This is a reviw of the package SimFinR.
This package was released to CRAN at the end of 2019 for v 0.1.0, and is a wrapper for the SimFin project, whose mission statement of of prodiving cleaned, standardized data from EDGAR and stock information to help reduce barriers for learning algorithms and new investors. If you are interested in the SimFin API information, that can be found here.
If you would like this RMarkdown document, that can be found here.
Please download the .rmd file and play around with this package, it looks like it will be a solid addition to any finance R user.
The first step you will need to use the package is to acquire an API key. All you will need to do is register an account and then going to the API tab for your account’s API key. The API allows for 2,000 calls per day for a free user, and signing up for SimFin+ for more calls.
We will use an API from a dummy account.
APIkey = "zgPAQaE9G5MdYHDFTbeKtQMR3u4iUgp5"First we are going to get a list of all the companies available on SimFin.
CompList = simfinR_get_available_companies(APIkey)
# see top companies
head(CompList)## simId ticker name
## 1 171401 ZYXI ZYNEX INC
## 2 901704 ZYNE Zynerba Pharmaceuticals, Inc.
## 3 901866 ZVO Zovio Inc
## 4 45730 ZUMZ Zumiez Inc
## 5 378251 ZTS Zoetis
## 6 896477 ZS Zscaler, Inc.The data consist of 3 fields, a unique serial key for each company, the ticker symbol, and the company name. For this review, we will look at Pepsi. And if you want to see a good summary of their data.
CompList[CompList$name == "PEPSICO INC",]## simId ticker name
## NA NA <NA> <NA>
## 752 218222 PEP PEPSICO INC
## NA.1 NA <NA> <NA>CompanyID = 218222
TickerSymbol = "PEP"
CompanyName = "PEPSICO INC"SimFin provides the information for the company and name if you just have the serial key. Not sure if the specific use case for that call, but hey, it’s available!
simfinR_get_info_company(CompanyID, APIkey)## $simId
## [1] 218222
##
## $ticker
## [1] "PEP"
##
## $name
## [1] "PEPSICO INC"
##
## $fyearEnd
## [1] 12
##
## $employees
## [1] 267000
##
## $sectorName
## [1] "Beverages - Non-Alcoholic"
##
## $sectorCode
## [1] 102005simfinR_id_to_name(CompanyID, APIkey)## [1] "PEPSICO INC"We can call the fill document list for all available statemets that SimFin has available on Pepsi.
DocumentList = simfinR_get_available_statements(CompanyID, APIkey, silent = TRUE)
# Look at a couple of the entries in the list
head(DocumentList)## period fyear calculated statement id_sim name_sim
## 1 TTM 2019 TRUE pl 218222 PEPSICO INC
## 2 TTM-0.25 2019 TRUE pl 218222 PEPSICO INC
## 3 H1 2019 FALSE pl 218222 PEPSICO INC
## 4 Q2 2019 TRUE pl 218222 PEPSICO INC
## 5 Q1 2019 FALSE pl 218222 PEPSICO INC
## 6 TTM-1 2018 TRUE pl 218222 PEPSICO INCWe can see that SimFin provides not just EDGAR filings, but also calculated fields like trailing twelve months [TTM] information and quarterly information depending on how its presented from EDGAR. With Pepsi their 2nd 10Q is presented in 3 months & 8 months for Income Statement but just 8 months for Cash Flow.
The data returned is the period of the reported data, fiscal year, calculated flag, statement type, serial key for the comapny, and company name.
If we want to pull out just the financial statements, we can do that and call out the specific types. pl = income statement (profit/loss) bs = balance sheet cf = cash flow
FinStatements = simfinR_get_fin_statements(
CompanyID,
APIkey,
type_statements = c("pl", "bs", "cf"),
periods = "FY",
years = 2018,
cache_folder = "simfin_cache"
)## Fetching data for companies: 218222## Fetching data for years: 2018## Periods: FY##
## Making sure all company ids are available## - all good##
## Start grabbing data## Fetching data for PEPSICO INC (218222) | type=pl | period=FY | year=2018## Table found. Fetching it..## Fetching data for PEPSICO INC (218222) | type=bs | period=FY | year=2018## Cant find data..## Fetching data for PEPSICO INC (218222) | type=cf | period=FY | year=2018## Table found. Fetching it..head(FinStatements)## company_name company_sector type_statement period year ref_date
## 1 PEPSICO INC Beverages - Non-Alcoholic pl FY 2018 2018-12-31
## 2 PEPSICO INC Beverages - Non-Alcoholic pl FY 2018 2018-12-31
## 3 PEPSICO INC Beverages - Non-Alcoholic pl FY 2018 2018-12-31
## 4 PEPSICO INC Beverages - Non-Alcoholic pl FY 2018 2018-12-31
## 5 PEPSICO INC Beverages - Non-Alcoholic pl FY 2018 2018-12-31
## 6 PEPSICO INC Beverages - Non-Alcoholic pl FY 2018 2018-12-31
## acc_name acc_value tid uid parent_tid display_level
## 1 Revenue 6.4661e+10 1 1 4 0
## 2 Sales & Services Revenue NA 3 0 1 1
## 3 Financing Revenue NA 5 0 1 1
## 4 Other Revenue NA 6 0 1 1
## 5 Cost of revenue -2.9381e+10 2 2 4 0
## 6 Cost of Goods & Services NA 7 0 2 1
## check_possible
## 1 FALSE
## 2 FALSE
## 3 FALSE
## 4 FALSE
## 5 FALSE
## 6 FALSEThis will pull out all the in the financial statements: * Company Name * Company Sector * Statement Type * Fiscal Period * Year * Reference Date * Account Name * Account Value
JSON parase data from the call: * tid * uid * Display Level * Check Possible
You will see that this does not return Balance Sheet data for Pepsi. This is because they balance sheet data is stored by quarter, and there is no FY level return for that information. So we would get that with this call:
PEPBalSheet = simfinR_get_fin_statements(
CompanyID,
APIkey,
type_statements = "bs",
periods = c("Q1","Q2","Q3","Q4"),
years = 2018,
cache_folder = "simfin_cache"
)## Fetching data for companies: 218222## Fetching data for years: 2018## Periods: Q1, Q2, Q3, Q4##
## Making sure all company ids are available## - all good##
## Start grabbing data## Fetching data for PEPSICO INC (218222) | type=bs | period=Q1 | year=2018## Table found. Fetching it..## Fetching data for PEPSICO INC (218222) | type=bs | period=Q2 | year=2018## Table found. Fetching it..## Fetching data for PEPSICO INC (218222) | type=bs | period=Q3 | year=2018## Table found. Fetching it..## Fetching data for PEPSICO INC (218222) | type=bs | period=Q4 | year=2018## Table found. Fetching it..head(PEPBalSheet)## company_name company_sector type_statement period year ref_date
## 1 PEPSICO INC Beverages - Non-Alcoholic bs Q1 2018 2018-03-31
## 2 PEPSICO INC Beverages - Non-Alcoholic bs Q1 2018 2018-03-31
## 3 PEPSICO INC Beverages - Non-Alcoholic bs Q1 2018 2018-03-31
## 4 PEPSICO INC Beverages - Non-Alcoholic bs Q1 2018 2018-03-31
## 5 PEPSICO INC Beverages - Non-Alcoholic bs Q1 2018 2018-03-31
## 6 PEPSICO INC Beverages - Non-Alcoholic bs Q1 2018 2018-03-31
## acc_name acc_value tid uid parent_tid
## 1 Cash, Cash Equivalents & Short Term Investments 2.0610e+10 1 1 21
## 2 Cash & Cash Equivalents 1.3443e+10 2 2 1
## 3 Short Term Investments 7.1670e+09 3 3 1
## 4 Accounts & Notes Receivable 7.1710e+09 4 4 21
## 5 Accounts Receivable, Net NA 5 5 4
## 6 Notes Receivable, Net NA 6 6 4
## display_level check_possible
## 1 0 FALSE
## 2 1 FALSE
## 3 1 FALSE
## 4 0 FALSE
## 5 1 FALSE
## 6 1 FALSEWe can also pull a specific financial statement and its information.
SingleStatement = simfinR_get_single_fin_statement(
CompanyID,
type_statement = "pl",
period_in = "FY",
year = 2018,
APIkey,
cache_folder = "simfim_cache" # This is just a named cache, nothing preset
)## Fetching data for PEPSICO INC (218222) | type=pl | period=FY | year=2018## Table found. Fetching it..head(SingleStatement)## company_name company_sector type_statement period year ref_date
## 1 PEPSICO INC Beverages - Non-Alcoholic pl FY 2018 2018-12-31
## 2 PEPSICO INC Beverages - Non-Alcoholic pl FY 2018 2018-12-31
## 3 PEPSICO INC Beverages - Non-Alcoholic pl FY 2018 2018-12-31
## 4 PEPSICO INC Beverages - Non-Alcoholic pl FY 2018 2018-12-31
## 5 PEPSICO INC Beverages - Non-Alcoholic pl FY 2018 2018-12-31
## 6 PEPSICO INC Beverages - Non-Alcoholic pl FY 2018 2018-12-31
## acc_name acc_value tid uid parent_tid display_level
## 1 Revenue 6.4661e+10 1 1 4 0
## 2 Sales & Services Revenue NA 3 0 1 1
## 3 Financing Revenue NA 5 0 1 1
## 4 Other Revenue NA 6 0 1 1
## 5 Cost of revenue -2.9381e+10 2 2 4 0
## 6 Cost of Goods & Services NA 7 0 2 1
## check_possible
## 1 FALSE
## 2 FALSE
## 3 FALSE
## 4 FALSE
## 5 FALSE
## 6 FALSEYou can call the stock price history for a company, or more than one company if you want to pull a list.
StockPrice = simfinR_get_price_data(CompanyID, APIkey)## Fetching price data for 218222head(StockPrice)## ref_date close_adj split_coef share_class_id share_class_name
## 1 2020-01-31 142.02 NA 442104 Common shares
## 2 2020-01-30 143.83 NA 442104 Common shares
## 3 2020-01-29 141.73 NA 442104 Common shares
## 4 2020-01-28 142.44 NA 442104 Common shares
## 5 2020-01-27 142.14 NA 442104 Common shares
## 6 2020-01-24 142.92 NA 442104 Common shares
## share_class_type currency company_name
## 1 common USD PEPSICO INC
## 2 common USD PEPSICO INC
## 3 common USD PEPSICO INC
## 4 common USD PEPSICO INC
## 5 common USD PEPSICO INC
## 6 common USD PEPSICO INCThis call provides standard stock information: * Date * Adjusted Close * Split Coeffienct * Share count in class * Class Name * Call Type * Currency * Company Name
You can also call just a specific company’s stock information. This method makes use of a cache folder for easier handling.
SingleStock = simfinR_get_single_price_data(CompanyID, APIkey, cache_folder = "simfim_cache")## Fetching price data for 218222head(SingleStock)## ref_date close_adj split_coef share_class_id share_class_name
## 1 2020-01-31 142.02 NA 442104 Common shares
## 2 2020-01-30 143.83 NA 442104 Common shares
## 3 2020-01-29 141.73 NA 442104 Common shares
## 4 2020-01-28 142.44 NA 442104 Common shares
## 5 2020-01-27 142.14 NA 442104 Common shares
## 6 2020-01-24 142.92 NA 442104 Common shares
## share_class_type currency company_name
## 1 common USD PEPSICO INC
## 2 common USD PEPSICO INC
## 3 common USD PEPSICO INC
## 4 common USD PEPSICO INC
## 5 common USD PEPSICO INC
## 6 common USD PEPSICO INCThis call provides the same stock information: * Date * Adjusted Close * Split Coeffienct * Share count in class * Class Name * Call Type * Currency * Company Name
Let’s take a look at the stock call with Coke as well.
# Coke ID = 156024
StockList = c(218222,156024)
StockPricePC = simfinR_get_price_data(StockList, APIkey)## Fetching price data for 218222## Fetching price data for 156024head(StockPricePC)## ref_date close_adj split_coef share_class_id share_class_name
## 1 2020-01-31 142.02 NA 442104 Common shares
## 2 2020-01-30 143.83 NA 442104 Common shares
## 3 2020-01-29 141.73 NA 442104 Common shares
## 4 2020-01-28 142.44 NA 442104 Common shares
## 5 2020-01-27 142.14 NA 442104 Common shares
## 6 2020-01-24 142.92 NA 442104 Common shares
## share_class_type currency company_name
## 1 common USD PEPSICO INC
## 2 common USD PEPSICO INC
## 3 common USD PEPSICO INC
## 4 common USD PEPSICO INC
## 5 common USD PEPSICO INC
## 6 common USD PEPSICO INCThis call provides the same stock information, but both in the same return.
nrow(StockPrice)## [1] 3293nrow(StockPricePC)## [1] 6586You can also use the API to help you out with some time periods if you are not used to financial timeframes. This call provides the last date for a given period and year
Time_Period = "Q1"
Time_Year = 2018
simfinR_period_to_date(period_in = Time_Period, year_in = Time_Year)## [1] "2018-03-31"