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cik
int64
ticker
large_string
company_name
large_string
adsh
large_string
sic
int32
fiscal_year
int64
fiscal_quarter
large_string
filing_date
date32
period_end_date
date32
total_assets
float64
current_assets
float64
cash_and_equivalents
float64
short_term_investments
float64
accounts_receivable
float64
inventory
float64
property_plant_equipment
float64
goodwill
float64
intangible_assets
float64
total_liabilities
float64
current_liabilities
float64
accounts_payable
float64
long_term_debt
float64
total_debt
float64
stockholders_equity
float64
retained_earnings
float64
revenue
float64
cost_of_revenue
float64
gross_profit
float64
operating_income
float64
net_income
float64
eps_basic
float64
eps_diluted
float64
interest_expense
float64
income_tax_expense
float64
depreciation_amortization
float64
research_development
float64
sga_expense
float64
operating_cash_flow
float64
capex
float64
dividends_paid
float64
shares_outstanding
float64
free_cash_flow
float64
book_value_per_share
float64
gross_margin
float64
operating_margin
float64
net_margin
float64
roe
float64
roa
float64
debt_to_equity
float64
current_ratio
float64
f_roa
int8
f_cfo
int8
f_delta_roa
int8
f_accrual
int8
f_delta_lever
int8
f_delta_liquid
int8
f_equity
int8
f_delta_margin
int8
f_delta_turn
int8
f_score
int8
z_prime_score
float64
z_prime_zone
large_string
is_distressed
bool
beneish_coverage
int8
graham_number
float64
ncav_per_share
float64
tangible_book_value_per_share
float64
net_working_capital_per_share
float64
graham_defensive_score
int8
cash_conversion_ratio
float64
accrual_ratio
float64
free_cash_flow_margin
float64
composite_quality_score
float64
is_financial
bool
qa_impossible_value
bool
qa_temporal_anomaly
bool
qa_pass
bool
source_file
large_string
parse_timestamp
timestamp[us]
enrichment_timestamp
timestamp[us]
is_bankrupt
bool
bankruptcy_date
date32
bankruptcy_chapter
large_string
target_bvps_growth_1y
float64
target_equity_growth_1y
float64
target_earnings_growth_1y
float64
target_revenue_growth_1y
float64
target_ocf_growth_1y
float64
target_fcf_growth_1y
float64
target_roe_fwd_1y
float64
target_margin_expansion_1y
float64
target_roa_improved_1y
bool
target_fundamentals_improved_1y
bool
target_value_created_1y
bool
target_survived_1y
bool
target_bankrupt_1y
bool
target_bvps_growth_2y
float64
target_equity_growth_2y
float64
target_earnings_growth_2y
float64
target_revenue_growth_2y
float64
target_ocf_growth_2y
float64
target_fcf_growth_2y
float64
target_survived_2y
bool
target_bankrupt_2y
bool
target_bvps_growth_1y_rank
float64
target_equity_growth_1y_rank
float64
target_earnings_growth_1y_rank
float64
target_revenue_growth_1y_rank
float64
target_ocf_growth_1y_rank
float64
target_fcf_growth_1y_rank
float64
target_roe_fwd_1y_rank
float64
target_margin_expansion_1y_rank
float64
target_bvps_growth_2y_rank
float64
target_equity_growth_2y_rank
float64
target_earnings_growth_2y_rank
float64
target_revenue_growth_2y_rank
float64
target_ocf_growth_2y_rank
float64
target_fcf_growth_2y_rank
float64
label_timestamp
timestamp[us]
split
large_string
936,340
DTB
DTE ENERGY CO
0000950123-10-015829
4,911
2,009
FY
2010-02-23
2009-12-31
24,195,000,000
2,877,000,000
52,000,000
null
1,438,000,000
null
12,431,000,000
2,024,000,000
54,000,000
null
2,645,000,000
723,000,000
6,237,000,000
6,237,000,000
6,278,000,000
3,168,000,000
null
null
null
1,249,000,000
532,000,000
3.24
3.24
545,000,000
247,000,000
1,020,000,000
null
null
1,819,000,000
null
348,000,000
165,400,045
null
37.956459
null
null
null
0.08474
0.021988
0.993469
1.087713
1
1
null
1
null
null
null
null
null
null
null
null
null
1
52.602527
null
25.39298
1.40266
null
3.419173
-0.053193
null
null
false
false
false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
null
null
0.045265
0.070723
0.184211
null
0.003299
null
0.093722
null
true
true
true
true
false
0.09106
0.116438
0.336466
null
0.103903
null
true
false
0.374251
0.443396
0.492991
null
0.436261
null
0.442353
null
0.415625
0.47482
0.497619
null
0.45
null
2026-04-09T04:12:23.396000
train
1,060,391
RSG
REPUBLIC SERVICES, INC.
0000950123-10-016361
4,953
2,009
FY
2010-02-24
2009-12-31
19,540,300,000
1,264,900,000
48,000,000
null
865,100,000
null
6,657,700,000
10,667,100,000
500,000,000
null
2,548,700,000
592,800,000
null
null
7,564,500,000
1,683,100,000
8,199,100,000
4,844,200,000
null
1,589,800,000
495,000,000
1.3
1.3
595,900,000
368,500,000
869,700,000
null
880,400,000
1,396,500,000
826,300,000
288,300,000
379,700,000
570,200,000
19.922307
null
0.193899
0.060372
0.065437
0.025332
null
0.496292
1
1
null
1
null
null
null
null
null
null
null
null
null
1
24.139749
null
-9.488017
-3.38109
null
2.821212
-0.046135
0.069544
-0.08734
false
false
false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
null
null
0.028342
0.037279
0.023232
-0.011282
0.026638
0.120659
0.064551
-0.004042
true
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true
true
false
0.025433
0.015441
0.190303
-0.000756
0.265091
0.45598
true
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0.305389
0.313679
0.313084
0.169576
0.470255
0.64094
0.308235
0.29682
0.303125
0.292566
0.404762
0.168798
0.6
0.723485
2026-04-09T04:12:23.396000
train
103,379
VFC
V F CORP
0000950123-10-020525
2,320
2,009
FY
2010-03-03
2009-12-31
6,470,657,000
2,629,356,000
731,549,000
null
776,140,000
958,639,000
614,178,000
1,367,680,000
1,535,121,000
null
1,092,583,000
373,186,000
null
null
3,813,285,000
2,050,109,000
7,220,286,000
4,025,122,000
null
736,817,000
461,271,000
4.18
4.13
null
196,215,000
113,207,000
null
2,336,394,000
973,485,000
null
261,682,000
110,285,132
null
34.576601
null
0.102048
0.063885
0.120964
0.071287
null
2.40655
1
1
null
1
null
null
null
null
null
null
null
null
null
1
57.02569
null
8.255728
13.934544
null
2.110441
-0.07916
null
null
false
false
false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
null
null
0.034588
0.01257
0.238669
0.066798
0.028554
null
0.147975
0.004521
true
true
true
true
false
0.183982
0.186901
0.925309
0.310091
0.110825
null
true
false
0.332335
0.240566
0.537383
0.446384
0.473088
null
0.651765
0.420495
0.5875
0.592326
0.697619
0.682864
0.459375
null
2026-04-09T04:12:23.396000
train
1,041,061
YUM
YUM BRANDS INC
0001041061-10-000011
5,812
2,009
FY
2010-02-17
2009-12-31
7,148,000,000
1,208,000,000
353,000,000
null
null
122,000,000
3,899,000,000
640,000,000
462,000,000
6,034,000,000
1,653,000,000
1,413,000,000
null
null
1,025,000,000
996,000,000
10,836,000,000
7,934,000,000
null
1,590,000,000
1,071,000,000
2.28
2.22
null
313,000,000
580,000,000
null
1,221,000,000
1,404,000,000
797,000,000
362,000,000
null
607,000,000
null
null
0.146733
0.098837
1.044878
0.149832
null
0.730792
1
1
null
1
null
null
null
null
null
null
2.348767
grey
false
1
null
null
null
null
null
1.310924
-0.046586
0.056017
-0.042083
false
false
false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
null
null
null
0.537561
0.081232
0.046788
0.401709
0.930807
0.734772
0.009222
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true
false
null
0.778537
0.231559
0.16519
0.545584
1.026359
true
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null
0.950472
0.371495
0.386534
0.804533
0.832215
0.981176
0.491166
null
0.932854
0.42381
0.501279
0.73125
0.840909
2026-04-09T04:12:23.396000
train
37,785
FMC
FMC CORP
0001193125-10-036348
2,800
2,009
FY
2010-02-22
2009-12-31
3,136,200,000
1,487,700,000
76,600,000
null
749,600,000
350,500,000
964,500,000
209,500,000
null
null
709,200,000
290,500,000
588,000,000
588,000,000
1,076,400,000
1,716,900,000
2,826,200,000
1,943,600,000
null
334,700,000
228,500,000
3.15
3.12
27,200,000
53,000,000
127,200,000
null
322,300,000
null
161,200,000
36,300,000
null
null
null
null
0.118428
0.080851
0.212282
0.072859
0.546265
2.097716
1
0
null
0
null
null
null
null
null
null
null
null
null
0
null
null
null
null
null
null
null
null
null
false
false
false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
null
null
null
0.051189
-0.245077
0.102647
null
null
0.152452
0.00579
false
false
true
true
false
null
0.152546
0.601313
0.195209
null
null
true
false
null
0.375
0.133178
0.571072
null
null
0.661176
0.438163
null
0.541966
0.611905
0.557545
null
null
2026-04-09T04:12:23.396000
train
203,527
null
VARIAN MEDICAL SYSTEMS INC
0001193125-10-025672
3,845
2,010
Q1
2010-02-09
2009-12-31
2,357,994,000
1,723,278,000
625,495,000
null
507,411,000
350,845,000
258,432,000
210,563,000
null
1,003,769,000
851,568,000
103,450,000
23,327,000
23,327,000
1,354,225,000
735,634,000
540,906,000
299,889,000
241,017,000
119,087,000
78,775,000
0.64
0.63
1,104,000
40,016,000
11,008,000
38,388,000
83,542,000
130,667,000
7,554,000
null
124,357,000
123,113,000
10.889817
0.44558
0.220162
0.145635
0.05817
0.033408
0.017225
2.023653
1
1
null
1
null
null
null
null
null
null
2.643595
grey
false
1
12.522514
5.785834
9.196603
7.009738
null
1.658737
-0.022007
0.227605
0.159692
false
false
false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
null
null
0.124613
0.084253
0.224868
0.072001
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0.065714
0.016152
true
true
true
true
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0.106787
0.003787
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true
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0.652695
0.497642
0.530374
0.473815
0.526912
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0.317647
0.586572
0.44375
0.261391
0.361905
0.491049
0.065625
0.193182
2026-04-09T04:12:23.396000
train
354,950
HD
HOME DEPOT INC
0001193125-10-067178
5,211
2,009
FY
2010-03-25
2010-01-31
40,877,000,000
13,900,000,000
1,421,000,000
6,000,000
964,000,000
null
25,550,000,000
1,171,000,000
null
21,484,000,000
10,363,000,000
4,863,000,000
null
null
19,393,000,000
13,226,000,000
66,176,000,000
43,764,000,000
22,412,000,000
4,803,000,000
2,661,000,000
1.58
1.57
676,000,000
1,362,000,000
1,806,000,000
null
15,902,000,000
5,125,000,000
966,000,000
1,525,000,000
1,698,000,000
4,159,000,000
11.421084
0.338673
0.072579
0.040211
0.137214
0.065098
null
1.34131
1
1
null
1
null
null
null
null
null
null
2.688046
grey
false
1
20.149926
-4.466431
10.731449
2.083039
null
1.925968
-0.060278
0.062848
0.092079
false
false
false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
null
null
0.019021
-0.025989
0.254416
0.027518
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true
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true
false
0.019585
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null
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0.727059
0.54417
0.29375
0.17506
0.566667
0.286445
null
null
2026-04-09T04:12:23.396000
train
64,803
CVS
CVS CAREMARK CORP
0001193125-10-043086
5,912
2,009
FY
2010-02-26
2009-12-31
61,641,000,000
17,537,000,000
1,086,000,000
5,000,000
5,457,000,000
10,343,000,000
7,923,000,000
25,680,000,000
10,127,000,000
null
12,300,000,000
3,560,000,000
8,756,000,000
8,756,000,000
35,768,000,000
16,355,000,000
98,729,000,000
78,349,000,000
20,380,000,000
6,438,000,000
3,696,000,000
2.58
2.55
null
2,205,000,000
1,389,000,000
null
null
4,035,000,000
2,548,000,000
439,000,000
1,391,000,000
1,487,000,000
25.713875
0.206424
0.065209
0.037436
0.103333
0.05996
0.2448
1.425772
1
1
null
1
null
null
null
null
null
null
null
null
null
1
38.635352
null
-0.028037
3.764917
null
1.091721
-0.0055
0.015061
-0.42459
false
false
false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
null
null
0.075667
0.054015
-0.072781
-0.023458
0.184387
0.865501
0.090902
-0.001265
false
false
true
true
false
0.14005
0.063828
-0.064665
0.084788
0.451301
1.67922
true
false
0.464072
0.384434
0.21729
0.142145
0.688385
0.825503
0.430588
0.339223
0.5125
0.374101
0.230952
0.319693
0.696875
0.878788
2026-04-09T04:12:23.396000
train
1,056,239
null
L 3 COMMUNICATIONS HOLDINGS INC
0000950123-10-017377
3,663
2,009
FY
2010-02-26
2009-12-31
14,813,000,000
5,151,000,000
1,016,000,000
null
1,149,000,000
null
854,000,000
8,190,000,000
377,000,000
8,153,000,000
2,482,000,000
464,000,000
4,112,000,000
4,112,000,000
6,567,000,000
4,108,000,000
15,615,000,000
13,959,000,000
null
1,656,000,000
901,000,000
7.65
7.61
279,000,000
475,000,000
158,000,000
null
null
1,407,000,000
186,000,000
165,000,000
116,800,000
1,221,000,000
56.224315
null
0.106052
0.057701
0.137201
0.060825
0.626161
2.075342
1
1
null
1
null
null
null
null
null
null
2.101546
grey
false
1
98.374846
-25.702055
-17.123288
22.851027
null
1.561598
-0.034159
0.078194
-0.091688
false
false
false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
null
null
0.052527
0.029998
-0.702553
-2.004163
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0.039622
null
false
false
true
true
false
0.130359
0.010355
0.061043
-0.028562
0.054726
0.058149
true
false
0.392216
0.285377
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null
0.490625
0.285372
0.307143
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2026-04-09T04:12:23.396000
train
80,661
PGR
PROGRESSIVE CORP/OH/
0001193125-10-044296
6,331
2,009
FY
2010-03-01
2009-12-31
20,049,300,000
null
160,700,000
1,078,000,000
null
null
961,300,000
null
null
14,300,700,000
null
null
2,177,200,000
2,177,200,000
5,748,600,000
3,683,100,000
14,563,600,000
null
null
null
1,057,500,000
1.59
1.57
139,000,000
499,400,000
null
null
null
1,486,800,000
66,600,000
0
666,800,000
1,420,200,000
8.621176
null
null
0.072613
0.183958
0.052745
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null
1
1
null
1
null
null
null
null
null
null
null
null
null
1
17.561964
null
8.621176
null
null
1.405957
-0.021412
0.097517
-0.205375
true
false
false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
null
null
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2026-04-09T04:12:23.396000
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MRSH
MARSH & MCLENNAN COMPANIES, INC.
0001193125-10-042765
6,411
2,009
FY
2010-02-26
2009-12-31
15,337,000,000
4,931,000,000
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952,000,000
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1
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COST
COSTCO WHOLESALE CORP /NEW
0001193125-10-059399
5,331
2,010
Q2
2010-03-17
2010-01-31
23,366,000,000
11,501,000,000
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585,000,000
951,000,000
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null
12,623,000,000
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null
470,000,000
299,000,000
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2026-04-09T04:12:23.396000
train
874,761
AES
AES CORP
0001193125-10-041006
4,991
2,009
FY
2010-02-26
2009-12-31
39,535,000,000
8,787,000,000
1,809,000,000
1,648,000,000
2,152,000,000
569,000,000
24,297,000,000
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510,000,000
null
6,621,000,000
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null
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2026-04-09T04:12:23.396000
train
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UNMA
UNUM GROUP
0001193125-10-042716
6,321
2,009
FY
2010-02-26
2009-12-31
54,477,000,000
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71,600,000
null
null
null
443,500,000
201,600,000
null
45,976,900,000
null
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null
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null
null
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852,600,000
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null
439,700,000
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2026-04-09T04:10:50.769000
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2026-04-09T04:12:23.396000
train
804,055
null
COCA COLA ENTERPRISES INC
0001193125-10-030342
2,086
2,009
FY
2010-02-12
2009-12-31
16,416,000,000
5,170,000,000
1,036,000,000
null
2,448,000,000
874,000,000
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null
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2026-04-09T04:10:50.769000
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2026-04-09T04:12:23.396000
train
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null
BARD C R INC /NJ/
0001193125-10-039864
3,841
2,009
FY
2010-02-25
2009-12-31
2,906,900,000
1,491,800,000
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null
442,100,000
295,400,000
333,100,000
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959,000,000
null
null
460,100,000
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11,800,000
210,100,000
93,500,000
179,600,000
682,500,000
619,300,000
48,100,000
65,400,000
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571,200,000
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2026-04-09T04:10:50.769000
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2026-04-09T04:12:23.396000
train
310,764
SYK
STRYKER CORP
0001193125-10-042997
3,841
2,009
FY
2010-02-26
2009-12-31
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5,851,200,000
658,700,000
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943,000,000
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null
null
null
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null
516,500,000
165,200,000
336,200,000
2,506,300,000
1,460,700,000
131,300,000
198,400,000
397,900,000
1,329,400,000
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2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
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null
null
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2026-04-09T04:12:23.396000
train
1,355,096
QVCGB
LIBERTY MEDIA CORP
0001047469-10-001362
4,841
2,009
FY
2010-02-25
2009-12-31
28,631,000,000
8,727,000,000
4,835,000,000
null
1,518,000,000
985,000,000
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598,000,000
7,842,000,000
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850,000,000
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null
1,050,000,000
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null
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628,000,000
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2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
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null
null
null
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2026-04-09T04:12:23.396000
train
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null
PEOPLE'S UNITED FINANCIAL, INC.
0001193125-10-044584
6,035
2,009
FY
2010-03-01
2009-12-31
21,257,200,000
null
3,418,000,000
null
null
null
264,500,000
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253,500,000
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2010q1
2026-04-09T04:10:50.769000
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2026-04-09T04:12:23.396000
train
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null
KELLOGG CO
0001193125-10-042654
2,040
2,009
FY
2010-02-26
2009-12-31
11,200,000,000
2,558,000,000
334,000,000
null
1,093,000,000
910,000,000
3,010,000,000
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null
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null
476,000,000
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2010q1
2026-04-09T04:10:50.769000
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null
null
null
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2026-04-09T04:12:23.396000
train
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FDX
FEDEX CORP
0000950123-10-026283
4,513
2,010
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2010-03-19
2010-02-28
24,876,000,000
6,683,000,000
1,549,000,000
null
3,937,000,000
null
14,003,000,000
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2010q1
2026-04-09T04:10:50.769000
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2026-04-09T04:12:23.396000
train
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WAT
WATERS CORP /DE/
0000950123-10-017583
3,826
2,009
FY
2010-02-26
2009-12-31
1,907,931,000
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341,111,000
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3.37
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418,263,000
null
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1
26.152347
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1.293678
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2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
null
null
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2026-04-09T04:12:23.396000
train
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null
CABLEVISION SYSTEMS CORP /NY
0001104659-10-009750
4,841
2,009
FY
2010-02-25
2009-12-31
9,325,725,000
2,055,365,000
354,748,000
null
614,860,000
null
3,315,586,000
1,100,702,000
197,272,000
14,468,984,000
2,070,240,000
401,347,000
null
null
-5,155,955,000
-4,749,714,000
7,773,276,000
null
null
1,415,468,000
285,572,000
0.98
0.96
753,485,000
235,702,000
1,084,248,000
null
1,893,804,000
null
810,304,000
123,499,000
291,759,000
null
-17.671966
null
0.182094
0.036738
-0.055387
0.030622
null
0.992815
1
0
null
0
null
null
null
null
null
null
0.674371
distress
true
0
null
-42.54751
-22.120754
-0.050984
null
null
null
null
null
false
false
false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
null
null
-0.215433
-0.22129
0.263947
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null
null
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0.029338
true
false
false
true
false
-0.141661
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0.022008
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0.098802
0.040094
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null
null
0.047059
0.671378
0.178125
0.165468
0.290476
0.069054
null
null
2026-04-09T04:12:23.396000
train
1,451,505
RIG
TRANSOCEAN LTD.
0001451505-10-000023
1,381
2,009
FY
2010-02-24
2009-12-31
36,436,000,000
4,476,000,000
1,130,000,000
38,000,000
2,330,000,000
null
23,018,000,000
8,134,000,000
null
null
3,618,000,000
780,000,000
9,849,000,000
9,849,000,000
20,552,000,000
9,008,000,000
11,556,000,000
null
null
4,400,000,000
3,181,000,000
9.87
9.84
484,000,000
754,000,000
null
null
209,000,000
5,598,000,000
3,052,000,000
null
321,223,882
2,546,000,000
63.980299
null
0.380755
0.275268
0.154778
0.087304
0.479223
1.237148
1
1
null
1
null
null
null
null
null
null
null
null
null
1
119.199098
null
38.658396
2.671034
null
1.759824
-0.066335
0.220318
0.207068
false
false
false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
null
null
0.047422
0.040434
-0.697894
-0.17134
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0.044942
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false
false
true
true
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-0.298457
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0.383234
0.330189
0.063084
0.027431
0.169972
0.533557
0.188235
0.014134
0.128125
0.081535
0.02619
0.058824
0.046875
0.159091
2026-04-09T04:12:23.396000
train
885,725
BSX
BOSTON SCIENTIFIC CORP
0000950123-10-017254
3,841
2,009
FY
2010-02-26
2009-12-31
25,177,000,000
4,061,000,000
864,000,000
null
null
920,000,000
1,728,000,000
12,404,000,000
6,731,000,000
null
3,022,000,000
212,000,000
null
null
12,301,000,000
-3,757,000,000
8,188,000,000
2,576,000,000
5,612,000,000
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-0.68
407,000,000
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834,000,000
null
2,635,000,000
835,000,000
312,000,000
null
1,507,900,000
523,000,000
8.157703
0.685393
-0.109184
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null
1.343812
0
1
null
1
null
null
null
null
null
null
null
null
null
1
null
null
-4.532131
0.689038
null
-0.814634
-0.073877
0.063874
-0.130253
false
false
false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
null
null
-0.08769
-0.081701
1.230244
-0.046654
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0.020892
0.153893
true
true
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-0.039588
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1.430244
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0.207186
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0.152695
0.087264
0.803738
0.117207
0.050992
0.104027
0.105882
0.946996
0.2375
0.177458
0.792857
0.099744
0.540625
0.689394
2026-04-09T04:12:23.396000
train
72,207
null
NOBLE ENERGY INC
0000072207-10-000006
1,311
2,009
FY
2010-02-18
2009-12-31
11,807,000,000
1,678,000,000
1,014,000,000
null
465,000,000
null
8,916,000,000
758,000,000
null
5,650,000,000
990,000,000
null
null
null
6,157,000,000
3,942,000,000
2,313,000,000
null
null
-58,000,000
-131,000,000
-0.75
-0.75
-84,000,000
null
816,000,000
null
237,000,000
1,508,000,000
null
126,000,000
173,000,000
null
35.589595
null
-0.025076
-0.056636
-0.021277
-0.011095
null
1.694949
0
1
null
1
null
null
null
null
null
null
0.962502
distress
true
1
null
-22.959538
31.208092
3.976879
null
-11.51145
-0.138816
null
-0.407703
false
false
false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
null
null
0.099519
0.11223
6.534351
0.306528
0.290451
null
0.10587
0.340099
true
true
true
true
false
0.159845
0.179958
4.458015
0.626891
0.438992
null
true
false
0.54491
0.591981
0.976636
0.875312
0.753541
null
0.508235
0.985866
0.534375
0.585132
0.942857
0.882353
0.69375
null
2026-04-09T04:12:23.396000
train
1,031,296
FE
FIRSTENERGY CORP
0001031296-10-000011
4,911
2,009
FY
2010-02-19
2009-12-31
34,304,000,000
3,320,000,000
874,000,000
null
1,244,000,000
647,000,000
19,164,000,000
5,575,000,000
null
null
5,288,000,000
829,000,000
null
null
8,559,000,000
4,495,000,000
12,967,000,000
null
null
1,879,000,000
1,006,000,000
3.31
3.29
null
245,000,000
null
null
null
2,465,000,000
2,203,000,000
670,000,000
304,835,407
262,000,000
28.077447
null
0.144906
0.077582
0.117537
0.029326
null
0.627837
1
1
null
1
null
null
null
null
null
null
null
null
null
1
45.728196
null
9.788889
-6.455943
null
2.450298
-0.042531
0.020205
-0.200859
false
false
false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
2018-04-05
null
-0.001636
-0.001636
-0.220676
null
0.24787
3.248092
0.09175
null
false
false
false
true
false
0.130939
0.551583
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null
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true
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0.230539
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null
0.728045
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0.437647
null
0.496875
0.870504
0.211905
null
0.58125
0.897727
2026-04-09T04:12:23.396000
train
883,984
ICUI
ICU MEDICAL INC/DE
0001104659-10-008164
3,841
2,009
FY
2010-02-19
2009-12-31
309,153,000
207,938,000
51,248,000
56,887,000
47,777,000
41,327,000
77,449,000
1,478,000
16,782,000
null
33,696,000
18,423,000
null
null
265,005,000
227,861,000
231,513,000
122,695,000
108,818,000
37,968,000
26,557,000
1.8
1.77
null
12,592,000
15,671,000
2,645,000
68,205,000
48,609,000
16,690,000
null
14,239,000
31,919,000
18.611209
0.47003
0.163999
0.114711
0.100213
0.085902
null
6.171
1
1
null
1
null
null
null
null
null
null
null
null
null
1
27.45458
null
17.328815
12.236955
null
1.830365
-0.07133
0.137871
0.093337
false
false
false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
null
null
0.078972
0.035022
0.164627
0.229227
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0.112762
0.009163
true
true
true
true
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0.241795
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true
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0.479042
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0.802993
0.144476
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0.484099
0.671875
0.628297
0.638095
0.677749
0.625
0.734848
2026-04-09T04:12:23.396000
train
899,881
null
PROLOGIS
0000950123-10-018432
6,798
2,009
FY
2010-02-26
2009-12-31
16,885,415,000
null
34,362,000
null
null
null
null
null
null
8,878,129,000
null
null
null
null
7,987,324,000
-934,583,000
null
null
null
46,055,000
22,773,000
-0.01
-0.01
373,305,000
5,975,000
327,126,000
null
180,486,000
116,002,000
null
271,845,000
474,162,000
null
16.845137
null
null
null
0.002851
0.001349
null
null
1
1
null
1
null
null
null
null
null
null
null
null
null
1
null
null
16.845137
null
null
5.093839
-0.005521
null
null
true
false
false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
null
null
-0.218451
-0.060358
-56.789575
null
1.07568
null
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null
false
false
false
true
false
null
null
null
null
null
null
false
false
0.095808
0.110849
0.002336
null
0.929178
null
0.023529
null
null
null
null
null
null
null
2026-04-09T04:12:23.396000
train
877,890
null
CITRIX SYSTEMS INC
0001193125-10-037944
7,372
2,009
FY
2010-02-24
2009-12-31
3,091,147,000
1,039,295,000
261,443,000
338,168,000
304,912,000
8,664,000
247,703,000
899,819,000
213,195,000
null
834,364,000
57,352,000
null
null
2,188,507,000
1,578,084,000
1,614,088,000
187,310,000
1,426,778,000
178,677,000
191,017,000
1.05
1.03
426,000
2,875,000
69,688,000
null
239,623,000
483,974,000
76,246,000
null
181,805,000
407,728,000
12.037661
0.883953
0.110698
0.118344
0.087282
0.061795
null
1.245613
1
1
null
1
null
null
null
null
null
null
null
null
null
1
16.863859
null
5.91564
1.127202
null
2.53367
-0.094773
0.252606
0.415052
false
false
false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
null
null
-0.237087
0.166545
0.450473
0.161437
0.273399
0.326659
0.108526
0.060381
true
true
true
true
false
-0.197844
0.24765
0.865394
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0.707547
0.63785
0.690773
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0.830389
0.146875
0.683453
0.678571
0.751918
0.678125
0.708333
2026-04-09T04:12:23.396000
train
87,347
SLB
SCHLUMBERGER LTD /NV/
0001193125-10-023041
1,389
2,009
FY
2010-02-05
2009-12-31
33,465,000,000
13,650,000,000
243,000,000
4,373,000,000
6,088,000,000
1,866,000,000
9,660,000,000
5,305,000,000
786,000,000
14,236,000,000
7,259,000,000
5,003,000,000
null
null
19,120,000,000
22,019,000,000
22,702,000,000
17,395,000,000
null
null
3,134,000,000
2.62
2.59
221,000,000
770,000,000
2,476,000,000
802,000,000
535,000,000
5,311,000,000
2,395,000,000
1,006,000,000
1,198,000,000
2,916,000,000
15.959933
null
null
0.13805
0.163912
0.09365
null
1.880424
1
1
null
1
null
null
null
null
null
null
2.318324
grey
false
1
30.673084
-0.489149
10.875626
5.334725
null
1.694639
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0.128447
0.114508
false
false
false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
null
null
0.56522
0.633159
0.361519
0.209012
0.034457
-0.115226
0.136649
null
false
false
true
true
false
0.45207
0.635094
0.594448
0.741697
0.161551
-0.26166
true
false
0.952096
0.962264
0.593458
0.763092
0.490085
0.449664
0.611765
null
0.853125
0.899281
0.609524
0.920716
0.50625
0.352273
2026-04-09T04:12:23.396000
train
1,166,691
CCZ
COMCAST CORP
0001193125-10-037551
4,841
2,009
FY
2010-02-23
2009-12-31
112,733,000,000
3,223,000,000
671,000,000
50,000,000
1,711,000,000
null
23,855,000,000
14,933,000,000
4,105,000,000
null
7,249,000,000
3,094,000,000
null
null
42,721,000,000
10,005,000,000
35,756,000,000
null
null
7,214,000,000
3,638,000,000
1.27
1.26
2,348,000,000
1,478,000,000
5,483,000,000
null
7,646,000,000
10,281,000,000
5,117,000,000
761,000,000
null
5,164,000,000
null
null
0.201756
0.101745
0.085157
0.032271
null
0.444613
1
1
null
1
null
null
null
null
null
null
null
null
null
1
null
null
null
null
null
2.826003
-0.058927
0.144423
0.092909
false
false
false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
null
null
null
0.038225
-0.000825
0.060997
0.087346
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0.008592
false
false
true
true
false
null
0.106575
0.143485
0.561752
0.395292
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true
false
null
0.320755
0.287383
0.426434
0.563739
0.687919
0.383529
0.469965
null
0.450839
0.359524
0.872123
0.671875
0.768939
2026-04-09T04:12:23.396000
train
1,336,047
null
BOARDWALK PIPELINE PARTNERS, LP
0001336047-10-000009
4,922
2,009
FY
2010-02-16
2009-12-31
6,895,800,000
190,900,000
45,800,000
0
95,500,000
null
6,277,900,000
163,500,000
null
null
250,900,000
58,400,000
3,100,000,000
3,100,000,000
3,364,200,000
null
909,200,000
null
null
294,500,000
162,700,000
null
null
-125,300,000
300,000
203,100,000
null
122,000,000
400,500,000
-846,800,000
null
null
1,247,300,000
null
null
0.323911
0.178949
0.048362
0.023594
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1
1
null
1
null
null
null
null
null
null
null
null
null
1
null
null
null
null
null
2.461586
-0.034485
1.371865
2.028178
false
false
false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
null
null
null
-0.036502
0.778734
0.228333
0.1603
-0.809669
0.089282
0.069982
true
true
false
true
false
null
-0.047262
0.352182
0.25253
0.132085
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true
false
null
0.132075
0.740654
0.800499
0.671388
0.11745
0.423529
0.85159
null
0.196643
0.514286
0.631714
0.478125
0.147727
2026-04-09T04:12:23.396000
train
354,908
null
FLIR SYSTEMS INC
0001193125-10-042277
3,812
2,009
FY
2010-02-26
2009-12-31
1,485,249,000
970,733,000
422,047,000
null
234,974,000
216,500,000
139,112,000
262,331,000
59,180,000
null
177,591,000
53,319,000
58,022,000
58,022,000
1,203,749,000
807,303,000
1,147,087,000
488,558,000
658,529,000
347,287,000
230,213,000
1.54
1.45
6,882,000
110,180,000
42,426,000
91,301,000
219,941,000
271,760,000
41,874,000
null
null
229,886,000
null
0.574088
0.302756
0.200694
0.191247
0.155
0.048201
5.466116
1
1
null
1
null
null
null
null
null
null
null
null
null
1
null
null
null
null
null
1.180472
-0.027973
0.200409
-0.014492
false
false
false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
null
null
null
0.264838
0.077811
0.207669
-0.060748
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0.162968
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false
false
true
true
false
null
0.311759
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0.346072
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true
false
null
0.841981
0.369159
0.758105
0.379603
0.395973
0.689412
0.084806
null
0.7506
0.252381
0.726343
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FNMAP
FEDERAL NATIONAL MORTGAGE ASSOCIATION FANNIE MAE
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6,111
2,009
FY
2010-02-26
2009-12-31
869,141,000,000
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6,812,000,000
null
null
null
null
null
null
884,422,000,000
null
null
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574,117,000,000
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null
null
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24,845,000,000
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null
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2026-04-09T04:12:23.396000
train
896,159
CB
ACE LTD
0001193125-10-040605
6,331
2,009
FY
2010-02-25
2009-12-31
77,980,000,000
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669,000,000
null
null
null
null
null
null
58,313,000,000
null
null
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null
null
null
2,549,000,000
7.57
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225,000,000
528,000,000
null
null
1,811,000,000
3,335,000,000
null
388,000,000
336,524,657
null
58.441483
null
null
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null
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1
99.769963
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2026-04-09T04:12:23.396000
train
783,325
WEC
WISCONSIN ENERGY CORP
0000107815-10-000046
4,931
2,009
FY
2010-02-26
2009-12-31
12,697,900,000
1,461,700,000
20,900,000
null
304,400,000
null
9,070,500,000
441,900,000
null
null
1,881,900,000
292,200,000
3,875,800,000
3,875,800,000
null
null
null
null
null
663,700,000
382,400,000
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3.24
156,700,000
217,300,000
346,100,000
null
null
628,800,000
817,700,000
157,800,000
116,900,000
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null
null
null
null
null
0.030115
null
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1
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1
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null
null
null
null
null
null
null
null
1
null
null
null
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null
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2010q1
2026-04-09T04:10:50.769000
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null
null
null
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null
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null
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null
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2026-04-09T04:12:23.396000
train
315,852
RRC
RANGE RESOURCES CORP
0000950123-10-015884
1,311
2,009
FY
2010-02-24
2009-12-31
5,395,881,000
175,280,000
767,000
null
123,622,000
21,292,000
91,835,000
null
null
null
314,104,000
214,548,000
null
null
2,378,589,000
606,529,000
907,341,000
null
null
null
-53,870,000
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117,367,000
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374,432,000
null
116,749,000
591,675,000
33,098,000
25,169,000
154,514,000
558,577,000
15.394003
null
null
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null
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0
1
null
1
null
null
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null
null
null
null
null
null
1
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null
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null
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false
true
2010q1
2026-04-09T04:10:50.769000
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2026-04-09T04:12:23.396000
train
12,659
HRB
H&R BLOCK INC
0000950123-10-022156
7,200
2,010
Q3
2010-03-08
2010-01-31
7,410,129,000
4,724,742,000
1,727,677,000
null
2,566,830,000
null
362,170,000
843,054,000
371,951,000
6,473,662,000
4,979,902,000
null
null
null
936,467,000
2,162,406,000
934,852,000
645,747,000
null
94,444,000
50,635,000
0.15
0.15
null
43,848,000
null
null
194,661,000
null
null
null
332,999,000
null
2.812222
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0.101026
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0
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0
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2026-04-09T04:10:50.769000
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null
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null
2026-04-09T04:12:23.396000
train
216,228
ITT
ITT CORP
0000950123-10-018519
3,561
2,009
FY
2010-03-01
2009-12-31
11,129,100,000
4,255,800,000
1,215,600,000
null
1,796,700,000
802,300,000
1,051,000,000
3,864,000,000
518,900,000
7,250,800,000
2,615,600,000
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null
null
3,878,300,000
4,736,800,000
10,904,500,000
7,843,800,000
3,060,700,000
909,400,000
643,700,000
3.53
3.5
99,500,000
174,500,000
292,600,000
258,100,000
1,576,400,000
null
271,600,000
147,900,000
182,900,000
null
21.204483
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0
41.038593
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2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
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null
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null
2026-04-09T04:12:23.396000
train
815,097
CCL
CARNIVAL CORP
0001193125-10-016470
4,400
2,009
FY
2010-01-29
2009-11-30
36,835,000,000
1,518,000,000
538,000,000
null
362,000,000
320,000,000
29,870,000,000
3,451,000,000
null
null
4,967,000,000
568,000,000
9,097,000,000
9,097,000,000
22,035,000,000
15,770,000,000
13,157,000,000
8,104,000,000
null
2,154,000,000
1,790,000,000
2.27
2.24
380,000,000
16,000,000
1,309,000,000
null
1,590,000,000
3,342,000,000
3,380,000,000
314,000,000
null
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null
null
0.163715
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1
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null
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null
null
null
null
null
null
1
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null
null
null
null
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false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
null
null
null
0.045201
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0.14243
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null
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null
0.388489
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null
0.03125
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2026-04-09T04:12:23.396000
train
1,056,358
MTEX
MANNATECH INC
0001056358-10-000020
2,833
2,009
FY
2010-03-11
2009-12-31
102,302,000
64,485,000
17,367,000
null
664,000
31,290,000
27,144,000
null
null
51,018,000
42,679,000
11,319,000
null
null
51,284,000
25,743,000
289,705,000
46,813,000
96,477,000
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null
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12,333,000
null
69,997,000
null
2,797,000
1,059,000
26,480,788
null
1.936649
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null
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0
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2010q1
2026-04-09T04:10:50.769000
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null
null
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null
2026-04-09T04:12:23.396000
train
1,288,776
null
GOOGLE INC.
0001193125-10-030774
7,370
2,009
FY
2010-02-12
2009-12-31
40,496,778,000
29,166,958,000
10,197,588,000
14,287,187,000
3,178,471,000
null
4,844,610,000
4,902,565,000
774,938,000
null
2,747,467,000
215,867,000
null
null
36,004,224,000
20,082,078,000
23,650,563,000
8,844,115,000
null
8,312,186,000
6,520,448,000
20.62
20.41
null
1,860,741,000
1,240,030,000
2,843,027,000
1,667,294,000
9,316,198,000
809,888,000
null
317,772,000
8,506,310,000
113.302066
null
0.351458
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null
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1
1
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1
null
null
null
null
null
null
null
null
null
1
229.273839
null
95.435473
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null
1.428767
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false
false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
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null
null
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2026-04-09T04:12:23.396000
train
1,126,328
PFG
PRINCIPAL FINANCIAL GROUP INC
0001047469-10-000948
6,321
2,009
FY
2010-02-17
2009-12-31
137,759,400,000
null
2,240,400,000
null
null
null
null
386,400,000
851,700,000
129,743,000,000
null
null
1,584,600,000
1,584,600,000
7,893,500,000
4,160,700,000
8,849,100,000
null
null
null
622,700,000
1.98
1.97
null
100,100,000
null
null
null
null
null
159,500,000
319,000,000
null
24.744514
null
null
0.070369
0.078888
0.00452
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null
1
0
null
0
null
null
null
null
null
null
null
null
null
0
33.201929
null
20.863323
null
null
null
null
null
null
true
false
false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
null
null
0.226996
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null
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null
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true
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0.293458
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null
null
2026-04-09T04:12:23.396000
train
1,144,519
null
BUNGE LTD
0001047469-10-001666
2,070
2,009
FY
2010-03-01
2009-12-31
21,286,000,000
11,783,000,000
553,000,000
null
2,363,000,000
null
5,347,000,000
427,000,000
170,000,000
null
6,207,000,000
3,275,000,000
3,618,000,000
3,618,000,000
9,494,000,000
3,996,000,000
41,926,000,000
40,722,000,000
1,204,000,000
null
361,000,000
2.24
2.22
283,000,000
-110,000,000
443,000,000
null
1,342,000,000
-368,000,000
918,000,000
103,000,000
134,096,906
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70.799546
0.028717
null
0.00861
0.038024
0.01696
0.381083
1.898341
1
0
null
0
null
null
null
null
null
null
null
null
null
1
59.735225
null
66.347541
41.581869
null
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false
false
false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
null
null
null
null
null
null
null
null
null
null
null
null
null
false
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0.135596
0.233095
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true
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null
null
null
null
null
null
null
null
0.503125
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0.909091
2026-04-09T04:12:23.396000
train
92,122
SOJF
SOUTHERN CO
0000092122-10-000009
4,911
2,009
FY
2010-02-25
2009-12-31
52,046,000,000
5,873,000,000
690,000,000
null
null
null
39,230,000,000
null
null
36,086,000,000
5,584,000,000
1,329,000,000
null
null
15,585,000,000
7,885,000,000
15,743,000,000
null
null
3,268,000,000
1,708,000,000
2.07
2.06
null
896,000,000
null
null
null
3,263,000,000
4,670,000,000
1,369,000,000
795,000,000
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19.603774
null
0.207584
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0.032817
null
1.051755
1
1
null
1
null
null
null
null
null
null
0.810662
distress
true
1
30.216647
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19.603774
0.363522
null
1.910422
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false
false
false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
null
null
0.036704
0.084953
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0.10881
0.223108
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0.01022
true
true
true
true
false
0.088365
0.173244
0.327869
0.121578
0.809071
1.979389
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false
0.338323
0.504717
0.507009
0.586035
0.719547
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0.567059
0.515901
0.40625
0.577938
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2026-04-09T04:12:23.396000
train
827,052
EIX
EDISON INTERNATIONAL
0001047469-10-001604
4,911
2,009
FY
2010-03-01
2009-12-31
41,444,000,000
4,430,000,000
1,673,000,000
10,000,000
1,017,000,000
533,000,000
5,147,000,000
null
null
30,438,000,000
3,787,000,000
1,123,000,000
10,437,000,000
10,437,000,000
11,006,000,000
7,500,000,000
12,361,000,000
null
null
1,398,000,000
849,000,000
2.59
2.58
732,000,000
-98,000,000
null
null
null
3,045,000,000
3,282,000,000
404,000,000
325,811,206
-237,000,000
33.780299
null
0.113098
0.068684
0.07714
0.020485
0.948301
1.169791
1
1
null
1
null
null
null
null
null
null
0.72511
distress
true
1
44.36831
-79.82537
33.780299
1.973536
null
3.586572
-0.052987
-0.019173
-0.343222
false
false
false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
null
null
0.044339
0.044339
0.479388
0.003883
0.141872
-3.49789
0.109274
0.05823
true
true
true
true
false
0.007269
0.007269
-1.043581
0.032279
0.282759
-2.805907
true
false
0.368263
0.34434
0.651869
0.189526
0.640227
0.026846
0.522353
0.823322
0.28125
0.268585
0.061905
0.235294
0.60625
0.049242
2026-04-09T04:12:23.396000
train
40,704
GIS
GENERAL MILLS INC
0000950123-10-027743
2,040
2,010
Q3
2010-03-24
2010-02-28
18,216,200,000
3,677,100,000
691,300,000
null
1,180,200,000
1,474,600,000
3,004,400,000
6,645,700,000
3,740,900,000
11,739,100,000
2,986,400,000
690,500,000
null
null
6,232,100,000
8,075,900,000
3,629,100,000
2,251,600,000
null
561,600,000
332,500,000
1
0.96
94,200,000
157,900,000
null
null
809,600,000
null
null
null
null
null
null
null
0.154749
0.091621
0.053353
0.018253
null
1.231282
1
0
null
0
null
null
null
null
null
null
1.023712
distress
true
0
null
null
null
null
null
null
null
null
null
false
false
false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
null
null
null
-0.058712
0.179248
0.004712
null
null
0.066841
0.024835
true
true
false
true
false
null
0.110637
0.177444
0.135295
null
null
true
false
null
0.113208
0.488318
0.194514
null
null
0.324706
0.646643
null
0.455635
0.390476
0.429668
null
null
2026-04-09T04:12:23.396000
train
1,357,615
KBR
KBR, INC.
0001140361-10-008295
1,600
2,009
FY
2010-02-25
2009-12-31
5,327,000,000
3,641,000,000
941,000,000
null
1,900,000,000
null
251,000,000
691,000,000
58,000,000
3,031,000,000
2,291,000,000
1,045,000,000
null
null
2,288,000,000
854,000,000
12,105,000,000
null
null
536,000,000
364,000,000
1.8
1.79
null
-168,000,000
55,000,000
null
217,000,000
-36,000,000
-41,000,000
-32,000,000
160,363,830
5,000,000
14.267556
null
0.044279
0.03007
0.159091
0.068331
null
1.589262
1
0
null
0
null
null
null
null
null
null
3.215003
safe
false
1
24.03822
3.80385
9.596927
8.418357
null
-0.098901
0.075089
0.000413
-0.386934
false
false
false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
null
null
0.041606
-0.018357
-0.101648
-0.165717
16.25
95.6
0.145592
0.016024
false
false
false
true
false
0.180426
0.090472
0.318681
-0.234944
19.055556
112.4
true
false
0.359281
0.153302
0.198598
0.029925
0.997167
1
0.642353
0.583039
0.571875
0.422062
0.483333
0.048593
0.996875
1
2026-04-09T04:12:23.396000
train
1,136,869
ZBH
ZIMMER HOLDINGS INC
0000950123-10-017177
3,842
2,009
FY
2010-02-25
2009-12-31
7,785,500,000
2,738,000,000
691,700,000
null
751,400,000
913,200,000
1,221,700,000
2,783,500,000
858,000,000
2,146,800,000
690,700,000
134,600,000
1,127,600,000
1,127,600,000
5,638,700,000
5,102,500,000
4,095,400,000
990,800,000
3,104,600,000
1,018,800,000
717,400,000
3.34
3.32
null
280,800,000
337,400,000
null
1,729,200,000
1,117,500,000
105,100,000
null
215,000,000
1,012,400,000
26.226512
0.75807
0.248767
0.175172
0.127228
0.092146
0.199975
3.964094
1
1
null
1
null
null
null
null
null
null
2.778366
grey
false
1
44.395071
2.749767
9.289302
9.522326
null
1.557708
-0.05139
0.247204
0.300133
false
false
false
true
2010q1
2026-04-09T04:10:50.769000
2026-04-09T04:12:15.879000
false
null
null
0.10028
0.023516
-0.167968
0.030473
0.068009
0.100652
0.103426
-0.03155
false
false
true
true
false
0.119328
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0.060496
0.087024
0.053154
0.050079
true
false
0.547904
0.273585
0.172897
0.311721
0.546742
0.614094
0.494118
0.123675
0.471875
0.220624
0.304762
0.324808
0.409375
0.556818
2026-04-09T04:12:23.396000
train
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OpenFundex Dataset

A structured dataset of SEC financial filings for deep value analysis and financial distress prediction.

Summary

OpenFundex contains financial statement data extracted from SEC EDGAR filings, enriched with derived financial metrics and labeled with established quality scores (Piotroski F-Score, Altman Z'-Score, Graham metrics). Designed for training ML models to assess company financial health and identify deep value opportunities.

Key design decision: This dataset uses only fundamental data from SEC filings. No market prices or equity trading data are included, eliminating survivorship bias.

Supported Tasks

  • Tabular Classification: Predict financial distress, value creation, fundamental improvement
  • Tabular Regression: Predict quality scores (f_score, z_prime_score, composite_quality_score), growth rates
  • Anomaly Detection: Identify companies in financial distress or with QA anomalies

Dataset Structure

Splits

Split Records Companies Date Range
train 221,779 11,786 2008-12-31 to 2019-12-31
validation 45,109 7,207 2020-01-31 to 2021-12-31
test 47,334 7,208 2022-01-31 to 2023-12-31
recent 38,171 6,358 2024-01-31 to 2025-11-30

Total records: 352,393

Feature Groups

Group Count
Identifiers 5
Context 4
Raw Features (SEC XBRL) 33
Derived Features 8
Engineered Features 23
QA Flags 4
Prediction Targets 21
Rank Targets 14

Scoring Models

  • Piotroski F-Score (0-9): Nine binary signals measuring profitability, leverage, and operating efficiency. Null when no prior quarter available for delta signals.
  • Altman Z'-Score (Float): Private-firm bankruptcy risk variant with zone classification (safe/grey/distress). Null for financial firms (SIC 6000-6999).
  • Beneish Coverage (0-8): Count of computable M-Score components. Full M-Score is computed transiently during enrichment but not retained.
  • Graham Metrics: Graham Number, NCAV/share, tangible book value/share, net working capital/share, defensive score (0-5).
  • Quality Signals: Cash conversion ratio, accrual ratio, free cash flow margin.
  • Composite Quality Score: Z-score normalized average of key quality signals within each quarter cross-section.

Target Columns

19 forward-looking prediction targets using same-quarter year-over-year comparisons:

1-Year Targets

  • Growth rates (6): BVPS, equity, earnings, revenue, OCF, FCF growth
  • Level/delta (2): Forward ROE, margin expansion
  • Binary (4): ROA improved, fundamentals improved (≥3 of 5 metrics), value created (equity grew AND ROE>0), survived

2-Year Targets

  • Growth rates (6): Same metrics as 1-year, over 2-year horizon
  • Binary (1): Survived 2 years

All targets are null when forward quarter data is unavailable.

Rank-Transformed Targets (14 columns)

Cross-sectional percentile ranks (0-1] for all Float64 targets, computed per quarter using rank("average") / count(). Raw growth targets are extremely skewed (mean ~3.1, median ~0.03) and produce negative information coefficients for regression models. Rank-transforming yields IC ~0.37.

Dataset Creation

Source Data

All data sourced exclusively from SEC EDGAR Financial Statement Data Sets (FSDS), 2009-present. No market data providers. No third-party data. No equity pricing data.

Pipeline

  1. Ingest: Download quarterly SEC FSDS ZIP files from EDGAR
  2. Parse: Extract XBRL financial data, normalize 32 tags to standard fields
  3. Enrich: Compute derived ratios (8), scoring models (5), and QA flags
  4. Label: Generate 19 forward-looking prediction targets
  5. Split: Temporal train/validation/test/recent splits with leakage validation
  6. Evaluate: Quality checks, ML fitness, and publication readiness
  7. Publish: Stage and upload to Hugging Face Hub

Considerations

Known Limitations

  • XBRL coverage varies: some companies report fewer standardized tags
  • F-Score delta components require prior quarter data (null for first appearance)
  • Z'-Score was designed for manufacturing firms; interpretation varies by sector
  • No market data: cannot compute price-based metrics (P/E, market cap, etc.)

Bias Considerations

  • No survivorship bias: Uses only SEC filing data, not equity market prices
  • Temporal integrity: Strict time-based splits prevent data leakage
  • Sector bias: Z'-Score thresholds may not be equally applicable across all sectors
  • Financial firms excluded from Z'-Score: Financial companies (SIC 6000-6999) have null Z'-Score values

License

This dataset is released under the CC-BY-4.0 license.

The underlying SEC data is in the public domain.

Citation

@dataset{openfundex,
  title={OpenFundex: SEC Financial Filings for Deep Value Analysis},
  author={Danielson, Luke},
  year={2026},
  url={https://github.com/danielukea/openfundex},
  license={CC-BY-4.0}
}
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