API

Embed our data directly into your workflow.

Installation

General information, including installation and authentication instructions.

General Member Access

Members of our website can access data in the following endpoints through our API for tickers in their portfolios. Unlimited & Institutional Members have unlimited access.

Reference Datasets

Coverage

List of the securities we cover by type - stocks, ETFs, mutual funds, and inactive stocks. This information can be used to identify the securities available in other APIs.

Datapoints

List of the datapoints available in our API.

Ratings Datasets

Overall Rating

Our Overall Rating on 2750+ stocks, 650+ ETFs, and 6900+ mutual funds. Ratings are updated daily.

Component Ratings

Our Component ratings on 2750+ stocks, 650+ ETFs, and 6900+ mutual funds. Ratings are updated daily.

Fundamentals Datasets

Reported Fundamentals

Data as reported by the company from their financial statements - the income statement, balance sheet, and cash flow statement. Updated daily for 2750+ stocks.

Adjusted Fundamentals

All of the reported fundamental data, plus critical adjustments based on data from the management discussion & analysis (MD&A) and the footnotes to the financial statements. Plus, our adjusted, economic financial statements and the metrics that drive our Ratings. Updated daily for 2750+ stocks.

Institutional Member Access

Access to these endpoints is available a la carte to Institutional Members.

Reconciliation Datasets

Core Earnings And Earnings Distortion

This dataset provides the Core Earnings and Earnings Distortion data featured in the paper "Core Earnings: New Data and Evidence" published in The Journal of Financial Economics.

Net Income to NOPAT Reconciliation

This data set contains the adjustments we make to convert reported net income to Net Operating Profit After Tax (NOPAT), the unlevered, normalized, recurring after-tax cash flows of the business. Updated daily.

Revenue to EBITDA Reconciliation

This data set contains the data we use to calculate EBITDA (Earnings Before Interest, Taxes, Depreciation & Amortization). Updated daily.

Market Value to Enterprise Value Reconciliation

This data set contains the adjustments we make to convert equity market value to Enterprise Value. Updated daily.

Total Assets to Invested Capital Reconciliation

This data set contains the adjustments we make to convert reported total assets to Invested Capital. Updated daily.

Accounting Book Value to Invested Capital Reconciliation

This data set contains the adjustments we make to convert reported accounting book value to Invested Capital. Updated daily.

Value/Fundamental Screens

Traditional Value Screens

This data set contains scrubbed accounting data - a better version of the components used in your traditional value screens. Updated daily.

Enhanced Value Screens

Replace traditional screens with our enhanced screens, which capture proprietary data found only in the footnotes and Management Discussion & Analysis sections of financial filings. Updated daily.

Metrics Datasets

Return on Invested Capital

The data used to calculate our version of Return on Invested Capital (ROIC), including variant calculations. Updated daily.

Economic Book Value Calculation

The data used to calculate Economic Book Value, our measure of the no-growth value of a stock. Updated daily.

Sector & Industry Datasets

Sector & Industry

Data from aggregating our models for all the stocks in sectors and industries. Updated daily.

Deprecated Datasets