Retrieve Fundamental Financial Data from SEC 'EDGAR'.
edgarfundamentals
Retrieve Fundamental Financial Data from SEC EDGAR
edgarfundamentals provides a simple, ticker-based interface for retrieving key fundamental financial ratios directly from SEC EDGAR 10-K filings. No API key or paid subscription is required.
Installation
# From CRAN (once published)
install.packages("edgarfundamentals")
# Development version
devtools::install_github("robschumaker/edgarfundamentals")
Setup
The SEC requests that automated tools identify themselves via a User-Agent header. Set this once per session:
options(edgarfundamentals.user_agent = "Your Name [email protected]")
Functions
| Function | Description |
|---|---|
get_cik(symbol) | Translate a ticker to its SEC Central Index Key |
get_fundamentals(symbol, to_date) | Key ratios for one stock from its most recent 10-K |
get_fundamentals_batch(symbols, to_date) | Key ratios for a portfolio of stocks |
get_filing_history(symbol, form_type, n) | Recent SEC filing history for a stock |
Quick Example
library(edgarfundamentals)
options(edgarfundamentals.user_agent = "Jane Smith [email protected]")
# Single stock
get_fundamentals("LLY", to_date = "2024-12-31")
# Portfolio
healthcare <- c("UNH", "PFE", "MRK", "ABT", "LLY", "CVS", "AMGN")
get_fundamentals_batch(healthcare, to_date = "2024-12-31")
Ratios Returned
get_fundamentals() and get_fundamentals_batch() return the following:
| Ratio | Description | Source |
|---|---|---|
EPS | Diluted Earnings Per Share (USD) | EDGAR |
NetIncome | Net Income (USD) | EDGAR |
Revenue | Total Revenue (USD) | EDGAR |
ROE | Return on Equity (%) | EDGAR |
ROA | Return on Assets (%) | EDGAR |
DE | Debt-to-Equity ratio | EDGAR |
CurrentRatio | Current Assets / Current Liabilities | EDGAR |
GrossMargin | Gross Profit as % of Revenue | EDGAR |
OperatingMargin | Operating Income as % of Revenue | EDGAR |
NetMargin | Net Income as % of Revenue | EDGAR |
PE | Price-to-Earnings ratio | EDGAR + Yahoo |
PB | Price-to-Book ratio | EDGAR + Yahoo |
DIV | Dividend Yield (%) | EDGAR + Yahoo |
After cloning, generate documentation and check the package before submission:
devtools::document() # generates man/ files from roxygen2 comments
devtools::check() # runs R CMD check -- must pass with 0 errors, 0 warnings
devtools::build() # builds the .tar.gz for CRAN submission
The man/ directory is generated automatically by devtools::document() and is not tracked in version control.
Data Source
All financial statement data comes from the SEC EDGAR XBRL API (data.sec.gov), specifically the companyfacts endpoint. Ratios reflect the most recently completed fiscal year from 10-K filings. PE, PB, and DIV additionally use current market prices from Yahoo Finance via tidyquant.
License
MIT © Robert P Schumaker.