Sharadar Sharadar Data

Sharadar offers a suite of complementary datasets for US equities, fully integrated with QuantRocket

US Fundamentals

corporate fundamentals for US stocks with history since 1990

US Insider Holdings

insider holdings and transactions for US stocks with history since 2005

US Institutional Investors

institutional ownership data for US stocks with history since 2013

SEC Form 8-K Events

corporate event data sourced from SEC Form 8-K filings with history since 1993

S&P 500 Constituents

historical additions to and removals from the S&P 500 index since 1957

End-of-Day US Stock and Fund Prices

end-of-day US stock and fund prices with history since 1998

Explore Sharadar data in the Data Library

Analyzing Sharadar data in QuantRocket is a snap

How have the top 20% of stocks by EPS performed?

# Get prices
>>> prices = get_prices("sharadar-us-1d", fields="Close")
>>> closes = prices.loc["Close"]
>>> returns = closes.pct_change()

# Rank stocks by EPS and get returns of top 20%
>>> eps = get_sharadar_fundamentals_reindexed_like(closes, fields="EPS").loc["EPS"]
>>> eps_ranks = eps.rank(axis=1, pct=True)
>>> winner_returns = returns.where(eps_ranks.shift() > 0.8)

What if we limit to stocks that were in the S&P 500 at the time?

>>> in_sp500 = get_sharadar_sp500_reindexed_like(closes)
>>> winner_returns.where(in_sp500)
Learn more in the usage guide or see Sharadar example code in the Code Library.

About Sharadar

Founded in 2013, Sharadar provides originally curated data for U.S. public companies, combining people, software and process to generate investment grade data.