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Stocks Yearly Risk Factors
The risk factors companies disclose in their annual reports since 2015, each classified in a three-level taxonomy, with the passage that supports the label.
Shape measured at the next refresh of dataset_cards/facts.json. Refreshed monthly.
Why It Matters
Item 1A of the 10-K is where a company says what it fears. The papers on disclosed risk -- the count and novelty of risk factors as a predictor of volatility, the cross-section of firms exposed to one named risk (a supplier, a regulator, a currency, a climate), the text-based peer groups -- had no classified source. Here each disclosed risk is one row with its category, so a paper selects the firms citing a given risk in a given year without reading the documents.
Rows carry the filer's CIK and a symbol resolved from it through the tickers reference and the EDGAR index, one ticker per filer. Registrants with no listed equity at all -- private companies with public debt, trusts, subsidiaries -- and delisted names whose CIK neither reference knows are not in this copy: no strategy can hold them. Measured on the source, that is the larger part of the filers in the early years and a shrinking one since, so the coverage is of the listed market, not of EDGAR. date is the filing date, the day the text became public.
Load It
pip install --upgrade pwb-toolbox
from pwb_toolbox import datasets as pwb_ds
df = pwb_ds.load_dataset("Stocks-Yearly-RiskFactors", symbols=["AAPL"])
print(df.iloc[-1, :])
Columns
| Column Name | Description |
|---|---|
| symbol | Ticker resolved from the filer's CIK. |
| date | Filing date on EDGAR. |
| cik | Filer's SEC Central Index Key. |
| primary_category / secondary_category / tertiary_category | The taxonomy, from the broad family to the specific risk. |
| supporting_text | The passage of item 1A the classification rests on. |
| filing_url | The document on sec.gov. |
Access
Browsing the card and the schema is open to anyone. Downloading the files needs an approved request, tied to a subscription: what each plan includes. The same subscription covers every dataset in this organisation and the strategy catalogue.
Elsewhere
- The strategy catalogue
pwb-toolbox, the loader used in the snippet above- Every dataset in this organisation
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