SEC Fundamentals API — normalized SEC financial data

Normalized SEC EDGAR XBRL facts for any US public company: every reported value (revenue, net income, assets, cash flow, ...) mapped to 61 canonical concepts with filing provenance and data-quality flags. Filter by concept and fiscal year. Source data for fundamental analysis and research agents.

Clean annual financial statements for any US public company from SEC 10-K/10-Q filings: income statement, balance sheet, cash flow, plus derived ratios (gross margin, operating margin, ROE, ROA, FCF, debt-to-equity, R&D intensity). One row per fiscal year, normalized across 20,000+ companies. Ideal for fundamental analysis, valuation models, and investment research.

SEC EDGAR filing index for any US public company with direct document URLs: 10-K annual reports, 10-Q quarterlies, 8-K current reports, Form 4 insider trades, S-1 and more. Filter by form type; freshest filings first, updated within minutes of EDGAR acceptance.

Industry benchmark percentiles (p10/p25/median/p75/p90) for any financial metric across US public companies, grouped by industry (SIC) and revenue size bucket. Answer questions like 'what is the median gross margin of large software companies?' — cross-company aggregates computed from normalized SEC XBRL data. No other API sells this per-call.

Stock screener over SEC fundamentals: filter 20,000+ US public companies by any combination of financial metrics (e.g. gross_margin > 0.6 AND revenue > $1B). Returns matching companies with names, tickers, industries and their metric values. Built for agent-driven equity research.

Peer comparison for any US public company: its financial metrics side by side with industry cohort percentiles, so agents can judge whether margins, growth or leverage are above or below sector norms.

Quality Score: rank US public companies 0-100 over a 10-year window from five continuous components — return on invested capital (30, blended 60/40 with the company's industry percentile), durability through the cycle (20), cash conversion (20), balance-sheet strength (15), and capital discipline (15). Every component is explainable from the returned row. Companies that stopped filing (4,313), have fewer than five fiscal years on file (1,702), lack the tags to measure returns on capital in enough of those years — missing EBIT tags, or an unclassified balance sheet, common among homebuilders and industrials with captive finance arms (1,612) — or are balance-sheet financials (1,539) are not scored and do not appear: 2,885 of 12,051 companies (roughly a quarter of all filers, ~37% of active ones) are scored today. Methodology v3; heuristic screen, not investment advice. Params: fy (optional, defaults to the published fiscal year), min_score, min_revenue, industry, limit.

Recent insider (Form 4) transactions for a company plus a trailing summary: open-market buys vs sales, distinct buyers, net dollar value. Officer/director activity with 10b5-1 plan flags. Not investment advice.

Composite factor scorecard for one company, fusing five independent evidence sources into 0-100 scores: quality (Piotroski F-Score, Altman Z, Sloan accruals), value (owner-earnings DCF margin of safety), insider conviction (Form 4 open-market buying as basis points of market cap), institutional positioning (13F holder change and ownership percentage), and short sentiment (FINRA short-volume percentile within industry). Includes cross-dataset metrics available nowhere else — institutional ownership %, insider buy intensity, short-to-ADV — plus governance and data-quality flags (Form 4 filing latency, Item 4.02 restatements, stale fundamentals). Caller-overridable factor weights. RESEARCH SIGNAL, NOT INVESTMENT ADVICE.

Rank US public companies by composite factor score across quality, value, insider conviction, institutional positioning and short sentiment. Scored on available factors and renormalized, with a coverage figure so thin results are visible rather than hidden. Weights are caller-overridable. RESEARCH SIGNAL, NOT INVESTMENT ADVICE.

Short-selling pressure for a company: FINRA daily short-volume ratio (short volume / total volume) over the trailing ~20 trading days — a bearish-sentiment proxy. Daily short-sale VOLUME, not bi-monthly short interest / float. Not investment advice.

Companies under the heaviest short-selling pressure by FINRA daily short-volume ratio — bearish-sentiment / squeeze-setup proxy. Daily short-sale volume, not short interest. Not investment advice.

13F institutional ownership snapshot for a company: number of institutional holders, aggregate shares/value, and quarter-over-quarter change (are institutions accumulating or trimming). 45-day reporting lag; long-only. Not investment advice.

Companies where 13F institutions are accumulating (or distributing) fastest quarter-over-quarter by aggregate share change — smart-money positioning. direction=accumulating|distributing. Not investment advice.

Companies with the strongest recent open-market insider cluster buying (officers/directors, code P, excluding funds and 10b5-1 plans), ranked by number of buyers and dollar value. A well-studied positive signal. Not investment advice.

Piotroski F-Score (0-9): nine fundamental signals of financial strength (Piotroski 2000). Rank US public companies by quality; each result includes the nine component flags. Not investment advice.

Altman Z-Score bankruptcy/distress screen (Altman 1968). Zones: >2.99 safe, 1.81-2.99 grey, <1.81 distress; defaults to most distressed first. Requires market cap. Not investment advice.

Beneish M-Score (Beneish 1999): an accounting-quality screening heuristic. M > -1.78 is flagged 'elevated' and warrants scrutiny, but most often reflects rapid growth, acquisitions or accounting changes; it is not evidence of, or an accusation of, manipulation. Defaults to elevated companies only (level=all for every score). Not investment advice.

Greenblatt Magic Formula rank: earnings yield (EBIT/EV) plus return on capital across the priced non-financial universe; rank 1 = best. Requires market cap. Not investment advice.

Sloan accrual ratio (earnings quality; Sloan 1996): (net income - operating cash flow) / assets. Lower = higher-quality earnings; set worst=true for lowest-quality. Not investment advice.

Buffett Value Scan: Quality Score (0-100 over a 10-year window: return on invested capital, durability, cash conversion, balance-sheet strength, capital discipline — see buffett_scan) fused with previous-close valuation — market cap, FCF yield, owner-earnings yield, P/E, and a 10-year owner-earnings DCF with margin of safety. Find high-quality US public companies trading below intrinsic value; combined_score averages quality and value 0-100. Methodology v3; heuristic screen, not investment advice. Params: fy (optional, defaults to the published fiscal year), min_score, min_margin_of_safety, min_revenue, industry.

Curated market-wide analyses computed live over all US public companies: top_companies (rank by any metric), movers (biggest metric changes between years), sector_landscape (margin medians per industry), metric_trend (yearly aggregate time series, e.g. total R&D spend 2015-2025), capital_returns (buybacks vs dividends by size), filing_velocity (monthly filing counts). The pre-built research answers behind the raw data. Free catalog of insights and parameters at /insights.