equities aims to democratize access to public company financial data.
Project description
🐋 equities
access to public company financial data
Overview:
equities allows for easy access to the SEC's XBRL Financial Statement Dataset.
Data is served to the user in pandas dataframes.
The Dataset:
https://www.sec.gov/dera/data/financial-statement-data-sets.html
Install:
pip3 install equities
TUTORIAL:
Instantiating a Universe
We begin by initializing a universe client.
from equities import Universe
u = Universe()
The results of initializing should look something like this:
----------------------------------------
🐋 Welcome to equities.
----------------------------------------
Initializing Universe...
> 🏛️ Welcome to polity.
> ✨ Auth success. apis connected.
> 🌌 Universe initialized. size: 7896
Success. You're good to go!
----------------------------------------
Essential Methods
To get the number of companies in the universe call: len(u)
"CIK" numbers are the sec's official unique identifier for public companies. To get a full list of the cik numbers call:
u.ciks
To get a dictionary mapping "cik" numbers to the names of companies execute:
u.cik_to_name
Alternatively you can get the inverse to this mapping though:
u.name_to_cik
Search:
You can search for companies by names or ciks by using the search function.
u.search("aetna")
Here are the results of this query.
> 🛰️ Search query: "aetna" found 1 matches.
{'AETNA INC /PA/': '1122304'}
Queries:
Company
company data can be obtained by passing a "cik" into the "company()" function on the universe.
u.company(cik="1122304")
Here is the sample output of the above request. It is a dictionary. Observe that the keys, "income","balance","cash","equity" are dataframes and encode the income statement, balance sheet, cashflow statement and equity statement respectively of the company in question.
📦 Fetching company: 1122304 ...
{'name': 'AETNA INC /PA/', 'sic': '6324.0', 'business_address': {'country': 'US', 'city': 'HARTFORD', 'zip': '06156', 'adr1': '151 FARMINGTON AVENUE', 'adr2': 'nan'}, 'mailing_address': {'country': 'US', 'city': 'HARTFORD', 'zip': '06156', 'adr1': '151 FARMINGTON AVENUE', 'adr2': 'nan', 'state': 'CT'}, 'phone': '8602730123', 'country_incorporated': 'US', 'state_incorporated': 'PA', 'ein': '232229683.0', 'former_name': 'AETNA U S HEALTHCARE INC', 'income': 2009q2 2009q3 2009q4 2010q1 2010q2 2010q4 2011q3
AdministrativeServicesContractMemberCoPaymentsA... None NaN NaN NaN NaN 6.450000e+07 3.820000e+07
PremiumsEarnedNetAccidentAndHealth None 7.030500e+09 1.899320e+10 2.150010e+10 6.992200e+09 2.111550e+10 1.381030e+10
PharmaceuticalAndProcessingCosts None NaN NaN NaN NaN 1.200000e+09 7.027000e+08
InsuredMemberCoPayments None NaN NaN NaN NaN 3.100000e+07 3.750000e+07
OtherPremiumRevenueNet None 4.759000e+08 1.432400e+09 1.876800e+09 4.851000e+08 4.489000e+08 4.518000e+08
OtherIncome None 1.654600e+09 2.488700e+09 3.044000e+09 8.930000e+08 8.532000e+08 8.965000e+08
NetInvestmentIncome None 2.588000e+08 7.317000e+08 9.100000e+08 2.752000e+08 2.482000e+08 2.413000e+08
RealizedInvestmentGainsLosses None 8.400000e+06 -3.568000e+08 5.500000e+07 7.670000e+07 1.800000e+07 4.340000e+07
Revenues None 1.556680e+10 2.319140e+10 3.476410e+10 8.614700e+09 2.570610e+10 1.673220e+10
PolicyholderBenefitsAndClaimsIncurredHealthCare None 6.102400e+09 5.216600e+09 2.078550e+10 5.804200e+09 1.699890e+10 1.071480e+10
PolicyholderBenefitsAndClaimsIncurredNet None 5.038000e+08 5.145000e+08 2.248100e+09 5.270000e+08 1.521600e+09 1.007700e+09
SellingExpense None 3.038000e+08 9.385000e+08 1.060900e+09 3.225000e+08 3.048000e+08 2.672000e+08
GeneralAndAdministrativeExpense None 1.160200e+09 1.263300e+09 5.131100e+09 1.195700e+09 1.263300e+09 1.255600e+09
OperatingExpenses None 2.798900e+09 4.233600e+09 5.046400e+09 1.552300e+09 1.554100e+09 1.591700e+09
InterestExpense None 1.110000e+08 1.715000e+08 1.806000e+08 6.150000e+07 6.060000e+07 6.070000e+07
AmortizationOfIntangibleAssets None NaN 2.540000e+07 1.082000e+08 2.450000e+07 7.200000e+07 5.190000e+07
TotalBenefitsAndExpenses None 1.610120e+10 7.201900e+09 2.877650e+10 7.820500e+09 2.337440e+10 1.501270e+10
IncomeLossFromContinuingOperationsBeforeIncomeT... None NaN NaN NaN NaN 1.662600e+09 1.564500e+09
CurrentIncomeTaxExpenseBenefit None 4.879000e+08 5.790000e+08 NaN 2.083000e+08 5.790000e+08 4.549000e+08
DeferredIncomeTaxExpenseBenefit None -3.600000e+06 -5.250000e+07 NaN 2.280000e+07 -5.090000e+07 3.370000e+07
IncomeTaxExpenseBenefit None 4.843000e+08 1.521000e+08 6.247000e+08 2.311000e+08 5.520000e+08 5.109000e+08
NetIncomeLoss None 7.844000e+08 1.189400e+09 1.384100e+09 4.378000e+08 1.551200e+09 1.122700e+09
EarningsPerShareBasic None 7.800000e-01 7.500000e-01 2.890000e+00 1.300000e+00 3.670000e+00 2.940000e+00
EarningsPerShareDiluted None 1.820000e+00 2.400000e+00 3.470000e+00 9.500000e-01 2.460000e+00 2.420000e+00
ReductionOfReserveForAnticipatedFutureLossesOnD... None 0.000000e+00 0.000000e+00 0.000000e+00 NaN NaN NaN
IncomeBeforeIncomeTax None NaN 4.227000e+08 1.901200e+09 8.010000e+08 NaN NaN
AmortizationOfOtherAcquiredIntangibleAssets None 4.900000e+07 NaN NaN NaN NaN NaN
IncomeBeforeIncomeTaxes None 5.154000e+08 NaN NaN NaN NaN NaN, 'balance': 2009q2 2009q4 2010q1 2010q2 2010q4
CommonStockParOrStatedValuePerShare None 1.000000e-02 1.000000e-02 1.000000e-02 1.000000e-02
CommonStockSharesAuthorized None 2.700000e+09 2.700000e+09 2.700000e+09 2.700000e+09
CashAndCashEquivalentsAtCarryingValue None 1.830100e+09 1.254000e+09 1.747300e+09 1.830100e+09
CommonStockSharesIssuedAndOutstanding None 4.335000e+08 4.308000e+08 4.249000e+08 4.001000e+08
ShortTermInvestments None 2.125700e+09 2.922700e+09 2.922700e+09 2.179600e+09
PremiumsReceivableAtCarryingValue None 6.164000e+08 6.164000e+08 6.304000e+08 6.304000e+08
OtherReceivables None 5.543000e+08 5.543000e+08 6.340000e+08 6.267000e+08
AccruedInvestmentIncomeReceivable None 2.028000e+08 2.092000e+08 2.160000e+08 2.074000e+08
CashCollateralForBorrowedSecurities None 7.496000e+08 7.496000e+08 4.224000e+08 3.084000e+08
IncomeTaxesReceivable None 1.216000e+08 8.950000e+07 8.950000e+07 8.950000e+07
DeferredTaxAssetsNetCurrent None 3.015000e+08 3.015000e+08 3.834000e+08 4.395000e+08
OtherAssetsCurrent None 4.526000e+08 4.526000e+08 6.882000e+08 5.514000e+08
AssetsCurrent None 4.918400e+09 4.918400e+09 6.826900e+09 7.074400e+09
LongTermInvestments None 1.616340e+10 1.616340e+10 1.780950e+10 1.705110e+10
ReinsuranceRecoverables None 1.010300e+09 1.010300e+09 9.780000e+08 9.869000e+08
Goodwill None 5.085600e+09 5.085600e+09 5.146200e+09 5.146200e+09
IntangibleAssetsNetExcludingGoodwill None 5.945000e+08 5.907000e+08 5.907000e+08 5.187000e+08
PropertyPlantAndEquipmentNet None 4.675000e+08 4.675000e+08 5.510000e+08 5.398000e+08
DeferredTaxAssetsNetNoncurrent None 7.787000e+08 7.787000e+08 3.334000e+08 2.512000e+08
OtherAssetsNoncurrent None 7.821000e+08 7.811000e+08 7.811000e+08 7.721000e+08
SeparateAccountAssets None 5.919900e+09 5.919900e+09 5.369500e+09 5.454000e+09
Assets None 3.813500e+10 3.855040e+10 3.855040e+10 3.855040e+10
ShortTermHealthCareCostsPayable None 2.890700e+09 2.895300e+09 2.965400e+09 2.653600e+09
ShortTermFuturePolicyBenefits None 7.288000e+08 7.396000e+08 7.396000e+08 7.225000e+08
ShortTermUnpaidClaims None 5.738000e+08 5.595000e+08 5.790000e+08 5.654000e+08
UnearnedPremiums None 2.386000e+08 2.386000e+08 4.112000e+08 3.264000e+08
PolicyholdersFunds None 7.971000e+08 7.883000e+08 8.319000e+08 8.719000e+08
DepositsReceivedForSecuritiesLoanedAtCarryingValue None 7.496000e+08 2.100000e+08 2.100000e+08 2.100000e+08
ShortTermBorrowings None 2.157000e+08 2.157000e+08 4.796000e+08 4.808000e+08
OtherLongTermDebtCurrent None NaN NaN 4.497000e+08 8.997000e+08
OtherLiabilitiesCurrent None 2.564200e+09 2.484300e+09 2.484300e+09 2.422900e+09
LiabilitiesCurrent None 7.554800e+09 8.464200e+09 8.464200e+09 8.359900e+09
LongTermFurturePolicyBenefits None 6.554200e+09 6.470100e+09 6.433200e+09 6.344400e+09
LongTermUnpaidClaims None 1.271200e+09 1.271200e+09 1.470800e+09 1.483800e+09
LongTermPolicyholdersFunds None 1.171700e+09 1.171700e+09 1.307100e+09 1.294100e+09
LongTermDebtNoncurrent None 3.639200e+09 3.639500e+09 3.639500e+09 3.639500e+09
OtherLiabilitiesNoncurrent None 1.344800e+09 1.344800e+09 1.433800e+09 1.546900e+09
SeparateAccountsLiability None 5.919900e+09 6.283100e+09 6.283100e+09 5.454000e+09
Liabilities None 2.766610e+10 2.766610e+10 2.904660e+10 2.915400e+10
CommonStockIncludingAdditionalPaidInCapital None 4.568000e+08 4.701000e+08 4.992000e+08 5.735000e+08
RetainedEarningsAccumulatedDeficit None 9.716500e+09 1.025670e+10 1.056740e+10 1.025670e+10
AccumulatedOtherComprehensiveIncomeLossNetOfTax None -1.118600e+09 -1.223000e+09 -1.223000e+09 -1.223000e+09
StockholdersEquity None 9.540000e+09 9.503800e+09 8.186400e+09 9.503800e+09
LiabilitiesAndStockholdersEquity None 3.585250e+10 3.855040e+10 3.897280e+10 3.855040e+10
TaxesPayableCurrent None NaN NaN 1.173000e+08 NaN, 'cash': 2009q2 2009q3 2009q4 2010q1 2010q2 2010q4 2011q3
NetIncomeLoss None 3.466000e+08 3.262000e+08 1.384100e+09 5.626000e+08 4.976000e+08 5.367000e+08
GainLossOnSaleOfInvestments None -8.400000e+06 -2.640000e+07 -5.500000e+07 -7.670000e+07 1.997000e+08 -6.110000e+07
DepreciationAmortizationAndAccretionNet None 2.009000e+08 3.068000e+08 4.160000e+08 9.700000e+07 3.133000e+08 2.149000e+08
IncomeLossFromEquityMethodInvestments None 3.410000e+07 6.540000e+07 -1.570000e+07 1.020000e+07 -7.000000e+06 -9.700000e+06
StockOptionPlanExpense None 5.570000e+07 8.110000e+07 9.070000e+07 2.760000e+07 8.590000e+07 7.470000e+07
AccretionAmortizationOfDiscountsAndPremiumsInve... None -3.550000e+07 -5.460000e+07 -1.520000e+07 -1.160000e+07 2.000000e+07 -2.600000e+06
IncreaseDecreaseInAccruedInvestmentIncomeReceiv... None -3.100000e+06 -9.200000e+06 -1.560000e+07 -6.800000e+06 1.800000e+06 -1.200000e+06
IncreaseDecreaseInOtherReceivables None -2.940000e+08 -1.574000e+08 -9.170000e+07 -9.330000e+07 9.800000e+07 -3.130000e+08
IncreaseDecreaseInAccruedIncomeTaxesPayable None -2.690000e+07 -9.550000e+07 -1.375000e+08 2.167000e+08 2.020000e+07 5.690000e+07
IncreaseDecreaseInOtherOperatingCapitalNet None -7.850000e+07 -5.520000e+07 -1.163000e+08 -6.610000e+07 2.464000e+08 2.720000e+07
HealthCareAndInsuranceLiabilities None 2.010000e+08 8.270000e+07 2.380000e+07 3.617000e+08 3.350000e+08 -2.789000e+08
AdjustmentsNoncashItemsToReconcileNetIncomeLoss... None -9.000000e+05 9.000000e+05 -4.500000e+06 -1.000000e+06 -3.700000e+06 -6.000000e+05
NetCashProvidedByUsedInOperatingActivities None NaN NaN 2.488300e+09 8.373000e+08 8.466000e+08 8.965000e+08
ProceedsFromSaleAndMaturityOfMarketableSecurities None 4.961800e+09 9.143200e+09 1.002960e+10 2.462200e+09 7.714800e+09 4.947100e+09
PaymentsToAcquireInvestments None 7.025900e+09 7.934300e+09 1.064220e+10 2.287300e+09 8.324900e+09 5.046500e+09
PaymentsToAcquirePropertyPlantAndEquipment None 1.929000e+08 2.594000e+08 4.004000e+08 8.860000e+07 2.171000e+08 1.371000e+08
PaymentsToAcquireBusinessesNetOfCashAcquired None 6.100000e+06 6.100000e+06 7.510000e+07 1.000000e+05 1.000000e+05 1.000000e+05
NetCashProvidedByUsedInInvestingActivities None -3.829000e+08 -1.356700e+09 -1.073300e+09 1.148000e+08 -4.850000e+08 -2.580000e+07
RepaymentsOfLongTermDebt None NaN NaN NaN NaN NaN 9.000000e+08
ProceedsFromIssuanceOfLongTermDebt None NaN 0.000000e+00 4.848000e+08 NaN 6.978000e+08 4.801000e+08
ProceedsFromRepaymentsOfShortTermDebt None 5.058000e+08 -1.049000e+08 2.661000e+08 -1.148000e+08 2.454000e+08 5.498000e+08
AdditionsToContractHoldersFunds None 4.100000e+06 4.900000e+06 7.100000e+06 1.900000e+06 4.900000e+06 3.100000e+06
WithdrawalFromContractHoldersFunds None 7.100000e+06 8.000000e+06 9.000000e+06 3.700000e+06 8.100000e+06 5.300000e+06
ProceedsFromIssuanceOfCommonStock None 3.300000e+06 2.880000e+07 1.708000e+08 3.600000e+06 1.040000e+07 9.300000e+06
ExcessTaxBenefitFromShareBasedCompensationFinan... None 4.700000e+06 2.380000e+07 1.532000e+08 -1.000000e+06 9.600000e+06 3.100000e+06
PaymentsForRepurchaseOfCommonStock None 1.157200e+09 1.672800e+09 1.695600e+09 2.638000e+08 6.572000e+08 7.010000e+08
PaymentsOfDividends None NaN NaN 1.730000e+07 NaN NaN 0.000000e+00
CollateralOnInterestRateSwaps None 3.300000e+07 0.000000e+00 0.000000e+00 -8.900000e+06 2.510000e+07 -3.900000e+07
NetCashProvidedByUsedInFinancingActivities None -6.149000e+08 -7.855000e+08 -6.537000e+08 -3.733000e+08 7.202000e+08 -5.266000e+08
CashAndCashEquivalentsPeriodIncreaseDecrease None -4.232000e+08 -3.898000e+08 3.740000e+08 5.678000e+08 6.506000e+08 2.024000e+08
CashAndCashEquivalentsAtCarryingValue None 1.207500e+09 1.830100e+09 1.203600e+09 1.179500e+09 1.830100e+09 1.406000e+09
InterestPaid None 1.232000e+08 1.580000e+08 NaN 3.680000e+07 1.564000e+08 1.214000e+08
IncomeTaxesPaid None 3.979000e+08 5.222000e+08 NaN 3.700000e+06 5.693000e+08 4.136000e+08
NetCashProvidedByUsedInOperatingActivitiesConti... None 9.267000e+08 1.855800e+09 NaN NaN NaN NaN, 'equity': 2009q2 2009q3 2009q4 2010q1 2010q2 2010q4 2011q3
CommonStockSharesIssuedAndOutstanding None NaN NaN NaN NaN 4.308000e+08 3.844000e+08
NetIncomeLoss None 9.121000e+08 1.189400e+09 1.831000e+09 4.378000e+08 1.110600e+09 1.053600e+09
StockRepurchasedDuringPeriodValue None -1.200000e+09 -1.672800e+09 -1.787700e+09 -2.770000e+08 -1.007400e+09 7.500000e+08
StockRepurchasedDuringPeriodShares None NaN NaN NaN NaN 3.300000e+07 1.800000e+07
StockholdersEquity None 9.705900e+09 9.296600e+09 1.003840e+10 9.923900e+09 9.540000e+09 9.890800e+09
CumulativeEffectOfInitialAdoptionOfNewAccountin... None NaN NaN 0.000000e+00 NaN -5.370000e+07 NaN
OtherComprehensiveIncomeAvailableForSaleSecurit... None NaN -3.697000e+08 6.190000e+08 -6.530000e+07 3.745000e+08 NaN
NetForeignCurrencyAndDerivativeGains None -5.000000e+05 2.010000e+07 3.400000e+07 2.400000e+06 2.010000e+07 NaN
OtherComprehensiveIncomeDefinedBenefitPlansAdju... None 1.000000e+06 1.500000e+06 2.488000e+08 3.470000e+07 1.043000e+08 NaN
OtherComprehensiveIncomeLossNetOfTaxPeriodIncre... None -1.442000e+08 8.164000e+08 -1.592900e+09 -2.820000e+07 -1.386000e+08 NaN
CommonSharesIssuedForBenefitPlansIncludingTaxBe... None 9.960000e+07 1.375000e+08 1.192000e+08 4.490000e+07 1.037000e+08 NaN
DividendsCommonStock None NaN -1.730000e+07 -2.000000e+07 NaN -1.610000e+07 NaN
DividendsPayableAmountPerShare None NaN NaN NaN NaN 4.000000e-02 NaN
OtherComprehensiveIncomeUnrealizedHoldingGainLo... None -1.447000e+08 NaN NaN NaN NaN NaN
CumulativeEffectOfAdoptingNewAccountingStandard... None NaN NaN 1.129000e+08 NaN NaN NaN
BeginningBalanceAsOfJanuary12007AsAdjusted None NaN NaN 9.258000e+09 NaN NaN NaN}
Individual Financial Statements
Full XLBR pandas dataframes of a company's financial statements can be obtained by specifying the company's "cik" number and the "kind" of the statement:
universe.financial_statement(cik,"income") # income statement dataframe
universe.financial_statement(cik,"balance") # balance sheet dataframe
universe.financial_statement(cik,"cash") # cashflow statement dataframe
Example Use Case
I really want to demonstrate the beauty of this dataset since this is often difficult when looking at thousands of numeric datatables. Let's take a very naive peek by plotting various statements as a kind of stacked timeseries.
The following is a start to finish example of how one might plot the financial statements of the first five companies in the universe.
Here's how we'd implement that:
from equities import Universe
import matplotlib.pyplot as plt
universe = Universe()
k,f,s = 'bar',(20,10),True
for cik in universe.ciks[:5]:
company = universe.company(cik)
company['income].T.plot(
kind=k,
figsize=f,
stacked=s)
company['balance'].T.plot(
kind=k,
figsize=f,
stacked=s)
company['cash'].T.plot(
kind=k,
figsize=f,
stacked=s)
plt.show()
Donate:
Consider donating bitcoin to fund the future development of this project.
bitcoin wallet address: 3LU5MEaAXRJoCo6vx67g1Jj7qDFRKhMs5t
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