Standardized Numeric Financials

Calcbench extracts all of the GAAP numbers in section 8, face statments and footnotes, of the 10-K/Qs. Face financials from earnings press-releases and 8-Ks are also included.

Standardized

Calcbench standardizes +1000 metrics to handle differences in filers’s tagging. The list of stardized points is @ https://www.calcbench.com/home/standardizedmetrics

calcbench.standardized(company_identifiers=[], metrics=[], fiscal_year=None, fiscal_period=None, start_date=None, end_date=None, point_in_time=False, filing_id=None, exclude_unconfirmed_preliminary=False, pit_V2=None)

Standardized Numeric Data.

The data behind the multi-company page, https://www.calcbench.com/multi.

Example https://github.com/calcbench/notebooks/blob/master/python_client_api_demo.ipynb

Parameters

  • company_identifiers (Sequence[Union[str, int]]) – Tickers/CIK codes. eg. [‘msft’, ‘goog’, ‘appl’, ‘0000066740’]. If not specified get data for all companies.

  • metrics (Sequence[str]) – Standardized metrics. Full list @ https://www.calcbench.com/home/standardizedmetrics eg. [‘revenue’, ‘accountsreceivable’]. If not specified get all metrics.

  • fiscal_year (Optional[int]) – Fiscal year for which to get data. If not specified get all history.

  • fiscal_period (Union[Period, Literal[0, 1, 2, 3, 4], None]) – Fiscal period for which to get data. If not specified get all history.

  • start_date (Union[datetime, date, None]) – Restrict to records received on or after (inclusive) this date/datetime

  • end_date (Union[datetime, date, None]) – Restric to records received prior (exclusive) thie date/datetime

  • point_in_time (bool) – Include timestamps when data was published and revision chains.

  • filing_id (Optional[int]) – Filing ID for which to get data. Get all of the data reported in this filing.

  • exclude_unconfirmed_preliminary (Optional[bool]) – Exclude points from press-releases or 8-Ks that have not been “confirmed” in an XBRL filing. Preliminary points have a higher error rate than XBRL points.

  • pit_V2 (Optional[bool]) – Defaults to True, use point in time V2, this only makes sense when point_in_time = True. This will go away at some point.

Returns

Dataframe

Standardized data with a timestamp when it was published by Calcbench.

A record is returned for each filing in which a metric value changed (was revised).

If the company files an 8-K with revenue = $100 then a week later files a 10-K with revenue = $100 one record will be returned for that period. It will have preliminary=True and XBRL=True.

If the company files an 8-K with revenue = $100 and then a week later files a 10-K with revenue = $200, two records will be returned. One with revenue = $100, a revision_number=0, date_reported of 8-K, preliminary=True and XBRL=False. You will see a second line with revenue = $200, a revision_number=1, and date_reported of the 10-K, preliminary=False and XBRL=False.

If the value is revised in subsequent XBRL filings you will see a record for each filing with an incremented revision number.

Columns:

ticker

Ticker of reporting company

metric

The metric name, see the definitions @ https://www.calcbench.com/home/standardizedmetrics

fiscal_period

fiscal_year-fiscal_period the fiscal period the value applies to.

date_reported (PIT only)

Timestamp (EST) when Calcbench finished processing the filing from which this value was parsed.

In some cases, particularly prior to 2015, this will be the filing date of the document as recorded by the SEC. To exclude these points remove points where the hour is 0.

value

The value of the fact

revision_number

0 indicates an original, unrevised value for this fact. 1, 2, 3… indicates subsequent revisions to the fact value. https://knowledge.calcbench.com/hc/en-us/search?utf8=%E2%9C%93&query=revisions&commit=Search

preliminary

True indicates the number was parsed from non-XBRL 8-K or press release from the wire

XBRL

Indicates the number was parsed from XBRL.

The case where preliminary and XBRL are both true indicates the number was first parsed from a non-XBRL document then “confirmed” in an XBRL document.

period_start

First day of the fiscal period for this fact

period_end

Last day of the fiscal period for this fact

calendar_year

The calendar year for this fact. https://knowledge.calcbench.com/hc/en-us/articles/223267767-What-are-Calendar-Years-and-Periods-What-is-TTM-

calendar_period

The calendar period for this fact

CIK

SEC assigned Central Index Key for reporting company

calcbench_entity_id

Internal Calcbench identifier for reporting company

filing_type

The document type this fact came from, 10-K|Q, S-1 etc…

date_modified (PIT only)

The datetime Calcbench wrote/modified this value.

Post November 2022 if this differs from the date_reported the fact was modified by Calcbench subsequent to the filing first being processed.

original_value (PIT only)

The value that Calcbench extracted when it first processed the filing.

Post November 2022, if this differs from the value Calcbench the fact was modified by Calcbench subsequent to the filing first being processed.

date_downloaded

The timestamp on your computer when you downloaded this data.

Usage:

>>> d = calcbench.standardized(company_identifiers=['msft'],
>>>                                 point_in_time=True,)
>>> )
>>> # Put the data in a format amiable to arithmetic on columns
>>> d = calcbench.standardized(company_identifiers=['msft', 'orcl'], metrics=['StockholdersEquity', 'NetIncome'])
>>> d = d.unstack("metric")["value"]
>>> return_on_equity = d['NetIncome'] / d['StockholdersEquity']
calcbench.standardized_raw(company_identifiers=[], metrics=[], start_year=None, start_period=None, end_year=None, end_period=None, entire_universe=False, point_in_time=False, include_trace=False, all_history=False, year=None, period=None, period_type=None, use_fiscal_period=False, all_face=False, all_footnotes=False, filing_id=None, all_non_GAAP=False, all_metrics=False, pit_V2=False, start_date=None, end_date=None, exclude_unconfirmed_preliminary=False)

Standardized data.

Get normalized data from Calcbench. Each point is normalized by economic concept and time period.

Parameters

  • company_identifiers (Sequence[Union[str, int]]) – a sequence of tickers (or CIK codes), eg [‘msft’, ‘goog’, ‘appl’]

  • metrics (Sequence[str]) – a sequence of metrics, see the full list @ https://www.calcbench.com/home/standardizedmetrics eg. [‘revenue’, ‘accountsreceivable’]

  • start_year (Optional[int]) – first year of data

  • start_period (Union[Period, Literal[0, 1, 2, 3, 4], None]) – first quarter to get, for annual data pass 0, for quarters pass 1, 2, 3, 4

  • end_year (Optional[int]) – last year of data

  • end_period (Union[Period, Literal[0, 1, 2, 3, 4], None]) – last_quarter to get, for annual data pass 0, for quarters pass 1, 2, 3, 4

  • entire_universe (bool) – Get data for all companies, this can take a while, talk to Calcbench before you do this in production.

  • include_trace (bool) – Include the facts used to calculate the normalized value.

  • year (Optional[int]) – Get data for a single year, defaults to annual data.

  • period_type (Optional[PeriodType]) – Either “annual” or “quarterly”

  • filing_id (Optional[int]) – Filing id for which to get data. corresponds to the filing_id in the objects returned by the filings API.

  • all_non_GAAP (bool) – include all non-GAAP metrics from earnings press releases such as EBITDA_NonGAAP. This is implied when querying by filing_id.

  • all_metrics (bool) – All metrics.

  • start_date (Union[datetime, date, None]) – points modified from this date (inclusive). If no time is specified all points from that date are returned.

  • end_date (Union[datetime, date, None]) – points modified until this date (exclusive). If not time is specified point modified prior to this date are returned.

  • exclude_unconfirmed_preliminary (Optional[bool]) – Exclude points from press-releases or 8-Ks that have not been “confirmed” in an XBRL filing. Preliminary points have a higher error rate than XBRL points.

Return type

Sequence[StandardizedPoint]

class calcbench.api_query_params.Period(value)

An enumeration.

Annual = 0
Failure = -1

Should be few and far between, indicates something went wrong during loading

H1 = 5

First half of year

Other = 9
Q1 = 1
Q2 = 2
Q3 = 3
Q3Cum = 6

First three quarters of year

Q4 = 4
class calcbench.api_query_params.PeriodType(value)

An enumeration.

Annual = 'annual'
Combined = 'combined'
Quarterly = 'quarterly'
TrailingTwelveMonths = 'TTM'
class calcbench.api_query_params.CompanyIdentifierScheme(value)

An enumeration.

CentralIndexKey = 'CIK'
Ticker = 'ticker'
class calcbench.api_query_params.PeriodType(value)

An enumeration.