US Equity Markets: Standardized Statement of Cash Flows

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 statement of cash flows 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 Statement of Cash Flows

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 analysis
  • Value investing
  • Calculation of strength and growth KPI's
  • Back-testing investment hypotheses

Overview

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

This data product contains the Quarterly and Annual Cash Flow 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.)
  • The cash flow statement includes cash made by the business through operations, investment, and financing—the sum of which is called net cash flow.
  • The data contains all primary line items standardized from the period cash flow statement. Data are provided both quarterly and on a Trailing Twelve Month (TTM) basis.
  • 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
period_typePeriod TypeTextIndicator for quarter and trailing twelve months (QTR, TTM)
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
cf_profit_lossProfit LossFloatProfit Loss is equal to net earnings (profit) calculated as sales less cost of goods sold, selling, general and administrative expenses, operating expenses, depreciation, interest, taxes and other expenses. This item is also referred to Net Income in the Income Statement.
cf_share_based_compensationShare Based CompensationFloatStock-Based Compensation is a way companies use to reward their employees. Stock-based compensation is also popularly known as stock options or Employee stock options (ESOPS). If expensed and reported in the Income Statement, the exercising of the ESOPS by the employees results in a reduction in Earnings Per Share in the income statement. However, this is not a cash item so this expense is reversed in the Cash Flow Statement. However, if the company actually pays the difference between stock price and exercise price to the option holders, it results in a reduction in Owners’ Equity and Cash on the Balance Sheet, again impacting the Cash Flow Statement.
cf_depreciationDepreciationFloatDepreciation is an accounting method of allocating the cost of a tangible or physical asset over its useful life or life expectancy. Depreciation represents how much of an asset's value has been used up.
cf_income_tax_cash_vs_provisionsIncome Tax Cash vs ProvisionsFloatProvision for taxation in the income statement doesn't involve any cash inflow or outflow. Hence, while preparing cash flow statement, this item is ADDED BACK to Net profit/(loss) and actual cash taxes paid are subtracted.
cf_change_in_receivablesChange in Accounts ReceivableFloatAn increase in accounts receivable on the balance sheet from the prior period has the effect of decreasing cash by the corresponding amount, and is reflected on the cash flow statement.
cf_change_in_payablesChange in LiabilitiesFloatChange in operating assets and liabilities means changes in the following: trade accounts receivable, inventory, other current assets, accounts payable and accrued expenses, other current liability and other non-current liabilities.
cf_other_cash_due_to_operating_activitiesChanges in Other Operating ActivitiesFloatChanges in other cash or noncash adjustments to reconcile net income to cash provided by operating activities that are not separately disclosed in the statement of cash flows.
cf_net_cash_due_to_operating_activitiesOperating Cash FlowFloatOperating Cash Flow is Net Income plus Depreciation and Amortization minus Change in Working Capital. It can be read from the Cash Flow Statements as Change in Cash due to Operating Activities
cf_proceeds_from_asset_salesProceeds From Asset SalesFloatWhen a company sells an asset (say part of its PP&E) this total cash is not reflected in the income statement. Only the gain portion is reflected. The PP&E decreases in the Balance Sheet, and the cash proceeds from the sale are reflected in the Cash Flow Statement as positive cash.
cf_payments_to_acquire_assetsPayments to Acquire AssetsFloatSymmetric to Proceeds From Asset Sales, the cash outlay that a company makes to make a capital investment or buy another long term asset is not reflected as expense on the income statement. The Cash on the Balance Sheet Decreases through an entry in the Cash Flow Statement.
cf_other_cash_due_to_investing_activitiesOther Cash Flows from Investing ActivitiesFloatCash flows from investing activities is a line item in the statement of cash flows, which is one of the documents comprising a company's financial statements. This line item contains the sum total of the changes that a company experienced during a designated reporting period in investment gains or losses, as well as from any new investments in or sales of fixed assets.
cf_net_cash_due_to_investing_activitiesInvestmentFloatAn investment is an asset or item acquired with the goal of generating income or appreciation. In an economic sense, an investment is the purchase of goods that are not consumed today but are used in the future to create wealth.
cf_proceeds_from_issuing_debtProceeds from Issuing DebtFloatWhen a company borrows funds (issues debt), the incoming cash is not reflected in the income statement. Instead debt liability increases on the balance sheet as well as the cash inflow is reflected in the Cash Flow Statement as "Proceeds from Issuing Debt"
cf_repayment_of_debtRepayment of DebtFloatWhen a company repays its debt, the cash outflow is not reflected in the income statement. The liabilities in the Balance Sheet decrease and the cash outflow is reflected in the Cash Flow Statement.
cf_proceeds_from_issuing_stockProceeds from Issuing StockFloatWhen a company issues new stock and sells it to private or public investors, the incoming cash flow is not reflected in the income statement. Common Stock on the balance sheet increases the number of shares are diluted in the income statement (EPS possibly decreases) and the proceeds are reflected in the Financing portion of the Cash Flow Statement.
cf_payments_to_repurchase_stockRepurchase of StockFloatA share repurchase is a transaction whereby a company buys back its own shares from the marketplace
cf_cash_dividendsDividends PaidFloatDividends are paid on the date designated by a company's board of directors as the payment date
cf_other_cash_due_to_financing_activitiesOther Cash Flow from Financing ActivitiesFloatCash flow from financing activities which shows the net flows of cash that are used to fund the company. Financing activities include transactions involving debt, equity, and dividends.
cf_net_cash_due_to_financing_activitiesTotal Cash Flow from Financing ActivitiesFloatTotal of cash flow from financing activities which shows the net flows of cash that are used to fund the company. Financing activities include transactions involving debt, equity, and dividends.
cf_effect_of_foreign_exchange_on_cashEffect of Foreign Exchange on Cash FloatThis is the "Effects of currency translation on cash and cash equivalents" and it appears on the consolidated financial statements of companies who have both domestic and global operations. It does not apply to companies whose only operations are recorded in US dollars. Because the foreign exchange rate is not constant during a reporting period, and the foreign subsidiaries keep their account in their domiciled currency, a cash effect occurs which is reflected in the Cash Flow Statement.
cf_other_change_in_cash_and_cash_equivalentsOther Change in CashFloatThis is a reconciling item and comprises of the relatively small and unusual line items that are listed in neither the operations side of the cash flows or cash flow due to investing or financing activities
cf_period_change_in_cash_and_cash_equivalentsChange in Cash and Cash EquivalentsFloatChange in cash and cash equivalents 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.

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_05?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_05'
Python (requests)
response = requests.get( 'https://www.altadata.io/data/api/eq_02_altab_05', headers={'Authorization': 'api_key'} )
Ruby (open-uri)
require 'open-uri' response = URI.open('https://www.altadata.io/data/api/eq_02_altab_05', "Authorization" => "api_key" )
Java (OkHttp)
Request request = new Request.Builder() .url("https://www.altadata.io/data/api/eq_02_altab_05") .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_05', 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_05`)

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