Sharadar is an independent research and analytics firm founded in 2013. Sharadar specializes in extraction, standardization and organization of financial data from company filings. Sharadar combines people, software and rigorous review processes to generate accurate, professional grade data for professional investors and analysts.
Updated daily, this database provides up to 20 years of history, for 139 essential fundamental indicators and financial ratios, for more than 14,000 US public companies. This is reference grade fundamental stock data.
There are several different ways to look at company financials over time. We cater for this by offering multiple dimensions to the database.
The two primary dimensions to the database are the As Reported (AR) and Most-Recent Reported (MR) dimensions:
In addition there are 3 time dimensions:
DIMENSIONS | AS REPORTED | MOST-RECENT REPORTED |
---|---|---|
Annual | ARY | MRY |
Quarterly | ARQ | MRQ |
Trailing Twelve Months | ART | MRT |
As previously noted, the As-Reported dimensions present a point-in-time view with data time-indexed to the date of the form 10 regulatory filing to the SEC. This is in order to more closely align with the date that information was disseminated to the market, and the corresponding market impact. This is is a more accurate measure than the reporting period which the Most-Recent Reported dimensions utilize, which are typically months before the information reaches the market, and subject to restatement. However, it must be noted that the information contained in the form 10 may have been separately disclosed to the market days (or on rare occasion - weeks) earlier under separate form 8 regulatory filing. It is safe to assume that the information would have been available the day after the As-Reported date (at the latest). We source our data from a company's form 10 filing rather than their form 8 filing since the form 8 filings do not consistently contain full consolidated financial statements.
Where a company reports negative earnings it's calculated PE (or PE1) ratio will be negative - please be aware of this when filtering for low P/E ratios.
SHARESWADIL
and EPSDIL
are not consistently reported by all companies, and there is a higher incidence of non-availability of both these indicators, and the DILUTIONRATIO
indicator which is subsequently derived.
Ratios which have zero in the denominator cannot be calculated and will be blank. For example, where a company's trailing twelve month EPS
sums to 0.0 the subsequently derived PE1
indicator cannot be calculated. Therefore due to the unavailability of "N/A" values there will be no observation returned. This also applies to ROS
, NETMARGIN
, PS
, PS1
, GROSSMARGIN
and EBITDAMARGIN
for companies that have zero REVENUE
. Companies that have zero revenue are generally, but not exclusively, early stage Biotech firms.
Not all companies operate a classified Balance Sheet, approximately 20% of the companies in the database do not, most of which are financial firms. As such: ASSETSC
(Current Assets) & LIABILITIESC
(Current Liabilities), and the subsequently derived ASSETSNC
, LIABILITIESNC
, CURRENTRATIO
and WORKINGCAPITAL
, are not reported for all companies. In addition, companies can change their financial statement presentation and start or stop operating a classified Balance Sheet, therefore there may be gaps in the availability of these indicators.
Newly listed companies may not have the four quarters of reporting history required to calculate the trailing twelve month dimension, therefore the dataset may be blank until this history is available.
On limited occasion Annual and Quarterly financial statement presentation does not conform. For example, sometimes companies only report DEPAMOR
, INTEXP
and/or TAXEXP
annually and not quarterly. In these instances the quarterly values will not sum to the annual values.
How soon after a company reports will the database be updated? The database is updated within 24 hours of the form 10 SEC filing, often within 12 hours. Note that companies may report abbreviated financial statements via a separate form 8 SEC filing days or on occasion weeks before the form 10 filing. We do not source our data from the form 8 filing since it does not reliably contain full consolidated financial statements (income statement, balance sheet & cash flow statement).
Great question - the answer depends on the indicator. For example, if a company has no DEBT
on it's balance sheet then this means the value is zero. If a company doesn't report ASSETSC
(Current Assets) on it's balance sheet - this does not mean that the value is zero. In this instance the appropriate value is "N/A", however, "N/A" is not presently supported on the platform and therefore nothing is reported on this date. For detail on how N/A values are treated for each indicator please see the individual indicator descriptions (eg REVENUE
).
Code | Name | Description | Unit type |
---|---|---|---|
CONSOLINC | Consolidated Income | The portion of profit or loss for the period; net of income taxes; which is attributable to the consolidated entity; before the deduction of [NetIncNCI]. | currency |
COR | Cost of Revenue | The aggregate cost of goods produced and sold and services rendered during the reporting period. | currency |
DPS | Dividends per Basic Common Share | Aggregate dividends declared during the period for each split-adjusted share of common stock outstanding. | USD/share |
EBIT | Earning Before Interest & Taxes (EBIT) | Earnings Before Interest and Tax is calculated by adding [TAXEXP] and [INTEXP] back to [NETINC]. | currency |
EBITUSD | Earning Before Interest & Taxes (USD) | [EBIT] in USD; converted by [FXUSD]. | USD |
EPS | Earnings per Basic Share | Earnings per share as calculated and reported by the company. Approximates to the amount of [NetIncCmn] for the period per each [SharesWA]. | currency/share |
EPSDIL | Earnings per Diluted Share | Earnings per diluted share as calculated and reported by the company. Approximates to the amount of [NetIncCmn] for the period per each [SharesWADil]. | currency/share |
EPSUSD | Earnings per Basic Share (USD) | [EPS] in USD; converted by [FXUSD]. | USD/share |
GP | Gross Profit | Aggregate revenue [REVENUE] less cost of revenue [COR] directly attributable to the revenue generation activity. | currency |
INTEXP | Interest Expense | Amount of the cost of borrowed funds accounted for as interest expense. | currency |
NETINC | Net Income | The portion of profit or loss for the period; net of income taxes; which is attributable to the parent after the deduction of [NetIncNCI] from [ConsolInc]; and before the deduction of [PrefDivIS]. | currency |
NETINCCMN | Net Income Common Stock | The amount of net income (loss) for the period due to common shareholders. Typically differs from [NetInc] to the parent entity due to the deduction of [PrefDivIS]. | currency |
NETINCCMNUSD | Net Income Common Stock (USD) | [NETINCCMN] in USD; converted by [FXUSD]. | USD |
NETINCDIS | Net Income from Discontinued Operations | Amount of income (loss) from a disposal group; net of income tax; reported as a separate component of income. | currency |
NETINCNCI | Net Income to Non-Controlling Interests | The portion of income which is attributable to non-controlling interest shareholders; subtracted from [ConsolInc] in order to obtain [NetInc]. | currency |
OPEX | Operating Expenses | Operating expenses represents the total expenditure on [SGnA]; [RnD] and other operating expense items; it excludes [CoR]. | currency |
OPINC | Operating Income | Operating income is a measure of financial performance before the deduction of [INTEXP]; [TAXEXP] and other Non-Operating items. It is calculated as [GP] minus [OPEX]. | currency |
PREFDIVIS | Preferred Dividends Income Statement Impact | Income statement item reflecting dividend payments to preferred stockholders. Subtracted from Net Income to Parent [NetInc] to obtain Net Income to Common Stockholders [NetIncCmn]. | currency |
REVENUE | Revenues | Amount of Revenue recognized from goods sold; services rendered; insurance premiums; or other activities that constitute an earning process. Interest income for financial institutions is reported net of interest expense and provision for credit losses. | currency |
REVENUEUSD | Revenues (USD) | [REVENUE] in USD; converted by [FXUSD]. | USD |
RND | Research and Development Expense | A component of [OpEx] representing the aggregate costs incurred in a planned search or critical investigation aimed at discovery of new knowledge with the hope that such knowledge will be useful in developing a new product or service. | currency |
SGNA | Selling General and Administrative Expense | A component of [OpEx] representing the aggregate total costs related to selling a firm's product and services; as well as all other general and administrative expenses. Direct selling expenses (for example; credit; warranty; and advertising) are expenses that can be directly linked to the sale of specific products. Indirect selling expenses are expenses that cannot be directly linked to the sale of specific products; for example telephone expenses; Internet; and postal charges. General and administrative expenses include salaries of non-sales personnel; rent; utilities; communication; etc. | currency |
SHARESWA | Weighted Average Shares | The weighted average number of shares or units issued and outstanding that are used by the company to calculate [EPS]; determined based on the timing of issuance ofshares or units in the period. | units |
SHARESWADIL | Weighted Average Shares Diluted | The weighted average number of shares or units issued and outstanding that are used by the company to calculate [EPSDil]; determined based on the timing of issuance of shares or units in the period. | units |
TAXEXP | Income Tax Expense | Amount of current income tax expense (benefit) and deferred income tax expense (benefit) pertaining to continuing operations. | currency |
Code | Name | Description | Unit type |
---|---|---|---|
CAPEX | Capital Expenditure | A component of [NCFI] representing the net cash inflow (outflow) associated with the acquisition & disposal of long-lived; physical & intangible assets that are used in the normal conduct of business to produce goods and services and are not intended for resale. Includes cash inflows/outflows to pay for construction of self-constructed assets & software. | currency |
DEPAMOR | Depreciation Amortization & Accretion | A component of operating cash flow representing the aggregate net amount of depreciation; amortization; and accretion recognized during an accounting period. As a non-cash item; the net amount is added back to net income when calculating cash provided by or used in operations using the indirect method. | currency |
NCF | Net Cash Flow / Change in Cash & Cash Equivalents | Principal component of the cash flow statement representing the amount of increase (decrease) in cash and cash equivalents. Includes [NCFO]; investing [NCFI] and financing [NCFF] for continuing and discontinued operations; and the effect of exchange rate changes on cash [NCFX]. | currency |
NCFBUS | Net Cash Flow - Business Acquisitions and Disposals | A component of [NCFI] representing the net cash inflow (outflow) associated with the acquisition & disposal of businesses; joint-ventures;affiliates; and other named investments. | currency |
NCFCOMMON | Issuance (Purchase) of Equity Shares | A component of [NCFF] representing the net cash inflow (outflow) from common equity changes. Includes additional capital contributions from share issuances and exercise of stock options; and outflow from share repurchases. | currency |
NCFDEBT | Issuance (Repayment) of Debt Securities | A component of [NCFF] representing the net cash inflow (outflow) from issuance (repayment) of debt securities. | currency |
NCFDIV | Payment of Dividends & Other Cash Distributions | A component of [NCFF] representing dividends and dividend equivalents paid on common stock and restricted stock units. | currency |
NCFF | Net Cash Flow from Financing | A component of [NCF] representing the amount of cash inflow (outflow) from financing activities; from continuing and discontinued operations. Principal components of financing cash flow are: issuance (purchase) of equity shares; issuance (repayment) of debt securities; and payment of dividends & other cash distributions. | currency |
NCFI | Net Cash Flow from Investing | A component of [NCF] representing the amount of cash inflow (outflow) from investing activities; from continuing and discontinued operations. Principal components of investing cash flow are: capital (expenditure) disposal of equipment [CAPEX]; business (acquisitions) disposition [NCFBUS] and investment (acquisition) disposal [NCFINV]. | currency |
NCFINV | Net Cash Flow - Investment Acquisitions and Disposals | A component of [NCFI] representing the net cash inflow (outflow) associated with the acquisition & disposal of investments; including marketable securities and loan originations. | currency |
NCFO | Net Cash Flow from Operations | A component of [NCF] representing the amount of cash inflow (outflow) from operating activities; from continuing and discontinued operations. | currency |
NCFX | Effect of Exchange Rate Changes on Cash | A component of Net Cash Flow [NCF] representing the amount of increase (decrease) from the effect of exchange rate changes on cash and cash equivalent balances held in foreign currencies. | currency |
SBCOMP | Share Based Compensation | A component of [NCFO] representing the total amount of noncash; equity-based employee remuneration. This may include the value of stock or unit options; amortizationof restricted stock or units; and adjustment for officers' compensation. As noncash; this element is an add back when calculating net cash generated by operating activities using the indirect method. | currency |
Code | Name | Description | Unit type |
---|---|---|---|
ACCOCI | Accumulated Other Comprehensive Income | A component of [EQUITY] representing the accumulated change in equity from transactions and other events and circumstances from non-owner sources; net of tax effect; at period end. Includes foreign currency translation items; certain pension adjustments; unrealized gains and losses on certain investments in debt and equity securities. | currency |
ASSETS | Total Assets | Sum of the carrying amounts as of the balance sheet date of all assets that are recognized. Major components are [CASHNEQ]; [INVESTMENTS];[INTANGIBLES]; [PPNENET];[TAXASSETS] and [RECEIVABLES]. | currency |
ASSETSC | Current Assets | The current portion of [ASSETS]; reported if a company operates a classified balance sheet that segments current and non-current assets. | currency |
ASSETSNC | Assets Non-Current | Amount of non-current assets; for companies that operate a classified balance sheet. Calculated as the different between Total Assets [ASSETS] and Current Assets [ASSETSC] | currency |
CASHNEQ | Cash and Equivalents | A component of [ASSETS] representing the amount of currency on hand as well as demand deposits with banks or financial institutions. | currency |
CASHNEQUSD | Cash and Equivalents (USD) | [CASHNEQ] in USD; converted by [FXUSD]. | USD |
DEBT | Total Debt | A component of [LIABILITIES] representing the total amount of current and non-current debt owed. Includes secured and unsecured bonds issued; commercial paper; notes payable; creditfacilities; lines of credit; capital lease obligations; and convertible notes. | currency |
DEBTC | Debt Current | The current portion of [DEBT]; reported if the company operates a classified balance sheet that segments current and non-current liabilities. | currency |
DEBTNC | Debt Non-Current | The non-current portion of [DEBT] reported if the company operates a classified balance sheet that segments current and non-current liabilities. | currency |
DEBTUSD | Total Debt (USD) | [DEBT] in USD; converted by [FXUSD]. | USD |
DEFERREDREV | Deferred Revenue | A component of [LIABILITIES] representing the carrying amount of consideration received or receivable on potential earnings that were not recognized as revenue; including sales; license fees; and royalties; but excluding interest income. | currency |
DEPOSITS | Deposit Liabilities | A component of [LIABILITIES] representing the total of all deposit liabilities held; including foreign and domestic; interest and noninterest bearing. May include demand deposits; saving deposits; Negotiable Order of Withdrawal and time deposits among others. | currency |
EQUITY | Shareholders Equity | A principal component of the balance sheet; in addition to [LIABILITIES] and [ASSETS]; that represents the total of all stockholders' equity (deficit) items; net of receivables from officers; directors; owners; and affiliates of the entity which are attributable to the parent. | currency |
EQUITYUSD | Shareholders Equity (USD) | [EQUITY] in USD; converted by [FXUSD]. | USD |
INTANGIBLES | Goodwill and Intangible Assets | A component of [ASSETS] representing the carrying amounts of all intangible assets and goodwill as of the balance sheet date; net of accumulated amortization and impairment charges. | currency |
INVENTORY | Inventory | A component of [ASSETS] representing the amount after valuation and reserves of inventory expected to be sold; or consumed within one year or operating cycle; if longer. | currency |
INVESTMENTS | Investments | A component of [ASSETS] representing the total amount of marketable and non-marketable securties; loans receivable and other invested assets. | currency |
INVESTMENTSC | Investments Current | The current portion of [INVESTMENTS]; reported if the company operates a classified balance sheet that segments current and non-current assets. | currency |
INVESTMENTSNC | Investments Non-Current | The non-current portion of [INVESTMENTS]; reported if the company operates a classified balance sheet that segments current and non-current assets. | currency |
LIABILITIES | Total Liabilities | Sum of the carrying amounts as of the balance sheet date of all liabilities that are recognized. Principal components are [DEBT]; [DEFERREDREV]; [PAYABLES];[DEPOSITS];and [TAXLIABILITIES]. | currency |
LIABILITIESC | Current Liabilities | The current portion of [LIABILITIES]; reported if the company operates a classified balance sheet that segments current and non-current liabilities. | currency |
LIABILITIESNC | Liabilities Non-Current | The non-current portion of [LIABILITIES]; reported if the company operates a classified balance sheet that segments current and non-current liabilities. | currency |
PAYABLES | Trade and Non-Trade Payables | A component of [LIABILITIES] representing trade and non-trade payables. | currency |
PPNENET | Property Plant & Equipment Net | A component of [ASSETS] representing the amount after accumulated depreciation; depletion and amortization of physical assets used in the normal conduct of business to produce goods and services and not intended for resale. | currency |
RECEIVABLES | Trade and Non-Trade Receivables | A component of [ASSETS] representing trade and non-trade receivables. | currency |
RETEARN | Accumulated Retained Earnings (Deficit) | A component of [EQUITY] representing the cumulative amount of the entities undistributed earnings or deficit. May only be reported annually by certain companies; rather than quarterly. | currency |
TAXASSETS | Tax Assets | A component of [ASSETS] representing tax assets and receivables. | currency |
TAXLIABILITIES | Tax Liabilities | A component of [LIABILITIES] representing outstanding tax liabilities. | currency |
Code | Name | Description | Unit type |
---|---|---|---|
ASSETSAVG | Average Assets | Average asset value for the period used in calculation of [ROE] and [ROA]; derived from [ASSETS]. | currency |
ASSETTURNOVER | Asset Turnover | Asset turnover is a measure of a firms operating efficiency; calculated by dividing [REVENUE] by [ASSETSAVG]. Often a component of [DUPONTROE] analysis. | % |
BVPS | Book Value per Share | Measures the ratio between [EQUITY] and [SHARESWA]. | currency/share |
CURRENTRATIO | Current Ratio | The ratio between [ASSETSC] and [LIABILITIESC]; for companies that operate a classified balance sheet. | ratio |
DE | Debt to Equity Ratio | Measures the ratio between [LIABILITIES] and [EQUITY]. | ratio |
DIVYIELD | Dividend Yield | Dividend Yield measures the ratio between a company's [DPS] and its [PRICE]. | % |
EBITDA | Earnings Before Interest Taxes & Depreciation Amortization (EBITDA) | EBITDA is a non-GAAP accounting metric that is widely used when assessing the performance of companies; calculated by adding [DEPAMOR] back to [EBIT]. | currency |
EBITDAMARGIN | EBITDA Margin | Measures the ratio between a company's [EBITDA] and [REVENUE]. | % |
EBITDAUSD | Earnings Before Interest Taxes & Depreciation Amortization (USD) | [EBITDA] in USD; converted by [FXUSD]. | USD |
EBT | Earnings before Tax | Earnings Before Tax is calculated by adding [TAXEXP] back to [NETINC]. | currency |
EQUITYAVG | Average Equity | Average equity value for the period used in calculation of [ROE]; derived from [EQUITY]. | currency |
EV | Enterprise Value | Enterprise value is a measure of the value of a business as a whole; calculated as [MARKETCAP] plus [DEBTUSD] minus [CASHNEQUSD]. | USD |
EVEBIT | Enterprise Value over EBIT | Measures the ratio between [EV] and [EBITUSD]. | ratio |
EVEBITDA | Enterprise Value over EBITDA | Measures the ratio between [EV] and [EBITDAUSD]. | ratio |
FCF | Free Cash Flow | Free Cash Flow is a measure of financial performance calculated as [NCFO] minus [CAPEX]. | currency |
FCFPS | Free Cash Flow per Share | Free Cash Flow per Share is a valuation metric calculated by dividing [FCF] by [SHARESWA]. | currency/share |
FXUSD | Foreign Currency to USD Exchange Rate | The exchange rate used for the conversion of foreign currency to USD for non-US companies that do not report in USD. | ratio |
GROSSMARGIN | Gross Margin | Gross Margin measures the ratio between a company's [GP] and [REVENUE]. | % |
INVCAP | Invested Capital | Invested capital is an input into the calculation of [ROIC]; and is calculated as: [DEBT] plus [ASSETS] minus [INTANGIBLES] minus [CASHNEQ] minus [LIABILITIESC]. Please notethis calculation method is subject to change. | currency |
INVCAPAVG | Invested Capital Average | Average invested capital value for the period used in the calculation of [ROIC]; and derived from [INVCAP]. Invested capital is an input into the calculation of [ROIC]; and is calculated as: [DEBT] plus [ASSETS] minus [INTANGIBLES] minus [CASHNEQ] minus [LIABILITIESC]. Please note this calculation method is subject to change. | currency |
MARKETCAP | Market Capitalization | Represents the product of [SHARESBAS]; [PRICE] and [SHAREFACTOR]. | USD |
NETMARGIN | Profit Margin | Measures the ratio between a company's [NETINCCMN] and [REVENUE]. | % |
PAYOUTRATIO | Payout Ratio | The percentage of earnings paid as dividends to common stockholders. Calculated by dividing [DPS] by [EPSUSD]. | % |
PB | Price to Book Value | Measures the ratio between [MARKETCAP] and [EQUITYUSD]. | ratio |
PE | Price Earnings (Damodaran Method) | Measures the ratio between [MARKETCAP] and [NETINCCMNUSD] | ratio |
PE1 | Price to Earnings Ratio | An alternative to [PE] representing the ratio between [PRICE] and [EPSUSD]. | ratio |
PS | Price Sales (Damodaran Method) | Measures the ratio between a companies [MARKETCAP] and [REVENUEUSD]. | ratio |
PS1 | Price to Sales Ratio | An alternative calculation method to [PS]; that measures the ratio between a company's [PRICE] and it's [SPS]. | ratio |
ROA | Return on Average Assets | Return on assets measures how profitable a company is [NETINCCMN] relative to its total assets [ASSETSAVG]. | % |
ROE | Return on Average Equity | Return on equity measures a corporation's profitability by calculating the amount of [NETINCCMN] returned as a percentage of [EQUITYAVG]. | % |
ROIC | Return on Invested Capital | Return on Invested Capital is ratio estimated by dividing [EBIT] by [INVCAPAVG]. [INVCAP] is calculated as: [DEBT] plus [ASSETS] minus [INTANGIBLES] minus [CASHNEQ] minus [LIABILITIESC]. Please note this calculation method is subject to change. | % |
ROS | Return on Sales | Return on Sales is a ratio to evaluate a company's operational efficiency; calculated by dividing [EBIT] by [REVENUE]. ROS is often a component of [DUPONTROE]. | % |
SPS | Sales per Share | Sales per Share measures the ratio between [REVENUEUSD] and [SHARESWA]. | USD/share |
TANGIBLES | Tangible Asset Value | The value of tangibles assets calculated as the difference between [ASSETS] and [INTANGIBLES]. | currency |
TBVPS | Tangible Assets Book Value per Share | Measures the ratio between [TANGIBLES] and [SHARESWA]. | currency/share |
WORKINGCAPITAL | Working Capital | Working capital measures the difference between [ASSETSC] and [LIABILITIESC]. | currency |
Code | Name | Description | Unit type |
---|---|---|---|
CALENDARDATE | Calendar Date | Calendar Date is a column field available in the new datatable API which represents the normalized [REPORTPERIOD]. For example; if the report period is "2015-09-26"; the calendar date will be "2015-09-30" for quarterly and trailing-twelve-month dimensions (ARQ;MRQ;ART;MRT); and "2015-12-31" for annual dimensions (ARY;MRY). This is useful when collating data across multiple companies that may have different fiscal periods. | date (YYYY-MM-DD) |
DATEKEY | Date Key | Date Key is a column field available in the new datatable API which represents the SEC filing date for AR dimensions (ARQ;ART;ARY); and the [REPORTPERIOD] for MR dimensions (MRQ;MRT;MRY). In addition; this is the observation date used for [PRICE] based data such as [MARKETCAP]; [PRICE] and [PE]. | date (YYYY-MM-DD) |
DIMENSION | Dimension | Dimension is a column field available in the new datatable API which allow you to take different dimensional views of data over time. ARQ: Quarterly; excluding restatements; MRQ: Quarterly; including restatements; ARY: annual; excluding restatements; MRY: annual; including restatements; ART: trailing-twelve-months; excluding restatements; MRT: trailing-twelve-months; including restatements. | text |
LASTUPDATED | Last Updated Date | Last Updated is a column field available in the new datatable API which represents the last date that this database entry was updated; which is useful to users when updating their local records. | date (YYYY-MM-DD) |
PRICE | Share Price (Adjusted Close) | The price per common share adjusted for stock splits but not adjusted for dividends; used in the computation of [PE1]; [PS1]; [DIVYIELD] and [SPS]. | USD/share |
REPORTPERIOD | Report Period | Report Period is a column field in the new datatable API which represents the end date of the fiscal period. It is equivalent to value in the [FILINGDATE] datasets available under the old API. | date (YYYY-MM-DD) |
SHAREFACTOR | Share Factor | Share factor is a multiplicant in the calculation of [MARKETCAP] and is used to adjust for: American Depository Receipts (ADRs) that represent more or less than 1 underlying share; and; companies which have different earnings share for different share classes (eg Berkshire Hathaway - BRKB). | ratio |
SHARESBAS | Shares (Basic) | The number of shares or other units outstanding of the entity's capital or common stock or other ownership interests; as stated on the cover of related periodic report (10-K/10-Q); after adjustment for stock splits. | units |