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---------

Co-authored-by: jose-donato <zmcdonato@gmail.com>
Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com>
Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
2023-10-30 21:01:29 +00:00

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title, description, keywords
title description keywords
Fundamental Analysis Documentation for the FA module in the OpenBB Terminal - providing programmatic access to financial analysis commands. Includes a comprehensive list of functionalities, such as analysis of SEC disclosure statements, company balance sheet information, earnings data, key metrics over time, estimate market cap and more. Detailed information for each function and plenty of examples demonstrating their usage.
FA module
API keys
AlphaVantage
EODHD
Financial Modeling Prep
Polygon
SEC disclosure statements
balance sheet
earnings data
company metrics
market cap
Jupyter Lab
VS Code
financial statement ratios
EPS estimates
cash flow
income statements
key statistics
stock suppliers

import HeadTitle from '@site/src/components/General/HeadTitle.tsx';

The FA module provides programmatic access to the commands from within the OpenBB Terminal. To get the most out of these functions, we recommend obtaining API keys from:

  • AlphaVantage
  • EODHD (premium subscribers only)
  • Financial Modeling Prep
  • Polygon

View this page for a list of all API sources used across the platform.

The FA Module

A brief description below highlights the properties of the fa module.

Path Description
openbb.stocks.fa.analysis Analysis of SEC disclosure statements
openbb.stocks.fa.balance Company balance sheet
openbb.stocks.fa.cal Calendar earnings and estimates
openbb.stocks.fa.cash Company cash flows statements
openbb.stocks.fa.customer Lists other public companies who are customers
openbb.stocks.fa.dcfc Historical DCF Values for a ticker
openbb.stocks.fa.divs Historical Dividends for a company
openbb.stocks.fa.divs_chart A chart for divs
openbb.stocks.fa.dupont DuPont ratios
openbb.stocks.fa.earnings Earnings data and EPS
openbb.stocks.fa.enterprise Company enterprise value
openbb.stocks.fa.epsfc Forward EPS estimates
openbb.stocks.fa.fama_coe Fama/French value for cost of equity
openbb.stocks.fa.fraud Key fraud ratios
openbb.stocks.fa.growth Growth of financial statement ratios
openbb.stocks.fa.income Company income statements
openbb.stocks.fa.key Company Key Metrics
openbb.stocks.fa.metrics Key Metrics Over Time
openbb.stocks.fa.mgmt Company Management Team
openbb.stocks.fa.mktcap Estimated Market Cap
openbb.stocks.fa.mktcap_chart Chart for mktcap
openbb.stocks.fa.overview Overview of the company
openbb.stocks.fa.pt Analyst price targets
openbb.stocks.fa.pt_chart Chart for pt
openbb.stocks.fa.rating Historical buy/sell/hold ratings based on ratios
openbb.stocks.fa.ratios Historical financial statements ratios
openbb.stocks.fa.revfc Forward revenue estimates
openbb.stocks.fa.score Investing Score from Warren Buffet
openbb.stocks.fa.shrs Major shareholders
openbb.stocks.fa.splits Stock Splits and Reverse Splits Since IPO
openbb.stocks.fa.splits_chart Chart for splits
openbb.stocks.fa.supplier Lists other public companies who are suppliers

This can be printed to the screen with:

help(openbb.stocks.fa)

Parameters for each function are displayed using the same syntax.

help(openbb.stocks.fa.balance)

Signature:
openbb.stocks.fa.balance(
    symbol: str,
    quarterly: bool = False,
    ratios: bool = False,
    source: str = 'YahooFinance',
    limit: int = 10,
) -> pandas.core.frame.DataFrame
Call signature: openbb.stocks.fa.balance(*args: Any, **kwargs: Any) -> Any
Type:           get_balance_sheet
String form:    <openbb_terminal.stocks.fundamental_analysis.sdk_helpers.Operation object at 0x1684e8f70>
File:           ~/GitHub/OpenBBTerminal/openbb_terminal/stocks/fundamental_analysis/sdk_helpers.py
Docstring:
Get balance sheet.

Parameters
----------
symbol : str
    Symbol to get balance sheet for
source : str, optional
    Data source for balance sheet, by default "YahooFinance"
    Sources: YahooFinance, AlphaVantage, FinancialModelingPrep, Polygon, EODHD
quarterly : bool, optional
    Flag to get quarterly data
ratios : bool, optional
   Flag to return data as a percent change.
limit : int
    Number of statements to return (free tiers may be limited to 5 years)

Returns
-------
pd.DataFrame
    Dataframe of balance sheet

Examples
--------
>>> from openbb_terminal.sdk import openbb
>>> balance_sheet = openbb.stocks.fa.balance("AAPL", source="YahooFinance")

If you have a premium AlphaVantage key, you can use the quarterly flag to get quarterly statements
>>> quarterly_income_statement = openbb.stocks.fa.balance("AAPL", source="AlphaVantage", quarterly=True)

This information is also displayed in the contextual help window, when using Jupyter Lab or VS Code.

Examples

The examples provided below will assume that the following import block is included at the beginning of the Python script or Notebook file:

import pandas as pd
from openbb_terminal.sdk import openbb

Earnings

The openbb.stocks.fa.earnings function returns upcoming earnings dates and estimates for EPS. There are two data sources available - YahooFinance or AlphaVantage, both of which provide historical context.

openbb.stocks.fa.earnings('COST', quarterly = True)
Earnings Date EPS Estimate Reported EPS Surprise(%)
2024-02-29 - - -
2023-12-06 - - -
2023-09-20 - - -
2023-05-25 3.21 - -
2023-05-25 - - -
2023-03-02 3.21 3.3 0.0288
2022-12-08 3.11 3.1 -0.00451
2022-09-22 4.17 4.2 0.0084
2022-05-26 3.03 3.17 0.0449
2022-03-03 2.74 2.92 0.0647
2021-12-09 2.64 2.98 0.12890

Growth

openbb.stocks.fa.growth provides annualized financial ratios as growth metrics.

openbb.stocks.fa.growth('COST')

Note: This returns thirty-five ratios, the table below is truncated for illustrative purposes.

2018 2019 2020 2021 2022
Period FY FY FY FY FY
Revenue growth 0.097 0.079 0.092 0.175 0.158
Gross profit growth 0.075 0.076 0.101 0.157 0.092
Ebitgrowth 0.090 -0.236 0.134 0.306 0.203
Operating income growth 0.090 -0.236 0.134 0.306 0.203

Analysis

The openbb.stocks.fa.analysis function scans 10K SEC filings with NLP to highlight risk factors and statements provided in the Discussion and Analysis sections. Summarizations by, elclect.us

openbb.stocks.fa.analysis('COST').head(1)
Group Good Sentence
Risk factors False During 2022, our international operations, including Canada, generated 27% and 32% of our net sales and operating income, respectively. 
df = openbb.stocks.fa.analysis('COST')
hp = df["Group"].str.contains('Discussion')
df[hp].head(1)
Group Good Sentence
Discussion and Analysis True Cash Flows from Operating ActivitiesNet cash provided by operating activities totaled $5,802 in the first half of 2023, compared to $3,659 in the first half of 2022.

Key

Use openbb.stocks.fa.key for a small table of key statistics.

openbb.stocks.fa.key('COST')
Market capitalization 219.440 B
EBITDA 9.891 B
EPS 13.62
PE ratio 36.33
PEG ratio 3.433
Price to book ratio 10.39
Return on equity TTM 0.284
Price to sales ratio TTM 0.891
Dividend yield 0.0083
50 day moving average 491.41
Analyst target price 547.64
Beta 0.787

SHRS

The top 10 mutual funds holding the stock are retrieved with:

openbb.stocks.fa.shrs(symbol = 'COST', holder = 'mutualfund')
Holder Shares Date Reported Stake Value
Vanguard Total Stock Market Index Fund 13.453 M 2022-12-30 00:00:00 3.03 % 6.591 B
Vanguard 500 Index Fund 10.232 M 2022-12-30 00:00:00 2.31 % 5.012 B
Invesco ETF Tr-Invesco QQQ Tr, Series 1 ETF 5.834 M 2023-03-30 00:00:00 1.32 % 2.858 B
Fidelity 500 Index Fund 4.852 M 2023-02-27 00:00:00 1.09 % 2.377 B
SPDR S&P 500 ETF Trust 4.804 M 2023-03-30 00:00:00 1.08 % 2.353 B
iShares Core S&P 500 ETF 3.950 M 2023-02-27 00:00:00 0.89 % 1.935 B
Vanguard Growth Index Fund 3.736 M 2022-12-30 00:00:00 0.84 % 1.830 B
Select Sector SPDR Fund-Consumer Staples 3.241 M 2023-02-27 00:00:00 0.73 % 1.588 B
Vanguard Institutional Index Fund-Institutional Index Fund 3.102 M 2022-12-30 00:00:00 0.70 % 1.519 B
Vanguard Specialized-Dividend Appreciation Index Fund 2.804 M 2023-01-30 00:00:00 0.63 % 1.374 B

Balance

Financial statement items can be displayed as their reported value or as a percent change.

openbb.stocks.fa.balance(symbol = 'COST', ratios=True)
Breakdown 2022-08-31 2021-08-31 2020-08-31
Cash and cash equivalents -0.0937111 -0.0830007 0.464337
Other short-term investments -0.0774264 -0.107977 -0.0301887
Total cash -0.0924846 -0.0849305 0.408831
Net receivables 0.242928 0.163226 0.00977199
Inventory 0.259726 0.161166 0.0743308
Other current assets 0.14253 0.282502 -0.0792079
Total current assets 0.108151 0.0492532 0.19736
Gross property, plant and equipment 0.0532209 0.0815396 0.149114
Accumulated depreciation 0.0790625 0.0984801 0.0988412
Net property, plant and equipment 0.039345 0.072657 0.177358
Other long-term assets 0.19787 0.190074 1.77171
Total non-current assets 0.0573531 0.0848156 0.251928
Total assets 0.0826416 0.0668155 0.2237
Current debt -0.908636 7.41053 -0.944085
Accounts payable 0.0964492 0.148603 0.21346
Accrued liabilities 0.0921715 0.152661 0.147383
Other current liabilities 0.230213 0.223444 -0.0168776
Total current liabilities 0.0868517 0.185035 0.0691569
Long-term debt -0.0310819 -0.109396 0.466432
Other long-term liabilities 0.057971 0.248062 0.329897
Total non-current liabilities -0.0194059 -0.0214875 0.825049
Total liabilities 0.0565429 0.117744 0.235947
Common stock -0.5 0 0
Retained earnings 0.335933 -0.0941843 0.255508
Accumulated other comprehensive income 0.608619 -0.123362 -0.0967967
Total stockholders' equity 0.175245 -0.0393787 0.199501
Total liabilities and stockholders' equity 0.0826416 0.0668155 0.2237

Cashflow and Income statements are requested in the same way.

Cash

Get the company's cash statements.

openbb.stocks.fa.cash(symbol = 'COST').tail(4)
Breakdown ttm 2022-08-31 2021-08-31 2020-08-31 2019-08-31
Cash at end of period 13136000.0 10203000.0 11258000.0 12277000.0 8384000.0
Operating cash flow 9535000.0 7392000.0 8958000.0 8861000.0 6356000.0
Capital expenditure -4060000.0 -3891000.0 -3588000.0 -2810000.0 -2998000.0
Free cash flow 5475000.0 3501000.0 5370000.0 6051000.0 3358000.0

Income

Get the company's income statements.

openbb.stocks.fa.income('COST').tail(4)
Breakdown 2022-08-31 2021-08-31 2020-08-31 2019-08-31
Diluted EPS 13.14 11.27 9.02 8.26
Basic average shares 443651.00 443089.00 442297.00 439755.00
Diluted average shares 444757.00 444346.00 443901.00 442923.00
EBITDA 7998000.00 6851000.00 5527000.00 4915000.00

Supplier

openbb.stocks.fa.supplier will return a list of suppliers for the compnay, that are also listed US stocks.

openbb.stocks.fa.supplier('COST').head(5)
TICKER Company Name Revenue Net Income Net Margin Cash Flow
BRKA Berkshire Hathaway Inc 78165 18321 23.44 % -52307
ULVR Unilever Plc 58737.3 7415.52 12.62 % 0
COST Costco Wholesale Corp 54437 1364 2.51 % 653
BUD Anheuser busch Inbev Sa 54304 6114 11.26 % 0
DEO Diageo Plc 22448 3338 14.87 % 2749

EPSFC

Returns a DataFrame of forward EPS estimates consensus.

openbb.stocks.fa.epsfc('COST')
fiscalyear consensus_mean change % analysts actual consensus_low consensus_high
2022 13.151 18.6918 20 13.27 12.43 13.43
2023 14.5 9.2679 13 0 14.22 15.18
2024 15.801 8.97478 20 0 14.75 17.09
2025 17.337 9.71807 10 0 16.47 18.92
2026 19.332 11.5088 5 0 17.55 21.84
2027 21.408 10.7387 5 0 18.6 25.72
2028 23.625 10.3559 2 0 22.19 25.06
2029 27.2 15.1323 1 0 27.2 27.2
2030 29.6 8.82353 1 0 29.6 29.6
2031 32.05 8.27703 1 0 32.05 32.05
2032 34.87 8.79875 1 0 34.87 34.87

SEC

openbb.stocks.fa.sec SEC forms filed by year and type.

openbb.stocks.fa.sec('COST').head(4)
Filed Company Name Reporting Owner Form Type Period View
04/19/2023 Costco Wholesale Corporation 8-K 04/19/2023 https://app.quotemedia.com/data/downloadFiling...
04/13/2023 Costco Wholesale Corporation 4 04/11/2023 https://app.quotemedia.com/data/downloadFiling...
03/15/2023 Costco Wholesale Corporation JELINEK W CRAIG 4 03/13/2022 https://app.quotemedia.com/data/downloadFiling...
03/15/2023 Costco Wholesale Corporation GALANTI RICHARD A 4 03/14/2023 https://app.quotemedia.com/data/downloadFiling...

PT

openbb.stocks.fa.pt returns historical ratings and price targets, by firm.

openbb.stocks.fa.pt('COST').tail(10)
Date Company Rating Price Target
2023-02-08 Barclays Capital HOLD 510
2023-02-27 Telsey Advisory Group BUY 580
2023-03-03 Baird Patrick & Co BUY 535
2023-03-03 Telsey Advisory Group BUY 540
2023-03-03 Morgan Stanley BUY 520
2023-03-07 Northcoast BUY 560
2023-03-28 Telsey Advisory Group BUY 540
2023-04-06 Telsey Advisory Group BUY 540
2023-04-06 Oppenheimer & Co. Inc. BUY 550
2023-05-01 Telsey Advisory Group BUY 540