The Reuters Financials dataset available through Interactive Brokers provides cash flow, balance sheet, and income metrics. Data are time-indexed to the relevant fiscal period as well as the filing date for point-in-time backtesting.
|Number of indicators||approx. 125|
|Period types||Annual or Interim|
|Annual reports available||6 years|
|Quarterly reports available||6 quarters|
|Includes filing date (point in time)||yes|
The Reuters Financials dataset does not provide data back to a fixed start date but rather provides a rolling window of historical data from the time the data is collected. The typical amount of data available is 6 years of annual statements and 6 quarters of interim statements.
AACR: Accounts Receivable - Trade, Net ACAE: Cash & Equivalents ACDB: Cash & Due from Banks ACSH: Cash ADEP: Accumulated Depreciation, Total ADPA: Deferred Policy Acquisition Costs AGWI: Goodwill, Net AINT: Intangibles, Net AITL: Total Inventory ALTR: Note Receivable - Long Term ANTL: Net Loans APPN: Property/Plant/Equipment, Total - Net APPY: Prepaid Expenses APRE: Insurance Receivables APTC: Property/Plant/Equipment, Total - Gross ASTI: Short Term Investments ATCA: Total Current Assets ATOT: Total Assets ATRC: Total Receivables, Net LAEX: Accrued Expenses LAPB: Accounts Payable LCLD: Current Port. of LT Debt/Capital Leases LCLO: Capital Lease Obligations LDBT: Total Deposits LLTD: Long Term Debt LMIN: Minority Interest LPBA: Payable/Accrued LSTB: Total Short Term Borrowings LSTD: Notes Payable/Short Term Debt LTCL: Total Current Liabilities LTLL: Total Liabilities LTTD: Total Long Term Debt QEDG: ESOP Debt Guarantee QPIC: Additional Paid-In Capital QRED: Retained Earnings (Accumulated Deficit) QTCO: Total Common Shares Outstanding QTEL: Total Liabilities & Shareholders' Equity QTLE: Total Equity QTPO: Total Preferred Shares Outstanding QTSC: Treasury Stock - Common QUGL: Unrealized Gain (Loss) SBDT: Deferred Income Tax SCMS: Common Stock, Total SCSI: Cash and Short Term Investments SINV: Long Term Investments SLTL: Other Liabilities, Total SOAT: Other Assets, Total SOBL: Other Bearing Liabilities, Total SOCA: Other Current Assets, Total SOCL: Other Current liabilities, Total SOEA: Other Earning Assets, Total SOLA: Other Long Term Assets, Total SOTE: Other Equity, Total SPOL: Policy Liabilities SPRS: Preferred Stock - Non Redeemable, Net SRPR: Redeemable Preferred Stock, Total STBP: Tangible Book Value per Share, Common Eq STLD: Total Debt SUPN: Total Utility Plant, Net
CEIA: Equity In Affiliates CGAP: U.S. GAAP Adjustment CIAC: Income Available to Com Excl ExtraOrd CMIN: Minority Interest DDPS1: DPS - Common Stock Primary Issue EDOE: Operations & Maintenance EFEX: Fuel Expense EIBT: Net Income Before Taxes ELLP: Loan Loss Provision ENII: Net Interest Income EPAC: Amortization of Policy Acquisition Costs ERAD: Research & Development ETOE: Total Operating Expense NAFC: Allowance for Funds Used During Const. NGLA: Gain (Loss) on Sale of Assets NIBX: Net Income Before Extra. Items NINC: Net Income RNII: Net Investment Income RRGL: Realized & Unrealized Gains (Losses) RTLR: Total Revenue SANI: Total Adjustments to Net Income SCOR: Cost of Revenue, Total SDAJ: Dilution Adjustment SDBF: Diluted EPS Excluding ExtraOrd Items SDNI: Diluted Net Income SDPR: Depreciation/Amortization SDWS: Diluted Weighted Average Shares SGRP: Gross Profit SIAP: Net Interest Inc. After Loan Loss Prov. SIIB: Interest Income, Bank SINN: Interest Exp.(Inc.),Net-Operating, Total SLBA: Losses, Benefits, and Adjustments, Total SNIE: Non-Interest Expense, Bank SNII: Non-Interest Income, Bank SNIN: Interest Inc.(Exp.),Net-Non-Op., Total SONT: Other, Net SOOE: Other Operating Expenses, Total SOPI: Operating Income SORE: Other Revenue, Total SPRE: Total Premiums Earned SREV: Revenue SSGA: Selling/General/Admin. Expenses, Total STIE: Total Interest Expense STXI: Total Extraordinary Items SUIE: Unusual Expense (Income) TIAT: Net Income After Taxes TTAX: Provision for Income Taxes VDES: Diluted Normalized EPS XNIC: Income Available to Com Incl ExtraOrd
FCDP: Total Cash Dividends Paid FPRD: Issuance (Retirement) of Debt, Net FPSS: Issuance (Retirement) of Stock, Net FTLF: Cash from Financing Activities ITLI: Cash from Investing Activities OBDT: Deferred Taxes OCPD: Cash Payments OCRC: Cash Receipts ONET: Net Income/Starting Line OTLO: Cash from Operating Activities SAMT: Amortization SCEX: Capital Expenditures SCIP: Cash Interest Paid SCTP: Cash Taxes Paid SDED: Depreciation/Depletion SFCF: Financing Cash Flow Items SFEE: Foreign Exchange Effects SICF: Other Investing Cash Flow Items, Total SNCC: Net Change in Cash SNCI: Non-Cash Items SOCF: Changes in Working Capital
Valuation metrics such as EPS or P/E ratio compare a company's fundamentals to its share price or market value. These metrics are useful for comparing companies, unlike metrics such as net income which scale with the size of the company and thus aren't typically used for company-to-company comparisons.
The Reuters financial statements dataset is fairly "raw" and does not include any precalculated valuation metrics. You can, however, calculate valuation metrics yourself in conjunction with historical price data. See the usage guide for an example of calculating enterprise multiple.
The financial statements dataset provides two date fields:
FiscalPeriodEndDate: the end date of the fiscal period the report is for
SourceDate: the date the report was released (for U.S. companies, this is usually the Form 10-K filing date)
SourceDate field can be used for point-in-time analysis.
The financial statements dataset includes restatements.
Restatements, like the original statements, are time-indexed to their release date via the
SourceDate field, so you know when the data became available. Restated data are distinguished from as-reported data, making it possible to exclude restated data from analysis and backtests if you choose.
When restated data is available for a particular fiscal period and financial statement (income statement, balance sheet, or cash flow statement), the corresponding as-reported financial statement is not provided by Reuters. As depicted in the table below, this can create a gap in the data as your research and backtest won't have access to the as-reported financials that would have been available in real time.
|Corporate event||Filing date||Included in Reuters data|
|2014 annual report||February 4, 2015||yes|
|2015 annual report||February 3, 2016||no (overwritten by restatement)|
|2016 annual report and restatement of 2015 report||February 2, 2017||yes|
This limitation only applies to financial statements that pre-date your use of QuantRocket. As you continue using QuantRocket to keep your Reuters fundamentals database up-to-date, QuantRocket will preserve the as-reported and restated financials as they appear in real-time, increasing the accuracy of your backtests.
The occurrence rate of restatements is shown below for a variety of countries:
The following charts show the availability of Reuters financials for select countries and exchanges, broken down by indicator code. (Only the most common countries and exchanges are shown.)