\n",
       "      <td>-0.072999</td>\n",
       "      <td>0.014015</td>\n",
       "      <td>0.048055</td>\n",
       "      <td>-0.103705</td>\n",
       "      <td>-0.050926</td>\n",
       "      <td>-0.050445</td>\n",
       "      <td>0.001803</td>\n",
       "      <td>-0.013699</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>A</td>\n",
       "      <td>2013-11-29</td>\n",
       "      <td>0.055358</td>\n",
       "      <td>2013-11-29</td>\n",
       "      <td>large</td>\n",
       "      <td>35</td>\n",
       "      <td>Health Care</td>\n",
       "      <td>3520</td>\n",
       "      <td>Pharmaceuticals, Biotechnology &amp; Life Sciences</td>\n",
       "      <td>352030.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>35203010.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>0.039952</td>\n",
       "      <td>0.039952</td>\n",
       "      <td>0.255952</td>\n",
       "      <td>0.28</td>\n",
       "      <td>0.285714</td>\n",
       "      <td>0.148485</td>\n",
       "      <td>0.188285</td>\n",
       "      <td>0.051757</td>\n",
       "      <td>0.073614</td>\n",
       "      <td>0.019997</td>\n",
       "      <td>0.207703</td>\n",
       "      <td>0.686125</td>\n",
       "      <td>0.161234</td>\n",
       "      <td>0.207999</td>\n",
       "      <td>0.686539</td>\n",
       "      <td>0.137457</td>\n",
       "      <td>-0.028725</td>\n",
       "      <td>-0.499603</td>\n",
       "      <td>-0.095017</td>\n",
       "      <td>-0.038893</td>\n",
       "      <td>0.069456</td>\n",
       "      <td>0.754788</td>\n",
       "      <td>-0.058396</td>\n",
       "      <td>-0.02717</td>\n",
       "      <td>-0.856635</td>\n",
       "      <td>1.010306</td>\n",
       "      <td>1.12963</td>\n",
       "      <td>-0.396226</td>\n",
       "      <td>0.096854</td>\n",
       "      <td>0.551626</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.070039</td>\n",
       "      <td>-0.096774</td>\n",
       "      <td>-0.015094</td>\n",
       "      <td>-0.020942</td>\n",
       "      <td>0.666667</td>\n",
       "      <td>-0.003636</td>\n",
       "      <td>-0.055153</td>\n",
       "      <td>-0.037975</td>\n",
       "      <td>-0.084784</td>\n",
       "      <td>-0.019426</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.053946</td>\n",
       "      <td>-0.024788</td>\n",
       "      <td>0.104161</td>\n",
       "      <td>-0.018727</td>\n",
       "      <td>-0.030356</td>\n",
       "      <td>0.043937</td>\n",
       "      <td>0.046015</td>\n",
       "      <td>0.042585</td>\n",
       "      <td>-0.063865</td>\n",
       "      <td>0.012438</td>\n",
       "      <td>0.046341</td>\n",
       "      <td>0.031250</td>\n",
       "      <td>-0.000594</td>\n",
       "      <td>0.013889</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  symbol       date  adjclose Stock Affect Date    cap GICS Sector ID  \\\n",
       "0      A 2013-07-31       NaN        2013-07-31  large             35   \n",
       "1      A 2013-08-30  0.042701        2013-08-30  large             35   \n",
       "2      A 2013-09-30  0.101380        2013-09-30  large             35   \n",
       "3      A 2013-10-31 -0.009561        2013-10-31  large             35   \n",
       "4      A 2013-11-29  0.055358        2013-11-29  large             35   \n",
       "\n",
       "   GICS Sector GICS Industry Group ID  \\\n",
       "0  Health Care                   3520   \n",
       "1  Health Care                   3520   \n",
       "2  Health Care                   3520   \n",
       "3  Health Care                   3520   \n",
       "4  Health Care                   3520   \n",
       "\n",
       "                              GICS Industry Group GICS Industry ID  \\\n",
       "0  Pharmaceuticals, Biotechnology & Life Sciences         352030.0   \n",
       "1  Pharmaceuticals, Biotechnology & Life Sciences         352030.0   \n",
       "2  Pharmaceuticals, Biotechnology & Life Sciences         352030.0   \n",
       "3  Pharmaceuticals, Biotechnology & Life Sciences         352030.0   \n",
       "4  Pharmaceuticals, Biotechnology & Life Sciences         352030.0   \n",
       "\n",
       "                    GICS Industry GICS Sub-Industry ID  \\\n",
       "0  Life Sciences Tools & Services           35203010.0   \n",
       "1  Life Sciences Tools & Services           35203010.0   \n",
       "2  Life Sciences Tools & Services           35203010.0   \n",
       "3  Life Sciences Tools & Services           35203010.0   \n",
       "4  Life Sciences Tools & Services           35203010.0   \n",
       "\n",
       "                GICS Sub-Industry  TotalRevenue  OperatingRevenue  NetIncome  \\\n",
       "0  Life Sciences Tools & Services           NaN               NaN        NaN   \n",
       "1  Life Sciences Tools & Services           NaN               NaN        NaN   \n",
       "2  Life Sciences Tools & Services           NaN               NaN        NaN   \n",
       "3  Life Sciences Tools & Services           NaN               NaN        NaN   \n",
       "4  Life Sciences Tools & Services      0.039952          0.039952   0.255952   \n",
       "\n",
       "   BasicEPS  DilutedEPS    EBITDA      EBIT  Current Ratio  Quick Ratio  \\\n",
       "0       NaN         NaN       NaN       NaN            NaN          NaN   \n",
       "1       NaN         NaN       NaN       NaN            NaN          NaN   \n",
       "2       NaN         NaN       NaN       NaN            NaN          NaN   \n",
       "3       NaN         NaN       NaN       NaN            NaN          NaN   \n",
       "4      0.28    0.285714  0.148485  0.188285       0.051757     0.073614   \n",
       "\n",
       "   Gross Profit Margin  Net Profit Margin  Cash Flow Margin  Operating Margin  \\\n",
       "0                  NaN                NaN               NaN               NaN   \n",
       "1                  NaN                NaN               NaN               NaN   \n",
       "2                  NaN                NaN               NaN               NaN   \n",
       "3                  NaN                NaN               NaN               NaN   \n",
       "4             0.019997           0.207703          0.686125          0.161234   \n",
       "\n",
       "        ROA      CROA       ROE  Efficiency Ratio  Inventory Turnover  \\\n",
       "0       NaN       NaN       NaN               NaN                 NaN   \n",
       "1       NaN       NaN       NaN               NaN                 NaN   \n",
       "2       NaN       NaN       NaN               NaN                 NaN   \n",
       "3       NaN       NaN       NaN               NaN                 NaN   \n",
       "4  0.207999  0.686539  0.137457         -0.028725           -0.499603   \n",
       "\n",
       "   Debt to Equity  Debt Ratio  Interest Coverage  Cash Flow to Debt  \\\n",
       "0             NaN         NaN                NaN                NaN   \n",
       "1             NaN         NaN                NaN                NaN   \n",
       "2             NaN         NaN                NaN                NaN   \n",
       "3             NaN         NaN                NaN                NaN   \n",
       "4       -0.095017   -0.038893           0.069456           0.754788   \n",
       "\n",
       "   Assets to Equity  R&D to Revenue  Investment CF to OCF  \\\n",
       "0               NaN             NaN                   NaN   \n",
       "1               NaN             NaN                   NaN   \n",
       "2               NaN             NaN                   NaN   \n",
       "3               NaN             NaN                   NaN   \n",
       "4         -0.058396        -0.02717             -0.856635   \n",
       "\n",
       "   Financing CF to OCF  FreeCashFlow     Capex  Book Value Per Share  \\\n",
       "0                  NaN           NaN       NaN                   NaN   \n",
       "1                  NaN           NaN       NaN                   NaN   \n",
       "2                  NaN           NaN       NaN                   NaN   \n",
       "3                  NaN           NaN       NaN                   NaN   \n",
       "4             1.010306       1.12963 -0.396226              0.096854   \n",
       "\n",
       "   Tangible Book Value Per Share  Earnings Call  fed_funds  treasury_10yr  \\\n",
       "0                            NaN            NaN        NaN            NaN   \n",
       "1                            NaN            1.0  -0.222222       0.069231   \n",
       "2                            NaN            NaN  -0.142857      -0.050360   \n",
       "3                            NaN            NaN   0.166667      -0.026515   \n",
       "4                       0.551626            1.0   0.000000       0.070039   \n",
       "\n",
       "   treasury_2yr  baa_credit_spread  aaa_credit_spread  treasury_3mo       vix  \\\n",
       "0           NaN                NaN                NaN           NaN       NaN   \n",
       "1      0.258065          -0.044776          -0.039326     -0.333333  0.264684   \n",
       "2     -0.153846           0.074219           0.122807     -0.750000 -0.024103   \n",
       "3     -0.060606          -0.036364          -0.005208      5.600000 -0.171687   \n",
       "4     -0.096774          -0.015094          -0.020942      0.666667 -0.003636   \n",
       "\n",
       "       gold       oil    silver    copper  aluminium  platinum  palladium  \\\n",
       "0       NaN       NaN       NaN       NaN        NaN       NaN        NaN   \n",
       "1  0.063776  0.024945  0.196054  0.034151        NaN  0.068468  -0.004618   \n",
       "2 -0.049853 -0.049419 -0.077015  0.029768        NaN -0.077382   0.005609   \n",
       "3 -0.002186 -0.058145  0.008127 -0.007980        NaN  0.026845   0.013909   \n",
       "4 -0.055153 -0.037975 -0.084784 -0.019426        NaN -0.053946  -0.024788   \n",
       "\n",
       "   natural_gas     wheat      corn   soybean    coffee     cocao     sugar  \\\n",
       "0          NaN       NaN       NaN       NaN       NaN       NaN       NaN   \n",
       "1     0.039176 -0.031615 -0.008016  0.036390 -0.054806  0.050044 -0.037124   \n",
       "2    -0.005864  0.054800 -0.108081 -0.099192  0.014273  0.094074  0.069767   \n",
       "3     0.005899 -0.016212 -0.030011 -0.001949 -0.072999  0.014015  0.048055   \n",
       "4     0.104161 -0.018727 -0.030356  0.043937  0.046015  0.042585 -0.063865   \n",
       "\n",
       "     cotton  mortgage_30yr  mortgage_15yr       cpi  unemployment  \\\n",
       "0       NaN            NaN            NaN       NaN           NaN   \n",
       "1 -0.022539       0.046404       0.044248  0.001606     -0.026316   \n",
       "2  0.028793      -0.042129      -0.048023  0.000891     -0.013514   \n",
       "3 -0.103705      -0.050926      -0.050445  0.001803     -0.013699   \n",
       "4  0.012438       0.046341       0.031250 -0.000594      0.013889   \n",
       "\n",
       "   federal_budget_deficit  housing_starts  gdp_real  avg_home_price  \n",
       "0                     NaN             NaN  0.138079             NaN  \n",
       "1                     NaN         0.07177       NaN             NaN  \n",
       "2                     NaN        -0.00558       NaN             NaN  \n",
       "3                     NaN             NaN       NaN             NaN  \n",
       "4                     NaN             NaN       NaN             NaN  "
      ]
     },
     "metadata": {},
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    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "(162174, 72)\n"
     ]
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    {
     "data": {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>symbol</th>\n",
       "      <th>cap</th>\n",
       "      <th>GICS Sector ID</th>\n",
       "      <th>GICS Sector</th>\n",
       "      <th>GICS Industry Group ID</th>\n",
       "      <th>GICS Industry Group</th>\n",
       "      <th>GICS Industry ID</th>\n",
       "      <th>GICS Industry</th>\n",
       "      <th>GICS Sub-Industry ID</th>\n",
       "      <th>GICS Sub-Industry</th>\n",
       "      <th>date</th>\n",
       "      <th>adjclose</th>\n",
       "      <th>TotalRevenue</th>\n",
       "      <th>OperatingRevenue</th>\n",
       "      <th>NetIncome</th>\n",
       "      <th>BasicEPS</th>\n",
       "      <th>DilutedEPS</th>\n",
       "      <th>EBITDA</th>\n",
       "      <th>EBIT</th>\n",
       "      <th>Current Ratio</th>\n",
       "      <th>Quick Ratio</th>\n",
       "      <th>Gross Profit Margin</th>\n",
       "      <th>Net Profit Margin</th>\n",
       "      <th>Cash Flow Margin</th>\n",
       "      <th>Operating Margin</th>\n",
       "      <th>ROA</th>\n",
       "      <th>CROA</th>\n",
       "      <th>ROE</th>\n",
       "      <th>Efficiency Ratio</th>\n",
       "      <th>Inventory Turnover</th>\n",
       "      <th>Debt to Equity</th>\n",
       "      <th>Debt Ratio</th>\n",
       "      <th>Interest Coverage</th>\n",
       "      <th>Cash Flow to Debt</th>\n",
       "      <th>Assets to Equity</th>\n",
       "      <th>R&amp;D to Revenue</th>\n",
       "      <th>Investment CF to OCF</th>\n",
       "      <th>Financing CF to OCF</th>\n",
       "      <th>FreeCashFlow</th>\n",
       "      <th>Capex</th>\n",
       "      <th>Book Value Per Share</th>\n",
       "      <th>Tangible Book Value Per Share</th>\n",
       "      <th>fed_funds</th>\n",
       "      <th>treasury_10yr</th>\n",
       "      <th>treasury_2yr</th>\n",
       "      <th>baa_credit_spread</th>\n",
       "      <th>aaa_credit_spread</th>\n",
       "      <th>treasury_3mo</th>\n",
       "      <th>vix</th>\n",
       "      <th>gold</th>\n",
       "      <th>oil</th>\n",
       "      <th>silver</th>\n",
       "      <th>copper</th>\n",
       "      <th>aluminium</th>\n",
       "      <th>platinum</th>\n",
       "      <th>palladium</th>\n",
       "      <th>natural_gas</th>\n",
       "      <th>wheat</th>\n",
       "      <th>corn</th>\n",
       "      <th>soybean</th>\n",
       "      <th>coffee</th>\n",
       "      <th>cocao</th>\n",
       "      <th>sugar</th>\n",
       "      <th>cotton</th>\n",
       "      <th>mortgage_30yr</th>\n",
       "      <th>mortgage_15yr</th>\n",
       "      <th>cpi</th>\n",
       "      <th>unemployment</th>\n",
       "      <th>federal_budget_deficit</th>\n",
       "      <th>housing_starts</th>\n",
       "      <th>gdp_real</th>\n",
       "      <th>avg_home_price</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>A</td>\n",
       "      <td>large</td>\n",
       "      <td>35</td>\n",
       "      <td>Health Care</td>\n",
       "      <td>3520</td>\n",
       "      <td>Pharmaceuticals, Biotechnology &amp; Life Sciences</td>\n",
       "      <td>352030.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>35203010.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>2013-07-31</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.138079</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>A</td>\n",
       "      <td>large</td>\n",
       "      <td>35</td>\n",
       "      <td>Health Care</td>\n",
       "      <td>3520</td>\n",
       "      <td>Pharmaceuticals, Biotechnology &amp; Life Sciences</td>\n",
       "      <td>352030.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>35203010.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>2013-09-30</td>\n",
       "      <td>0.101380</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
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       "      <td>NaN</td>\n",
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       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
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       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
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       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.142857</td>\n",
       "      <td>-0.050360</td>\n",
       "      <td>-0.153846</td>\n",
       "      <td>0.074219</td>\n",
       "      <td>0.122807</td>\n",
       "      <td>-0.75</td>\n",
       "      <td>-0.024103</td>\n",
       "      <td>-0.049853</td>\n",
       "      <td>-0.049419</td>\n",
       "      <td>-0.077015</td>\n",
       "      <td>0.029768</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.077382</td>\n",
       "      <td>0.005609</td>\n",
       "      <td>-0.005864</td>\n",
       "      <td>0.054800</td>\n",
       "      <td>-0.108081</td>\n",
       "      <td>-0.099192</td>\n",
       "      <td>0.014273</td>\n",
       "      <td>0.094074</td>\n",
       "      <td>0.069767</td>\n",
       "      <td>0.028793</td>\n",
       "      <td>-0.042129</td>\n",
       "      <td>-0.048023</td>\n",
       "      <td>0.000891</td>\n",
       "      <td>-0.013514</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.00558</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
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       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>A</td>\n",
       "      <td>large</td>\n",
       "      <td>35</td>\n",
       "      <td>Health Care</td>\n",
       "      <td>3520</td>\n",
       "      <td>Pharmaceuticals, Biotechnology &amp; Life Sciences</td>\n",
       "      <td>352030.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>35203010.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>2013-10-31</td>\n",
       "      <td>-0.009561</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.166667</td>\n",
       "      <td>-0.026515</td>\n",
       "      <td>-0.060606</td>\n",
       "      <td>-0.036364</td>\n",
       "      <td>-0.005208</td>\n",
       "      <td>5.60</td>\n",
       "      <td>-0.171687</td>\n",
       "      <td>-0.002186</td>\n",
       "      <td>-0.058145</td>\n",
       "      <td>0.008127</td>\n",
       "      <td>-0.007980</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.026845</td>\n",
       "      <td>0.013909</td>\n",
       "      <td>0.005899</td>\n",
       "      <td>-0.016212</td>\n",
       "      <td>-0.030011</td>\n",
       "      <td>-0.001949</td>\n",
       "      <td>-0.072999</td>\n",
       "      <td>0.014015</td>\n",
       "      <td>0.048055</td>\n",
       "      <td>-0.103705</td>\n",
       "      <td>-0.050926</td>\n",
       "      <td>-0.050445</td>\n",
       "      <td>0.001803</td>\n",
       "      <td>-0.013699</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  symbol    cap GICS Sector ID  GICS Sector GICS Industry Group ID  \\\n",
       "0      A  large             35  Health Care                   3520   \n",
       "2      A  large             35  Health Care                   3520   \n",
       "3      A  large             35  Health Care                   3520   \n",
       "\n",
       "                              GICS Industry Group GICS Industry ID  \\\n",
       "0  Pharmaceuticals, Biotechnology & Life Sciences         352030.0   \n",
       "2  Pharmaceuticals, Biotechnology & Life Sciences         352030.0   \n",
       "3  Pharmaceuticals, Biotechnology & Life Sciences         352030.0   \n",
       "\n",
       "                    GICS Industry GICS Sub-Industry ID  \\\n",
       "0  Life Sciences Tools & Services           35203010.0   \n",
       "2  Life Sciences Tools & Services           35203010.0   \n",
       "3  Life Sciences Tools & Services           35203010.0   \n",
       "\n",
       "                GICS Sub-Industry       date  adjclose  TotalRevenue  \\\n",
       "0  Life Sciences Tools & Services 2013-07-31       NaN           NaN   \n",
       "2  Life Sciences Tools & Services 2013-09-30  0.101380           NaN   \n",
       "3  Life Sciences Tools & Services 2013-10-31 -0.009561           NaN   \n",
       "\n",
       "   OperatingRevenue  NetIncome  BasicEPS  DilutedEPS  EBITDA  EBIT  \\\n",
       "0               NaN        NaN       NaN         NaN     NaN   NaN   \n",
       "2               NaN        NaN       NaN         NaN     NaN   NaN   \n",
       "3               NaN        NaN       NaN         NaN     NaN   NaN   \n",
       "\n",
       "   Current Ratio  Quick Ratio  Gross Profit Margin  Net Profit Margin  \\\n",
       "0            NaN          NaN                  NaN                NaN   \n",
       "2            NaN          NaN                  NaN                NaN   \n",
       "3            NaN          NaN                  NaN                NaN   \n",
       "\n",
       "   Cash Flow Margin  Operating Margin  ROA  CROA  ROE  Efficiency Ratio  \\\n",
       "0               NaN               NaN  NaN   NaN  NaN               NaN   \n",
       "2               NaN               NaN  NaN   NaN  NaN               NaN   \n",
       "3               NaN               NaN  NaN   NaN  NaN               NaN   \n",
       "\n",
       "   Inventory Turnover  Debt to Equity  Debt Ratio  Interest Coverage  \\\n",
       "0                 NaN             NaN         NaN                NaN   \n",
       "2                 NaN             NaN         NaN                NaN   \n",
       "3                 NaN             NaN         NaN                NaN   \n",
       "\n",
       "   Cash Flow to Debt  Assets to Equity  R&D to Revenue  Investment CF to OCF  \\\n",
       "0                NaN               NaN             NaN                   NaN   \n",
       "2                NaN               NaN             NaN                   NaN   \n",
       "3                NaN               NaN             NaN                   NaN   \n",
       "\n",
       "   Financing CF to OCF  FreeCashFlow  Capex  Book Value Per Share  \\\n",
       "0                  NaN           NaN    NaN                   NaN   \n",
       "2                  NaN           NaN    NaN                   NaN   \n",
       "3                  NaN           NaN    NaN                   NaN   \n",
       "\n",
       "   Tangible Book Value Per Share  fed_funds  treasury_10yr  treasury_2yr  \\\n",
       "0                            NaN        NaN            NaN           NaN   \n",
       "2                            NaN  -0.142857      -0.050360     -0.153846   \n",
       "3                            NaN   0.166667      -0.026515     -0.060606   \n",
       "\n",
       "   baa_credit_spread  aaa_credit_spread  treasury_3mo       vix      gold  \\\n",
       "0                NaN                NaN           NaN       NaN       NaN   \n",
       "2           0.074219           0.122807         -0.75 -0.024103 -0.049853   \n",
       "3          -0.036364          -0.005208          5.60 -0.171687 -0.002186   \n",
       "\n",
       "        oil    silver    copper  aluminium  platinum  palladium  natural_gas  \\\n",
       "0       NaN       NaN       NaN        NaN       NaN        NaN          NaN   \n",
       "2 -0.049419 -0.077015  0.029768        NaN -0.077382   0.005609    -0.005864   \n",
       "3 -0.058145  0.008127 -0.007980        NaN  0.026845   0.013909     0.005899   \n",
       "\n",
       "      wheat      corn   soybean    coffee     cocao     sugar    cotton  \\\n",
       "0       NaN       NaN       NaN       NaN       NaN       NaN       NaN   \n",
       "2  0.054800 -0.108081 -0.099192  0.014273  0.094074  0.069767  0.028793   \n",
       "3 -0.016212 -0.030011 -0.001949 -0.072999  0.014015  0.048055 -0.103705   \n",
       "\n",
       "   mortgage_30yr  mortgage_15yr       cpi  unemployment  \\\n",
       "0            NaN            NaN       NaN           NaN   \n",
       "2      -0.042129      -0.048023  0.000891     -0.013514   \n",
       "3      -0.050926      -0.050445  0.001803     -0.013699   \n",
       "\n",
       "   federal_budget_deficit  housing_starts  gdp_real  avg_home_price  \n",
       "0                     NaN             NaN  0.138079             NaN  \n",
       "2                     NaN        -0.00558       NaN             NaN  \n",
       "3                     NaN             NaN       NaN             NaN  "
      ]
     },
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    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\n",
      "Nulls:\n",
      " symbol                                0\n",
      "cap                                   0\n",
      "GICS Sector ID                        0\n",
      "GICS Sector                           0\n",
      "GICS Industry Group ID                0\n",
      "GICS Industry Group                   0\n",
      "GICS Industry ID                      0\n",
      "GICS Industry                         0\n",
      "GICS Sub-Industry ID                  0\n",
      "GICS Sub-Industry                     0\n",
      "date                                  0\n",
      "palladium                          1317\n",
      "platinum                           1317\n",
      "copper                             1317\n",
      "silver                             1317\n",
      "oil                                1317\n",
      "treasury_2yr                       1317\n",
      "vix                                1317\n",
      "treasury_3mo                       1317\n",
      "aaa_credit_spread                  1317\n",
      "baa_credit_spread                  1317\n",
      "natural_gas                        1317\n",
      "gold                               1317\n",
      "wheat                              1317\n",
      "cocao                              1317\n",
      "soybean                            1317\n",
      "coffee                             1317\n",
      "treasury_10yr                      1317\n",
      "sugar                              1317\n",
      "cotton                             1317\n",
      "mortgage_30yr                      1317\n",
      "mortgage_15yr                      1317\n",
      "adjclose                           1317\n",
      "corn                               1317\n",
      "fed_funds                          1317\n",
      "cpi                                3537\n",
      "unemployment                       4741\n",
      "housing_starts                     6793\n",
      "aluminium                         11949\n",
      "federal_budget_deficit            35729\n",
      "gdp_real                         112926\n",
      "avg_home_price                   120480\n",
      "Book Value Per Share             126096\n",
      "TotalRevenue                     126096\n",
      "OperatingRevenue                 126096\n",
      "NetIncome                        126096\n",
      "EBITDA                           126096\n",
      "EBIT                             126096\n",
      "Current Ratio                    126096\n",
      "Gross Profit Margin              126096\n",
      "Net Profit Margin                126096\n",
      "Cash Flow Margin                 126096\n",
      "Operating Margin                 126096\n",
      "Tangible Book Value Per Share    126096\n",
      "CROA                             126096\n",
      "ROA                              126096\n",
      "Debt to Equity                   126096\n",
      "Debt Ratio                       126096\n",
      "Cash Flow to Debt                126096\n",
      "Assets to Equity                 126096\n",
      "Investment CF to OCF             126096\n",
      "Financing CF to OCF              126096\n",
      "FreeCashFlow                     126096\n",
      "Capex                            126096\n",
      "ROE                              126096\n",
      "DilutedEPS                       127164\n",
      "BasicEPS                         127164\n",
      "Efficiency Ratio                 129370\n",
      "Interest Coverage                129489\n",
      "Quick Ratio                      134493\n",
      "Inventory Turnover               138889\n",
      "R&D to Revenue                   150949\n",
      "dtype: int64\n"
     ]
    }
   ],
   "source": [
    "print(df.shape)\n",
    "display(df.head(3))\n",
    "\n",
    "# Resample to monthly\n",
    "df['date'] = pd.to_datetime(df['date'])\n",
    "df.set_index('date', inplace=True)\n",
    "df = df.groupby('symbol', observed=True).resample(\n",
    "    'BME', include_groups=False, fill_method='ffill').last()\n",
    "\n",
    "print(df.shape)\n",
    "print('\\nResampled to Monthly:')\n",
    "\n",
    "# Reset index and sort\n",
    "df.reset_index(inplace=True)\n",
    "df.sort_values(['symbol', 'date'], inplace=True)\n",
    "\n",
    "display(df.head(5))\n",
    "\n",
    "# Apply percent change\n",
    "print('\\nApply Precent Change')\n",
    "# Adjusted close\n",
    "df['adjclose'] = df.groupby('symbol', observed=True)['adjclose'].diff() / abs(df.groupby('symbol', observed=True)['adjclose'].shift())\n",
    "# Weeklies and dailies\n",
    "for col in cols_need_pchange:\n",
    "    df[col] = df.groupby('symbol', observed=True)[col].diff() / abs(df.groupby('symbol', observed=True)[col].shift())\n",
    "\n",
    "display(df.head(5))\n",
    "\n",
    "# Any infs are from division by zero, we'll replace them with 0\n",
    "df.replace([np.inf, -np.inf], 0, inplace=True)\n",
    "\n",
    "# Drop where an earnings call occurred and required columns are null\n",
    "df = df[~((df['Earnings Call'] == 1) & df[required_cols].isnull().any(axis=1))]\n",
    "# Drop Earnings call column\n",
    "df.drop(columns=['Earnings Call'], inplace=True)\n",
    "\n",
    "# Sort cols\n",
    "df = sort_cols(df, cat_cols + [col for col in cols])\n",
    "\n",
    "print(df.shape)\n",
    "display(df.head(3))\n",
    "\n",
    "with pd.option_context('display.max_rows', None, 'display.max_columns', None):\n",
    "    print('\\nNulls:\\n', df.isnull().sum().sort_values())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 29,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "In Range: (154512, 72)\n"
     ]
    },
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>symbol</th>\n",
       "      <th>cap</th>\n",
       "      <th>GICS Sector ID</th>\n",
       "      <th>GICS Sector</th>\n",
       "      <th>GICS Industry Group ID</th>\n",
       "      <th>GICS Industry Group</th>\n",
       "      <th>GICS Industry ID</th>\n",
       "      <th>GICS Industry</th>\n",
       "      <th>GICS Sub-Industry ID</th>\n",
       "      <th>GICS Sub-Industry</th>\n",
       "      <th>date</th>\n",
       "      <th>adjclose</th>\n",
       "      <th>TotalRevenue</th>\n",
       "      <th>OperatingRevenue</th>\n",
       "      <th>NetIncome</th>\n",
       "      <th>BasicEPS</th>\n",
       "      <th>DilutedEPS</th>\n",
       "      <th>EBITDA</th>\n",
       "      <th>EBIT</th>\n",
       "      <th>Current Ratio</th>\n",
       "      <th>Quick Ratio</th>\n",
       "      <th>Gross Profit Margin</th>\n",
       "      <th>Net Profit Margin</th>\n",
       "      <th>Cash Flow Margin</th>\n",
       "      <th>Operating Margin</th>\n",
       "      <th>ROA</th>\n",
       "      <th>CROA</th>\n",
       "      <th>ROE</th>\n",
       "      <th>Efficiency Ratio</th>\n",
       "      <th>Inventory Turnover</th>\n",
       "      <th>Debt to Equity</th>\n",
       "      <th>Debt Ratio</th>\n",
       "      <th>Interest Coverage</th>\n",
       "      <th>Cash Flow to Debt</th>\n",
       "      <th>Assets to Equity</th>\n",
       "      <th>R&amp;D to Revenue</th>\n",
       "      <th>Investment CF to OCF</th>\n",
       "      <th>Financing CF to OCF</th>\n",
       "      <th>FreeCashFlow</th>\n",
       "      <th>Capex</th>\n",
       "      <th>Book Value Per Share</th>\n",
       "      <th>Tangible Book Value Per Share</th>\n",
       "      <th>fed_funds</th>\n",
       "      <th>treasury_10yr</th>\n",
       "      <th>treasury_2yr</th>\n",
       "      <th>baa_credit_spread</th>\n",
       "      <th>aaa_credit_spread</th>\n",
       "      <th>treasury_3mo</th>\n",
       "      <th>vix</th>\n",
       "      <th>gold</th>\n",
       "      <th>oil</th>\n",
       "      <th>silver</th>\n",
       "      <th>copper</th>\n",
       "      <th>aluminium</th>\n",
       "      <th>platinum</th>\n",
       "      <th>palladium</th>\n",
       "      <th>natural_gas</th>\n",
       "      <th>wheat</th>\n",
       "      <th>corn</th>\n",
       "      <th>soybean</th>\n",
       "      <th>coffee</th>\n",
       "      <th>cocao</th>\n",
       "      <th>sugar</th>\n",
       "      <th>cotton</th>\n",
       "      <th>mortgage_30yr</th>\n",
       "      <th>mortgage_15yr</th>\n",
       "      <th>cpi</th>\n",
       "      <th>unemployment</th>\n",
       "      <th>federal_budget_deficit</th>\n",
       "      <th>housing_starts</th>\n",
       "      <th>gdp_real</th>\n",
       "      <th>avg_home_price</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>1408</th>\n",
       "      <td>ABNB</td>\n",
       "      <td>large</td>\n",
       "      <td>25</td>\n",
       "      <td>Consumer Discretionary</td>\n",
       "      <td>2530</td>\n",
       "      <td>Consumer Services</td>\n",
       "      <td>253010.0</td>\n",
       "      <td>Hotels, Restaurants &amp; Leisure</td>\n",
       "      <td>25301020.0</td>\n",
       "      <td>Hotels, Resorts &amp; Cruise Lines</td>\n",
       "      <td>2020-12-31</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.001890</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.488626</td>\n",
       "      <td>0.011111</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3175</th>\n",
       "      <td>ADNT</td>\n",
       "      <td>mid</td>\n",
       "      <td>25</td>\n",
       "      <td>Consumer Discretionary</td>\n",
       "      <td>2510</td>\n",
       "      <td>Automobiles &amp; Components</td>\n",
       "      <td>251010.0</td>\n",
       "      <td>Automobile Components</td>\n",
       "      <td>25101010.0</td>\n",
       "      <td>Automotive Parts &amp; Equipment</td>\n",
       "      <td>2016-10-31</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.002900</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.083187</td>\n",
       "      <td>0.007662</td>\n",
       "      <td>-0.007971</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5056</th>\n",
       "      <td>AGTI</td>\n",
       "      <td>small</td>\n",
       "      <td>35</td>\n",
       "      <td>Health Care</td>\n",
       "      <td>3510</td>\n",
       "      <td>Health Care Equipment &amp; Services</td>\n",
       "      <td>351020.0</td>\n",
       "      <td>Health Care Providers &amp; Services</td>\n",
       "      <td>35102015.0</td>\n",
       "      <td>Health Care Services</td>\n",
       "      <td>2021-04-30</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.016360</td>\n",
       "      <td>0.026189</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5219</th>\n",
       "      <td>AHCO</td>\n",
       "      <td>small</td>\n",
       "      <td>35</td>\n",
       "      <td>Health Care</td>\n",
       "      <td>3510</td>\n",
       "      <td>Health Care Equipment &amp; Services</td>\n",
       "      <td>351010.0</td>\n",
       "      <td>Health Care Equipment &amp; Supplies</td>\n",
       "      <td>35101010.0</td>\n",
       "      <td>Health Care Equipment</td>\n",
       "      <td>2018-05-31</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5801</th>\n",
       "      <td>AIRC</td>\n",
       "      <td>mid</td>\n",
       "      <td>60</td>\n",
       "      <td>Real Estate</td>\n",
       "      <td>6010</td>\n",
       "      <td>Equity Real Estate Investment Trusts (REITs)</td>\n",
       "      <td>601060.0</td>\n",
       "      <td>Residential REITs</td>\n",
       "      <td>60106010.0</td>\n",
       "      <td>Multi-Family Residential REITs</td>\n",
       "      <td>2020-12-31</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.011111</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>176864</th>\n",
       "      <td>XHR</td>\n",
       "      <td>small</td>\n",
       "      <td>60</td>\n",
       "      <td>Real Estate</td>\n",
       "      <td>6010</td>\n",
       "      <td>Equity Real Estate Investment Trusts (REITs)</td>\n",
       "      <td>601030.0</td>\n",
       "      <td>Hotel &amp; Resort REITs</td>\n",
       "      <td>60103010.0</td>\n",
       "      <td>Hotel &amp; Resort REITs</td>\n",
       "      <td>2015-02-27</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.006233</td>\n",
       "      <td>0.017857</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.022039</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>177224</th>\n",
       "      <td>XPEL</td>\n",
       "      <td>small</td>\n",
       "      <td>25</td>\n",
       "      <td>Consumer Discretionary</td>\n",
       "      <td>2510</td>\n",
       "      <td>Automobiles &amp; Components</td>\n",
       "      <td>251010.0</td>\n",
       "      <td>Automobile Components</td>\n",
       "      <td>25101010.0</td>\n",
       "      <td>Automotive Parts &amp; Equipment</td>\n",
       "      <td>2019-07-31</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.000588</td>\n",
       "      <td>0.027778</td>\n",
       "      <td>0.959204</td>\n",
       "      <td>-0.012608</td>\n",
       "      <td>0.005895</td>\n",
       "      <td>0.004509</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>177280</th>\n",
       "      <td>XPER</td>\n",
       "      <td>small</td>\n",
       "      <td>45</td>\n",
       "      <td>Information Technology</td>\n",
       "      <td>4530</td>\n",
       "      <td>Semiconductors &amp; Semiconductor Equipment</td>\n",
       "      <td>453010.0</td>\n",
       "      <td>Semiconductors &amp; Semiconductor Equipment</td>\n",
       "      <td>45301010.0</td>\n",
       "      <td>Semiconductor Materials &amp; Equipment</td>\n",
       "      <td>2022-09-30</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.089212</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>177938</th>\n",
       "      <td>YETI</td>\n",
       "      <td>mid</td>\n",
       "      <td>25</td>\n",
       "      <td>Consumer Discretionary</td>\n",
       "      <td>2520</td>\n",
       "      <td>Consumer Durables &amp; Apparel</td>\n",
       "      <td>252020.0</td>\n",
       "      <td>Leisure Products</td>\n",
       "      <td>25202010.0</td>\n",
       "      <td>Leisure Products</td>\n",
       "      <td>2018-10-31</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.008877</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>178643</th>\n",
       "      <td>ZI</td>\n",
       "      <td>mid</td>\n",
       "      <td>50</td>\n",
       "      <td>Communication Services</td>\n",
       "      <td>5020</td>\n",
       "      <td>Media &amp; Entertainment</td>\n",
       "      <td>502030.0</td>\n",
       "      <td>Interactive Media &amp; Services</td>\n",
       "      <td>50203010.0</td>\n",
       "      <td>Interactive Media &amp; Services</td>\n",
       "      <td>2020-06-30</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.000524</td>\n",
       "      <td>-0.095238</td>\n",
       "      <td>0.459483</td>\n",
       "      <td>0.093154</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>221 rows × 72 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "       symbol    cap GICS Sector ID             GICS Sector  \\\n",
       "1408     ABNB  large             25  Consumer Discretionary   \n",
       "3175     ADNT    mid             25  Consumer Discretionary   \n",
       "5056     AGTI  small             35             Health Care   \n",
       "5219     AHCO  small             35             Health Care   \n",
       "5801     AIRC    mid             60             Real Estate   \n",
       "...       ...    ...            ...                     ...   \n",
       "176864    XHR  small             60             Real Estate   \n",
       "177224   XPEL  small             25  Consumer Discretionary   \n",
       "177280   XPER  small             45  Information Technology   \n",
       "177938   YETI    mid             25  Consumer Discretionary   \n",
       "178643     ZI    mid             50  Communication Services   \n",
       "\n",
       "       GICS Industry Group ID                           GICS Industry Group  \\\n",
       "1408                     2530                             Consumer Services   \n",
       "3175                     2510                      Automobiles & Components   \n",
       "5056                     3510              Health Care Equipment & Services   \n",
       "5219                     3510              Health Care Equipment & Services   \n",
       "5801                     6010  Equity Real Estate Investment Trusts (REITs)   \n",
       "...                       ...                                           ...   \n",
       "176864                   6010  Equity Real Estate Investment Trusts (REITs)   \n",
       "177224                   2510                      Automobiles & Components   \n",
       "177280                   4530      Semiconductors & Semiconductor Equipment   \n",
       "177938                   2520                   Consumer Durables & Apparel   \n",
       "178643                   5020                         Media & Entertainment   \n",
       "\n",
       "       GICS Industry ID                             GICS Industry  \\\n",
       "1408           253010.0             Hotels, Restaurants & Leisure   \n",
       "3175           251010.0                     Automobile Components   \n",
       "5056           351020.0          Health Care Providers & Services   \n",
       "5219           351010.0          Health Care Equipment & Supplies   \n",
       "5801           601060.0                         Residential REITs   \n",
       "...                 ...                                       ...   \n",
       "176864         601030.0                      Hotel & Resort REITs   \n",
       "177224         251010.0                     Automobile Components   \n",
       "177280         453010.0  Semiconductors & Semiconductor Equipment   \n",
       "177938         252020.0                          Leisure Products   \n",
       "178643         502030.0              Interactive Media & Services   \n",
       "\n",
       "       GICS Sub-Industry ID                    GICS Sub-Industry       date  \\\n",
       "1408             25301020.0       Hotels, Resorts & Cruise Lines 2020-12-31   \n",
       "3175             25101010.0         Automotive Parts & Equipment 2016-10-31   \n",
       "5056             35102015.0                 Health Care Services 2021-04-30   \n",
       "5219             35101010.0                Health Care Equipment 2018-05-31   \n",
       "5801             60106010.0       Multi-Family Residential REITs 2020-12-31   \n",
       "...                     ...                                  ...        ...   \n",
       "176864           60103010.0                 Hotel & Resort REITs 2015-02-27   \n",
       "177224           25101010.0         Automotive Parts & Equipment 2019-07-31   \n",
       "177280           45301010.0  Semiconductor Materials & Equipment 2022-09-30   \n",
       "177938           25202010.0                     Leisure Products 2018-10-31   \n",
       "178643           50203010.0         Interactive Media & Services 2020-06-30   \n",
       "\n",
       "        adjclose  TotalRevenue  OperatingRevenue  NetIncome  BasicEPS  \\\n",
       "1408         NaN           NaN               NaN        NaN       NaN   \n",
       "3175         NaN           NaN               NaN        NaN       NaN   \n",
       "5056         NaN           NaN               NaN        NaN       NaN   \n",
       "5219         NaN           NaN               NaN        NaN       NaN   \n",
       "5801         NaN           NaN               NaN        NaN       NaN   \n",
       "...          ...           ...               ...        ...       ...   \n",
       "176864       NaN           NaN               NaN        NaN       NaN   \n",
       "177224       NaN           NaN               NaN        NaN       NaN   \n",
       "177280       NaN           NaN               NaN        NaN       NaN   \n",
       "177938       NaN           NaN               NaN        NaN       NaN   \n",
       "178643       NaN           NaN               NaN        NaN       NaN   \n",
       "\n",
       "        DilutedEPS  EBITDA  EBIT  Current Ratio  Quick Ratio  \\\n",
       "1408           NaN     NaN   NaN            NaN          NaN   \n",
       "3175           NaN     NaN   NaN            NaN          NaN   \n",
       "5056           NaN     NaN   NaN            NaN          NaN   \n",
       "5219           NaN     NaN   NaN            NaN          NaN   \n",
       "5801           NaN     NaN   NaN            NaN          NaN   \n",
       "...            ...     ...   ...            ...          ...   \n",
       "176864         NaN     NaN   NaN            NaN          NaN   \n",
       "177224         NaN     NaN   NaN            NaN          NaN   \n",
       "177280         NaN     NaN   NaN            NaN          NaN   \n",
       "177938         NaN     NaN   NaN            NaN          NaN   \n",
       "178643         NaN     NaN   NaN            NaN          NaN   \n",
       "\n",
       "        Gross Profit Margin  Net Profit Margin  Cash Flow Margin  \\\n",
       "1408                    NaN                NaN               NaN   \n",
       "3175                    NaN                NaN               NaN   \n",
       "5056                    NaN                NaN               NaN   \n",
       "5219                    NaN                NaN               NaN   \n",
       "5801                    NaN                NaN               NaN   \n",
       "...                     ...                ...               ...   \n",
       "176864                  NaN                NaN               NaN   \n",
       "177224                  NaN                NaN               NaN   \n",
       "177280                  NaN                NaN               NaN   \n",
       "177938                  NaN                NaN               NaN   \n",
       "178643                  NaN                NaN               NaN   \n",
       "\n",
       "        Operating Margin  ROA  CROA  ROE  Efficiency Ratio  \\\n",
       "1408                 NaN  NaN   NaN  NaN               NaN   \n",
       "3175                 NaN  NaN   NaN  NaN               NaN   \n",
       "5056                 NaN  NaN   NaN  NaN               NaN   \n",
       "5219                 NaN  NaN   NaN  NaN               NaN   \n",
       "5801                 NaN  NaN   NaN  NaN               NaN   \n",
       "...                  ...  ...   ...  ...               ...   \n",
       "176864               NaN  NaN   NaN  NaN               NaN   \n",
       "177224               NaN  NaN   NaN  NaN               NaN   \n",
       "177280               NaN  NaN   NaN  NaN               NaN   \n",
       "177938               NaN  NaN   NaN  NaN               NaN   \n",
       "178643               NaN  NaN   NaN  NaN               NaN   \n",
       "\n",
       "        Inventory Turnover  Debt to Equity  Debt Ratio  Interest Coverage  \\\n",
       "1408                   NaN             NaN         NaN                NaN   \n",
       "3175                   NaN             NaN         NaN                NaN   \n",
       "5056                   NaN             NaN         NaN                NaN   \n",
       "5219                   NaN             NaN         NaN                NaN   \n",
       "5801                   NaN             NaN         NaN                NaN   \n",
       "...                    ...             ...         ...                ...   \n",
       "176864                 NaN             NaN         NaN                NaN   \n",
       "177224                 NaN             NaN         NaN                NaN   \n",
       "177280                 NaN             NaN         NaN                NaN   \n",
       "177938                 NaN             NaN         NaN                NaN   \n",
       "178643                 NaN             NaN         NaN                NaN   \n",
       "\n",
       "        Cash Flow to Debt  Assets to Equity  R&D to Revenue  \\\n",
       "1408                  NaN               NaN             NaN   \n",
       "3175                  NaN               NaN             NaN   \n",
       "5056                  NaN               NaN             NaN   \n",
       "5219                  NaN               NaN             NaN   \n",
       "5801                  NaN               NaN             NaN   \n",
       "...                   ...               ...             ...   \n",
       "176864                NaN               NaN             NaN   \n",
       "177224                NaN               NaN             NaN   \n",
       "177280                NaN               NaN             NaN   \n",
       "177938                NaN               NaN             NaN   \n",
       "178643                NaN               NaN             NaN   \n",
       "\n",
       "        Investment CF to OCF  Financing CF to OCF  FreeCashFlow  Capex  \\\n",
       "1408                     NaN                  NaN           NaN    NaN   \n",
       "3175                     NaN                  NaN           NaN    NaN   \n",
       "5056                     NaN                  NaN           NaN    NaN   \n",
       "5219                     NaN                  NaN           NaN    NaN   \n",
       "5801                     NaN                  NaN           NaN    NaN   \n",
       "...                      ...                  ...           ...    ...   \n",
       "176864                   NaN                  NaN           NaN    NaN   \n",
       "177224                   NaN                  NaN           NaN    NaN   \n",
       "177280                   NaN                  NaN           NaN    NaN   \n",
       "177938                   NaN                  NaN           NaN    NaN   \n",
       "178643                   NaN                  NaN           NaN    NaN   \n",
       "\n",
       "        Book Value Per Share  Tangible Book Value Per Share  fed_funds  \\\n",
       "1408                     NaN                            NaN        NaN   \n",
       "3175                     NaN                            NaN        NaN   \n",
       "5056                     NaN                            NaN        NaN   \n",
       "5219                     NaN                            NaN        NaN   \n",
       "5801                     NaN                            NaN        NaN   \n",
       "...                      ...                            ...        ...   \n",
       "176864                   NaN                            NaN        NaN   \n",
       "177224                   NaN                            NaN        NaN   \n",
       "177280                   NaN                            NaN        NaN   \n",
       "177938                   NaN                            NaN        NaN   \n",
       "178643                   NaN                            NaN        NaN   \n",
       "\n",
       "        treasury_10yr  treasury_2yr  baa_credit_spread  aaa_credit_spread  \\\n",
       "1408              NaN           NaN                NaN                NaN   \n",
       "3175              NaN           NaN                NaN                NaN   \n",
       "5056              NaN           NaN                NaN                NaN   \n",
       "5219              NaN           NaN                NaN                NaN   \n",
       "5801              NaN           NaN                NaN                NaN   \n",
       "...               ...           ...                ...                ...   \n",
       "176864            NaN           NaN                NaN                NaN   \n",
       "177224            NaN           NaN                NaN                NaN   \n",
       "177280            NaN           NaN                NaN                NaN   \n",
       "177938            NaN           NaN                NaN                NaN   \n",
       "178643            NaN           NaN                NaN                NaN   \n",
       "\n",
       "        treasury_3mo  vix  gold  oil  silver  copper  aluminium  platinum  \\\n",
       "1408             NaN  NaN   NaN  NaN     NaN     NaN        NaN       NaN   \n",
       "3175             NaN  NaN   NaN  NaN     NaN     NaN        NaN       NaN   \n",
       "5056             NaN  NaN   NaN  NaN     NaN     NaN        NaN       NaN   \n",
       "5219             NaN  NaN   NaN  NaN     NaN     NaN        NaN       NaN   \n",
       "5801             NaN  NaN   NaN  NaN     NaN     NaN        NaN       NaN   \n",
       "...              ...  ...   ...  ...     ...     ...        ...       ...   \n",
       "176864           NaN  NaN   NaN  NaN     NaN     NaN        NaN       NaN   \n",
       "177224           NaN  NaN   NaN  NaN     NaN     NaN        NaN       NaN   \n",
       "177280           NaN  NaN   NaN  NaN     NaN     NaN        NaN       NaN   \n",
       "177938           NaN  NaN   NaN  NaN     NaN     NaN        NaN       NaN   \n",
       "178643           NaN  NaN   NaN  NaN     NaN     NaN        NaN       NaN   \n",
       "\n",
       "        palladium  natural_gas  wheat  corn  soybean  coffee  cocao  sugar  \\\n",
       "1408          NaN          NaN    NaN   NaN      NaN     NaN    NaN    NaN   \n",
       "3175          NaN          NaN    NaN   NaN      NaN     NaN    NaN    NaN   \n",
       "5056          NaN          NaN    NaN   NaN      NaN     NaN    NaN    NaN   \n",
       "5219          NaN          NaN    NaN   NaN      NaN     NaN    NaN    NaN   \n",
       "5801          NaN          NaN    NaN   NaN      NaN     NaN    NaN    NaN   \n",
       "...           ...          ...    ...   ...      ...     ...    ...    ...   \n",
       "176864        NaN          NaN    NaN   NaN      NaN     NaN    NaN    NaN   \n",
       "177224        NaN          NaN    NaN   NaN      NaN     NaN    NaN    NaN   \n",
       "177280        NaN          NaN    NaN   NaN      NaN     NaN    NaN    NaN   \n",
       "177938        NaN          NaN    NaN   NaN      NaN     NaN    NaN    NaN   \n",
       "178643        NaN          NaN    NaN   NaN      NaN     NaN    NaN    NaN   \n",
       "\n",
       "        cotton  mortgage_30yr  mortgage_15yr       cpi  unemployment  \\\n",
       "1408       NaN            NaN            NaN  0.001890           NaN   \n",
       "3175       NaN            NaN            NaN  0.002900           NaN   \n",
       "5056       NaN            NaN            NaN       NaN           NaN   \n",
       "5219       NaN            NaN            NaN       NaN           NaN   \n",
       "5801       NaN            NaN            NaN       NaN           NaN   \n",
       "...        ...            ...            ...       ...           ...   \n",
       "176864     NaN            NaN            NaN -0.006233      0.017857   \n",
       "177224     NaN            NaN            NaN  0.000588      0.027778   \n",
       "177280     NaN            NaN            NaN       NaN           NaN   \n",
       "177938     NaN            NaN            NaN       NaN           NaN   \n",
       "178643     NaN            NaN            NaN -0.000524     -0.095238   \n",
       "\n",
       "        federal_budget_deficit  housing_starts  gdp_real  avg_home_price  \n",
       "1408                  0.488626        0.011111       NaN             NaN  \n",
       "3175                       NaN       -0.083187  0.007662       -0.007971  \n",
       "5056                       NaN             NaN  0.016360        0.026189  \n",
       "5219                       NaN             NaN       NaN             NaN  \n",
       "5801                       NaN        0.011111       NaN             NaN  \n",
       "...                        ...             ...       ...             ...  \n",
       "176864                     NaN       -0.022039       NaN             NaN  \n",
       "177224                0.959204       -0.012608  0.005895        0.004509  \n",
       "177280                     NaN        0.089212       NaN             NaN  \n",
       "177938                     NaN             NaN  0.008877             NaN  \n",
       "178643                0.459483        0.093154       NaN             NaN  \n",
       "\n",
       "[221 rows x 72 columns]"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "# Drop dates outside of the date range\n",
    "df = df[(df['date'] >= DATE_START) &\n",
    "        (df['date'] <= DATE_END)]\n",
    "print('In Range:', df.shape)\n",
    "\n",
    "# Display null adjusted close dates\n",
    "display(df[df['adjclose'].isnull()])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 30,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\n",
      "Company Counts:\n",
      " cap\n",
      "large    498\n",
      "mid      396\n",
      "small    598\n",
      "Name: symbol, dtype: int64\n"
     ]
    },
    {
     "data": {
      "text/plain": [
       "symbol                                0\n",
       "coffee                                0\n",
       "soybean                               0\n",
       "corn                                  0\n",
       "wheat                                 0\n",
       "natural_gas                           0\n",
       "palladium                             0\n",
       "platinum                              0\n",
       "treasury_10yr                         0\n",
       "copper                                0\n",
       "oil                                   0\n",
       "gold                                  0\n",
       "vix                                   0\n",
       "treasury_3mo                          0\n",
       "aaa_credit_spread                     0\n",
       "baa_credit_spread                     0\n",
       "treasury_2yr                          0\n",
       "silver                                0\n",
       "sugar                                 0\n",
       "cocao                                 0\n",
       "mortgage_30yr                         0\n",
       "cap                                   0\n",
       "GICS Sector ID                        0\n",
       "GICS Sector                           0\n",
       "GICS Industry Group ID                0\n",
       "GICS Industry Group                   0\n",
       "GICS Industry ID                      0\n",
       "GICS Industry                         0\n",
       "cotton                                0\n",
       "GICS Sub-Industry ID                  0\n",
       "date                                  0\n",
       "adjclose                              0\n",
       "mortgage_15yr                         0\n",
       "GICS Sub-Industry                     0\n",
       "fed_funds                             0\n",
       "cpi                                2331\n",
       "unemployment                       3473\n",
       "housing_starts                     3740\n",
       "aluminium                          5526\n",
       "federal_budget_deficit            29365\n",
       "gdp_real                         106198\n",
       "avg_home_price                   112649\n",
       "Book Value Per Share             118895\n",
       "TotalRevenue                     118895\n",
       "OperatingRevenue                 118895\n",
       "NetIncome                        118895\n",
       "EBITDA                           118895\n",
       "EBIT                             118895\n",
       "Current Ratio                    118895\n",
       "Gross Profit Margin              118895\n",
       "Net Profit Margin                118895\n",
       "Cash Flow Margin                 118895\n",
       "Operating Margin                 118895\n",
       "Tangible Book Value Per Share    118895\n",
       "CROA                             118895\n",
       "ROA                              118895\n",
       "Debt to Equity                   118895\n",
       "Debt Ratio                       118895\n",
       "Cash Flow to Debt                118895\n",
       "Assets to Equity                 118895\n",
       "Investment CF to OCF             118895\n",
       "Financing CF to OCF              118895\n",
       "FreeCashFlow                     118895\n",
       "Capex                            118895\n",
       "ROE                              118895\n",
       "DilutedEPS                       119887\n",
       "BasicEPS                         119887\n",
       "Efficiency Ratio                 122102\n",
       "Interest Coverage                122220\n",
       "Quick Ratio                      127132\n",
       "Inventory Turnover               131454\n",
       "R&D to Revenue                   143261\n",
       "dtype: int64"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>symbol</th>\n",
       "      <th>cap</th>\n",
       "      <th>GICS Sector ID</th>\n",
       "      <th>GICS Sector</th>\n",
       "      <th>GICS Industry Group ID</th>\n",
       "      <th>GICS Industry Group</th>\n",
       "      <th>GICS Industry ID</th>\n",
       "      <th>GICS Industry</th>\n",
       "      <th>GICS Sub-Industry ID</th>\n",
       "      <th>GICS Sub-Industry</th>\n",
       "      <th>date</th>\n",
       "      <th>adjclose</th>\n",
       "      <th>TotalRevenue</th>\n",
       "      <th>OperatingRevenue</th>\n",
       "      <th>NetIncome</th>\n",
       "      <th>BasicEPS</th>\n",
       "      <th>DilutedEPS</th>\n",
       "      <th>EBITDA</th>\n",
       "      <th>EBIT</th>\n",
       "      <th>Current Ratio</th>\n",
       "      <th>Quick Ratio</th>\n",
       "      <th>Gross Profit Margin</th>\n",
       "      <th>Net Profit Margin</th>\n",
       "      <th>Cash Flow Margin</th>\n",
       "      <th>Operating Margin</th>\n",
       "      <th>ROA</th>\n",
       "      <th>CROA</th>\n",
       "      <th>ROE</th>\n",
       "      <th>Efficiency Ratio</th>\n",
       "      <th>Inventory Turnover</th>\n",
       "      <th>Debt to Equity</th>\n",
       "      <th>Debt Ratio</th>\n",
       "      <th>Interest Coverage</th>\n",
       "      <th>Cash Flow to Debt</th>\n",
       "      <th>Assets to Equity</th>\n",
       "      <th>R&amp;D to Revenue</th>\n",
       "      <th>Investment CF to OCF</th>\n",
       "      <th>Financing CF to OCF</th>\n",
       "      <th>FreeCashFlow</th>\n",
       "      <th>Capex</th>\n",
       "      <th>Book Value Per Share</th>\n",
       "      <th>Tangible Book Value Per Share</th>\n",
       "      <th>fed_funds</th>\n",
       "      <th>treasury_10yr</th>\n",
       "      <th>treasury_2yr</th>\n",
       "      <th>baa_credit_spread</th>\n",
       "      <th>aaa_credit_spread</th>\n",
       "      <th>treasury_3mo</th>\n",
       "      <th>vix</th>\n",
       "      <th>gold</th>\n",
       "      <th>oil</th>\n",
       "      <th>silver</th>\n",
       "      <th>copper</th>\n",
       "      <th>aluminium</th>\n",
       "      <th>platinum</th>\n",
       "      <th>palladium</th>\n",
       "      <th>natural_gas</th>\n",
       "      <th>wheat</th>\n",
       "      <th>corn</th>\n",
       "      <th>soybean</th>\n",
       "      <th>coffee</th>\n",
       "      <th>cocao</th>\n",
       "      <th>sugar</th>\n",
       "      <th>cotton</th>\n",
       "      <th>mortgage_30yr</th>\n",
       "      <th>mortgage_15yr</th>\n",
       "      <th>cpi</th>\n",
       "      <th>unemployment</th>\n",
       "      <th>federal_budget_deficit</th>\n",
       "      <th>housing_starts</th>\n",
       "      <th>gdp_real</th>\n",
       "      <th>avg_home_price</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>A</td>\n",
       "      <td>large</td>\n",
       "      <td>35</td>\n",
       "      <td>Health Care</td>\n",
       "      <td>3520</td>\n",
       "      <td>Pharmaceuticals, Biotechnology &amp; Life Sciences</td>\n",
       "      <td>352030.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>35203010.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>2014-01-31</td>\n",
       "      <td>0.016787</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.121711</td>\n",
       "      <td>-0.105263</td>\n",
       "      <td>0.030043</td>\n",
       "      <td>0.150327</td>\n",
       "      <td>-0.841270</td>\n",
       "      <td>0.341837</td>\n",
       "      <td>0.031783</td>\n",
       "      <td>-0.009449</td>\n",
       "      <td>-0.012100</td>\n",
       "      <td>-0.064216</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.002188</td>\n",
       "      <td>-0.020073</td>\n",
       "      <td>0.168558</td>\n",
       "      <td>-0.081784</td>\n",
       "      <td>0.028436</td>\n",
       "      <td>-0.022667</td>\n",
       "      <td>0.130985</td>\n",
       "      <td>0.074566</td>\n",
       "      <td>-0.052407</td>\n",
       "      <td>0.014060</td>\n",
       "      <td>-0.035714</td>\n",
       "      <td>-0.034091</td>\n",
       "      <td>0.002972</td>\n",
       "      <td>-0.042857</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.084326</td>\n",
       "      <td>0.020251</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>A</td>\n",
       "      <td>large</td>\n",
       "      <td>35</td>\n",
       "      <td>Health Care</td>\n",
       "      <td>3520</td>\n",
       "      <td>Pharmaceuticals, Biotechnology &amp; Life Sciences</td>\n",
       "      <td>352030.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>35203010.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>2014-02-28</td>\n",
       "      <td>-0.020980</td>\n",
       "      <td>-0.413271</td>\n",
       "      <td>-0.413271</td>\n",
       "      <td>-0.075829</td>\n",
       "      <td>-0.078125</td>\n",
       "      <td>-0.079365</td>\n",
       "      <td>-0.414248</td>\n",
       "      <td>-0.556338</td>\n",
       "      <td>0.052895</td>\n",
       "      <td>0.05217</td>\n",
       "      <td>-0.042702</td>\n",
       "      <td>0.575124</td>\n",
       "      <td>-0.122953</td>\n",
       "      <td>-0.258452</td>\n",
       "      <td>-0.071659</td>\n",
       "      <td>-0.483089</td>\n",
       "      <td>-0.102637</td>\n",
       "      <td>0.038654</td>\n",
       "      <td>0.646016</td>\n",
       "      <td>-0.030446</td>\n",
       "      <td>0.003023</td>\n",
       "      <td>-0.541039</td>\n",
       "      <td>-0.484647</td>\n",
       "      <td>-0.033368</td>\n",
       "      <td>-0.13304</td>\n",
       "      <td>0.441616</td>\n",
       "      <td>-23.024055</td>\n",
       "      <td>-0.568116</td>\n",
       "      <td>0.40625</td>\n",
       "      <td>0.028574</td>\n",
       "      <td>0.18369</td>\n",
       "      <td>-0.142857</td>\n",
       "      <td>-0.003745</td>\n",
       "      <td>-0.029412</td>\n",
       "      <td>-0.020833</td>\n",
       "      <td>-0.056818</td>\n",
       "      <td>3.300000</td>\n",
       "      <td>-0.239544</td>\n",
       "      <td>0.065559</td>\n",
       "      <td>0.052313</td>\n",
       "      <td>0.109867</td>\n",
       "      <td>0.005589</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.052471</td>\n",
       "      <td>0.058108</td>\n",
       "      <td>-0.067570</td>\n",
       "      <td>0.077823</td>\n",
       "      <td>0.054147</td>\n",
       "      <td>0.102514</td>\n",
       "      <td>0.436102</td>\n",
       "      <td>0.008245</td>\n",
       "      <td>0.059164</td>\n",
       "      <td>0.008855</td>\n",
       "      <td>0.011574</td>\n",
       "      <td>-0.002941</td>\n",
       "      <td>0.001496</td>\n",
       "      <td>-0.014925</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.119119</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>A</td>\n",
       "      <td>large</td>\n",
       "      <td>35</td>\n",
       "      <td>Health Care</td>\n",
       "      <td>3520</td>\n",
       "      <td>Pharmaceuticals, Biotechnology &amp; Life Sciences</td>\n",
       "      <td>352030.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>35203010.0</td>\n",
       "      <td>Life Sciences Tools &amp; Services</td>\n",
       "      <td>2014-03-31</td>\n",
       "      <td>-0.017741</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.026316</td>\n",
       "      <td>0.333333</td>\n",
       "      <td>-0.038298</td>\n",
       "      <td>-0.042169</td>\n",
       "      <td>-0.348837</td>\n",
       "      <td>-0.008571</td>\n",
       "      <td>-0.028757</td>\n",
       "      <td>-0.009845</td>\n",
       "      <td>-0.069327</td>\n",
       "      <td>-0.059287</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.019154</td>\n",
       "      <td>0.045238</td>\n",
       "      <td>-0.051638</td>\n",
       "      <td>0.164023</td>\n",
       "      <td>0.097268</td>\n",
       "      <td>0.035178</td>\n",
       "      <td>-0.010567</td>\n",
       "      <td>0.006814</td>\n",
       "      <td>0.078931</td>\n",
       "      <td>0.080032</td>\n",
       "      <td>0.006865</td>\n",
       "      <td>0.008850</td>\n",
       "      <td>0.001005</td>\n",
       "      <td>0.015152</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.030682</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  symbol    cap GICS Sector ID  GICS Sector GICS Industry Group ID  \\\n",
       "6      A  large             35  Health Care                   3520   \n",
       "7      A  large             35  Health Care                   3520   \n",
       "8      A  large             35  Health Care                   3520   \n",
       "\n",
       "                              GICS Industry Group GICS Industry ID  \\\n",
       "6  Pharmaceuticals, Biotechnology & Life Sciences         352030.0   \n",
       "7  Pharmaceuticals, Biotechnology & Life Sciences         352030.0   \n",
       "8  Pharmaceuticals, Biotechnology & Life Sciences         352030.0   \n",
       "\n",
       "                    GICS Industry GICS Sub-Industry ID  \\\n",
       "6  Life Sciences Tools & Services           35203010.0   \n",
       "7  Life Sciences Tools & Services           35203010.0   \n",
       "8  Life Sciences Tools & Services           35203010.0   \n",
       "\n",
       "                GICS Sub-Industry       date  adjclose  TotalRevenue  \\\n",
       "6  Life Sciences Tools & Services 2014-01-31  0.016787           NaN   \n",
       "7  Life Sciences Tools & Services 2014-02-28 -0.020980     -0.413271   \n",
       "8  Life Sciences Tools & Services 2014-03-31 -0.017741           NaN   \n",
       "\n",
       "   OperatingRevenue  NetIncome  BasicEPS  DilutedEPS    EBITDA      EBIT  \\\n",
       "6               NaN        NaN       NaN         NaN       NaN       NaN   \n",
       "7         -0.413271  -0.075829 -0.078125   -0.079365 -0.414248 -0.556338   \n",
       "8               NaN        NaN       NaN         NaN       NaN       NaN   \n",
       "\n",
       "   Current Ratio  Quick Ratio  Gross Profit Margin  Net Profit Margin  \\\n",
       "6            NaN          NaN                  NaN                NaN   \n",
       "7       0.052895      0.05217            -0.042702           0.575124   \n",
       "8            NaN          NaN                  NaN                NaN   \n",
       "\n",
       "   Cash Flow Margin  Operating Margin       ROA      CROA       ROE  \\\n",
       "6               NaN               NaN       NaN       NaN       NaN   \n",
       "7         -0.122953         -0.258452 -0.071659 -0.483089 -0.102637   \n",
       "8               NaN               NaN       NaN       NaN       NaN   \n",
       "\n",
       "   Efficiency Ratio  Inventory Turnover  Debt to Equity  Debt Ratio  \\\n",
       "6               NaN                 NaN             NaN         NaN   \n",
       "7          0.038654            0.646016       -0.030446    0.003023   \n",
       "8               NaN                 NaN             NaN         NaN   \n",
       "\n",
       "   Interest Coverage  Cash Flow to Debt  Assets to Equity  R&D to Revenue  \\\n",
       "6                NaN                NaN               NaN             NaN   \n",
       "7          -0.541039          -0.484647         -0.033368        -0.13304   \n",
       "8                NaN                NaN               NaN             NaN   \n",
       "\n",
       "   Investment CF to OCF  Financing CF to OCF  FreeCashFlow    Capex  \\\n",
       "6                   NaN                  NaN           NaN      NaN   \n",
       "7              0.441616           -23.024055     -0.568116  0.40625   \n",
       "8                   NaN                  NaN           NaN      NaN   \n",
       "\n",
       "   Book Value Per Share  Tangible Book Value Per Share  fed_funds  \\\n",
       "6                   NaN                            NaN   0.000000   \n",
       "7              0.028574                        0.18369  -0.142857   \n",
       "8                   NaN                            NaN   0.000000   \n",
       "\n",
       "   treasury_10yr  treasury_2yr  baa_credit_spread  aaa_credit_spread  \\\n",
       "6      -0.121711     -0.105263           0.030043           0.150327   \n",
       "7      -0.003745     -0.029412          -0.020833          -0.056818   \n",
       "8       0.026316      0.333333          -0.038298          -0.042169   \n",
       "\n",
       "   treasury_3mo       vix      gold       oil    silver    copper  aluminium  \\\n",
       "6     -0.841270  0.341837  0.031783 -0.009449 -0.012100 -0.064216        NaN   \n",
       "7      3.300000 -0.239544  0.065559  0.052313  0.109867  0.005589        NaN   \n",
       "8     -0.348837 -0.008571 -0.028757 -0.009845 -0.069327 -0.059287        NaN   \n",
       "\n",
       "   platinum  palladium  natural_gas     wheat      corn   soybean    coffee  \\\n",
       "6  0.002188  -0.020073     0.168558 -0.081784  0.028436 -0.022667  0.130985   \n",
       "7  0.052471   0.058108    -0.067570  0.077823  0.054147  0.102514  0.436102   \n",
       "8 -0.019154   0.045238    -0.051638  0.164023  0.097268  0.035178 -0.010567   \n",
       "\n",
       "      cocao     sugar    cotton  mortgage_30yr  mortgage_15yr       cpi  \\\n",
       "6  0.074566 -0.052407  0.014060      -0.035714      -0.034091  0.002972   \n",
       "7  0.008245  0.059164  0.008855       0.011574      -0.002941  0.001496   \n",
       "8  0.006814  0.078931  0.080032       0.006865       0.008850  0.001005   \n",
       "\n",
       "   unemployment  federal_budget_deficit  housing_starts  gdp_real  \\\n",
       "6     -0.042857                     NaN       -0.084326  0.020251   \n",
       "7     -0.014925                     NaN       -0.119119       NaN   \n",
       "8      0.015152                     NaN        0.030682       NaN   \n",
       "\n",
       "   avg_home_price  \n",
       "6             NaN  \n",
       "7             NaN  \n",
       "8             NaN  "
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "# Drop null adjusted close\n",
    "df = df[df['adjclose'].notnull()]\n",
    "\n",
    "# Replace inf with nan\n",
    "df.replace([np.inf, -np.inf], np.nan, inplace=True)\n",
    "\n",
    "# Get the number of companies in each cap\n",
    "print('\\nCompany Counts:\\n', df.groupby(\n",
    "    'cap', observed=True)['symbol'].nunique())\n",
    "\n",
    "# Display nulls\n",
    "with pd.option_context('display.max_rows', None, 'display.max_columns', None):\n",
    "    display(df.isnull().sum().sort_values())\n",
    "\n",
    "display(df.head(3))\n",
    "df.to_csv('data/preprocessed.csv', index=False)"
   ]
  }
 ],
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