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

Introduction

A financial analyst's time is valuable – it shouldn't be wasted performing 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

To install CRAN release version of finreportr:

install.packages("finreportr")

To install bleeding-edge version from GitHub:

devtools::install_github("sewardlee337/finreportr")

CompanyInfo()

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

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:

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 2016.

> head(GetIncome("GOOG", 2016), 20)

                               Metric Units      Amount  startDate    endDate
1                            Revenues   usd 55519000000 2013-01-01 2013-12-31
2                            Revenues   usd 66001000000 2014-01-01 2014-12-31
3                            Revenues   usd 74989000000 2015-01-01 2015-12-31
4                     Cost of Revenue   usd 21993000000 2013-01-01 2013-12-31
5                     Cost of Revenue   usd 25691000000 2014-01-01 2014-12-31
6                     Cost of Revenue   usd 28164000000 2015-01-01 2015-12-31
7    Research and Development Expense   usd  7137000000 2013-01-01 2013-12-31
8    Research and Development Expense   usd  9832000000 2014-01-01 2014-12-31
9    Research and Development Expense   usd 12282000000 2015-01-01 2015-12-31
10      Selling and Marketing Expense   usd  6554000000 2013-01-01 2013-12-31
11      Selling and Marketing Expense   usd  8131000000 2014-01-01 2014-12-31
12      Selling and Marketing Expense   usd  9047000000 2015-01-01 2015-12-31
13 General and Administrative Expense   usd  4432000000 2013-01-01 2013-12-31
14 General and Administrative Expense   usd  5851000000 2014-01-01 2014-12-31
15 General and Administrative Expense   usd  6136000000 2015-01-01 2015-12-31
16                 Costs and Expenses   usd 40116000000 2013-01-01 2013-12-31
17                 Costs and Expenses   usd 49505000000 2014-01-01 2014-12-31
18                 Costs and Expenses   usd 55629000000 2015-01-01 2015-12-31
19            Operating Income (Loss)   usd 15403000000 2013-01-01 2013-12-31
20            Operating Income (Loss)   usd 16496000000 2014-01-01 2014-12-31

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 2016.

> head(GetBalanceSheet("GOOG", 2016), 20)

                                                       Metric Units      Amount startDate    endDate
1                Cash and Cash Equivalents, at Carrying Value   usd 14778000000      <NA> 2012-12-31
2                Cash and Cash Equivalents, at Carrying Value   usd 18898000000      <NA> 2013-12-31
3                Cash and Cash Equivalents, at Carrying Value   usd 18347000000      <NA> 2014-12-31
4                Cash and Cash Equivalents, at Carrying Value   usd 16549000000      <NA> 2015-12-31
5                      Available-for-sale Securities, Current   usd 46048000000      <NA> 2014-12-31
6                      Available-for-sale Securities, Current   usd 56517000000      <NA> 2015-12-31
7          Cash, Cash Equivalents, and Short-term Investments   usd 64395000000      <NA> 2014-12-31
8          Cash, Cash Equivalents, and Short-term Investments   usd 73066000000      <NA> 2015-12-31
9                           Accounts Receivable, Net, Current   usd  9383000000      <NA> 2014-12-31
10                          Accounts Receivable, Net, Current   usd 11556000000      <NA> 2015-12-31
11             Receivable Under Reverse Repurchase Agreements   usd   875000000      <NA> 2014-12-31
12             Receivable Under Reverse Repurchase Agreements   usd   450000000      <NA> 2015-12-31
13                           Income Taxes Receivable, Current   usd   591000000      <NA> 2014-12-31
14                           Income Taxes Receivable, Current   usd  1903000000      <NA> 2015-12-31
15    Prepaid Revenue Share Expenses And Other Assets Current   usd  3412000000      <NA> 2014-12-31
16    Prepaid Revenue Share Expenses And Other Assets Current   usd  3139000000      <NA> 2015-12-31
17                                            Assets, Current   usd 78656000000      <NA> 2014-12-31
18                                            Assets, Current   usd 90114000000      <NA> 2015-12-31
19 Prepaid Revenue Share Expenses And Other Assets Noncurrent   usd  3187000000      <NA> 2014-12-31
20 Prepaid Revenue Share Expenses And Other Assets Noncurrent   usd  3181000000      <NA> 2015-12-31

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 2016.

> head(GetCashFlow("GOOG", 2016), 20)

                                                                   Metric Units      Amount  startDate    endDate
1                                Net Income (Loss) Attributable to Parent   usd 12733000000 2013-01-01 2013-12-31
2                                Net Income (Loss) Attributable to Parent   usd 14136000000 2014-01-01 2014-12-31
3                                Net Income (Loss) Attributable to Parent   usd 16348000000 2015-01-01 2015-12-31
4    Depreciation and Impairment on Disposition of Property and Equipment   usd  2781000000 2013-01-01 2013-12-31
5    Depreciation and Impairment on Disposition of Property and Equipment   usd  3523000000 2014-01-01 2014-12-31
6    Depreciation and Impairment on Disposition of Property and Equipment   usd  4132000000 2015-01-01 2015-12-31
7              Amortization and Impairment of Intangible and Other Assets   usd  1158000000 2013-01-01 2013-12-31
8              Amortization and Impairment of Intangible and Other Assets   usd  1456000000 2014-01-01 2014-12-31
9              Amortization and Impairment of Intangible and Other Assets   usd   931000000 2015-01-01 2015-12-31
10                                               Share-based Compensation   usd  3343000000 2013-01-01 2013-12-31
11                                               Share-based Compensation   usd  4279000000 2014-01-01 2014-12-31
12                                               Share-based Compensation   usd  5203000000 2015-01-01 2015-12-31
13 Excess Tax Benefit from Share-based Compensation, Operating Activities   usd   481000000 2013-01-01 2013-12-31
14 Excess Tax Benefit from Share-based Compensation, Operating Activities   usd   648000000 2014-01-01 2014-12-31
15 Excess Tax Benefit from Share-based Compensation, Operating Activities   usd   548000000 2015-01-01 2015-12-31
16                                  Deferred Income Taxes and Tax Credits   usd  -437000000 2013-01-01 2013-12-31
17                                  Deferred Income Taxes and Tax Credits   usd  -104000000 2014-01-01 2014-12-31
18                                  Deferred Income Taxes and Tax Credits   usd  -179000000 2015-01-01 2015-12-31
19     Gain (Loss) on Sale of Business, Including Discontinued Operations   usd   700000000 2013-01-01 2013-12-31
20     Gain (Loss) on Sale of Business, Including Discontinued Operations   usd   740000000 2014-01-01 2014-12-31

Bug Reports and Feedback

Please use the GitHub issue tracker for bug reports, feature request, or general discussions.

Copy Link

Version

Down Chevron

Install

install.packages('finreportr')

Monthly Downloads

923

Version

1.0.2

License

MIT + file LICENSE

Issues

Pull Requests

Stars

Forks

Maintainer

Last Published

June 13th, 2020

Functions in finreportr (1.0.2)