Financial statements, earnings releases and daily valuation metrics for US-listed stocks from 2000. Also includes FINRA short interest, daily short volume and social-media sentiment.
| Column | Type | Description |
|---|---|---|
| financials | quarterly / annual | 70+ columns from SEC filings: income statement, balance sheet and cash flow (rev, gp, op_inc, net_inc, eps, eps_d, assets_tot, liab_tot, debt, cash_op, capex, …) plus ratios such as roa, roe, roic, gm, om and intr_cover. Keyed by period_end, period_type (q/a) and filing_date. From 2000. |
| earnings | event | date, eps_estimate, eps_reported, release_time (before_open / after_close). Includes upcoming releases. From 2000. |
| valuation_metrics | daily | date, pe_ttm, pe_forward, pb_ttm, price_sales_ttm, price_sales_forward, market_cap, ev, div_yield, earn_yield. From 2000. |
| short_interest | bi-monthly | settlement_date, short_interest, avg_daily_share_volume, days_to_cover (FINRA). From 2021. |
| short_volume | daily | Daily short volume, short-exempt volume and short share of total volume. From 2021. |
| social_sentiment | intraday | ticker, activity_rank, activity (mention count) aggregated from Reddit, StockTwits and X. From 2025. |
date,pe_ttm,pe_forward,pb_ttm,price_sales_ttm,price_sales_forward,market_cap,ev,div_yield,earn_yield 2025-08-04,30.91,24.07,46.18,7.44,6.58,3039712200000.0,3105141200000.0,0.005,0.0323 2025-08-05,30.85,24.02,46.08,7.42,6.57,3033284483000.0,3098713483000.0,0.005,0.0324
Six tables, available as complete CSV files or through a JSON API. The sample above is AAPL valuation_metrics.
Financial statements come from SEC filings. Each row records filing_date alongside period_end, so figures can be lined up with the date they became public. Ratios and margins are pre-computed from the statement data. Short interest is FINRA's bi-monthly report, keyed to the settlement date. Social sentiment aggregates mention activity across Reddit, StockTwits and X and ranks each ticker against all other stocks.
@misc{frd_us_fundamentals,
title = {US Company Fundamentals},
author = {FirstRate Data},
year = {2026},
url = {https://firstratedata.com/ai/datasets/us-fundamentals}
}