sohomghosh/Indian_IPO_datasets

Codes: https://github.com/sohomghosh/Indian_IPO

Main Files

ipo_mainline_final_data_v18.xlsx and SME_data_final_v11.xlsx are the main files containing all the relevant features.

These files contain the following columns. NOTE: P = Presence (B= Both, M = Main Board, S = SME), T = Type of variable (I = Independent Variable i.e. Features, D = Dependent Variable i.e. Target)

P	T	Column Name	Description
B	I	mapping_key	Unique key for identifying each IPO
B	I	Company Name	Name of the company going for IPO in short
B	I	Issuer Company	Full Name of the company going for IPO
B	I	url	URL corresponding to the company's IPo in chittorgarh.com
B	I	subscription_link	URL to access the subscription information
M	I	Subscription Dates	Dates on which IPO can be subscribed
B	I	NSE_symbol	Ticker of the company in NSE
B	I	Total Issue Size	Total monetary value of all shares being offered to the public
B	I	Offer for Sale	Value of shares being offered for sale
B	I	Issue Type	Fixed Price Issue or Book Building Issue
B	I	Listing Date	Day on which IPO will get listed
B	I	Price Band	The range of prices within which investors can bid for shares
B	I	Industry	Industry of the company
B	I	Sector	Sector of the company
B	I	IPO Date	Duration for subscribing the IPO
B	I	Close Date	Last day for IPO subscription
B	I	Close Year	Year of the last day for IPO subscription
B	I	Close Year Previous	One year before the year of the last day for IPO subscription
M	I	Exchange	NSE or BSE
M	I	Issue Size (Rs Cr.)	Total shares that a company proposes to offer
B	I	Final_Issue_Price	Final Issue price of the company (on NSE for Main Board) (on BSE/NSE for SME whichever available)
S	I	BSE_Final_Issue_Price	Issue price of the IPO on BSE
S	I	NSE_Final_Issue_Price	Final Issue price of the SME IPO on NSE
B	I	Fresh Issue	Value of shares being freshly issued
M	I	Lot Size	Minimum number of shares that an investor must bid for
M	I	Open Date	Date when IPO will be opened for subscription
B	I	_assets	Asset of the company as on nth day
B	I	_net worth	Net worth of the company as on nth day
B	I	_profit after tax	Profit after tax of the company on the nth day
B	I	_reserves and surplus	Reserves and surplus of the company on the nth day
B	I	_revenue	Revenue of the company on the nth day
B	I	_total borrowing	Total borrowing of the comany on the nth day
B	I	_total income	Total income of the company on the nth day
B	I	1 day before Close Day	Date before 1 day before the last day for IPO subscription
B	I	1 month before Close Day month number	Month number of the month which is 1 month before the last day of IPO subscription
B	I	1 month before Close Day year number	Year of the month which is 1 month before the last day of IPO subscription
B	I	1 week before Close Day week number	Week number of the week which is 1 week before the last day of IPO subscription
B	I	1 week before Close Day year number	Year of the week which is 1 week before the last day of IPO subscription
B	I	Basis of Allotment	Date when the final allocation of shares in an Initial Public Offering (IPO) is disclosed to investors.
B	I	Brokers_Avoid	Number of top Brokers & Analysts who recommended to avoid the IPO
B	I	Brokers_Neutral	Number of top Brokers & Analysts with neutral recommended for the IPO
B	I	Brokers_Subscribe	Number of top Brokers & Analysts who recommended to subscribe for the IPO
B	I	Members_Avoid	Number of Members who recommended to avoid the IPO
B	I	Members_Neutral	Number of Members with neutral recommended for the IPO
B	I	Members_Subscribe	Number of Members who recommended to subscribe for the IPO
B	I	Face Value per share	Face value of a share
B	I	Credit of Shares to Demat	Date on which shares would be credited to the demat account
B	I	Cut-off time for UPI mandate confirmation	Time by which an investor must approve the UPI mandate request
B	I	day__date	Date of day n
B	I	day__bNII (bids above 10L)	Subscriptions by big Non-Institutional Investors on day n
B	I	day__emp	Subscriptions by employees on day n
B	I	day__nii	Subscriptions by Non-Institutional Investors (NII) on day n
B	I	day__nii*	Subscriptions by other type of Non-Institutional Investors (NII*) on day n
B	I	day__other	Subscriptions by others on day n
B	I	day__qib	Subscriptions by Qualified Institutional Buyers (QIB) on day n
B	I	day__retail	Subscriptions by Retail Investors on day n
B	I	day__total	Total subscriptions on day n
B	I	Retail (Max)_Amount	Maximum application amount for Retailers
B	I	Retail (Max)_Lots	Maximum number of lots that a Retailers must apply for
B	I	Retail (Max)_Shares	Maximum number of shares that a Retailers must apply for
B	I	Retail (Min)_Amount	Minimum application amount for Retailers
B	I	Retail (Min)_Lots	Minimum number of lots that a Retailers must apply for
B	I	Retail (Min)_Shares	Minimum number of shares that a Retailers must apply for
M	I	B-HNI (Min)_Amount	Minimum application amount for Big High Net-worth Individuals (B-HNIs)
M	I	B-HNI (Min)_Lots	Minimum number of lots that a B-HNI must apply for
M	I	B-HNI (Min)_Shares	Minimum number of shares that a B-HNI must apply for
M	I	S-HNI (Max)_Amount	Maximum application amount for Small High Net-worth Individuals (S-HNIs)
M	I	S-HNI (Max)_Lots	Maximum number of lots that a S-HNI must apply for
M	I	S-HNI (Max)_Shares	Maximum number of shares that a S-HNI must apply for
M	I	S-HNI (Min)_Amount	Minimum application amount for S-HNI
M	I	S-HNI (Min)_Lots	Minimum number of lots that a S-HNI must apply for
M	I	S-HNI (Min)_Shares	Minimum number of shares that a S-HNI must apply for
S	I	HNI (Min)_Amount	Minimum application amount for High Net-worth Individuals (HNIs)
S	I	HNI (Min)_Lots	Minimum number of lots that a HNI must apply for
S	I	HNI (Min)_Shares	Minimum number of shares that a HNI must apply for
B	I	Share Holding Post Issue	Distribution of ownership stakes in a company post IPO
B	I	Share Holding Pre Issue	Distribution of ownership stakes in a company pre IPO
B	I	Stocks traded, total value (% of GDP)	Value of stock traded as % of GDP in the year prior to IPO
B	I	dhrp_rhp_links	Links for DHRP, RHP, Anchor Investor files
B	I	dhrp_rhp_links_pdf	Links for DHRP, RHP, Anchor Investor pdf files
B	I	most_relevant_link	Link to download prospectus. Preference is given to RHP followed by DRHP and Anchor Investor files.
B	I	File_Rename_1st	Name of downloaded PDF file. Preference is given to RHP followed by DRHP and Anchor Investor files
B	I	Text_extracted_JSON	Pagewise texts extracted from the PDF in json format
B	I	full_text_content	Text content related to the IPO obtained from chittorgarh.com
B	I	news_content	List of news relating to the company's IPO
B	I	news_headline	List of news headlines relating to the company's IPO
B	I	news_synopsis	List of news synopsis relating to the company's IPO
B	I	news_url	List of urls corresponding to the news relating to the company's IPO
B	I	Chg%_nifty50_daily	Change in nifty 50 index during the day previous to the Close Date
B	I	Chg%_nifty50_monthly	Change in nifty 50 index during the month previous to the Close Date
B	I	Chg%_nifty50_weekly	Change in nifty 50 index during the week previous to the Close Date
B	I	Chg%_vix_daily	Change in vix index during the day previous to the Close Date
B	I	Chg%_vix_monthly	Change in vix index during the month previous to the Close Date
B	I	Chg%_vix_weekly	Change in vix index during the week previous to the Close Date
B	I	Open_nifty50_daily	Opening Price of nifty 50 index during the day previous to the Close Date
B	I	Open_nifty50_monthly	Opening Price of nifty 50 index during the month previous to the Close Date
B	I	Open_nifty50_weekly	Opening Price of nifty 50 index during the week previous to the Close Date
B	I	Open_vix_daily	Opening Price of vix during the day previous to the Close Date
B	I	Open_vix_monthly	Opening Price of vix during the month previous to the Close Date
B	I	Open_vix_weekly	Opening Price of vix during the week previous to the Close Date
B	I	High_nifty50_daily	Highest value of nifty 50 index during the day previous to the Close Date
B	I	High_nifty50_monthly	Highest value of nifty 50 index during the month previous to the Close Date
B	I	High_nifty50_weekly	Highest value of nifty 50 index during the week previous to the Close Date
B	I	High_vix_daily	Highest value of vix index during the day previous to the Close Date
B	I	High_vix_monthly	Highest value of vix index during the month previous to the Close Date
B	I	High_vix_weekly	Highest value of vix index during the week previous to the Close Date
B	I	Low_nifty50_daily	Lowest Price of nifty 50 index during the day previous to the Close Date
B	I	Low_nifty50_monthly	Lowest Price of nifty 50 index during the month previous to the Close Date
B	I	Low_nifty50_weekly	Lowest Price of nifty 50 index during the week previous to the Close Date
B	I	Low_vix_daily	Lowest Price of vix during the day previous to the Close Date
B	I	Low_vix_monthly	Lowest Price of vix during the month previous to the Close Date
B	I	Low_vix_weekly	Lowest Price of vix during the week previous to the Close Date
B	I	Price_nifty50_daily	Closing Price of nifty 50 index during the day previous to the Close Date
B	I	Price_nifty50_monthly	Closing Price of nifty 50 index during the month previous to the Close Date
B	I	Price_nifty50_weekly	Closing Price of nifty 50 index during the week previous to the Close Date
B	I	Price_vix_daily	Closing Price of vix during the day previous to the Close Date
B	I	Price_vix_monthly	Closing Price of vix during the month previous to the Close Date
B	I	Price_vix_weekly	Closing Price of vix during the week previous to the Close Date
B	I	Volume_nifty50_daily	Volume traded in nifty 50 during the day previous to the Close Date
B	I	Volume_nifty50_monthly	Volume traded in nifty 50 during the month previous to the Close Date
B	I	Volume_nifty50_weekly	Volume traded in nifty 50 during the week previous to the Close Date
B	I	dynamic_last_90Day_success_close	Average success rate calculated using close price in the last 90 days prior to ipo close day
B	I	dynamic_last_90Day_success_high	Average success rate calculated using high price in the last 90 days prior to ipo close day
B	I	dynamic_last_90Day_success_open	Average success rate calculated using open price in the last 90 days prior to ipo close day
B	I	previous_quarter	Quarter before the Close Date
B	I	previous_quarter_success_close	Average success rate calculated using close price in the previous calendar quarter
B	I	previous_quarter_success_high	Average success rate calculated using high price in the previous calendar quarter
B	I	previous_quarter_success_open	Average success rate calculated using open price in the previous calendar quarter
B	I	Foreign direct investment, net (BoP, current US$)	Net Foreign Direct Investment happend in the year prior to IPO
B	I	Foreign direct investment, net inflows (BoP, current US$)	Net inflow from Foreign Direct Investment happend in the year prior to IPO
B	I	GDP (current US$)	GDP of India in the year prior to IPO
B	I	GDP growth (annual %)	Annual growth % in GDP of India in the year prior to IPO
B	I	GDP per capita growth (annual %)	GDP per capita growth as annual % in the year prior to IPO
B	I	GNI (current US$)	Gross National Income in the year prior to IPO
B	I	GNI per capita growth (annual %)	Gross National Incom per capita growth as annual % in the year prior to IPO
B	I	Inflation, consumer prices (annual %)	Inflation rate in the year prior to the IPO
B	I	Personal remittances, received (% of GDP)	Received personal remittances as % of GDP on the year prior to IPO
B	I	Initiation of Refunds	Date on which refunds are initiated to the investors who are not allocated any shares
B	I	Net trade in goods and services (BoP, current US$)	Net trade in goods and services in the year prior to the IPO
B	I	Unemployment, total (% of total labor force) (modeled ILO estimate)	Unemployment rate in the year prior to the IPO
B	I	answer_of_question_	Answer generated using LLM for the nth question. 1<=n<=25
S	D	BSE_High	Highest price of the stock on BSE on the Listing Day
S	D	BSE_Low	Lowest price of the stock on BSE on the Listing Day
S	D	BSE_Open	Opening price of the stock on BSE on the Listing Day
B	D	BSE_Last_Trade	Closing price on BSE of the IPO on the Listing Day
B	D	NSE_High	Highest price of the stock on NSE on the Listing Day
B	D	NSE_Last_Trade	Closing price of the stock on NSE on the Listing Day
B	D	NSE_Low	Lowest price of the stock on NSE on the Listing Day
B	D	NSE_Open	Opening price of the stock on NSE on the Listing Day
S	D	High	Overall highest price of the SME IPO on Lisitng day
S	D	Last_Trade	Overall closing price of the SME IPO on Lisitng Day
S	D	Low	Overall lowest price of the SME IPO on Lisitng Day
S	D	Open	Overall open price of the SME IPO on lisitng day
B	D	Success_Close	Success of the IPO in terms of closing price on the Listing Day
B	D	Success_High	Success of the IPO in terms of highest price on the Listing Day
B	D	Success_Open	Success of the IPO in terms of opening price on the Listing Day
M	D	elasticity	((open price - issue price)/issue price)/(subscription rate - 1) (It is not used in this study)
M	D	Total_subscriptions	Total subscriptions the IPO received

Files having DeBERTa probabilities

deberta_probabilities/deberta_probabilities_<mb or sme>_success_<open or high or close>.csv

Files having probabilities from Machine Learning models trained using Nomic

nomic_embeddings_ml_predictions/<mainboard or sme>_text_feature_predictions.zip

Files having Grey Maret Price (GMP) data

GMP_data/GMP_Mainline_2019_2024YTD_Investorgrain_CLEAN.xlsx, GMP_SME_2019_2024YTD_Investorgrain_CLEAN_v2.xlsx

Files having raw text extracted from DRHP/RHP PDFs

texts_extracted_from_pdfs/ipo_mainline_txts_extracted.zip, texts_extracted_from_pdfs/ipo_sme_txts_extracted.zip

List of questions asked while leveraging the Retrieval-Augmented Generation (RAG) framework

questions/questions_to_ask_rhp.csv

@misc{ghosh2024experimentingmultimodalinformationpredict,
      title={Experimenting with Multi-modal Information to Predict Success of Indian IPOs}, 
      author={Sohom Ghosh and Arnab Maji and N Harsha Vardhan and Sudip Kumar Naskar},
      year={2024},
      eprint={2412.16174},
      archivePrefix={arXiv},
      primaryClass={cs.CL},
      url={https://arxiv.org/abs/2412.16174}, 
}