Datasets:
ticker large_stringclasses 139
values | cik large_stringclasses 147
values | knowledge_date timestamp[us, tz=UTC]date 2009-03-31 00:00:00 2026-08-31 00:00:00 | event_date date32 | gross_profitability float64 -0.32 410k ⌀ | roa float64 -0.5 106k ⌀ | roe float64 -33.12 332k ⌀ | accruals float64 -84,065.89 0.41 ⌀ | piotroski_f int32 1 9 ⌀ | leverage float64 0.09 804 | revenue_growth float64 -0.64 17.6 ⌀ | asset_growth float64 -1 2.23M ⌀ |
|---|---|---|---|---|---|---|---|---|---|---|---|
AAPL | 0000320193 | 2009-06-30T00:00:00 | 2009-06-30 | null | null | null | null | null | 0.462235 | 0.08473 | null |
AAPL | 0000320193 | 2009-09-30T00:00:00 | 2009-09-30 | 0.244007 | 0.105922 | 0.204944 | -0.082728 | 5 | 0.483167 | 0.124942 | 0.360836 |
AAPL | 0000320193 | 2009-12-31T00:00:00 | 2009-12-31 | 0.278975 | 0.126599 | 0.190869 | -0.095965 | 6 | 0.336721 | 0.320118 | null |
AAPL | 0000320193 | 2010-03-31T00:00:00 | 2010-03-31 | 0.370226 | 0.189495 | 0.274779 | -0.046953 | 7 | 0.310374 | 0.392005 | null |
AAPL | 0000320193 | 2010-06-30T00:00:00 | 2010-06-30 | 0.359629 | 0.189061 | 0.283849 | -0.058478 | 7 | 0.333936 | 0.46205 | 0.344516 |
AAPL | 0000320193 | 2010-09-30T00:00:00 | 2010-09-30 | 0.34162 | 0.186385 | 0.293214 | -0.060945 | 5 | 0.364338 | 0.520219 | 0.582767 |
AAPL | 0000320193 | 2010-12-31T00:00:00 | 2010-12-31 | 0.340908 | 0.191822 | 0.304376 | -0.068571 | 5 | 0.369786 | 0.705095 | 0.608538 |
AAPL | 0000320193 | 2011-03-31T00:00:00 | 2011-03-31 | 0.359985 | 0.206019 | 0.318038 | -0.072958 | 5 | 0.352219 | 0.761634 | 0.663319 |
AAPL | 0000320193 | 2011-06-30T00:00:00 | 2011-06-30 | 0.374211 | 0.221126 | 0.340438 | -0.085951 | 5 | 0.350466 | 0.781984 | 0.649409 |
AAPL | 0000320193 | 2011-09-30T00:00:00 | 2011-09-30 | 0.376537 | 0.222753 | 0.338341 | -0.099741 | 7 | 0.341632 | 0.659624 | 0.547837 |
AAPL | 0000320193 | 2011-12-31T00:00:00 | 2011-12-31 | 0.390991 | 0.237826 | 0.366247 | -0.088895 | 7 | 0.350639 | 0.732658 | 0.598776 |
AAPL | 0000320193 | 2012-03-31T00:00:00 | 2012-03-31 | 0.414545 | 0.255854 | 0.376759 | -0.095744 | 7 | 0.320908 | 0.663535 | 0.590386 |
AAPL | 0000320193 | 2012-06-30T00:00:00 | 2012-06-30 | 0.402963 | 0.246372 | 0.359145 | -0.073765 | 7 | 0.314004 | 0.507171 | 0.525843 |
AAPL | 0000320193 | 2012-09-30T00:00:00 | 2012-09-30 | 0.389983 | 0.237033 | 0.353041 | -0.051816 | 6 | 0.328596 | 0.445815 | 0.512954 |
AAPL | 0000320193 | 2012-12-31T00:00:00 | 2012-12-31 | 0.35198 | 0.212899 | 0.327823 | -0.076399 | 6 | 0.350567 | 0.176526 | 0.41395 |
AAPL | 0000320193 | 2013-03-31T00:00:00 | 2013-03-31 | 0.343037 | 0.203715 | 0.292804 | -0.080018 | 6 | 0.304263 | 0.147289 | 0.290253 |
AAPL | 0000320193 | 2013-06-30T00:00:00 | 2013-06-30 | 0.324404 | 0.188876 | 0.306014 | -0.075785 | 6 | 0.382786 | 0.106983 | 0.226893 |
AAPL | 0000320193 | 2013-09-30T00:00:00 | 2013-09-30 | 0.310647 | 0.178923 | 0.299776 | -0.080333 | 5 | 0.403145 | 0.092021 | 0.175709 |
AAPL | 0000320193 | 2013-12-31T00:00:00 | 2013-12-31 | 0.289053 | 0.164448 | 0.285548 | -0.070516 | 5 | 0.424098 | 0.056538 | 0.148382 |
AAPL | 0000320193 | 2014-03-31T00:00:00 | 2014-03-31 | 0.323745 | 0.183053 | 0.313757 | -0.078825 | 5 | 0.416576 | 0.052235 | 0.057748 |
AAPL | 0000320193 | 2014-06-30T00:00:00 | 2014-06-30 | 0.307384 | 0.173265 | 0.318794 | -0.080065 | 5 | 0.456498 | 0.054212 | 0.113402 |
AAPL | 0000320193 | 2014-09-30T00:00:00 | 2014-09-30 | 0.30425 | 0.17042 | 0.3542 | -0.087142 | 5 | 0.51886 | 0.06954 | 0.119995 |
AAPL | 0000320193 | 2014-12-31T00:00:00 | 2014-12-31 | 0.29948 | 0.169771 | 0.360518 | -0.100434 | 5 | 0.529092 | 0.295256 | 0.163022 |
AAPL | 0000320193 | 2015-03-31T00:00:00 | 2015-03-31 | 0.32214 | 0.183036 | 0.370587 | -0.109114 | 5 | 0.506091 | 0.284473 | 0.268 |
AAPL | 0000320193 | 2015-06-30T00:00:00 | 2015-06-30 | 0.326146 | 0.185747 | 0.40371 | -0.110942 | 5 | 0.539899 | 0.295311 | 0.227535 |
AAPL | 0000320193 | 2015-09-30T00:00:00 | 2015-09-30 | 0.322316 | 0.183814 | 0.447355 | -0.095952 | 8 | 0.58911 | 0.278563 | 0.252934 |
AAPL | 0000320193 | 2015-12-31T00:00:00 | 2015-12-31 | 0.321559 | 0.183205 | 0.4189 | -0.072544 | 8 | 0.562653 | 0.017065 | 0.119858 |
AAPL | 0000320193 | 2016-03-31T00:00:00 | 2016-03-31 | 0.296691 | 0.166007 | 0.388465 | -0.055192 | 8 | 0.57266 | -0.046603 | 0.168775 |
AAPL | 0000320193 | 2016-06-30T00:00:00 | 2016-06-30 | 0.284677 | 0.156403 | 0.377719 | -0.050314 | 8 | 0.585929 | -0.073688 | 0.118802 |
AAPL | 0000320193 | 2016-09-30T00:00:00 | 2016-09-30 | 0.261942 | 0.142024 | 0.356237 | -0.062598 | 5 | 0.601322 | -0.077342 | 0.107944 |
AAPL | 0000320193 | 2016-12-31T00:00:00 | 2016-12-31 | 0.253717 | 0.136549 | 0.341544 | -0.061001 | 5 | 0.600201 | 0.032673 | 0.12908 |
AAPL | 0000320193 | 2017-03-31T00:00:00 | 2017-03-31 | 0.253148 | 0.136698 | 0.34106 | -0.061605 | 5 | 0.599195 | 0.038108 | 0.095831 |
AAPL | 0000320193 | 2017-06-30T00:00:00 | 2017-06-30 | 0.249347 | 0.135153 | 0.352282 | -0.050459 | 5 | 0.616352 | 0.046615 | 0.129485 |
AAPL | 0000320193 | 2017-09-30T00:00:00 | 2017-09-30 | 0.234963 | 0.128826 | 0.360702 | -0.040624 | 4 | 0.642845 | 0.063045 | 0.166725 |
AAPL | 0000320193 | 2017-12-31T00:00:00 | 2017-12-31 | 0.225967 | 0.124203 | 0.360381 | -0.03474 | 4 | 0.655356 | 0.126891 | 0.228462 |
AAPL | 0000320193 | 2018-03-31T00:00:00 | 2018-03-31 | 0.25783 | 0.145082 | 0.42023 | -0.03782 | 4 | 0.654756 | 0.13854 | 0.098556 |
AAPL | 0000320193 | 2018-06-30T00:00:00 | 2018-06-30 | 0.279745 | 0.160712 | 0.488217 | -0.048434 | 4 | 0.670819 | 0.147406 | 0.011658 |
AAPL | 0000320193 | 2018-09-30T00:00:00 | 2018-09-30 | 0.278458 | 0.162775 | 0.555601 | -0.048952 | 7 | 0.707029 | 0.15862 | -0.025562 |
AAPL | 0000320193 | 2018-12-31T00:00:00 | 2018-12-31 | 0.267468 | 0.159026 | 0.504114 | -0.043883 | 7 | 0.684544 | -0.045111 | -0.081307 |
AAPL | 0000320193 | 2019-03-31T00:00:00 | 2019-03-31 | 0.287595 | 0.167165 | 0.540053 | -0.042942 | 7 | 0.690466 | -0.047547 | -0.069398 |
AAPL | 0000320193 | 2019-06-30T00:00:00 | 2019-06-30 | 0.304628 | 0.172838 | 0.577414 | -0.041302 | 7 | 0.700669 | -0.032369 | -0.0772 |
AAPL | 0000320193 | 2019-09-30T00:00:00 | 2019-09-30 | 0.290657 | 0.16323 | 0.610645 | -0.041756 | 7 | 0.732692 | -0.020411 | -0.074397 |
AAPL | 0000320193 | 2019-12-31T00:00:00 | 2019-12-31 | 0.298217 | 0.16889 | 0.642537 | -0.046063 | 7 | 0.737151 | 0.089064 | -0.088572 |
AAPL | 0000320193 | 2020-03-31T00:00:00 | 2020-03-31 | 0.318748 | 0.178574 | 0.729551 | -0.056673 | 7 | 0.755228 | 0.054853 | -0.063152 |
AAPL | 0000320193 | 2020-06-30T00:00:00 | 2020-06-30 | 0.329548 | 0.184103 | 0.808279 | -0.068015 | 7 | 0.772228 | 0.069764 | -0.015191 |
AAPL | 0000320193 | 2020-09-30T00:00:00 | 2020-09-30 | 0.32405 | 0.177256 | 0.878664 | -0.071824 | 7 | 0.798267 | 0.055121 | -0.043212 |
AAPL | 0000320193 | 2020-12-31T00:00:00 | 2020-12-31 | 0.322174 | 0.180566 | 0.96536 | -0.070585 | 7 | 0.812955 | 0.213681 | 0.039446 |
AAPL | 0000320193 | 2021-03-31T00:00:00 | 2021-03-31 | 0.384912 | 0.226336 | 1.103111 | -0.069048 | 7 | 0.79482 | 0.338975 | 0.052303 |
AAPL | 0000320193 | 2021-06-30T00:00:00 | 2021-06-30 | 0.431576 | 0.263164 | 1.350373 | -0.053396 | 7 | 0.805118 | 0.346206 | 0.039377 |
AAPL | 0000320193 | 2021-09-30T00:00:00 | 2021-09-30 | 0.435428 | 0.269742 | 1.500713 | -0.026661 | 7 | 0.820257 | 0.332594 | 0.083714 |
AAPL | 0000320193 | 2021-12-31T00:00:00 | 2021-12-31 | 0.426954 | 0.263792 | 1.397917 | -0.030657 | 7 | 0.811297 | 0.112223 | 0.076647 |
AAPL | 0000320193 | 2022-03-31T00:00:00 | 2022-03-31 | 0.476901 | 0.290693 | 1.512411 | -0.041325 | 7 | 0.807795 | 0.100486 | 0.040052 |
AAPL | 0000320193 | 2022-06-30T00:00:00 | 2022-06-30 | 0.499127 | 0.296254 | 1.714647 | -0.05528 | 7 | 0.827221 | 0.076914 | 0.019613 |
AAPL | 0000320193 | 2022-09-30T00:00:00 | 2022-09-30 | 0.484138 | 0.282924 | 1.969589 | -0.063353 | 8 | 0.856354 | 0.077938 | 0.004994 |
AAPL | 0000320193 | 2022-12-31T00:00:00 | 2022-12-31 | 0.481247 | 0.274468 | 1.677702 | -0.04043 | 8 | 0.836402 | -0.05479 | -0.090359 |
AAPL | 0000320193 | 2023-03-31T00:00:00 | 2023-03-31 | 0.500626 | 0.283963 | 1.517439 | -0.045951 | 8 | 0.812867 | -0.041736 | -0.052763 |
AAPL | 0000320193 | 2023-06-30T00:00:00 | 2023-06-30 | 0.497902 | 0.282834 | 1.572154 | -0.054656 | 8 | 0.820098 | -0.034174 | -0.003779 |
AAPL | 0000320193 | 2023-09-30T00:00:00 | 2023-09-30 | 0.47974 | 0.275098 | 1.56076 | -0.038425 | 7 | 0.823741 | -0.028005 | -0.000488 |
AAPL | 0000320193 | 2023-12-31T00:00:00 | 2023-12-31 | 0.491271 | 0.285457 | 1.361849 | -0.043902 | 7 | 0.79039 | 0.020665 | 0.019516 |
AAPL | 0000320193 | 2024-03-31T00:00:00 | 2024-03-31 | 0.515591 | 0.297527 | 1.353061 | -0.030153 | 7 | 0.780108 | -0.00784 | 0.015809 |
AAPL | 0000320193 | 2024-06-30T00:00:00 | 2024-06-30 | 0.534453 | 0.307456 | 1.528392 | -0.033428 | 7 | 0.798837 | 0.00789 | -0.010226 |
AAPL | 0000320193 | 2024-09-30T00:00:00 | 2024-09-30 | 0.495049 | 0.256825 | 1.645935 | -0.067176 | 6 | 0.843964 | 0.02022 | 0.035161 |
AAPL | 0000320193 | 2024-12-31T00:00:00 | 2024-12-31 | 0.535051 | 0.279437 | 1.440277 | -0.035294 | 6 | 0.805984 | 0.039515 | -0.026672 |
AAPL | 0000320193 | 2025-03-31T00:00:00 | 2025-03-31 | 0.563649 | 0.293733 | 1.456584 | -0.037019 | 6 | 0.798341 | 0.044364 | -0.01831 |
AAPL | 0000320193 | 2025-06-30T00:00:00 | 2025-06-30 | 0.57539 | 0.299492 | 1.508127 | -0.028009 | 6 | 0.801415 | 0.059405 | -0.000353 |
AAPL | 0000320193 | 2025-09-30T00:00:00 | 2025-09-30 | 0.543371 | 0.311796 | 1.51913 | 0.00147 | 8 | 0.794753 | 0.064255 | -0.015724 |
AAPL | 0000320193 | 2025-12-31T00:00:00 | 2025-12-31 | 0.543524 | 0.310514 | 1.335492 | -0.046652 | 8 | 0.767491 | 0.156525 | 0.102335 |
AAPL | 0000320193 | 2026-03-31T00:00:00 | 2026-03-31 | 0.582273 | 0.330318 | 1.151036 | -0.047556 | 8 | 0.713026 | 0.160617 | 0.120305 |
AAPL | 0000320193 | 2026-06-30T00:00:00 | 2026-06-30 | 0.592599 | 0.336398 | 1.199126 | -0.046427 | 8 | 0.719464 | 0.161501 | 0.156174 |
ABBV | 0001551152 | 2013-03-31T00:00:00 | 2013-03-31 | null | null | null | null | null | 0.891163 | 0.037383 | null |
ABBV | 0001551152 | 2013-06-30T00:00:00 | 2013-06-30 | null | null | null | null | null | 0.872519 | 0.040965 | null |
ABBV | 0001551152 | 2013-09-30T00:00:00 | 2013-09-30 | null | null | null | null | null | 0.873389 | 0.038333 | null |
ABBV | 0001551152 | 2013-12-31T00:00:00 | 2013-12-31 | 0.486643 | null | null | null | null | 0.846154 | 0.022307 | 0.081087 |
ABBV | 0001551152 | 2014-03-31T00:00:00 | 2014-03-31 | 0.505845 | null | null | null | null | 0.836096 | 0.054054 | 0.054768 |
ABBV | 0001551152 | 2014-06-30T00:00:00 | 2014-06-30 | 0.505113 | null | null | null | null | 0.820348 | 0.051879 | 0.040666 |
ABBV | 0001551152 | 2014-09-30T00:00:00 | 2014-09-30 | 0.528221 | null | null | null | null | 0.836754 | 0.060604 | 0.00715 |
ABBV | 0001551152 | 2014-12-31T00:00:00 | 2014-12-31 | 0.563909 | null | null | null | null | 0.936763 | 0.062267 | -0.056545 |
ABBV | 0001551152 | 2015-03-31T00:00:00 | 2015-03-31 | 0.605603 | null | null | null | null | 0.948425 | 0.104536 | -0.068325 |
ABBV | 0001551152 | 2015-06-30T00:00:00 | 2015-06-30 | 0.314084 | null | null | null | null | 0.8978 | 0.108125 | 0.854192 |
ABBV | 0001551152 | 2015-09-30T00:00:00 | 2015-09-30 | 0.324026 | null | null | null | null | 0.911311 | 0.134478 | 0.92704 |
ABBV | 0001551152 | 2015-12-31T00:00:00 | 2015-12-31 | 0.34607 | null | null | null | null | 0.925636 | 0.14524 | 0.928179 |
ABBV | 0001551152 | 2016-03-31T00:00:00 | 2016-03-31 | 0.350894 | null | null | null | null | 0.91357 | 0.182143 | 1.01206 |
ABBV | 0001551152 | 2016-06-30T00:00:00 | 2016-06-30 | 0.287721 | null | null | null | null | 0.916085 | 0.180219 | 0.247999 |
ABBV | 0001551152 | 2016-09-30T00:00:00 | 2016-09-30 | 0.292513 | null | null | null | null | 0.902906 | 0.144784 | 0.215093 |
ABBV | 0001551152 | 2016-12-31T00:00:00 | 2016-12-31 | 0.299626 | 0.090062 | 1.284081 | -0.01646 | 4 | 0.929863 | 0.121571 | 0.245975 |
ABBV | 0001551152 | 2017-03-31T00:00:00 | 2017-03-31 | 0.306683 | 0.096095 | 1.262505 | -0.010736 | 4 | 0.923885 | 0.097348 | 0.222338 |
ABBV | 0001551152 | 2017-06-30T00:00:00 | 2017-06-30 | 0.306102 | 0.09874 | 1.100849 | -0.007239 | 4 | 0.910305 | 0.086382 | -0.003229 |
ABBV | 0001551152 | 2017-09-30T00:00:00 | 2017-09-30 | 0.304445 | 0.096572 | 0.994168 | -0.03296 | 4 | 0.902862 | 0.086774 | 0.03323 |
ABBV | 0001551152 | 2017-12-31T00:00:00 | 2017-12-31 | 0.299155 | 0.075001 | 1.041593 | -0.065705 | 5 | 0.927994 | 0.100554 | 0.070909 |
ABBV | 0001551152 | 2018-03-31T00:00:00 | 2018-03-31 | 0.321032 | 0.092022 | 1.795947 | -0.059444 | 5 | 0.948761 | 0.213521 | 0.056012 |
ABBV | 0001551152 | 2018-06-30T00:00:00 | 2018-06-30 | 0.376211 | 0.104622 | null | -0.079768 | 5 | 1.054753 | 0.202492 | -0.079903 |
ABBV | 0001551152 | 2018-09-30T00:00:00 | 2018-09-30 | 0.365939 | 0.114337 | null | -0.076386 | 5 | 1.044148 | 0.193925 | -0.038873 |
ABBV | 0001551152 | 2018-12-31T00:00:00 | 2018-12-31 | 0.421805 | 0.095818 | null | -0.130408 | 6 | 1.142304 | 0.160795 | -0.161529 |
ABBV | 0001551152 | 2019-03-31T00:00:00 | 2019-03-31 | 0.443235 | 0.094418 | null | -0.148655 | 6 | 1.137857 | -0.01336 | -0.181319 |
ABBV | 0001551152 | 2019-06-30T00:00:00 | 2019-06-30 | 0.441952 | 0.072066 | null | -0.162612 | 6 | 1.149907 | -0.007957 | -0.072987 |
ABBV | 0001551152 | 2019-09-30T00:00:00 | 2019-09-30 | 0.427516 | 0.05476 | null | -0.171363 | 6 | 1.138389 | 0.004663 | -0.101611 |
ABBV | 0001551152 | 2019-12-31T00:00:00 | 2019-12-31 | 0.289817 | 0.088448 | null | -0.061067 | 5 | 1.091702 | 0.015663 | 0.501466 |
ABBV | 0001551152 | 2020-03-31T00:00:00 | 2020-03-31 | 0.289148 | 0.092501 | null | -0.062347 | 5 | 1.081306 | 0.101048 | 0.606493 |
ABBV | 0001551152 | 2020-06-30T00:00:00 | 2020-06-30 | 0.178212 | 0.046526 | 0.472237 | -0.05201 | 5 | 0.901478 | 0.184107 | 1.616814 |
ABBV | 0001551152 | 2020-09-30T00:00:00 | 2020-09-30 | 0.186745 | 0.049331 | 0.482765 | -0.057666 | 5 | 0.897815 | 0.300627 | 1.517135 |
End of preview. Expand in Data Studio
Fundamental signals
One row per filing per company: what was knowable right after the filing was accepted by EDGAR, for 139 US large caps. knowledge_date is the acceptance time (UTC), event_date the end of the latest fiscal period in the snapshot, ticker the symbol the company trades under today, resolved through security-master's dated ticker spans.
Signals: gross_profitability, roa, roe and accruals use trailing-twelve-month flows over total assets or equity; leverage is liabilities over assets; revenue_growth compares the latest period with the same period a year earlier; asset_growth the balance sheets a year apart; piotroski_f is the 0-9 F-score from the last two annual reports.
Configs: pit as filed; restated the same timestamps with today's restated values; lookahead each first snapshot stamped at its period end; placebo the pit rows with tickers rotated so every company carries another's history. Only pit is fit to trade on; the rest are controls.
Built by scripts/build_fundamental_signals.py from:
ZipLime/company-fundamentals@b40edac94d6b52e628501050f1f8889eea92e7a1ZipLime/security-master@686249a7f9b0c562dfda45e8589941a16ddf1cd6
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