Swarnajeeth/Swarnajeeth
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Stocks Quarterly IncomeStatement
This dataset includes quarterly income statement data for various stocks.
340,559 rows over 6,832 symbols, 27 columns, covering 1987-03-31 to 2026-06-30. Refreshed monthly.
Strategies Built on This Data
765 papers in the Papers With Backtest catalogue declare this dataset as an input. 728 of them have been coded and run over their own full history. The median replicated Sharpe ratio is +0.28, and 36% clear a t-statistic of 1.96 on their own sample, against 48% across all 4,837 replications in the library.
Some of the strongest results that lean on it:
| Strategy | Sharpe | t-stat | Tested over |
|---|---|---|---|
| Risk Budgeting and Diversification Based on Optimized Uncorrelated Factors | +0.91 | 5.2 | 33 years |
| R&D Alpha: Investment Intensity and Long-Term Stock Returns | +0.84 | 3.7 | 20 years |
A Sharpe ratio quoted without its t-statistic hides how much of the library cannot be distinguished from zero, which is why both are shown. The figures are in-sample over each strategy's own window and carry no transaction costs.
Why It Matters
This dataset strengthens earnings-based signals and peer comparisons by:
- Earnings quality: Revenue, margins, and expense lines reveal profitability trends that drive valuation signals.
- Growth tracking: Consistent quarterly cadence supports growth factor construction and surprise analysis.
- Sector comparability: Standardized fields make peer comparisons and relative-value screens straightforward.
Load It
Installation/Upgrade:
pip install --upgrade pwb-toolbox
Load the Dataset:
from pwb_toolbox import datasets as pwb_ds
df = pwb_ds.load_dataset("Stocks-Quarterly-IncomeStatement", symbols=["AAPL"])
print(df.iloc[0, :])
Example Output:
symbol AAPL
date 2005-09-30
reported_currency USD
gross_profit 1035000000.0
total_revenue 3678000000.0
cost_of_revenue 2643000000.0
cost_of_goods_and_services_sold 2643000000.0
operating_income 418000000.0
selling_general_and_administrative 470000000.0
research_and_development 147000000.0
operating_expenses 617000000.0
investment_income_net None
net_interest_income NaN
interest_income NaN
interest_expense 60000000.0
non_interest_income None
other_non_operating_income NaN
depreciation None
depreciation_and_amortization 51000000.0
income_before_tax 478000000.0
income_tax_expense 48000000.0
interest_and_debt_expense None
net_income_from_continuing_operations 0.0
comprehensive_income_net_of_tax None
ebit 418000000.0
ebitda 469000000.0
net_income 430000000.0
Columns
| Column Name | Description |
|---|---|
| symbol | Stock ticker. |
| date | Fiscal period end date (YYYY-MM-DD). |
| reported_currency | Currency used in the filing. |
| gross_profit | Gross profit for the period. |
| total_revenue | Total revenue recognized. |
| cost_of_revenue | Total cost of revenue. |
| cost_of_goods_and_services_sold | Cost of goods and services sold. |
| operating_income | Operating income reported. |
| selling_general_and_administrative | Selling, general, and administrative expenses. |
| research_and_development | Research and development expenses. |
| operating_expenses | Total operating expenses. |
| investment_income_net | Net investment income. |
| net_interest_income | Net interest income. |
| interest_income | Interest income earned. |
| interest_expense | Interest expense incurred. |
| non_interest_income | Non-interest income items. |
| other_non_operating_income | Other non-operating income. |
| depreciation | Depreciation expense. |
| depreciation_and_amortization | Depreciation and amortization expense. |
| income_before_tax | Income before tax. |
| income_tax_expense | Income tax expense. |
| interest_and_debt_expense | Combined interest and debt expense. |
| net_income_from_continuing_operations | Net income from continuing operations. |
| comprehensive_income_net_of_tax | Comprehensive income net of tax. |
| ebit | Earnings before interest and taxes. |
| ebitda | Earnings before interest, taxes, depreciation, and amortization. |
| net_income | Net income reported for the period. |
What This Data Does Not Cover
No filing date. The only timestamp here is date, the fiscal period end. A US filer has up to forty-five days after the quarter closes to file, and restatements arrive later still, so a signal keyed on date uses numbers that were not public on that date. Stocks-Quarterly-Earnings carries reported_date, the announcement date, and joins on symbol and date; lagging by a quarter is the cruder alternative.
As reported now, not as reported then. Each period appears once and carries the current figure, so a restated quarter shows the restatement rather than what the market saw.
Access
Browsing the card and the schema is open to anyone. Downloading the files needs an approved request, tied to a subscription: what each plan includes. The same subscription covers the other datasets in this organisation.
Elsewhere
- Dataset page and coverage charts
- The strategy catalogue, 3,806 papers and 4,837 replicated strategies
pwb-toolbox, the loader used in the snippet aboveawesome-systematic-trading, the replicated strategies with their measured Sharpe- Every dataset in this organisation
Papers With Backtest publishes 32 datasets on the Hub and codes the papers that use them. Every strategy in the catalogue is run over its own full history before it is published, which is where the numbers above come from.
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