finratKZ {AFR}R Documentation

finratKZ dataset

Description

finratKZ dataset

Usage

finratKZ

Format

Dataset of 400 corporate borrowers, i.e. 200 standard (IFRS stage 1) and 200 default ones, characterized by 29 financial ratios.

Default

Dummy variable where 0 - standard(IFRS stage 1) borrower, 1 - default borrower

Rev_gr

Revenue growth rate

EBITDA_gr

EBITDA growth rate

Cap_gr

Capital growth rate

CR

Current ratio

QR

Quick ratio

Cash_ratio

Cash ratio

WC_cycle

Working capital cycle

DTA

Debt-to-assets

DTE

Debt-to-equity

LR

Leverage ratio (Total assets/Total equity)

EBITDA_debt

EBITDA-to-debt

IC

Interest coverage (Income statement)

CTI

Cash-to-income

IC_CF

Interest coverage (Cash flow statement)

DCR

Debt coverage ratio (Cash flow from operations/Total debt)

CFR

Cash flow to revenue

CRA

Cash return on assets (Cash flow from operations/Total assets)

CRE

Cash return on equity (Cash flow from operations/Total equity)

ROA

Return on assets

ROE

Return on equity

NPM

Net profit margin

GPM

Gross profit margin

OPM

Operating profit margin

RecT

Receivables turnover

InvT

Inventory turnover

PayT

Payables turnover

TA

Total assets turnover

FA

Fixed assets turnover

WC

Working capital turnover

References

The Agency of the Republic of Kazakhstan for Regulation and Development of Financial Market


[Package AFR version 0.3.5 Index]