Quarterly Finance Data-set Documentation
Dataset Description
Data Refresh Rate
This dataset is refreshed every night. The stocks data is pulled nightly for the previous day’s close price, high, low, open and volume.
The SEC Edgar financials data is updated monthly from a bulk SEC download. The SEC data is not updated daily.
Data Granularity
[Primary Key]: The unique row in this dataset is determined by the columns: Symbol, Year, Quarter.
This dataset has two implied levels of grain:
- At the stock symbol level
- At the central index key level
The two levels of grain work well together because some companies have more than one stock symbol associated to them, because they have different classes of publicly traded shares outstanding. Therefore, it is important to know which symbol the company Earnings Per Share (EPS), Net Income, and Dividends apply to.
Fields such as Company Name, Revenue, Assets & Liabilities, etc. apply at the Central Index Key (the Company) level, unless the company has other subsidiary companies with different central index keys, in which case, those can be looked-up as well.
Some companies do not publish quarterly reports, and only annual. In that case, their annual metrics are divided equally by 4 for each trading quarter for their quarterly metrics, to allow for apples to apples comparisons at the quarterly level of grain.
All metrics ending with “Annual” are pre-aggregated to the annual level of the company. This means that they cannot be meaningfully summed across quarters as they are repeated for each quarter. These metrics are useful at the average level, to look at data at an aggregated annual level, but still using the Quarterly Financial Dataset, without the need to create a different annual dataset.
Column Descriptions
| Column Name | Data Type | Level of Grain | Description |
|---|---|---|---|
| Symbol | Text | Symbol | Stock Symbol |
| Year | Integer | Any | Year of reported metrics |
| Quarter | Integer | Any | Quarter of reported metrics |
| Stock Price Quarter Avg | Money | Symbol | The mean price of the equity traded for the given calendar quarter |
| Stock Price Quarter Low | Money | Symbol | The lowest price of the equity traded for the given calendar quarter |
| Stock Price Quarter High | Money | Symbol | The highest price of the equity traded for the given calendar quarter |
| Stock Price Quarter Close | Money | Symbol | The close price of the equity on the last trading day of the calendar quarter. The current quarter will show the most recently closed price. |
| Stock Price Volatility | Number | Symbol | A measure of the quarterly volatility of the symbol expressed as: Abs(Max(“close”) – Min(“close”)) / Avg(“close”) |
| Volume Avg | Number | Symbol | The average daily volume of shares traded for the symbol |
| Volume Total | Number | Symbol | The total volume of shares traded for the quarter |
| Year Quarter | Number | Any | The year concatenated with the quarter number. Ex. 20221 is the first quarter of year 2022. |
| Year Quarter Date | Date | Any | The first calendar day of the start of the calendar quarter. Ex. 2018-06-01 |
| Is Last Year Quarter | Boolean | Symbol | Is the Year Quarter the last Year Quarter traded for the Symbol in the database. True for the highest Year Quarter with a recorded trading day, false otherwise. |
| Exchange | Text | Symbol | The Stock Exchange that the Symbol is typically traded on |
| Central Index Key | Number | Central Index Key | The SEC Central Index Key of the equity |
| Revenues | Money | Central Index Key | Quarterly Revenues |
| Interest Expense | Money | Central Index Key | Quarterly Interest Expense |
| Profit Or Net Income | Money | Central Index Key | The reported quarterly profit of the company as defined by the SEC tags: – NetIncomeLoss – ProfitLoss – NetIncomeLossAvailableToCommonStockholdersBasic |
| Dividends | Money | Central Index Key | The amount of dividends paid out to the shareholders for the quarter |
| Net Cash Flow Operating | Money | Central Index Key | Net Cash Flow Operating for the quarter |
| Net Cash Flow Financing | Money | Central Index Key | Net Cash Flow Financing for the quarter |
| Net Cash Flow Investing | Money | Central Index Key | Net Cash Flow Investing for the quarter |
| Net Cash Flow | Money | Central Index Key | Net Cash Flow for the quarter |
| Assets | Money | Central Index Key | Total Assets as reported on the quarter |
| Assets Current | Money | Central Index Key | Total Current Assets as reported on the quarter |
| Property Plant And Equipment Net | Money | Central Index Key | Total Property Plant And Equipment Net Assets as reported on the quarter |
| Cash And Equivalents | Money | Central Index Key | Total Cash And Equivalents (Ex. Govt. bonds, etc) as reported on the quarter |
| Intengible Assets | Money | Central Index Key | Total Intengible Assets as reported on the quarter |
| Liabilities | Money | Central Index Key | Total Liabilities as reported on the quarter |
| Liabilities Current | Money | Central Index Key | Total Current Liabilities as reported on the quarter |
| Liabilities Non Current | Money | Central Index Key | Total Liabilities – Total Current Liabilities as reported on the quarter |
| Stockholders Equity | Money | Central Index Key | Total Stockholders Equity as reported on the quarter |
| Liabilities And Stockholders Equity | Money | Central Index Key | Total Stockholders Equity + Total Liabilities as reported on the quarter |
| Eps Basic | Money | Central Index Key | Basic Earnings Per Share as reported for the quarter |
| Eps Diluted | Money | Central Index Key | Diluted Earnings Per Share as reported for the quarter |
| Company Name Historical | Text | Central Index Key | Keeps the historical name of the company if it changed overtime for the same symbol. Only goes back to 2020. |
| Company Name Current | Text | Central Index Key | The current name of the company |
| Security Name Historical | Text | Symbol | Shows the historical name of the equity symbol if it changed over time. |
| Security Name Current | Text | Symbol | The current name of the equities symbol. |
| Company Name Filed Current | Text | Central Index Key | The most current company name as filed in SEC Edgar |
| Standard Industry Classification Code | Text | Central Index Key | Standard Industry Classification Code of the company |
| Industry Category | Text | Central Index Key | The Industry Category of the company, also known as Office in SEC Edgar |
| Industry Subcategory | Text | Central Index Key | The Industry Subcategory, also known as Industry Title in SEC Edgar |
| Stock Symbols | Text | Central Index Key | Comma delimited list of stocks and other traded symbols associated with the company (Central Index Key) |
| Country Code Iso | Text | Central Index Key | The ISO Country Code that the company operates in |
| Country Name | Text | Central Index Key | The name of the country that the company operates in |
| Region | Text | Central Index Key | The name of the region in the country that the company operates in |
| State Province Code | Text | Central Index Key | The code of the state or province of the country that the company operates in |
| State Province Name | Text | Central Index Key | The name of the state or province of the country that the company operates in |
| Country Incorporated Code Iso | Text | Central Index Key | The ISO Country Code that the company is incorporated in |
| Country Incorporated Name | Text | Central Index Key | The name of the country that the company is incorporated in |
| Region Incorporated | Text | Central Index Key | The name of the region in the country that the company is incorporated in |
| State Province Incorporated Code | Text | Central Index Key | The code of the state or province of the country that the company is incorporated in |
| State Province Incorporated Name | Text | Central Index Key | The name of the state or province of the country that the company is incorporated in |
| Employee Identification Number | Text | Central Index Key | Employee Identification Number of the company |
| Is Seasoned Issuer | Text | Central Index Key | Is Seasoned Issuer is a flag that is reported by the SEC. https://www.law.cornell.edu/wex/well-known_seasoned_issuer_%28wksi%29 |
| Last Sec Filing Date | Date | Central Index Key | The last date that the company filed a financial statement to the SEC |
| Last Sec Filing Year | Integer | Central Index Key | The last year that the company filed a financial statement to the SEC |
| Number Of Additional Ciks | Integer | Central Index Key | The number of additional Central Index Keys associated with this company. Possibly as subsidiaries or parents |
| Additional Ciks | Text | Central Index Key | A comma delimited string of addicional Central Index Keys associated with this company. Possibly as subsidiaries or parents. |
| Equity Type | Text | Symbol | Currently is either Stock or ETF (Exchange Traded Fund) |
| Stock Last Trade Date | Date | Symbol | The last date that the equity was traded in the database |
| Last Reported Year Quarter | Integer | Central Index Key | The last year-quarter that the company reported Profit or Net Income |
| Common Shares Current | Number | Symbol | The current number of common shares that are being traded for this equity symbol. Calculated as the last reported Profit or Net Income divided by Earnings Per Share Basic. [Profit/EPS] |
| Stock Last Close Price | Money | Symbol | The Stock Last Close Price is the last close price of the stock in the database, as a static unchanged number across time, until the database is refreshed the next day for the most current close price. |
| Market Capitalization Current | Money | Symbol | [Stock Last Close Price] * [Common Shares Current] |
| Company Paid Dividends | Boolean | Central Index Key | True of False flag as to whether the company has ever paid dividends, as is recorded in the database for the given dataset |
| Years Reported Net Income | Integer | Central Index Key | The number of years that the company has reported Net Income to SEC Edgar as for the whole dataset only |
| Market Capitalization | Money | Symbol | If this is the latest stock price quarter: [Stock Price Quarter Close] * [Common Shares Current] Else: [Stock Price Quarter Avg] * [Common Shares Current] |
| Yield | Percent | Symbol | [Profit Or Net Income] / [Market Capitalization] |
| Yield Current | Percent | Symbol | [Profit Or Net Income] / [Market Capitalization Current] |
| Dividend Yield | Percent | Symbol | [Dividends] / [Market Capitalization] |
| Years Paid Dividend | Integer | Central Index Key | The number of years that the company has been recorded to have paid shareholder dividends as recorded in the dataset only |
| SEC CIK URL | Text/URL | Central Index Key | URL to the SEC website with the Central Index Key latest filings and reports |
| Debt To Asset Ratio | Percent | Central Index Key | [Liabilities] / [Assets] |