Extensive Fundamental Data for U.S. Stocks

This item downloads extensive fundamental data. It gets quarterly fundamental data for all U.S. stocks and for the past 20 years.

More than 200 fundamental fields are downloaded, including income statement data, balance sheet data (assets, equity and liabilities) and cash flow statement data (from operating, investing, financing activities) and various ratios.

Example of fields:
- PE Ratio
- Quick Ratio
- Leverage Ratio
- Normalized ROE
- Return On Stock Equity (ROE)
- Revenue/Assets
- Cash Per Share
- Price/Revenue Ratio
- Price/Equity Ratio
- Price/Tangible Book Ratio
- Price/Cash Flow Ratio
- Revenue Per $ Invested Capital
- R&D As % Of Revenue
- % Of PE-To-Industry
- % Of Sales-To-Industry
- % Of Debt/Equity-To-Industry
- % Of Gross Profit Margin-To-Industry
- Total Interest Income
- Net income
- Basic EPS
- Revenues
- EBIT
- Accrued Interest
- Intangible Assets
- Preferred Stock Equity
- Treasury Stock
- Total Common Shares Outstanding
- Number Of Employees
- Sales Per Employee
- Net Income Earnings
- Purchase Of Property & Equipment
- Net Change In Deposits
...


Here is how this fundamental downloader works:
- Select "Download" then "Download Manager"
- Select "Extensive Fundamental Data for U.S. Stocks"
- Click on "Open Selected Downloader"
- Set the symbols for which you want to get fundamental data
- Set the same symbols in the second "Symbols" tab (This first one is to get recent fundamental data while the second one is to get the historical fundamental data)
- Click on "Start Downloading"


The data is stored in a custom database called "fund". The "Date" field corresponds to the date where the fundamental data was available.

By using this downloader, you can easily create a powerful point-in-time fundamental database to use for charting, backtesting, composites creation...

Technical Analysis

• Butler Adaptive Asset Allocation Model V1.0
• Drawdown Since Trading Signal
• Trend Strength Index
• Percent Bollinger Bands
• Fibonacci retracement: Golden ratio
• Percentage of Stocks at 20-Day Highs
• Ascending, Descending and Symmetrical Triangle Chart Patterns
• Up Momemntum at Standard Deviation 0000
• Relative Vigor Index
• Moving Average Convergence/Divergence with Exponential Moving Average
• More trading objects...

Fundamental Analysis

• Earnings: EPS Estimates
• High Short Selling Activity
• PEG and Price to Free Cash Flow above Market Averages
• Analyst Days Since Last Rating
• Number of dividend payments per day in the U.S. Stock Market
• Commitments of Traders Report for Financial Futures
• Next Earnings Release In Days
• Industry Index Name
• Earnings after and before market opens
• SocialPicks Analysis
• More trading objects...