finmodeling 0.1
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- data/.gitignore +3 -0
- data/Gemfile +10 -0
- data/README.md +292 -0
- data/Rakefile +6 -0
- data/TODO.txt +36 -0
- data/examples/dump_report.rb +33 -0
- data/examples/lists/nasdaq-mid-to-mega-tech-symbols.txt +226 -0
- data/examples/show_report.rb +218 -0
- data/examples/show_reports.rb +77 -0
- data/finmodeling.gemspec +31 -0
- data/lib/finmodeling/annual_report_filing.rb +104 -0
- data/lib/finmodeling/array_with_stats.rb +22 -0
- data/lib/finmodeling/assets_calculation.rb +36 -0
- data/lib/finmodeling/assets_item.rb +14 -0
- data/lib/finmodeling/assets_item_vectors.rb +638 -0
- data/lib/finmodeling/balance_sheet_analyses.rb +33 -0
- data/lib/finmodeling/balance_sheet_calculation.rb +68 -0
- data/lib/finmodeling/calculation_summary.rb +148 -0
- data/lib/finmodeling/can_cache_classifications.rb +36 -0
- data/lib/finmodeling/can_cache_summaries.rb +16 -0
- data/lib/finmodeling/can_classify_rows.rb +54 -0
- data/lib/finmodeling/cash_change_calculation.rb +67 -0
- data/lib/finmodeling/cash_change_item.rb +14 -0
- data/lib/finmodeling/cash_change_item_vectors.rb +241 -0
- data/lib/finmodeling/cash_flow_statement_calculation.rb +85 -0
- data/lib/finmodeling/classifiers.rb +11 -0
- data/lib/finmodeling/company.rb +102 -0
- data/lib/finmodeling/company_filing.rb +64 -0
- data/lib/finmodeling/company_filing_calculation.rb +75 -0
- data/lib/finmodeling/company_filings.rb +100 -0
- data/lib/finmodeling/config.rb +37 -0
- data/lib/finmodeling/constant_forecasting_policy.rb +23 -0
- data/lib/finmodeling/factory.rb +27 -0
- data/lib/finmodeling/float_helpers.rb +17 -0
- data/lib/finmodeling/forecasts.rb +48 -0
- data/lib/finmodeling/generic_forecasting_policy.rb +19 -0
- data/lib/finmodeling/has_string_classifer.rb +96 -0
- data/lib/finmodeling/income_statement_analyses.rb +74 -0
- data/lib/finmodeling/income_statement_calculation.rb +71 -0
- data/lib/finmodeling/income_statement_item.rb +14 -0
- data/lib/finmodeling/income_statement_item_vectors.rb +654 -0
- data/lib/finmodeling/liabs_and_equity_calculation.rb +36 -0
- data/lib/finmodeling/liabs_and_equity_item.rb +14 -0
- data/lib/finmodeling/liabs_and_equity_item_vectors.rb +1936 -0
- data/lib/finmodeling/net_income_calculation.rb +41 -0
- data/lib/finmodeling/paths.rb +5 -0
- data/lib/finmodeling/period_array.rb +24 -0
- data/lib/finmodeling/quarterly_report_filing.rb +23 -0
- data/lib/finmodeling/rate.rb +20 -0
- data/lib/finmodeling/ratio.rb +20 -0
- data/lib/finmodeling/reformulated_balance_sheet.rb +176 -0
- data/lib/finmodeling/reformulated_cash_flow_statement.rb +140 -0
- data/lib/finmodeling/reformulated_income_statement.rb +436 -0
- data/lib/finmodeling/string_helpers.rb +26 -0
- data/lib/finmodeling/version.rb +3 -0
- data/lib/finmodeling.rb +70 -0
- data/spec/annual_report_filing_spec.rb +68 -0
- data/spec/assets_calculation_spec.rb +21 -0
- data/spec/assets_item_spec.rb +66 -0
- data/spec/balance_sheet_analyses_spec.rb +43 -0
- data/spec/balance_sheet_calculation_spec.rb +91 -0
- data/spec/calculation_summary_spec.rb +63 -0
- data/spec/can_classify_rows_spec.rb +86 -0
- data/spec/cash_change_calculation_spec.rb +56 -0
- data/spec/cash_change_item_spec.rb +66 -0
- data/spec/cash_flow_statement_calculation_spec.rb +108 -0
- data/spec/company_filing_calculation_spec.rb +74 -0
- data/spec/company_filing_spec.rb +30 -0
- data/spec/company_filings_spec.rb +55 -0
- data/spec/company_spec.rb +73 -0
- data/spec/constant_forecasting_policy_spec.rb +37 -0
- data/spec/factory_spec.rb +18 -0
- data/spec/forecasts_spec.rb +21 -0
- data/spec/generic_forecasting_policy_spec.rb +33 -0
- data/spec/income_statement_analyses_spec.rb +63 -0
- data/spec/income_statement_calculation_spec.rb +88 -0
- data/spec/income_statement_item_spec.rb +86 -0
- data/spec/liabs_and_equity_calculation_spec.rb +20 -0
- data/spec/liabs_and_equity_item_spec.rb +66 -0
- data/spec/mocks/calculation.rb +10 -0
- data/spec/mocks/income_statement_analyses.rb +93 -0
- data/spec/mocks/sec_query.rb +31 -0
- data/spec/net_income_calculation_spec.rb +23 -0
- data/spec/period_array.rb +52 -0
- data/spec/quarterly_report_filing_spec.rb +69 -0
- data/spec/rate_spec.rb +33 -0
- data/spec/ratio_spec.rb +33 -0
- data/spec/reformulated_balance_sheet_spec.rb +146 -0
- data/spec/reformulated_cash_flow_statement_spec.rb +174 -0
- data/spec/reformulated_income_statement_spec.rb +293 -0
- data/spec/spec_helper.rb +5 -0
- data/spec/string_helpers_spec.rb +23 -0
- data/tools/create_balance_sheet_training_vectors.rb +65 -0
- data/tools/create_cash_change_training_vectors.rb +48 -0
- data/tools/create_credit_debit_training_vectors.rb +51 -0
- data/tools/create_income_statement_training_vectors.rb +48 -0
- metadata +289 -0
data/.gitignore
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data/Gemfile
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source 'https://rubygems.org'
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gem "xbrlware-ruby19", :git => "git://github.com/jimlindstrom/xbrlware-ruby19.git"
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#gem "xbrlware-ruby19", :path => "/home/lindstro/code/xbrlware-ruby19/"
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gem "xbrlware-extras", :git => "git://github.com/jimlindstrom/xbrlware-extras.git"
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#gem "xbrlware-extras", :path => "/home/lindstro/code/xbrlware-extras/"
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# Specify your gem's dependencies in finmodeling.gemspec
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gemspec
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data/README.md
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## Overview
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FinModeling is a set of tools for manipulating financial data from SEC Edgar (in [XBRL](http://en.wikipedia.org/wiki/XBRL) format).
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## Features
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- Pulls annual (10-k) and quarterly (10-q) financial reports from SEC
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- Uses Naive Bayes Classifiers to classify financial statement items
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- trained on medium-to-large NASDAQ tech companies
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- Reformulates GAAP statements to better highlight enterprise value
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- Generates forecasts based on analysis of historical performance
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## Example 1: Forecasting Oracle's Financials Based
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After running "rake install" (to build and install the 'finmodeling' gem), you can run:
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lindstro@lindstro-laptop:~/code/finmodels$ ./examples/show_reports.rb --num-forecasts 2 orcl 2011-02-01
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Forecasting 2 periods
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company name: ORACLE CORP
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2011-02-28 2011-05-31 2011-08-31 2011-11-30 2012-02-29E 2012-05-29E
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NOA ($MM) 28,172.0 28,282.0 25,235.0 27,055.0 27,342.0 29,107.0
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NFA ($MM) 8,445.0 11,494.0 15,657.0 14,865.0 16,899.0 17,593.0
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CSE ($MM) 36,617.0 39,776.0 40,892.0 41,920.0 44,241.0 46,700.0
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Composition Ratio 3.3359 2.4605 1.6117 1.8200 1.6179 1.6545
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NOA Growth 0.0155 -0.3638 0.3222 0.0431 0.2888
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CSE Growth 0.3886 0.1160 0.1047 0.2412 0.2452
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NOA growth: a:-0.1619, b:0.1533, r:0.4461, var:0.0787
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2011-02-28 2011-05-31 2011-08-31 2011-11-30 2012-02-29E 2012-05-29E
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Revenue ($MM) 8,764.0 10,775.0 8,374.0 8,792.0 9,360.0 9,964.0
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Core OI ($MM) 2,318.0 3,413.0 2,056.0 2,327.0 2,483.0 2,644.0
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OI ($MM) 2,238.0 3,332.0 1,978.0 2,290.0
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FI ($MM) -122.0 -123.0 -138.0 -98.0 -163.0 -185.0
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NI ($MM) 2,116.0 3,209.0 1,840.0 2,192.0 2,321.0 2,459.0
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Gross Margin 0.5858 0.6040 0.5679 0.5845
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Sales PM 0.2644 0.3167 0.2454 0.2646 0.2653 0.2653
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Operating PM 0.2553 0.3092 0.2361 0.2604
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FI / Sales -0.0139 -0.0114 -0.0164 -0.0111 -0.0173 -0.0185
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NI / Sales 0.2414 0.2978 0.2197 0.2493 0.2479 0.2467
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Sales / NOA 1.5298 1.1843 1.3936 1.3837 1.4576
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FI / NFA -0.0581 -0.0479 -0.0250 -0.0437 -0.0437
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Revenue Growth 1.2695 -0.6321 0.2157 0.2852 0.2888
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Core OI Growth 3.6455 -0.8661 0.6443 0.2974 0.2888
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OI Growth 3.8474 -0.8737 0.8006
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ReOI ($MM) 2,647.0 1,290.0 1,683.0 1,833.0 1,993.0
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operating pm: a:0.2739, b:-0.0057, r:-0.2398, var:0.0007
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asset turnover: a:1.4374, b:-0.0681, r:-0.3914, var:0.0201
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revenue growth: a:0.8112, b:-0.5268, r:-0.5530, var:0.6050
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fi / nfa: a:-0.0602, b:0.0165, r:0.9765, var:0.0001
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Unknown... 2011-05-31 2011-08-31 2011-11-30
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C ($MM) -17.0 5,421.0 1,255.0
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I ($MM) -8,380.0 -13,091.0 -9,191.0
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d ($MM) 8,688.0 8,568.0 8,956.0
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F ($MM) -291.0 -898.0 -1,020.0
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FCF ($MM) -8,397.0 -7,670.0 -7,936.0
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NI / C -188.7647 0.3394 1.7466
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## Example 2: A Summary of Adobe's Filings Since 2010-11-01
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lindstro@lindstro-laptop:~/code/finmodels$ ./examples/show_reports.rb adbe 2010-11-01
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company name: ADOBE SYSTEMS INC
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2010-12-03 2011-03-04 2011-06-03 2011-09-02 2011-12-02
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NOA (000's) 4,269,074.0 4,374,531.0 4,334,056.0 4,428,947.0 4,458,509.0
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NFA (000's) 923,313.0 1,050,876.0 1,055,359.0 1,135,011.0 1,324,604.0
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CSE (000's) 5,192,387.0 5,425,407.0 5,389,415.0 5,563,958.0 5,783,113.0
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Composition Ratio 4.6236 4.1627 4.1067 3.9021 3.3659
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NOA Growth 0.1028 -0.0365 0.0907 0.0270
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CSE Growth 0.1925 -0.0263 0.1363 0.1676
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NOA growth: a:0.0610, b:-0.0100, r:-0.2006, var:0.0031
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Unknown... 2011-03-04 2011-06-03 2011-09-02 2011-12-02
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Revenue (000's) 1,027,706.0 1,023,179.0 1,013,212.0 1,152,161.0
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Core OI (000's) 251,831.0 247,172.0 215,630.0 251,253.0
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OI (000's) 245,152.0 240,798.0 206,405.0 182,137.0
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FI (000's) -10,561.0 -11,362.0 -11,304.0 -8,418.0
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NI (000's) 234,591.0 229,436.0 195,101.0 173,719.0
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Gross Margin 0.8952 0.8932 0.8967 0.8989
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Sales PM 0.2450 0.2415 0.2128 0.2180
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Operating PM 0.2385 0.2353 0.2037 0.1580
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FI / Sales -0.0102 -0.0111 -0.0111 -0.0073
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NI / Sales 0.2282 0.2242 0.1925 0.1507
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Sales / NOA 0.2338 0.2337 0.2601
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FI / NFA -0.0108 -0.0107 -0.0074
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Revenue Growth -0.0175 -0.0385 0.6744
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Core OI Growth -0.0721 -0.4216 0.8464
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OI Growth -0.0693 -0.4610 -0.3944
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ReOI (000's) 135,604.0 102,185.0 75,635.0
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operating pm: a:0.2498, b:-0.0273, r:-0.9434, var:0.0010
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asset turnover: a:0.2294, b:0.0131, r:0.8641, var:0.0001
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revenue growth: a:-0.1398, b:0.3459, r:0.8528, var:0.1097
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Unknown... 2011-03-04 2011-06-03 2011-09-02 2011-12-02
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C (000's) 332,102.0 397,743.0 320,434.0 334,399.0
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I (000's) -226,787.0 -229,749.0 -391,441.0 -385,261.0
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d (000's) -20,966.0 196,511.0 164,509.0 48,818.0
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F (000's) -84,349.0 -364,505.0 -93,502.0 2,044.0
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FCF (000's) 105,315.0 167,994.0 -71,007.0 -50,862.0
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NI / C 0.7063 0.5768 0.6088 0.5194
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## Example 3: A Detailed View of Adobe's Second-to-Last 10-Q
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lindstro@lindstro-laptop:~/code/finmodels$ ./examples/show_report.rb adbe 10-q -2
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company name: ADOBE SYSTEMS INC
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url: http://www.sec.gov/Archives/edgar/data/796343/000079634311000006/0000796343-11-000006-index.htm
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Balance Sheet (2011-03-04)
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Assets (loc_Assets_1)
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[fa] Cash And Cash Equivalents At Carrying Value 900,156,000.0
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[fa] Short Term Investments 1,736,679,000.0
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[oa] Accounts Receivable Net Current 533,353,000.0
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[fa] Deferred Tax Assets Net Current 66,928,000.0
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[oa] Prepaid Expenses Other Assets 113,682,000.0
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[oa] Property Plant And Equipment Net 453,497,000.0
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[oa] Goodwill 3,686,073,000.0
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[oa] Finite Lived Intangible Assets Net 447,616,000.0
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[fa] Investment In Lease Receivable 207,239,000.0
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[oa] Other Assets Noncurrent 164,801,000.0
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Total 8,310,024,000.0
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Liabilities and Stockholders' Equity (loc_LiabilitiesAndStockholdersEquity_1)
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[ol] Accrued Restructuring Current 6,759,000.0
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128
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[fl] Accrued Income Taxes Current 57,096,000.0
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129
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[ol] Capital Lease Obligations Current 8,900,000.0
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130
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[ol] Accrued Liabilities Current 458,463,000.0
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131
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[ol] Accounts Payable Current 54,742,000.0
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132
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[ol] Deferred Revenue Current 399,572,000.0
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133
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[fl] Long Term Debt And Capital Lease Obligations 1,511,553,000.0
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134
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[ol] Deferred Revenue Noncurrent 43,826,000.0
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135
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[ol] Accrued Restructuring Noncurrent 7,307,000.0
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136
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[fl] Liability For Uncertain Tax Positions Noncurrent 170,721,000.0
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137
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[fl] Deferred Tax Liabilities Noncurrent 120,756,000.0
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138
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[ol] Other Liabilities Noncurrent 44,922,000.0
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139
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[cse] Treasury Stock Value -3,178,769,000.0
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140
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[cse] Accumulated Other Comprehensive Income Loss Net Of Tax 28,695,000.0
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141
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[cse] Retained Earnings Accumulated Deficit 6,045,631,000.0
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142
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[cse] Additional Paid In Capital 2,529,789,000.0
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143
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[cse] Common Stock Value 61,000.0
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144
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[fl] Preferred Stock Value 0.0
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145
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Total 8,310,024,000.0
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146
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147
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Net Operational Assets
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148
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OA 5,399,022,000.0
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149
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OL -1,024,491,000.0
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Total 4,374,531,000.0
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Net Financial Assets
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153
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FA 2,911,002,000.0
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154
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FL -1,860,126,000.0
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Total 1,050,876,000.0
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156
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157
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Common Shareholders' Equity
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158
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NOA 4,374,531,000.0
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159
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NFA 1,050,876,000.0
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160
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Total 5,425,407,000.0
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161
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162
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Income Statement (2010-12-04 to 2011-03-04)
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163
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Net Income (Loss) Attributable to Parent (loc_NetIncomeLoss_0)
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164
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[or] Sales Revenue Goods Net 842,689,000.0
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165
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[or] Sales Revenue Services Net 78,846,000.0
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166
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[or] Subscription Revenue 106,171,000.0
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167
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[cogs] Cost Of Goods Sold -30,717,000.0
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168
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[cogs] Cost Of Services -29,044,000.0
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169
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[cogs] Cost Of Goods Sold Subscription -47,878,000.0
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170
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[oe] Research And Development Expense Software Excluding ... -178,400,000.0
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171
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[oe] Selling And Marketing Expense -328,078,000.0
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172
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[oe] General And Administrative Expense -100,979,000.0
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173
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[oibt] Restructuring Charges -41,000.0
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174
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[oibt] Amortization Of Intangible Assets -10,235,000.0
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175
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[fibt] Other Nonoperating Income -817,000.0
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176
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[fibt] Interest Expense -17,020,000.0
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177
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[fibt] Gain Loss On Investments 1,590,000.0
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178
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[tax] Income Tax Expense Benefit -51,496,000.0
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179
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Total 234,591,000.0
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180
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181
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Gross Revenue
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182
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Operating Revenues (OR) 1,027,706,000.0
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183
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Cost of Goods Sold (COGS) -107,639,000.0
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184
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Total 920,067,000.0
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185
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186
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Operating Income from sales, before tax (OISBT)
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187
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Gross Margin (GM) 920,067,000.0
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188
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Operating Expense (OE) -607,457,000.0
|
189
|
+
Total 312,610,000.0
|
190
|
+
|
191
|
+
Operating Income from sales, after tax (OISAT)
|
192
|
+
Operating income from sales (before tax) 312,610,000.0
|
193
|
+
Reported taxes -51,496,000.0
|
194
|
+
Taxes on net financing income -5,686,450.0
|
195
|
+
Taxes on other operating income -3,596,600.0
|
196
|
+
Total 251,830,950.0
|
197
|
+
|
198
|
+
Operating income, after tax (OI)
|
199
|
+
Operating income after sales, after tax (OISAT) 251,830,950.0
|
200
|
+
Other operating income, before tax (OIBT) -10,276,000.0
|
201
|
+
Tax on other operating income 3,596,600.0
|
202
|
+
Other operating income, after tax (OOIAT) 0.0
|
203
|
+
Total 245,151,550.0
|
204
|
+
|
205
|
+
Net financing income, after tax (NFI)
|
206
|
+
Financing income, before tax (FIBT) -16,247,000.0
|
207
|
+
Tax effect (FIBT_TAX_EFFECT) 5,686,450.0
|
208
|
+
Financing income, after tax (FIAT) 0.0
|
209
|
+
Total -10,560,550.0
|
210
|
+
|
211
|
+
Comprehensive (CI)
|
212
|
+
Operating income, after tax (OI) 245,151,550.0
|
213
|
+
Net financing income, after tax (NFI) -10,560,550.0
|
214
|
+
Total 234,591,000.0
|
215
|
+
|
216
|
+
Cash Flow Statement (2010-12-04 to 2011-03-04)
|
217
|
+
Cash and Cash Equivalents, Period Increase (Decrease) (loc_CashAndCashEquivalentsPeriodIncreaseDecrease_2)
|
218
|
+
[c] Adjustments Noncash Items To Reconcile Net Income Los... 2,703,000.0
|
219
|
+
[c] Net Income Loss 234,591,000.0
|
220
|
+
[c] Depreciation And Amortization 66,286,000.0
|
221
|
+
[c] Share Based Compensation 70,992,000.0
|
222
|
+
[c] Deferred Income Taxes And Tax Credits 28,645,000.0
|
223
|
+
[c] Unrealized Gain Loss On Investments -1,330,000.0
|
224
|
+
[c] Increase Decrease In Receivables 20,605,000.0
|
225
|
+
[c] Increase Decrease In Prepaid Deferred Expense And Oth... -2,716,000.0
|
226
|
+
[c] Increase Decrease In Accounts Payable 2,310,000.0
|
227
|
+
[c] Increase Decrease In Accrued Liabilities -110,084,000.0
|
228
|
+
[c] Other Increase Decrease In Provision For Restructuring -2,526,000.0
|
229
|
+
[c] Increase Decrease In Accrued Income Taxes Payable 8,905,000.0
|
230
|
+
[c] Increase Decrease In Deferred Revenue 13,721,000.0
|
231
|
+
[d] Purchases Long Term Investments Other Assets -5,389,000.0
|
232
|
+
[i] Payments To Acquire Short Term Investments -375,077,000.0
|
233
|
+
[d] Proceeds From Maturities Of Short Term Investments 134,296,000.0
|
234
|
+
[i] Proceeds From Sale Of Short Term Investments 217,407,000.0
|
235
|
+
[i] Payments To Acquire Property Plant And Equipment -32,421,000.0
|
236
|
+
[i] Payments To Acquire Businesses Net Of Cash Acquired -36,572,000.0
|
237
|
+
[d] Proceeds From Sale Of Available For Sale Securities E... 2,755,000.0
|
238
|
+
[i] Payments For Proceeds From Other Investing Activities -124,000.0
|
239
|
+
[f] Payments For Repurchase Of Common Stock -125,000,000.0
|
240
|
+
[f] Proceeds From Sale Of Treasury Stock 40,651,000.0
|
241
|
+
[d] Repayments Of Long Term Debt And Capital Securities -2,169,000.0
|
242
|
+
[d] Effect Of Exchange Rate On Cash And Cash Equivalents -194,000.0
|
243
|
+
Total 150,265,000.0
|
244
|
+
|
245
|
+
Cash from operations
|
246
|
+
[c] Adjustments Noncash Items To Reconcile Net Income Los... 2,703,000.0
|
247
|
+
[c] Net Income Loss 234,591,000.0
|
248
|
+
[c] Depreciation And Amortization 66,286,000.0
|
249
|
+
[c] Share Based Compensation 70,992,000.0
|
250
|
+
[c] Deferred Income Taxes And Tax Credits 28,645,000.0
|
251
|
+
[c] Unrealized Gain Loss On Investments -1,330,000.0
|
252
|
+
[c] Increase Decrease In Receivables 20,605,000.0
|
253
|
+
[c] Increase Decrease In Prepaid Deferred Expense And Oth... -2,716,000.0
|
254
|
+
[c] Increase Decrease In Accounts Payable 2,310,000.0
|
255
|
+
[c] Increase Decrease In Accrued Liabilities -110,084,000.0
|
256
|
+
[c] Other Increase Decrease In Provision For Restructuring -2,526,000.0
|
257
|
+
[c] Increase Decrease In Accrued Income Taxes Payable 8,905,000.0
|
258
|
+
[c] Increase Decrease In Deferred Revenue 13,721,000.0
|
259
|
+
Total 332,102,000.0
|
260
|
+
|
261
|
+
Cash investments in operations
|
262
|
+
[i] Payments To Acquire Short Term Investments -375,077,000.0
|
263
|
+
[i] Proceeds From Sale Of Short Term Investments 217,407,000.0
|
264
|
+
[i] Payments To Acquire Property Plant And Equipment -32,421,000.0
|
265
|
+
[i] Payments To Acquire Businesses Net Of Cash Acquired -36,572,000.0
|
266
|
+
[i] Payments For Proceeds From Other Investing Activities -124,000.0
|
267
|
+
Total -226,787,000.0
|
268
|
+
|
269
|
+
Payments to debtholders
|
270
|
+
[d] Purchases Long Term Investments Other Assets -5,389,000.0
|
271
|
+
[d] Proceeds From Maturities Of Short Term Investments 134,296,000.0
|
272
|
+
[d] Proceeds From Sale Of Available For Sale Securities E... 2,755,000.0
|
273
|
+
[d] Repayments Of Long Term Debt And Capital Securities -2,169,000.0
|
274
|
+
[d] Effect Of Exchange Rate On Cash And Cash Equivalents -194,000.0
|
275
|
+
[d] Investment in Cash and Equivalents -150,265,000.0
|
276
|
+
Total -20,966,000.0
|
277
|
+
|
278
|
+
Payments to stockholders
|
279
|
+
[f] Payments For Repurchase Of Common Stock -125,000,000.0
|
280
|
+
[f] Proceeds From Sale Of Treasury Stock 40,651,000.0
|
281
|
+
Total -84,349,000.0
|
282
|
+
|
283
|
+
Free Cash Flow
|
284
|
+
Cash from Operations (C) 332,102,000.0
|
285
|
+
Cash Investment in Operations (I) -226,787,000.0
|
286
|
+
Total 105,315,000.0
|
287
|
+
|
288
|
+
Financing Flows
|
289
|
+
Payments to debtholders (d) -20,966,000.0
|
290
|
+
Payments to stockholders (F) -84,349,000.0
|
291
|
+
Total -105,315,000.0
|
292
|
+
|
data/Rakefile
ADDED
data/TODO.txt
ADDED
@@ -0,0 +1,36 @@
|
|
1
|
+
Statement of Shareholder Equity
|
2
|
+
- Parse this one to get at comprehensive income
|
3
|
+
|
4
|
+
Forecasts
|
5
|
+
- Choosing of policies should probably be bumped to a higher-level package.
|
6
|
+
- Need more sophisticated forecasting policies
|
7
|
+
- Need to have more sophisticated policies fall back on simpler ones (or none) when there's
|
8
|
+
too much chaos
|
9
|
+
|
10
|
+
Bugs
|
11
|
+
- Not all disclosures *begin* with disclosure. See CRM's most recent 10-K, for instance.
|
12
|
+
- The "valid vals" thing should hides gaps in data, which silently&crappily affect the regressions.
|
13
|
+
- show_reports doesn't check filing validity
|
14
|
+
|
15
|
+
Income Statement
|
16
|
+
- Dig into the disclosures. They've got lots more interesting goodness.
|
17
|
+
- It'd be interesting to try to correct for cyclicality.
|
18
|
+
- The classifier that had been classifying unknown credits/debits is disabled. Replace it?
|
19
|
+
- net income != comprehensive income. pull in items from SSE
|
20
|
+
- certain things are being misclassified as FIBT instead of OOIBT. (hedging,
|
21
|
+
currency exchg, etc)
|
22
|
+
- naming consistency (e.g., rename OIBT as OOIBT?)
|
23
|
+
- consistency between operating/financing vs. operational/financial?
|
24
|
+
- need to better understand minority interest, noncontrollable blah-blah,
|
25
|
+
etc.
|
26
|
+
|
27
|
+
Balance Sheet
|
28
|
+
- Dig into the disclosures. They've got lots more interesting goodness.
|
29
|
+
- The classifier that had been classifying unknown credits/debits is disabled. Replace it?
|
30
|
+
|
31
|
+
Cash Flow Statement
|
32
|
+
- Dig into the disclosures. They've got lots more interesting goodness.
|
33
|
+
- not taking into account: net cash interest, tax on net interest, or non-cash
|
34
|
+
transactions. All 3 of these items are listed in supplementary disclosures.
|
35
|
+
- the classifier's success rate isn't that high.
|
36
|
+
- "I" is defined inversely.
|
@@ -0,0 +1,33 @@
|
|
1
|
+
#!/usr/bin/env ruby
|
2
|
+
|
3
|
+
require 'finmodeling'
|
4
|
+
|
5
|
+
if ARGV.length != 1
|
6
|
+
puts "usage #{__FILE__} <stock symbol>"
|
7
|
+
exit
|
8
|
+
end
|
9
|
+
|
10
|
+
filing_url = nil
|
11
|
+
if !(ARGV[0] =~ /http/)
|
12
|
+
company = FinModeling::Company.find(stock_symbol = ARGV[0])
|
13
|
+
if company.nil?
|
14
|
+
puts "couldn't find company"
|
15
|
+
exit
|
16
|
+
elsif company.annual_reports.length == 0
|
17
|
+
puts "no annual reports"
|
18
|
+
exit
|
19
|
+
end
|
20
|
+
puts "company name: #{company.name}"
|
21
|
+
|
22
|
+
filing_url = company.annual_reports.last.link
|
23
|
+
puts "url: #{filing_url}"
|
24
|
+
else
|
25
|
+
filing_url = ARGV[0]
|
26
|
+
end
|
27
|
+
|
28
|
+
FinModeling::Config::disable_caching
|
29
|
+
filing = FinModeling::AnnualReportFiling.download(filing_url)
|
30
|
+
|
31
|
+
filing.print_presentations
|
32
|
+
|
33
|
+
filing.print_calculations
|
@@ -0,0 +1,226 @@
|
|
1
|
+
ACCL
|
2
|
+
ACIW
|
3
|
+
ACOM
|
4
|
+
ACXM
|
5
|
+
ADBE
|
6
|
+
ADP
|
7
|
+
ADSK
|
8
|
+
ADVS
|
9
|
+
ALTR
|
10
|
+
AMAT
|
11
|
+
AMCC
|
12
|
+
AMKR
|
13
|
+
ANSS
|
14
|
+
APKT
|
15
|
+
ARBA
|
16
|
+
ARRS
|
17
|
+
ARUN
|
18
|
+
ASGN
|
19
|
+
ATML
|
20
|
+
ATVI
|
21
|
+
AWAY
|
22
|
+
AZPN
|
23
|
+
BBOX
|
24
|
+
BCOV
|
25
|
+
BIRT
|
26
|
+
BLKB
|
27
|
+
BMC
|
28
|
+
BRCD
|
29
|
+
BRCM
|
30
|
+
BRKS
|
31
|
+
BSFT
|
32
|
+
CA
|
33
|
+
CAVM
|
34
|
+
CCMP
|
35
|
+
CCOI
|
36
|
+
CDNS
|
37
|
+
CERN
|
38
|
+
CEVA
|
39
|
+
CMTL
|
40
|
+
CNQR
|
41
|
+
CPSI
|
42
|
+
CPWR
|
43
|
+
CREE
|
44
|
+
CRUS
|
45
|
+
CSCO
|
46
|
+
CSGS
|
47
|
+
CSOD
|
48
|
+
CTCT
|
49
|
+
CTSH
|
50
|
+
CTXS
|
51
|
+
CVLT
|
52
|
+
CY
|
53
|
+
CYMI
|
54
|
+
DELL
|
55
|
+
DGII
|
56
|
+
DIOD
|
57
|
+
DRIV
|
58
|
+
DSGX
|
59
|
+
EA
|
60
|
+
EBIX
|
61
|
+
EFII
|
62
|
+
ELNK
|
63
|
+
ELRC
|
64
|
+
ENTR
|
65
|
+
EPAY
|
66
|
+
EPIQ
|
67
|
+
EXAR
|
68
|
+
EXTR
|
69
|
+
FFIV
|
70
|
+
FIRE
|
71
|
+
FISV
|
72
|
+
FNSR
|
73
|
+
FSLR
|
74
|
+
FTNT
|
75
|
+
GCOM
|
76
|
+
GOOG
|
77
|
+
GRPN
|
78
|
+
GTAT
|
79
|
+
HITT
|
80
|
+
HLIT
|
81
|
+
HSII
|
82
|
+
HSTM
|
83
|
+
IDTI
|
84
|
+
IGTE
|
85
|
+
INAP
|
86
|
+
INFA
|
87
|
+
ININ
|
88
|
+
INSP
|
89
|
+
INTC
|
90
|
+
INTU
|
91
|
+
IPGP
|
92
|
+
ISIL
|
93
|
+
IXYS
|
94
|
+
JCOM
|
95
|
+
JDAS
|
96
|
+
JDSU
|
97
|
+
JIVE
|
98
|
+
JKHY
|
99
|
+
KELYA
|
100
|
+
KFRC
|
101
|
+
LAMR
|
102
|
+
LECO
|
103
|
+
LLTC
|
104
|
+
LOGI
|
105
|
+
LOGM
|
106
|
+
LORL
|
107
|
+
LPSN
|
108
|
+
LRCX
|
109
|
+
LSCC
|
110
|
+
LUFK
|
111
|
+
MANH
|
112
|
+
MCHP
|
113
|
+
MCRL
|
114
|
+
MCRS
|
115
|
+
MDAS
|
116
|
+
MDCA
|
117
|
+
MDRX
|
118
|
+
MDSO
|
119
|
+
MENT
|
120
|
+
MFLX
|
121
|
+
MGRC
|
122
|
+
MIDD
|
123
|
+
MIND
|
124
|
+
MIPS
|
125
|
+
MKTG
|
126
|
+
MLNX
|
127
|
+
MODL
|
128
|
+
MPWR
|
129
|
+
MRGE
|
130
|
+
MSCC
|
131
|
+
MSTR
|
132
|
+
MU
|
133
|
+
MXIM
|
134
|
+
NATI
|
135
|
+
NTAP
|
136
|
+
NTCT
|
137
|
+
NUAN
|
138
|
+
NVDA
|
139
|
+
NVLS
|
140
|
+
OMCL
|
141
|
+
ONNN
|
142
|
+
OPNT
|
143
|
+
ORCL
|
144
|
+
OSIS
|
145
|
+
OTEX
|
146
|
+
OVTI
|
147
|
+
PEGA
|
148
|
+
PLAB
|
149
|
+
PLXS
|
150
|
+
PMCS
|
151
|
+
PMTC
|
152
|
+
POWI
|
153
|
+
PRFT
|
154
|
+
PRGS
|
155
|
+
PROJ
|
156
|
+
QCOM
|
157
|
+
QLGC
|
158
|
+
QLIK
|
159
|
+
QSFT
|
160
|
+
QSII
|
161
|
+
RCII
|
162
|
+
RFMD
|
163
|
+
RMBS
|
164
|
+
RNWK
|
165
|
+
RP
|
166
|
+
RVBD
|
167
|
+
SABA
|
168
|
+
SANM
|
169
|
+
SAPE
|
170
|
+
SATS
|
171
|
+
SCSC
|
172
|
+
SGI
|
173
|
+
SGMS
|
174
|
+
SLAB
|
175
|
+
SMCI
|
176
|
+
SMSC
|
177
|
+
SMTC
|
178
|
+
SNCR
|
179
|
+
SNDK
|
180
|
+
SNPS
|
181
|
+
SONS
|
182
|
+
SPSC
|
183
|
+
SPWR
|
184
|
+
SQI
|
185
|
+
SSNC
|
186
|
+
SSYS
|
187
|
+
STEC
|
188
|
+
SWKS
|
189
|
+
SYKE
|
190
|
+
SYMC
|
191
|
+
SYNA
|
192
|
+
SYNT
|
193
|
+
TECD
|
194
|
+
TIBX
|
195
|
+
TLEO
|
196
|
+
TNGO
|
197
|
+
TQNT
|
198
|
+
TRAK
|
199
|
+
TRIP
|
200
|
+
TSRA
|
201
|
+
TTEC
|
202
|
+
TTMI
|
203
|
+
TTWO
|
204
|
+
TWIN
|
205
|
+
TXN
|
206
|
+
TYPE
|
207
|
+
TZOO
|
208
|
+
UBNT
|
209
|
+
ULTI
|
210
|
+
UNTD
|
211
|
+
UTEK
|
212
|
+
VCLK
|
213
|
+
VDSI
|
214
|
+
VECO
|
215
|
+
VIAS
|
216
|
+
VLTR
|
217
|
+
VRNT
|
218
|
+
VRSK
|
219
|
+
VRSN
|
220
|
+
VRTU
|
221
|
+
VSAT
|
222
|
+
WWWW
|
223
|
+
XLNX
|
224
|
+
YHOO
|
225
|
+
ZBRA
|
226
|
+
ZNGA
|