Introducing pricing and fundamental data for US equities

Viewly One started as a crypto analytics product. With this release we are expanding into traditional markets as well.

US Equity Markets

In this release we are pleased to announce support for US equity markets. Our database includes historic daily OHLCV data and fundamental data for stocks listed on NYSE, Nasdaq, Cboe, Bats, IEX and more.

For those interested in doing lower time frequency analysis, we plan to add an API with aggregates as low as 1 minute.

Additionally, our API offers historic data on stock splits, dividends and financial reporting.

Examples

Revenue of semiconductor companies

The reason for choosing this sector is higher degree of homogeneity in business models, which might make factor analysis easier.

Interestingly, the quarterly revenues of Intel, AMD and Nvidia are highly correlated. Perhaps this is due to some common factor such as the manufacturing node process or cyclical consumer demand.

Profit vs Stock Price

If we look at reported profit vs quarterly stock appreciation we can see a strong relationship, as expected. The points that deviate from this relationship may provide interesting clues to either historic market mispricings or effects of other factors.

Individual company vs the industry

We can do a cross sectional analysis comparing the performance of an individual company to its respective industry.

For example, here we can see relative position of Intel and AMD’s SalesPerShare vs the industry for 2019:

We can extend this idea to the multivariate case, where we are looking at a subset of rescaled factors.

TradingView Charting

Viewly One now supports the TradingView charting library. From all the frameworks we’ve tested so far, TradingView seems to be the most extensible and feature rich framework for historic trading data.

Tesla Inc. reporting

Lets look at the last few unadjusted Quarterly reports for TSLA.

Symbol TSLA TSLA TSLA TSLA
Year 2019 2019 2019 2020
Quarter 2 3 4 1
AccumulatedOtherComprehensiveIncome -5.6M -120.0M -36.0M -113.0M
Assets 31.9B 32.8B 34.3B 37.2B
AssetsCurrent 10.2B 10.9B 12.1B 14.9B
AssetsNonCurrent 21.7B 21.9B 22.2B 22.4B
BookValuePerShare 32.4 33.7 36.8 50.1
CapitalExpenditure -267.9M -409.9M -449.0M -481.0M
CashAndEquivalents 5.1B 5.6B 6.5B 8.1B
CashAndEquivalentsUSD 5.1B 5.6B 6.5B 8.1B
CostOfRevenue 5.4B 5.1B 6.0B 4.8B
ConsolidatedIncome -389.3M 150.0M 132.0M 68.0M
CurrentRatio 1.1 1.1 1.1 1.2
DebtToEquityRatio 4.3 4.2 4.0 2.9
Debt 13.0B 13.3B 13.4B 13.9B
DebtCurrent 1.8B 2.0B 1.8B 3.2B
DebtNonCurrent 11.2B 11.3B 11.6B 10.7B
DebtUSD 13.0B 13.3B 13.4B 13.9B
DeferredRevenue 2.1B 2.2B 2.4B 2.4B
DepreciationAmortizationAndAccretion 578.6M 530.9M 577.0M 553.0M
Deposits 631.1M 665.0M 726.0M 788.0M
DividendYield 0.0 0.0 0.0 0.0
DividendsPerBasicCommonShare 0.0 0.0 0.0 0.0
EarningBeforeInterestTaxes -216.9M 354.0M 317.0M 187.0M
EarningsBeforeInterestTaxesDepreciationAmortization 361.6M 884.9M 894.0M 740.0M
EBITDAMargin 0.1 0.1 0.1 0.1
EarningsBeforeInterestTaxesDepreciationAmortizationUSD 361.6M 884.9M 894.0M 740.0M
EarningBeforeInterestTaxesUSD -216.9M 354.0M 317.0M 187.0M
EarningsBeforeTax -388.9M 169.0M 147.0M 18.0M
EarningsPerBasicShare -2.3 0.8 0.6 0.1
EarningsPerDilutedShare -2.3 0.8 0.6 0.1
EarningsPerBasicShareUSD -2.3 0.8 0.6 0.1
ShareholdersEquity 5.7B 6.0B 6.6B 9.2B
ShareholdersEquityUSD 5.7B 6.0B 6.6B 9.2B
EnterpriseValue 50.2B 64.8B 152.7B 154.3B
EnterpriseValueOverEBIT 498.0 -1.3K -2.3K 241.0
EnterpriseValueOverEBITDA 23.4 32.0 73.2 53.6
FreeCashFlow 595.7M 346.1M 976.0M -921.0M
FreeCashFlowPerShare 3.4 1.9 5.4 -5.0
ForeignCurrencyUSDExchangeRate 1.0 1.0 1.0 1.0
GrossProfit 921.0M 1.2B 1.4B 1.2B
GrossMargin 0.1 0.2 0.2 0.2
GoodwillAndIntangibleAssets 480.8M 537.0M 537.0M 516.0M
InterestExpense 172.0M 185.0M 170.0M 169.0M
InvestedCapital 29.7B 29.9B 30.0B 30.6B
Inventory 3.4B 3.6B 3.6B 4.5B
Investments 765.9M 653.0M 662.0M 0.0
InvestmentsCurrent 0.0 0.0 0.0 0.0
InvestmentsNonCurrent 765.9M 653.0M 662.0M 0.0
TotalLiabilities 24.7B 25.3B 26.2B 26.5B
CurrentLiabilities 9.6B 10.1B 10.7B 12.0B
LiabilitiesNonCurrent 15.1B 15.2B 15.5B 14.5B
MarketCapitalization 42.2B 57.0B 145.8B 148.4B
NetCashFlow 2.8B 377.1M 957.0M 1.8B
NetCashFlowBusinessAcquisitionsDisposals 31.7M -76.0M 0.0 0.0
IssuanceEquityShares 1.0B 70.8M 96.0M 2.5B
IssuanceDebtSecurities 1.6B 47.7M -195.0M 287.0M
PaymentDividendsOtherCashDistributions 0.0 0.0 0.0 0.0
NetCashFlowFromFinancing 2.1B 118.2M -79.0M 2.7B
NetCashFlowFromInvesting -241.5M -485.6M -403.0M -480.0M
NetCashFlowInvestmentAcquisitionsDisposals 0.0 0.0 0.0 0.0
NetCashFlowFromOperations 863.6M 756.0M 1.4B -440.0M
EffectOfExchangeRateChangesOnCash 593.0K -11.5M 14.0M -24.0M
NetIncome -408.3M 143.0M 105.0M 16.0M
NetIncomeCommonStock -408.3M 143.0M 105.0M 16.0M
NetIncomeCommonStockUSD -408.3M 143.0M 105.0M 16.0M
NetLossIncomeFromDiscontinuedOperations 0.0 0.0 0.0 0.0
NetIncomeToNonControllingInterests 19.1M 7.0M 27.0M 52.0M
ProfitMargin -0.1 0.0 0.0 0.0
OperatingExpenses 1.1B 930.0M 1.0B 951.0M
OperatingIncome -167.5M 261.0M 359.0M 283.0M
TradeAndNonTradePayables 3.1B 3.5B 3.8B 4.0B
PayoutRatio 0.0 0.0 0.0 0.0
PriceToBookValue 7.4 9.4 22.0 16.2
PriceEarnings -64.0 -68.8 -169.1 -1.0K
PriceToEarningsRatio -62.9 -66.3 -163.4 -1.0K
PropertyPlantEquipmentNet 19.6B 19.8B 20.2B 20.5B
PreferredDividendsIncomeStatementImpact 0.0 0.0 0.0 0.0
SharePriceAdjustedClose 235.8 316.2 804.0 800.5
PriceSales 1.7 2.3 5.9 5.7
PriceToSalesRatio 1.7 2.3 5.8 5.6
TradeAndNonTradeReceivables 1.1B 1.1B 1.3B 1.3B
AccumulatedRetainedEarningsDeficit -6.3B -6.2B -6.1B -6.1B
Revenues 6.3B 6.3B 7.4B 6.0B
RevenuesUSD 6.3B 6.3B 7.4B 6.0B
ResearchAndDevelopmentExpense 323.9M 334.0M 345.0M 324.0M
ShareBasedCompensation 209.9M 198.8M 281.0M 211.0M
SellingGeneralAndAdministrativeExpense 647.3M 596.0M 699.0M 627.0M
ShareFactor 1.0 1.0 1.0 1.0
Shares 179.1M 180.2M 181.3M 185.4M
WeightedAverageShares 176.7M 179.0M 180.0M 183.0M
WeightedAverageSharesDiluted 176.7M 179.0M 180.0M 183.0M
SalesPerShare 35.9 35.2 41.0 32.7
TangibleAssetValue 31.4B 32.3B 33.8B 36.7B
TaxAssets 0.0 0.0 0.0 0.0
IncomeTaxExpense 19.4M 26.0M 42.0M 2.0M
TaxLiabilities 0.0 0.0 0.0 0.0
TangibleAssetsBookValuePerShare 177.7 180.2 187.6 200.7
WorkingCapital 593.2M 794.0M 1.4B 2.9B
AssetsAverage NA NA NA NA
AssetTurnover NA NA NA NA
AverageEquity NA NA NA NA
InvestedCapitalAverage NA NA NA NA
ReturnOnAverageAssets NA NA NA NA
ReturnOnAverageEquity NA NA NA NA
ReturnOnInvestedCapital NA NA NA NA
ReturnOnSales NA NA NA NA
Date 2019-06-30 2019-09-30 2019-12-31 2020-03-31

Next steps

In this post we have just scratched the surface of what is possible with our new dataset. If you’re interested in going deeper, sign up for Viewly One and give our analytics a try.