How to score the health of a company?
To me it looks like your question is more about expert knowledge than ML approach: the main problem is how to build a sensible score based on the available indicators. I have zero knowledge about this domain, but in general this kind of problem requires a lot of back and forth with domain experts in order to correctly specify the task in detail.
However I have one piece of advice which might help (or not, maybe you already know this) for the evaluation of any system you build for this task: assuming that you obtain a predicted score which is meant to represent the future of the company, you could evaluate how well this score matches &quot;the future&quot; as follows:

Split the data at a particular point in time in the past, say 2010
Use only the data before 2010 to train and test a model, i.e. obtain predictions based only on data before 2010
Evaluate how well the predicted scores match the &quot;future&quot; of the companies, i.e. the actual data after 2010. For example a low score should lead to poor indicators, a high score should lead to good indicators (you might need to devise a specific method to correlate the scores with the indicators).