Dataset Chosen

The dataset chosen is the US Stocks Fundamental Data (XBRL).

Theme of Interest and Motivation

The stock markets, other than allowing companies to raise equity from a pool of investors (https://www.theguardian.com/sustainable-business/stock-markets-no-longer-fit-purpose), also allow fund managers and retail investors to participate in the market to grow their capital through short term or long term investments in the companies.

For this dataset, I will explore three main questions, drilling down from the macro, to the micro:

Overview of the US Market - Understand what is "out there" for fund managers and investors to invest in, with consideration to the sectors and market capitalisation of each company
Crucial financial ratios - Compare financial ratios across companies that are crucial for value investing, that is, buying stocks of companies that trade for less than their intrinsic value to profit from their long-term performance, while showing stability in their cash flows and debt servicing (http://www.goodreads.com/book/show/75893.The_Little_Book_of_Value_Investing).
. Understanding the make-up of a firm's cash flow in or out by financing, investing and operating activities.

The following data sources are used:

. From https://www.kaggle.com/usfundamentals/us-stocks-fundamentals - (a) indicators_by_company.csv - Provides the core information of indicators as reported by companies to the U.S. Securities and Exchange Commission, (b) companies.csv - Provides the mapping of the company name to the company ID.

. From http://usfundamentals.com/ - (a) companies-names-industries.csv - Provides the NAICS industry sector (http://www.census.gov/eos/www/naics/) information for each company

. From http://www.fasb.org/jsp/FASB/Page/SectionPage&cid=1176164335312 - (a) Taxonomy_2016.xlsx - provides some information on labels

Data Challenges

Original preparations performed in JMP:

Open indicators_by_company.csv, perform a transpose
Join to companies.csv
Join to companies-names-industries.csv. There are records with missing NAICS industry names. These are inherent in source data, will be recoded to "Not Available". A Sample of Column Names are as below. Save to SAS7BDAT file
Open in Tableau

However the above steps generated a huge export file (of a few GBs), which causes loading issues with Tableau. A review of the process was performed.

For Tree Map:

The files are joined in Tableau instead. Taxonomy file is not joined as not all labels available in the original indicators_by_company file is available in the Taxonomy file.