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This page describes the shared data for the competition which is the local Saudi Stocks Market. Data is distributed over multiple files and covers information like the closing prices, news and announcements, financial statements and granular trading data. Below we further explain each data segment:

Financial Statements

This file contains the quarterly financial statements of more than 200 publicly traded companies and published in the past 7-8 years. It contains ~200k rows and 7 columns where each row has a single term value in the financial statement of a specific company.

Closing Price

This file contains the daily closing price of the traded companies for the past 10 years. It contains more than 200 companies in the main market and only 6 companies in numo market. The dataset has around ~458k rows, majority are on the main market while only 2k rows are on numo market.

Announcement

This file contains the news/announcements of more than 200 companies published in the past 10 years. The dataset covers the period from 2011 till mid of 2021 and has around 40k rows which uniquely represents the published news.

Press Release

This file contains ~3.6k rows where each row contains the details of a press release published by Tadawul within the past 10 years. The following url shows how these press releases are presented in tadawul website: https://www.saudiexchange.sa/wps/portal/tadawul/about/media?locale=ar

Tick Data:

This folder contains the granular recordings of the market ****in April. It has 3 subfolders explained below: