US Stocks Fundamental Data
FirstRate Data's US Stocks Fundamentals dataset provides a comprehensive and standardized
dataset for analyzing US equities. Data includes financial statements, daily valuation ratios,
social sentiment, short volume, FINRA short interest, and earnings releases. Financials and
earning history back to January 2000.
Use the API or download complete Excel compatible csv files.
Browse the Datasets :
Stock Financials
Quarterly and annual income statement, balance sheet, cash flow, and 60+ derived ratios.
Learn More →Valuation Metrics
Daily P/E (trailing & forward), P/B, P/S, market cap, EV, dividend & earnings yield.
Learn More →Social Sentiment
Mention activity, activity rank, and bullish/bearish sentiment score per ticker.
Learn More →Short Volume
Daily short volume, exempt volume, and short percentage of total volume.
Learn More →Short Interest
FINRA bi-monthly short interest reports with days-to-cover, per ticker and across the market.
Learn More →Earnings
Historical and upcoming earnings releases with EPS estimates, reported EPS, and BMO/AMC timing.
Learn More →Common Use Cases
- Quantitative screening — rank the universe by valuation, quality, or sentiment metrics each morning.
- Factor portfolios — build value, growth, profitability, or sentiment factor sleeves with point-in-time fundamentals.
- Earnings strategies — compute earnings surprise, study post-event drift, or build calendar-driven event briefs.
- Squeeze and short trackers — combine short volume, short interest, and sentiment to identify squeeze candidates.
- Watchlist dashboards — surface fundamental, valuation, and sentiment signals for a curated list of names.
- Research and backtesting — pull a long history of statements and metrics into a notebook in one call.
Frequently Asked Questions
What ticker universe does the API cover?
All US-listed common stocks. The exact ticker count varies as listings change.
How far back does the history go?
Financials, valuation metrics and earnings releases start from Jan 2000 Short volume and FINRA short interest are continuous from 2021.
How often is the data updated?
We run complete updates daily with all datasets refreshed with the current day's data by the end of day (US Eastern time). Social Sentiment data is updated every four hours.
What format is the data in?
We provide an API which allows for granular querying of the dataset and returns json formatted data suitable for consumption by custom Python applications or AI learning models. In addition, we provide complete csv files which are Excel compatible or for analysis applications.
Do you provide data samples
Yes. Check out the pages for each dataset - these all have samples to allow you to test the API as well as generate csv files.