Data Sets Built for Creating Artificial Intelligence

To power its own machine learning models, SixJupiter generates data sets based on proven academic research to have predictive power in financial markets. SixJupiter makes this data available to sophisticated investors, financial advisors, and money managers to assist them in making quality financial decisions for themselves and their clients.

Data Set for Forecasting Annual Returns

Below is an in-depth look at the data set used to generate predictions for SixJupiter's text-based advisor and signal service designed for retail individuals. Contact us with questions or to explore customizing the data set for your specific needs.

  • Starting Point: October 2001
  • Update Frequency: Daily
  • Price: $1,100/month
  • Delivery Format: Personalized FTP login and location, with access to a large zipped historical file and subsequent daily updates. A SixJupiter representative will contact you within 24 hours of your order to start the onboarding process.
Variable Definition Professional Advocates
Ticker The ticker symbol of the asset in question utilized on a US exchange.
Date The date the data points are associated with. All market capitalization and price ratio data are based on the close price of the ticker on the date specified.
Market Capitalization Number of shares outstanding multiplied by the close price. Rolf W. Banz
Price/Earnings Common The market capitalization divided by the trailing twelve months (TTM) net income attributable to common shareholders (so net income minus preferred dividends and earnings).
Price/Sales Market capitalization divided by TTM revenue. Ken Fisher
Price/OCF Market capitalization divided by TTM operating cash flow.
Shareholder Yield The sum of TTM net share issuance, TTM dividends issued, and TTM change in liabilities divided by the market capitalization. Meb Faber
Price vs 200 SMA The percent change in the current market capitalization relative to the 200 day simple moving average of the market capitalization. Paul Tudor Jones
Price vs 100 SMA The percent change in the current market capitalization relative to the 100 day simple moving average of the market capitalization.
Price vs 50 SMA The percent change in the current market capitalization relative to the 50 day simple moving average of the market capitalization. Wes Gray
Price vs 20 SMA The percent change in the current market capitalization relative to the 20 day simple moving average of the market capitalization.
20 SMA - 50 SMA The percent change in the 20 day simple moving average market capitalization relative to the 50 day simple moving average of the market capitalization.
50 SMA - 100 SMA The percent change in the 50 day simple moving average market capitalization relative to the 100 day simple moving average of the market capitalization. Paskalis Glabadanidis
100 SMA - 200 SMA The percent change in the 100 day simple moving average market capitalization relative to the 200 day simple moving average of the market capitalization.
Sector Price vs Sector 100 SMA The average percent change in the market capitalization of tickers in the sector the given ticker is in relative to the 100 day simple moving average of the market capitalization of the given sector. In sum, an assessment of how the sector as a whole the ticker is in is trending relative to its 100 day simple moving average.
Sector Price vs Sector 200 SMA The average percent change in the market capitalization of tickers in the sector the given ticker is in relative to the 200 day simple moving average of the market capitalization of the given sector. In sum, an assessment of how the sector as a whole the ticker is in is trending relative to its 200 day simple moving average. Gary Antonacci
Ticker 100 SMA vs Sector 100 SMA The percent change in the ticker's market capitalization relative to its 100 day simple moving average divided by the percent change in the market capitalization of the ticker relative to the 100 day simple moving average of the sector's market capitalization. Basically, a summary of how the ticker has performed relative to its sector performance over the past 100 days.
Ticker 200 SMA vs Sector 200 SMA The percent change in the ticker's market capitalization relative to its 200 day simple moving average divided by the percent change in the market capitalization of the ticker relative to the 200 day simple moving average of the sector's market capitalization. Basically, a summary of how the ticker has performed relative to its sector performance over the past 200 days. David Ryan
Dilution Factor Number of fully diluted shares the ticker has divided by the current number of shares issued.
Debt/Operating Expenses Total debt divided by TTM operating expenses.
Share-Based Compensation/Operating Expenses TTM share based compensation as a percentage TTM operating expenses.
SG&A/Operating Expenses TTM sales, general, and administrative expense as a percentage of TTM operating expenses.
R&D/Operating Expenses TTM research and development expense as a percentage of TTM operating expenses. Robert Boroujerdi
Interest Expense/Operating Expense TTM interest expense as a percentage of TTM operating expenses.
Equity Multiplier Average value of total assets on balance sheet in past year divided by average value of equity on balance sheet in past year. Dan Rasmussen
Capital Turnover TTM revenue divided by equity value on most recent balance sheet. James O'Shaughnessy
Q/Q Revenue Growth The growth of the most recent quarter's TTM revenue relative to the preceding quarter's TTM revenue.
Q2Q Revenue Growth The growth of the most recent quarter's TTM revenue relative to TTM revenue two quarters prior.
Q3Q Revenue Growth The growth of the most recent quarter's TTM revenue relative to TTM revenue three quarters prior.
YoY Revenue Growth The growth of the most recent quarter's TTM revenue relative to TTM revenue one year ago.
Two Year Revenue Growth The growth of the most recent quarter's TTM revenue relative to TTM revenue two years ago.
Three Year Revenue Growth The growth of the most recent quarter's TTM revenue relative to TTM revenue three years ago.
Four Year Revenue Growth The growth of the most recent quarter's TTM revenue relative to TTM revenue four years ago.
Five Year Revenue Growth The growth of the most recent quarter's TTM revenue relative to TTM revenue five years ago.
Q/Q EBIT Growth The growth of the most recent quarter's TTM earnings before interest and taxes relative to the preceding quarter's TTM earnings before interest and taxes.
Q2Q EBIT Growth The growth of the most recent quarter's TTM earnings before interest and taxes relative to TTM earnings before interest and taxes two quarters prior.
Q3Q EBIT Growth The growth of the most recent quarter's TTM earnings before interest and taxes relative to TTM earnings before interest and taxes three quarters prior.
YoY EBIT Growth The growth of the most recent quarter's TTM earnings before interest and taxes relative to TTM earnings before interest and taxes one year ago. William O'Neil
Two Year EBIT Growth The growth of the most recent quarter's TTM earnings before interest and taxes relative to TTM earnings before interest and taxes two years ago.
Three Year EBIT Growth The growth of the most recent quarter's TTM earnings before interest and taxes relative to TTM earnings before interest and taxes three years ago.
Four Year EBIT Growth The growth of the most recent quarter's TTM earnings before interest and taxes relative to TTM earnings before interest and taxes four years ago.
Five Year EBIT Growth The growth of the most recent quarter's TTM earnings before interest and taxes relative to TTM earnings before interest and taxes five years ago.
Q/Q Debt Growth The growth of the most recent quarter's debt relative to the preceding quarter's debt.
Q/2Q Debt Growth The growth of the most recent quarter's debt relative to debt two quarters prior.
Q/3Q Debt Growth The growth of the most recent quarter's debt relative to debt three quarters prior.
YoY Debt Growth The growth of the most recent quarter's debt relative to debt one year ago.
Two Year Debt Growth TTM revenue divided by equity value on most recent balance sheet.
Three Year Debt Growth The growth of the most recent quarter's debt relative to debt three years ago.
Four Year Debt Growth The growth of the most recent quarter's debt relative to debt four years ago.
Five Year Debt Growth The growth of the most recent quarter's debt relative to debt five years ago.
Imputed Columns The number of variables that have used an imputed value rather thanbeing explicitly calculated.

Fine Print

Ticker/date combinations in which there are less than 200 consecutive preceding trading days for which the ticker has been listed on a US exchange, or which have not yet reported at least two quarters worth of earnings and revenue, are excluded from the data set. Moreover, in some cases, some of the data for certain ticker/date combinations has been imputed, and is not directly provided by financial statements. For definitions on when imputation has occurred, please see the complete Model One Data Dictionary.


Culture/Employee Reviews Data

Data regarding employee satisfaction and culture has been linked to outperformance in share price. With this in mind, SixJupiter has worked to create a data set that tracks employee satisfaction and culture, based on data available on review sites like Glassdoor and other properties, to provide investors with a picture of how a company's internal culture and employee satisfaction are changing over time.

  • Starting Point: August 2017
  • Update Frequency: Monthly
  • Price: $100/month
  • Delivery Format: Personalized FTP login and location, with access to a large zipped historical file and subsequent daily updates. A SixJupiter representative will contact you within 24 hours of your order to start the onboarding process.

The table below describes the data provided in this set.

Variable Definition
Ticker The ticker symbol of the asset in question utilized on a US exchange.
Date The date the data points are associated with. All market capitalization and price ratio data are based on the close price of the ticker on the date specified.
Name The full name of the company associated with the ticker symbol.
Number of Ratings The overall number of ratings associated with the company.
Overall Rating The overall rating of the ticker based on all aggregated employee reviews, as provided by Glassdoor.
Culture Rating The rating employees provided regarding the culture of the company.
Senior Leadership Rating The rating employees provided regarding the senior leadership of the company.
Compensation Rating The rating employees provided regarding the company's compensation package offered to employees.
Number of CEO Ratings The number of ratings left for the CEO of the company.
CEO Approval Percentage Of the ratings of the CEO, the percent that indicate approval of the job he/she is performing.
CEO Disapproval Percentage Of the ratings of the CEO, the percent that indicate disapproval of the job he/she is performing.

Fine Print

For companies that have conducted acquisitions, only reviews associated with the parent company directly associated with the given ticker are measured (For example, while Amazon (AMZN) has purchased Whole Foods (previously listed as WFM), only the ratings for Amazon are measured).