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, pit_V2=None, XBRL_only=False)¶
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 modified on or after (inclusive) this date/datetimeend_date (
Union
[datetime
,date
,None
]) – Restric to records modified prior (exclusive) thie date/datetimepoint_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.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.XBRL_only (
Optional
[bool
]) – Only get data that appeared in an XBRL document. If supplied with start_date and end_date it will filter by the “confirming” filing_id.
- 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. Like “2020-0” or “2021-3”. 0 indicates annual, 1,2,3,4 are quarters.
- 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.
- date_XBRL_confirmed
Time at which the point was confirmed by a point from an XBRL filing. If the point originally came from an XBRL filing this will be the original write time. If this is null, for points post April 2023, the point has not been confirmed.
- 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.
- fling_accession_number
Accession number as assigned by the SEC for the filing from which this value came.
- trace_url
URL for a page showing the source document for this value.
- 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.
- standardized_id
A unique identifier Calcbench assigns to each standardized value.
- date_XBRL_confirmed
The date this value was “confirmed” by an XBRL document. For values originally appearing in press-release, this will be the date of the associated 10-K/Q.
- confirming_XBRL_filing_ID
The filing_id of the XBRL document which contained this value.
- 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, XBRL_only=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 datastart_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, 4end_year (
Optional
[int
]) – last year of dataend_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, 4entire_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.XBRL_only (
Optional
[bool
]) – Only get data that appeared in an XBRL document. If supplied with start_date and end_date it will filter by the “confirming” filing_id.
- 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.