Financial Ratios

More than 80+ financial ratios calculated from financial statement and market data.

This dataset is replaceable with your preferred standardized ratio dataset, currently it is built from public filings with the values 95% confirmed against five commercial datasets.

Data arrives late Friday night 11 pm - 12 am after market close US-EST time.

Tutorials are the best documentation — Financial Ratio Analyis Tutorial

Description

Diversified selection of ratios for factor development or bottom-up equity selection strategies. The Financial Ratios dataset offers over 80 standardized financial ratios calculated from financial statements and market data, updated weekly after market close.

This comprehensive set of ratios, covering categories such as liquidity, profitability, efficiency, solvency, cash flow, and valuation, provides investors with crucial metrics for in-depth financial analysis, factor development, and bottom-up equity selection strategies.

Data Access

Retrieving Data

from sovai import sov
df_ratios = sov.data("ratios/normal")

Retrieve a Subsection

Filter by ticker or date to select ratios:

from sovai import sov
df_ratios = sov.data("ratios/normal", start_date="2008-03-30", tickers=["AMZN","MMM"])

Relative data

You can also obtain data in percentiles across time with ratios/relative.

from sovai import sov
df_percentile = sov.data("ratios/relative", start_date="2018-01-01", tickers=["TSLA", "META"])

Plots

Benchmark Analysis

import sovai as sov
sov.plot("ratios", chart_type="benchmark")

Dynamic Ratios

import sovai as sov
sov.plot("ratios", chart_type="relative")

Data Dictionary

Name

Description