US Equity Markets: Standardized Balance Sheets

Finance
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Quarterly Data

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Updated Daily

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> Dec 2009

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Russell 3000

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United States

Summary

Quarterly and annual consolidated balance sheets for companies traded in the US equity markets

This is a sample visualization of a small subset of this data product.
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Charts of US Equity Markets: Standardized Balance Sheets

Key Features

  • Updated daily
  • Historical data goes back to 2009
  • Covers Russell 3000 Companies
  • Covers 10-Q (Quarterly) and 10-K (Annual) Filings

Documentation

Applications

  • Fundamental valuation
  • Value investing
  • Calculation of strength and growth KPI's
  • Standardized balance sheet allows comparative bench-marking
  • Back-testing investment hypotheses

Overview

Updated daily, this database provides 10 years of history, for essential balance sheet statement indicators and ratios, for 3,000 US public companies.

This data product contains the Quarterly and Annual Balance Sheet Statements submitted to the Securities and Exchange Commission (SEC).

SEC is an independent agency of the United States federal government. The SEC holds primary responsibility for enforcing the federal securities laws, proposing securities rules, and regulating the securities industry, which is the nation's stock and options exchanges, and other activities and organizations, including the electronic securities markets in the United States.

Ticker Coverage

This data product covers Russell 1000 (large-cap) and Russell 2000 (small-cap) companies. Russell 3000 index covers approximately 98% of the total US Equity market-cap. S&P 500 companies are also included in this list.

  • Russell 3000 Index is a market-capitalization-weighted equity index maintained by FTSE Russell that provides exposure to the entire U.S. stock market. The index tracks the performance of the 3,000 largest U.S.-traded stocks which represent about 98% of all U.S incorporated equity securities.
  • Russell 2000 Index is an index measuring the performance of approximately 2,000 smallest-cap American companies in the Russell 3000 Index.
  • Russell 1000 Index is a subset of the Russell 3000 Index, represents the 1000 top companies by market capitalization in the United States.
  • S&P 500 is a market-capitalization-weighted index of the 500 largest U.S. publicly traded companies. The index is widely regarded as the best gauge of large-cap U.S. equities. (S&P stands for Standard and Poor, the names of the two founding financial companies.)
  • A balance sheet is a financial statement that reports a company's assets, liabilities and shareholders' equity
  • The data contains all primary line items from the end of period balance sheet. Note that the Annual Balance Sheet is the same as Q4 Balance Sheet.
  • The database is updated within 24 hours of the form 10 SEC filing, often within 12 hours.

Data Collection Methodology

Dictionary

Filter
Column
Title
Data Type
Description
tickerTickerTextThe one to four or five character identifier for each security
period_datePeriod DateDateBalance Sheet Date, rounded to nearest month-end
formFormTextThe submission type of the registrant's filing (e.g. 10-Q, 10-K, 8-K etc.)
fiscal_yearFiscal YearTextRegistrant's year as reckoned for taxing or accounting purposes
fiscal_periodFiscal PeriodTextRegistrant's quarter as reckoned for taxing or accounting purposes
fiscal_year_endFiscal Year EndTextRegistrant's fiscal year end date (month and day) as reckoned for taxing or accounting purposes
filed_dateFiled DateDateRegistrant's submission filing date
bs_cash_and_equivalentsCash and Cash EquivalentsFloatCash and cash equivalents refer to the line item on the balance sheet that reports the value of a company's assets that are cash or can be converted into cash immediately. These include bank accounts, marketable securities, commercial paper, Treasury bills and short-term government bonds with a maturity date of three months or less. Marketable securities and money market holdings are considered cash equivalents because they are liquid and not subject to material fluctuations in value.
bs_accounts_receivableNet ReceivablesFloatNet receivables are the total money owed to a company by its customers minus the money owed that will likely never be paid
bs_inventoryInventoryFloatInventory is the term for the goods available for sale and raw materials used to produce goods available for sale. Inventory represents one of the most important assets of a business because the turnover of inventory represents one of the primary sources of revenue generation and subsequent earnings for the company's shareholders. Inventory is a very significant current asset for retailers, distributors, and manufacturers. Inventory serves as a buffer between a company's sales of goods and its purchases or production of goods.
bs_other_assets_currentOther Current AssetsFloatOther current assets (OCA) is referred to as "other" because they are uncommon or insignificant, unlike typical current asset items such as cash, securities, accounts receivable, and inventory.
bs_current_assetsCurrent AssetsFloatTotal current assets is the aggregate amount of all cash, receivables, prepaid expenses, and inventory on an organization's balance sheet. These assets are classified as current assets if there is an expectation that they will be converted into cash within one year. The total amount of current assets is frequently compared to total current liabilities, to see if there are sufficient assets available to pay for the obligations of a business.
bs_property_plant_and_equipmentProperty, Plant & EquipmentFloatProperty, plant, and equipment (PP&E) are physical or tangible assets that are long-term assets that typically have a life of more than one year. Intangible assets such as patents are not included in PP&E.
bs_intangible_assetsIntangible AssetsFloatAn intangible asset is an asset that is not physical in nature and can be classified as either indefinite or definite. A common example of intangible assets is Intellectual Property.
bs_goodwillGoodwillFloatGoodwill is an intangible asset associated with the purchase of one company by another. Specifically, goodwill is recorded in a situation in which the purchase price is higher than the sum of the fair value of assets less fair value of liabilities.
bs_other_assets_noncurrentOther Noncurrent AssetsFloatThese are long term assets on a company's balance sheet other than the common long term assets such as plant, property & equipment, intangible assets or goodwill
bs_noncurrent_assetsNoncurrent AssetsFloatThese are the assets on a company's balance sheet that is expected to remain there for more than a year. This is the subtotal line of the items property plant & equipment, intangible assets, goodwill and other.
bs_other_assetsOther AssetsFloatOther assets are short term or long term assets that the company owns, benefits from, or uses to generate income that are not classified as one of the specifically itemized assets types
bs_total_assetsTotal AssetsFloatTotal Assets is the sum total of all gross investments, cash and equivalents, receivables, and other tangible and intangible assets as they are presented on the balance sheet
bs_short_term_debtShort Term DebtFloatThis is the debt in a company's balance sheet that is due in less than one year. It includes the short term portion of long term debt.
bs_accounts_payableAccounts PayableFloatAccounts payable are amounts due to vendors or suppliers for goods or services received that have not yet been paid for
bs_other_liabilities_currentOther Current LiabilitiesFloatOther current liabilities is a balance sheet entry used by companies to group together current liabilities that are not assigned to common liabilities such as debt obligations or accounts payable.
bs_current_liabilitiesCurrent LiabilitiesFloatCurrent liabilities are a company's short-term financial obligations that are due within one year or within a normal operating cycle. An example of a current liability is money owed to suppliers in the form of accounts payable.
bs_deferred_tax_laibilityDeferred Tax LiabilityFloatDeferred Taxes are tax provisions that are assessed by the taxing authority but are deferred. For example, when accelerated depreciation is taken as tax deduction, but the depreciation deduction on the income statement is lower than what is allowed by the tax code, a mismatch occurs which is recorded as deferred tax liability. This liability eventually is paid in the future years and tax books and income statements reconcile.
bs_long_term_debtLong Term DebtFloatLong-term debt is debt that matures in more than one year. For a borrower, long-term debt is a liability that must be repaid over the life of a debt instrument. For a lender it is an asset.
bs_other_liabilities_noncurrentOther Noncurrent LiabilitiesFloatThese are long term liabilities that are not common. Most common noncurrent liabilities are long term debt and deferred taxes.
bs_noncurrent_liabilitiesTotal Noncurrent LiabilitiesFloatThese are the liabilities on the balance sheet of a company that have a term life of multiple years
bs_other_liabilitiesOther LiabilitiesFloatOther current liabilities is a balance sheet entry used by companies to group together current liabilities that are not assigned to common liabilities such as debt obligations or accounts payable
bs_total_liabilitiesTotal LiabilitiesFloatTotal liabilities are the combined debts and obligations that a company owes to outside parties. All assets of a company are either owned by the entity and classified as equity or are subject to future obligations which are recorded as a liability. On the balance sheet, total liabilities plus equity must equal total assets.
bs_retained_earningsRetained EarningsFloatRetained earnings represents the company's cumulative earnings that has not been paid out as dividends and is available to be reinvested in the business or to pay down debts. Retained earnings are part of shareholder's equity in the firm.
bs_additional_paid_in_capitalAdditional Paid in CapitalFloatAdditional paid-in capital is an accounting term referring to money an investor pays above and beyond the par value price of a stock. For example, most common stock have very small par value, however when it is issued during and IPO or stock option compensation, it may be offered at above the par value.
bs_treasury_stock_valueTreasury StockFloatTreasury stock is outstanding stock repurchased from stockholders by the issuing company. These shares are issued but not outstanding and are not included in the calculation of dividends or earnings per share (EPS). Treasury shares reduce shareholders' equity and are generally labeled as "treasury stock" or "equity reduction".
bs_other_equityOther Stockholders EquityFloatOther stockholder's equity are the equity line items in the equity account other than the ones specifically listed such as retained earnings and common stock
bs_stockholders_equityTotal Stockholders EquityFloatStockholders' equity, also referred to as shareholders' equity, is the remaining amount of assets available to shareholders after all liabilities have been paid. It is calculated either as a firm's total assets less its total liabilities or alternatively as the sum of share capital and retained earnings less treasury shares.
bs_minority_interestMinority InterestFloatA minority interest is ownership or interest of less than 50% of an enterprise. The term can refer to either stock ownership or a partnership interest in a company. Typical minority interest is between 10% and 30%.
bs_total_liabilities_and_equityTotal Liabilities and EquityFloatSum total of total liabilities and stockholder's equity on the balance sheet of a company

Sample Data

API

ALTADATA provides a powerfull API, compatible with JSON, CSV formats. You can connect, update and analyze our data products with cURL, Python, R, Ruby, Java or Javascript

Authentication

Getting an API key

You need to subscribe to an ALTADATA data product to get an API key. Once you subscribe to the data product you can find your API key on your Account Dashboard.

Auhenticating your requests

`api_key` is your access token. This token must be included on each API call with either a HTTP Header Authorization, or a query parameter api_key.

Example: https://www.altadata.io/data/api/eq_02_altab_03?api_key=YOUR_API_KEY

ALTADATA API Reference Table

Parameter Type Parameter Explanation Available Values Default
General size The number of records will be returned for each page. 5 - 100 20
General page The page number. It starts at 1 and increments one by one. Each page returns records that row count equals to the size parameter 1- ... 1
General format The data return format of API call json , csv json
General collapse The aggregation format of API call Examples are monthly, yearly, bystate, bycountry, etc. Refer to the data product documentation to see available aggregations for it. null
Select columns Column select is how you specify the content of an SQL SELECT c_only, c_certain, c_columns FROM clause. More detail is in the following sections. *
Order order_by Column order is how you specify the content of an SQL ORDER BY clause. More detail is in the following sections. null
Lookup vary by column name Column lookups are how you specify the content of an SQL WHERE clause. More detail is in the following sections. *

Select

Column select is how you specify the content of an SQL SELECT c_only, c_certain, c_columns FROM clause. It specifies as a keyword argument to the query string of API Call URL. Basic usage is a comma-separated list of column names. If not given, the default value is *(asterisk).

Example 1 :

Query : ?columns=C1,C2,C3 SQL Equivalent : Select C1,C2,C3 from DATA_PRODUCT

Example 2 :

Query : Not Given | ?columns= | ?columns=* SQL Equivalent : Select * from DATA_PRODUCT

Order

Column order is how you specify the content of an SQL ORDER BY clause. It specifies as a keyword argument to the query string of API Call URL. Basic usage is a comma-separated list of column names where each column name has an appropriate suffix (asc,desc) after _(underscore) or no suffix (means ascending).

Example :

Query : ?order_by=C1_asc,C2,C3_desc,C4_asc SQL Equivalent : Select * from DATA_PRODUCT order by C1 asc, C2, C4 desc, C4 asc

Order Type Suffix
Ascending null
Ascending asc
Descending desc

Lookup

Column lookups are how you specify the content of an SQL WHERE clause. They’re specifies as keyword arguments to the query string of API Call URL. Basic usage is appending _(underscore) then lookup type as a suffix to name of the column that you want to filter. The query parameter for a column is built like the format {COLUMN_NAME}_{LOOKUP_TYPE}

As a convenience when no lookup type is provided

Lookup Type Suffix Value Type Example SQL Equivalent
Equal to null String | Numeric | Datetime ?COLUMN=VALUE Select * from DATA_PRODUCT where COLUMN=VALUE
Equal to eq String | Numeric | Datetime ?COLUMN_eq=VALUE Select * from DATA_PRODUCT where COLUMN=VALUE
Not Equal to neq String | Numeric | Datetime ?COLUMN_neq=VALUE Select * from DATA_PRODUCT where COLUMN<>VALUE
Greater Than gt Numeric | Datetime ?COLUMN_gt=VALUE Select * from DATA_PRODUCT where COLUMN>VALUE
Greater Than or Equal to gte Numeric | Datetime ?COLUMN_gte=VALUE Select * from DATA_PRODUCT where COLUMN>=VALUE
Less Than lt Numeric | Datetime ?COLUMN_lt=VALUE Select * from DATA_PRODUCT where COLUMN,VALUE
Less Than or Equal to lte Numeric | Datetime ?COLUMN_lte=VALUE Select * from DATA_PRODUCT where COLUMN<=VALUE
In in String ?COLUMN_in=V1,V2,V3 Select * from DATA_PRODUCT where COLUMN in ('V1','V2','V3')
Not In notin String ?COLUMN_notin=V1,V2,V3 Select * from DATA_PRODUCT where COLUMN not in ('V1','V2','V3')

Data Access Examples

cURL
curl \ -H 'Authorization: api_key' \ 'https://www.altadata.io/data/api/eq_02_altab_03'
Python (requests)
response = requests.get( 'https://www.altadata.io/data/api/eq_02_altab_03', headers={'Authorization': 'api_key'} )
Ruby (open-uri)
require 'open-uri' response = URI.open('https://www.altadata.io/data/api/eq_02_altab_03', "Authorization" => "api_key" )
Java (OkHttp)
Request request = new Request.Builder() .url("https://www.altadata.io/data/api/eq_02_altab_03") .addHeader("Authorization", "api_key") .build(); Call call = client.newCall(request); Response response = call.execute();
Javascript (axios)
axios.request({ url: 'https://www.altadata.io/data/api/eq_02_altab_03', method: 'get', headers: { 'Authorization', 'api_key'} }) .then(response => { console.log(response.data) })
R ( jsonlite )
library(jsonlite) data <- fromJSON(`https://www.altadata.io/data/api/eq_02_altab_03`)

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