finreportr - Financial Data from U.S. Securities and Exchange Commission

• Author/Maintainer: Seward Lee
• License: MIT

Introduction

A financial analyst's time is valuable – it shouldn't be wasted doing manual data entry. finreportr is a web scraper written in R that allows analysts to query data from the U.S. Securities and Exchange Commission directly from the R console. It aims to eliminate time wasters from a financial analyst's workflow, such as navigating the SEC EDGAR database, flipping through financial reports, and parsing XBRL-encoded data.

finreportr allows you to fetch data from the SEC and load it into your workspace using the following commands:

• CompanyInfo(): returns basic information about a company
• AnnualReports(): returns a listing of annual reports filed by a company
• GetIncome(): returns the income statement for a given company
• GetBalanceSheet(): returns the balance sheet for a given company
• GetCashFlow(): returns the cash flow statement for a given company

CompanyInfo()

CompanyInfo() returns the following information about a given company based on its stock ticker symbol:

• Company Name
• [Central Index Key ("CIK")] (https://en.wikipedia.org/wiki/Central_Index_Key)
• [Standard Industrial Classification ("SIC")] (https://en.wikipedia.org/wiki/Standard_Industrial_Classification)
• State Location
• State of Incorporation
• Fiscal Year End (ddmm)
• Street Address
• City, State, ZIP

Arguments:

CompanyInfo(symbol)

where

• symbol is a character string that represents the relevant stock ticker symbol.

Examples:

> CompanyInfo("GOOG")

      company        CIK  SIC state state.inc FY.end            street.address             city.state
1 GOOGLE INC. 0001288776 7370    CA        DE   1231 1600 AMPHITHEATRE PARKWAY MOUNTAIN VIEW CA 94043


> CompanyInfo("FB")

       company        CIK  SIC state state.inc FY.end   street.address          city.state
1 Facebook Inc 0001326801 7370    CA        DE   1231 1601 WILLOW ROAD MENLO PARK CA 94025

AnnualReports()

AnnualReports() returns a dataframe that summarizes a given company's annual reports based on its stock ticker symbol. Information returned include:

• Filing Name
• Filing Date
• [Accession Number] (http://www.sec.gov/investor/pubs/edgarguide.htm#P158_19972)

AnnualReports() will return data relating to a company's Form 10-Ks if the company is domestic, and Form 20-Fs if the company is foreign.

Arguments:

AnnualReports(symbol, foreign = FALSE)

where

• symbol is a character string that represents the relevant stock ticker symbol.
• foreign is a logical indicating whether the company in question is domestic or foreign. foreign is set to FALSE by default.

Examples:

> AnnualReports("GOOG")

   filing.name filing.date         accession.no
1         10-K  2015-02-09 0001288776-15-000008
2         10-K  2014-02-12 0001288776-14-000020
3         10-K  2013-01-29 0001193125-13-028362
4       10-K/A  2012-04-23 0001193125-12-174477
5         10-K  2012-01-26 0001193125-12-025336
6         10-K  2011-02-11 0001193125-11-032930
7         10-K  2010-02-12 0001193125-10-030774
8         10-K  2009-02-13 0001193125-09-029448
9         10-K  2008-02-15 0001193125-08-032690
10        10-K  2007-03-01 0001193125-07-044494
11        10-K  2006-03-16 0001193125-06-056598
12        10-K  2005-03-30 0001193125-05-065298


> AnnualReports("HTHIY", foreign = TRUE)

   filing.name filing.date         accession.no
1       20-F/A  2011-07-21 0001193125-11-192990
2         20-F  2011-06-24 0001193125-11-172867
3       20-F/A  2010-07-29 0001193125-10-169851
4         20-F  2010-06-29 0001193125-10-149406
5         20-F  2009-07-27 0001193125-09-155317
6         20-F  2008-06-20 0001193125-08-137042
7       20-F/A  2008-04-28 0001193125-08-091853
8       20-F/A  2007-11-30 0001193125-07-256746
9         20-F  2007-06-26 0001193125-07-142357
10        20-F  2006-08-07 0001193125-06-163031
11        20-F  2005-08-26 0001193125-05-174960
12        20-F  2004-08-20 0001193125-04-144223
13        20-F  2003-09-30 0001193125-03-056135
14        20-F  2002-09-26 0001145549-02-000252

GetIncome()

GetIncome() returns a company's income statement from the annual report of a given filing year as a dataframe. This functionality is only available for queries of income statements that belong to domestic companies. Note that all data returned by this function comes from the company's 10-K, not 10-K/A.

Arguments:

GetIncome(symbol, year)

where

• symbol is a character string that represents the relevant stock ticker symbol.
• year is the year during which the annual report was filed. (Note: This is not necessarily identical to the fiscal year for which the annual report was filed)

Example:

###   Fetch first 20 lines of Google's income statement in the Form 10-K published in 2015.

> head(GetIncome("GOOG", 2015), 20)

                               Metric Units      Amount  startDate    endDate
1                            Revenues   usd 46039000000 2012-01-01 2012-12-31
2                            Revenues   usd 55519000000 2013-01-01 2013-12-31
3                            Revenues   usd 66001000000 2014-01-01 2014-12-31
4                     Cost of Revenue   usd 17176000000 2012-01-01 2012-12-31
5                     Cost of Revenue   usd 21993000000 2013-01-01 2013-12-31
6                     Cost of Revenue   usd 25691000000 2014-01-01 2014-12-31
7    Research and Development Expense   usd  6083000000 2012-01-01 2012-12-31
8    Research and Development Expense   usd  7137000000 2013-01-01 2013-12-31
9    Research and Development Expense   usd  9832000000 2014-01-01 2014-12-31
10      Selling and Marketing Expense   usd  5465000000 2012-01-01 2012-12-31
11      Selling and Marketing Expense   usd  6554000000 2013-01-01 2013-12-31
12      Selling and Marketing Expense   usd  8131000000 2014-01-01 2014-12-31
13 General and Administrative Expense   usd  3481000000 2012-01-01 2012-12-31
14 General and Administrative Expense   usd  4432000000 2013-01-01 2013-12-31
15 General and Administrative Expense   usd  5851000000 2014-01-01 2014-12-31
16                 Costs and Expenses   usd 32205000000 2012-01-01 2012-12-31
17                 Costs and Expenses   usd 40116000000 2013-01-01 2013-12-31
18                 Costs and Expenses   usd 49505000000 2014-01-01 2014-12-31
19            Operating Income (Loss)   usd 13834000000 2012-01-01 2012-12-31
20            Operating Income (Loss)   usd 15403000000 2013-01-01 2013-12-31

GetBalanceSheet()

GetBalanceSheet() returns a company's balance sheet from the annual report of a given filing year as a dataframe. This functionality is only available for queries of balance sheets that belong to domestic companies. Note that all data returned by this function comes from the company's 10-K, not 10-K/A.

Arguments:

GetBalanceSheet(symbol, year)

where

• symbol is a character string that represents the relevant stock ticker symbol.
• year is the year during which the annual report was filed. (Note: This is not necessarily identical to the fiscal year for which the annual report was filed)

Example:

###   Fetch first 20 lines of Google's balance sheet in the Form 10-K published in 2015.

> head(GetBalanceSheet("GOOG", 2015), 20)

                                                     Metric Units      Amount startDate    endDate
1              Cash and Cash Equivalents, at Carrying Value   usd  9983000000      <NA> 2011-12-31
2              Cash and Cash Equivalents, at Carrying Value   usd 14778000000      <NA> 2012-12-31
3              Cash and Cash Equivalents, at Carrying Value   usd 18898000000      <NA> 2013-12-31
4              Cash and Cash Equivalents, at Carrying Value   usd 18347000000      <NA> 2014-12-31
5                    Available-for-sale Securities, Current   usd 39819000000      <NA> 2013-12-31
6                    Available-for-sale Securities, Current   usd 46048000000      <NA> 2014-12-31
7        Cash, Cash Equivalents, and Short-term Investments   usd 58717000000      <NA> 2013-12-31
8        Cash, Cash Equivalents, and Short-term Investments   usd 64395000000      <NA> 2014-12-31
9                         Accounts Receivable, Net, Current   usd  8882000000      <NA> 2013-12-31
10                        Accounts Receivable, Net, Current   usd  9383000000      <NA> 2014-12-31
11           Receivable Under Reverse Repurchase Agreements   usd   100000000      <NA> 2013-12-31
12           Receivable Under Reverse Repurchase Agreements   usd   875000000      <NA> 2014-12-31
13 Deferred Tax Assets, Net of Valuation Allowance, Current   usd  1526000000      <NA> 2013-12-31
14 Deferred Tax Assets, Net of Valuation Allowance, Current   usd  1322000000      <NA> 2014-12-31
15                         Income Taxes Receivable, Current   usd   408000000      <NA> 2013-12-31
16                         Income Taxes Receivable, Current   usd  1298000000      <NA> 2014-12-31
17  Prepaid Revenue Share Expenses And Other Assets Current   usd  3253000000      <NA> 2013-12-31
18  Prepaid Revenue Share Expenses And Other Assets Current   usd  3412000000      <NA> 2014-12-31
19                                          Assets, Current   usd 72886000000      <NA> 2013-12-31
20                                          Assets, Current   usd 80685000000      <NA> 2014-12-31

GetCashFlow()

GetCashFlow() returns a company's statement of cash flow from the annual report of a given filing year as a dataframe. This functionality is only available for queries of cash flow statements that belong to domestic companies. Note that all data returned by this function comes from the company's 10-K, not 10-K/A.

Arguments:

GetCashFlow(symbol, year)

where

• symbol is a character string that represents the relevant stock ticker symbol.
• year is the year during which the annual report was filed. (Note: This is not necessarily identical to the fiscal year for which the annual report was filed)

Example:

###   Fetch first 20 lines of Google's cash flow statement in the Form 10-K published in 2015.

> head(GetCashFlow("GOOG", 2015), 20)

                                                                   Metric Units      Amount  startDate    endDate
1                                Net Income (Loss) Attributable to Parent   usd 10737000000 2012-01-01 2012-12-31
2                                Net Income (Loss) Attributable to Parent   usd 12920000000 2013-01-01 2013-12-31
3                                Net Income (Loss) Attributable to Parent   usd 14444000000 2014-01-01 2014-12-31
4  Depreciation and Loss on Disposition of Property, Plant, and Equipment   usd  1988000000 2012-01-01 2012-12-31
5  Depreciation and Loss on Disposition of Property, Plant, and Equipment   usd  2781000000 2013-01-01 2013-12-31
6  Depreciation and Loss on Disposition of Property, Plant, and Equipment   usd  3523000000 2014-01-01 2014-12-31
7              Amortization and Impairment of Intangible and Other Assets   usd   974000000 2012-01-01 2012-12-31
8              Amortization and Impairment of Intangible and Other Assets   usd  1158000000 2013-01-01 2013-12-31
9              Amortization and Impairment of Intangible and Other Assets   usd  1456000000 2014-01-01 2014-12-31
10                                               Share-based Compensation   usd  2692000000 2012-01-01 2012-12-31
11                                               Share-based Compensation   usd  3343000000 2013-01-01 2013-12-31
12                                               Share-based Compensation   usd  4279000000 2014-01-01 2014-12-31
13 Excess Tax Benefit from Share-based Compensation, Operating Activities   usd   188000000 2012-01-01 2012-12-31
14 Excess Tax Benefit from Share-based Compensation, Operating Activities   usd   481000000 2013-01-01 2013-12-31
15 Excess Tax Benefit from Share-based Compensation, Operating Activities   usd   648000000 2014-01-01 2014-12-31
16                                  Deferred Income Tax Expense (Benefit)   usd  -266000000 2012-01-01 2012-12-31
17                                  Deferred Income Tax Expense (Benefit)   usd  -437000000 2013-01-01 2013-12-31
18                                  Deferred Income Tax Expense (Benefit)   usd  -104000000 2014-01-01 2014-12-31
19     Gain (Loss) on Sale of Business, Including Discontinued Operations   usd   188000000 2012-01-01 2012-12-31
20     Gain (Loss) on Sale of Business, Including Discontinued Operations   usd   700000000 2013-01-01 2013-12-31