Every company's numbers, as they were known on the day

Point-in-time fundamentals for every US company that files with the SEC since 2009, including the thousands that have since delisted. Each value is dated by the filing that made it public, restatements are kept beside the original, and varve_id keeps a company's history in one piece when its CIK changes.

How it fits together

One company, one key: varve_id

SEC data is keyed on the CIK, which belongs to a legal entity. Varve Fundamentals puts the company at the center instead. Every table carries varve_id, and so does every table in Varve Events and Varve Corporate Actions, so fundamentals, filings, insider trades and delistings all join on one key. Hover or tap a table.

varve_id over time

The CIK changes. The company doesn't.

When a company reorganizes under a new holding company or moves its incorporation, SEC gives the new entity a new CIK and the old one stops filing. Keyed on CIK, that looks like one company dying and another being born. Keyed on varve_id, it is one unbroken history.

The same quarters, as delivered

Alphabet's revenue around the 2015 reorganization, from the facts table. The CIK switches from Google Inc. to Alphabet Inc.; varve_id doesn't move, and each value keeps the date it first became public.

varve_idcikregistrantperiod_endrevenuefiledsource
VD12887761288776Google Inc.2015-06-30$17.73B2015-07-23reported
VD12887761288776Google Inc.2015-09-30$18.68B2015-10-29reported
VD12887761652044Alphabet Inc.2015-12-31$21.33B2016-02-11Q4 derived from the 10-K
VD12887761652044Alphabet Inc.2016-03-31$20.26B2016-05-03reported
What it fixes

Three ways a backtest sees the future, and how we stop each

What's inside

27 fields, quarterly and annual, 2009 to today

Income statement

revenue · cost of revenue · gross profit · SG&A · R&D · operating income · interest expense · income tax · net income · depreciation & amortization · stock compensation

Balance sheet

total assets · current assets · cash · total liabilities · current liabilities · long-term debt · shareholders' equity

Cash flow

operating cash flow · capex · buybacks · dividends paid

Per share

basic and diluted EPS · basic and diluted shares · shares outstanding

Point-in-time by construction

Each value: first-reported number, filing date, acceptance time and accession; latest number and its filing; a full version history in fact_versions. Q4 and quarterly cash flows are derived from the 10-K and year-to-date figures, dated when the last input was filed.

Survivorship-bias-free from 2012

Built from every filer in every period, so bankrupt, acquired and delisted companies are present. We test it and publish the test.

Joins to prices

Point-in-time ticker_history (renames and reused symbols) and company names as intervals, so a price series keyed on ticker lands on the right company on every date.

Every table and column: schema & data dictionary · methodology guide (PDF) · example notebooks

Pricing

Buy the history, or subscribe for updates

Varve Fundamentals is also included in Varve Events.

See any company's history

Search 14,000+ companies: revenue, margins and filings as first reported, with every restatement.

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