edgarfundamentals

Retrieve Fundamental Financial Data from SEC EDGAR

edgarfundamentals provides a simple, ticker-based interface for retrieving key fundamental financial ratios directly from SEC EDGAR 10-K filings. No API key or paid subscription is required.

Installation

# From CRAN (once published)
install.packages("edgarfundamentals")

# Development version
devtools::install_github("robschumaker/edgarfundamentals")

Setup

The SEC requests that automated tools identify themselves via a User-Agent header. Set this once per session:

options(edgarfundamentals.user_agent = "Your Name your@email.com")

Functions

Function	Description
`get_cik(symbol)`	Translate a ticker to its SEC Central Index Key
`get_fundamentals(symbol, to_date)`	Key ratios for one stock from its most recent 10-K
`get_fundamentals_batch(symbols, to_date)`	Key ratios for a portfolio of stocks
`get_filing_history(symbol, form_type, n)`	Recent SEC filing history for a stock

Quick Example

library(edgarfundamentals)
options(edgarfundamentals.user_agent = "Jane Smith jane@example.com")

# Single stock
get_fundamentals("LLY", to_date = "2024-12-31")

# Portfolio
healthcare <- c("UNH", "PFE", "MRK", "ABT", "LLY", "CVS", "AMGN")
get_fundamentals_batch(healthcare, to_date = "2024-12-31")

Ratios Returned

get_fundamentals() and get_fundamentals_batch() return the following:

Ratio	Description	Source
`EPS`	Diluted Earnings Per Share (USD)	EDGAR
`NetIncome`	Net Income (USD)	EDGAR
`Revenue`	Total Revenue (USD)	EDGAR
`ROE`	Return on Equity (%)	EDGAR
`ROA`	Return on Assets (%)	EDGAR
`DE`	Debt-to-Equity ratio	EDGAR
`CurrentRatio`	Current Assets / Current Liabilities	EDGAR
`GrossMargin`	Gross Profit as % of Revenue	EDGAR
`OperatingMargin`	Operating Income as % of Revenue	EDGAR
`NetMargin`	Net Income as % of Revenue	EDGAR
`PE`	Price-to-Earnings ratio	EDGAR + Yahoo
`PB`	Price-to-Book ratio	EDGAR + Yahoo
`DIV`	Dividend Yield (%)	EDGAR + Yahoo

After cloning, generate documentation and check the package before submission:

devtools::document()   # generates man/ files from roxygen2 comments
devtools::check()      # runs R CMD check -- must pass with 0 errors, 0 warnings
devtools::build()      # builds the .tar.gz for CRAN submission

The man/ directory is generated automatically by devtools::document() and is not tracked in version control.

Data Source

All financial statement data comes from the SEC EDGAR XBRL API (data.sec.gov), specifically the companyfacts endpoint. Ratios reflect the most recently completed fiscal year from 10-K filings. PE, PB, and DIV additionally use current market prices from Yahoo Finance via tidyquant.