Jl Results 2021

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AlphaVantage recently made fundamental data available through theirAPI and thanks to some new contributors to the AlphaVantage.jl Juliapackage you can now easily import this data into your Julia project.

This fundamental data describes the underlying business informationabout a company and is more fluid and open to interpretation than thestock price. I’ll run through each of the new functions and try andexplain what data it returns.

The new data comes in through four different categories and functions:

plus a listing status to see what stocks are active.

The real value add though (if I do say so myself) comes from theability to pull out the annual or quarterly time series of a metric ofa stock easily and in a programatic manner. Using the metaprogrammingcapabilities of Julia I was able to generate hundreds of functionswith just a for loop. Using these new functions you can now easily pull the quarterly revenue of Apple, cash flow from financing of Tesla or a timeseries of the current liabilities for Ford.

Firstly, we can get a list of stocks that are actively trading.

5 rows × 7 columns (omitted printing of 1 columns)

symbolnameexchangeassetTypeipoDatedelistingDate
AnyAnyAnyAnyAnyAny
1AAgilent Technologies IncNYSEStock1999-11-18null
2AAAlcoa CorpNYSEStock2016-11-01null
3AAAAAF First Priority CLO Bond ETFNYSE ARCAETF2020-09-09null
4AAAUGoldman Sachs Physical Gold ETFNYSE ARCAETF2018-08-15null
5AACGATA IncNASDAQStock2008-01-29null

Over 9000 stocks and ETF’s are listed. Which you can then do some simple sorting to look at the oldest listed stocks.

5 rows × 7 columns (omitted printing of 1 columns)

symbolnameexchangeassetTypeipoDatedelistingDate
AnyAnyAnyAnyAnyAny
1BABoeing CompanyNYSEStock1962-01-02null
2CATCaterpillar IncNYSEStock1962-01-02null
3DDDuPont de Nemours IncNYSEStock1962-01-02null
4DISWalt Disney Co (The)NYSEStock1962-01-02null
5GEGeneral Electric CompanyNYSEStock1962-01-02null

When googling some of these stocks though, the IPO date doesn’t appear to be 100% correct. General Electric became a public company in 1896!

1 rows × 7 columns

symbolnameexchangeassetTypeipoDatedelistingDatestatus
AnyAnyAnyAnyAnyAnyAny
1AAPLApple IncNASDAQStock1980-12-12nullActive

They have correctly recorded Apple’s IPO date though, so it might justbe something about older stocks, or something else I am missing.

The first new function is company_overview which does what it sayson the tin.

Here we get a dictionary with 59 different metrics about the company. There are lots of different quantitate and qualitative values about the company in question and provides a useful overview.

The income statement summarises a companies revenues and expenses. In short it shows where the money was coming in (revenue) and where it was going out (expenses).

Both the annual and quarterly results come back. For the annual reports there are the last 5 years. For the quarterly reports, the last 21 quarters.

Then what I have done is written the functions that allow you to extract any of the fields on a quarterly or annual basis. Which means you can easily plot some graphs and summarise the results.

Here we have Apple quarterly total revenue, with a predictable pattern peaking in the first quarter.

Jl results 2021 2022

A balance sheet summarises a companies assets, what it owns and its liabilities, what it owns to other people.

Again, like the income statement, any of these keys can be extracted quarterly or annually.

As per the intro I’ve plotted Fords cash and short term investment balance against something the owe, the total liabilities.

The cash flow statement shows the changes in the balance sheet. It helps judge a companies ability to meet its cash needs, i.e. pay their employers or service their debt.

Each company reports their earnings each quarter and summarise their performance of the previous quarter. There are more dates available for earnings, but also slightly different fields for the quarterly and annual results.

There you go, lots more functions for the package and somethingdifferent than just looking at stock prices. This fundamental dataadds another dimension to any quantitate analysis of different stocksso go grab your free API key fromAlphaVantage and get exploring!

If you are new to AlphaVantage you can also check out my previous poston getting market data into Julia here.

AlphaVantage recently made fundamental data available through theirAPI and thanks to some new contributors to the AlphaVantage.jl Juliapackage you can now easily import this data into your Julia project.

This fundamental data describes the underlying business informationabout a company and is more fluid and open to interpretation than thestock price. I’ll run through each of the new functions and try andexplain what data it returns.

The new data comes in through four different categories and functions:

plus a listing status to see what stocks are active.

The real value add though (if I do say so myself) comes from theability to pull out the annual or quarterly time series of a metric ofa stock easily and in a programatic manner. Using the metaprogrammingcapabilities of Julia I was able to generate hundreds of functionswith just a for loop. Using these new functions you can now easily pull the quarterly revenue of Apple, cash flow from financing of Tesla or a timeseries of the current liabilities for Ford.

Jl Results 2021 Winners

Results

Firstly, we can get a list of stocks that are actively trading.

5 rows × 7 columns (omitted printing of 1 columns)

symbolnameexchangeassetTypeipoDatedelistingDate
AnyAnyAnyAnyAnyAny
1AAgilent Technologies IncNYSEStock1999-11-18null
2AAAlcoa CorpNYSEStock2016-11-01null
3AAAAAF First Priority CLO Bond ETFNYSE ARCAETF2020-09-09null
4AAAUGoldman Sachs Physical Gold ETFNYSE ARCAETF2018-08-15null
5AACGATA IncNASDAQStock2008-01-29null

Over 9000 stocks and ETF’s are listed. Which you can then do some simple sorting to look at the oldest listed stocks.

5 rows × 7 columns (omitted printing of 1 columns)

symbolnameexchangeassetTypeipoDatedelistingDate
AnyAnyAnyAnyAnyAny
1BABoeing CompanyNYSEStock1962-01-02null
2CATCaterpillar IncNYSEStock1962-01-02null
3DDDuPont de Nemours IncNYSEStock1962-01-02null
4DISWalt Disney Co (The)NYSEStock1962-01-02null
5GEGeneral Electric CompanyNYSEStock1962-01-02null

When googling some of these stocks though, the IPO date doesn’t appear to be 100% correct. General Electric became a public company in 1896!

1 rows × 7 columns

symbolnameexchangeassetTypeipoDatedelistingDatestatus
AnyAnyAnyAnyAnyAnyAny
1AAPLApple IncNASDAQStock1980-12-12nullActive

They have correctly recorded Apple’s IPO date though, so it might justbe something about older stocks, or something else I am missing.

The first new function is company_overview which does what it sayson the tin.

Here we get a dictionary with 59 different metrics about the company. There are lots of different quantitate and qualitative values about the company in question and provides a useful overview.

The income statement summarises a companies revenues and expenses. In short it shows where the money was coming in (revenue) and where it was going out (expenses).

Both the annual and quarterly results come back. For the annual reports there are the last 5 years. For the quarterly reports, the last 21 quarters.

Then what I have done is written the functions that allow you to extract any of the fields on a quarterly or annual basis. Which means you can easily plot some graphs and summarise the results.

Jl Results 2021 Passers

Here we have Apple quarterly total revenue, with a predictable pattern peaking in the first quarter.

A balance sheet summarises a companies assets, what it owns and its liabilities, what it owns to other people.

Again, like the income statement, any of these keys can be extracted quarterly or annually.

As per the intro I’ve plotted Fords cash and short term investment balance against something the owe, the total liabilities.

The cash flow statement shows the changes in the balance sheet. It helps judge a companies ability to meet its cash needs, i.e. pay their employers or service their debt.

Each company reports their earnings each quarter and summarise their performance of the previous quarter. There are more dates available for earnings, but also slightly different fields for the quarterly and annual results.

Jl Results 2021 2022

There you go, lots more functions for the package and somethingdifferent than just looking at stock prices. This fundamental dataadds another dimension to any quantitate analysis of different stocksso go grab your free API key fromAlphaVantage and get exploring!

Jl Results 2020

If you are new to AlphaVantage you can also check out my previous poston getting market data into Julia here.