FinModeling is a set of tools for manipulating financial data from SEC Edgar (in XBRL format).
- Pulls annual (10-k) and quarterly (10-q) financial reports from SEC
- Uses Naive Bayes Classifiers to classify financial statement items
- trained on medium-to-large NASDAQ tech companies
- Reformulates GAAP statements to better highlight enterprise value
- Generates forecasts based on analysis of historical performance
After running "rake install" (to build and install the 'finmodeling' gem), you can run:
lindstro@lindstro-laptop:~/code/finmodels$ ./examples/show_reports.rb --num-forecasts 2 orcl 2011-02-01
Forecasting 2 periods
company name: ORACLE CORP
2011-02-28 2011-05-31 2011-08-31 2011-11-30 2012-02-29E 2012-05-29E
NOA ($MM) 28,172.0 28,282.0 25,235.0 27,055.0 27,342.0 29,107.0
NFA ($MM) 8,445.0 11,494.0 15,657.0 14,865.0 16,899.0 17,593.0
CSE ($MM) 36,617.0 39,776.0 40,892.0 41,920.0 44,241.0 46,700.0
Composition Ratio 3.3359 2.4605 1.6117 1.8200 1.6179 1.6545
NOA Growth 0.0155 -0.3638 0.3222 0.0431 0.2888
CSE Growth 0.3886 0.1160 0.1047 0.2412 0.2452
NOA growth: a:-0.1619, b:0.1533, r:0.4461, var:0.0787
2011-02-28 2011-05-31 2011-08-31 2011-11-30 2012-02-29E 2012-05-29E
Revenue ($MM) 8,764.0 10,775.0 8,374.0 8,792.0 9,360.0 9,964.0
Core OI ($MM) 2,318.0 3,413.0 2,056.0 2,327.0 2,483.0 2,644.0
OI ($MM) 2,238.0 3,332.0 1,978.0 2,290.0
FI ($MM) -122.0 -123.0 -138.0 -98.0 -163.0 -185.0
NI ($MM) 2,116.0 3,209.0 1,840.0 2,192.0 2,321.0 2,459.0
Gross Margin 0.5858 0.6040 0.5679 0.5845
Sales PM 0.2644 0.3167 0.2454 0.2646 0.2653 0.2653
Operating PM 0.2553 0.3092 0.2361 0.2604
FI / Sales -0.0139 -0.0114 -0.0164 -0.0111 -0.0173 -0.0185
NI / Sales 0.2414 0.2978 0.2197 0.2493 0.2479 0.2467
Sales / NOA 1.5298 1.1843 1.3936 1.3837 1.4576
FI / NFA -0.0581 -0.0479 -0.0250 -0.0437 -0.0437
Revenue Growth 1.2695 -0.6321 0.2157 0.2852 0.2888
Core OI Growth 3.6455 -0.8661 0.6443 0.2974 0.2888
OI Growth 3.8474 -0.8737 0.8006
ReOI ($MM) 2,647.0 1,290.0 1,683.0 1,833.0 1,993.0
operating pm: a:0.2739, b:-0.0057, r:-0.2398, var:0.0007
asset turnover: a:1.4374, b:-0.0681, r:-0.3914, var:0.0201
revenue growth: a:0.8112, b:-0.5268, r:-0.5530, var:0.6050
fi / nfa: a:-0.0602, b:0.0165, r:0.9765, var:0.0001
Unknown... 2011-05-31 2011-08-31 2011-11-30
C ($MM) -17.0 5,421.0 1,255.0
I ($MM) -8,380.0 -13,091.0 -9,191.0
d ($MM) 8,688.0 8,568.0 8,956.0
F ($MM) -291.0 -898.0 -1,020.0
FCF ($MM) -8,397.0 -7,670.0 -7,936.0
NI / C -188.7647 0.3394 1.7466
lindstro@lindstro-laptop:~/code/finmodels$ ./examples/show_reports.rb adbe 2010-11-01
company name: ADOBE SYSTEMS INC
2010-12-03 2011-03-04 2011-06-03 2011-09-02 2011-12-02
NOA (000's) 4,269,074.0 4,374,531.0 4,334,056.0 4,428,947.0 4,458,509.0
NFA (000's) 923,313.0 1,050,876.0 1,055,359.0 1,135,011.0 1,324,604.0
CSE (000's) 5,192,387.0 5,425,407.0 5,389,415.0 5,563,958.0 5,783,113.0
Composition Ratio 4.6236 4.1627 4.1067 3.9021 3.3659
NOA Growth 0.1028 -0.0365 0.0907 0.0270
CSE Growth 0.1925 -0.0263 0.1363 0.1676
NOA growth: a:0.0610, b:-0.0100, r:-0.2006, var:0.0031
Unknown... 2011-03-04 2011-06-03 2011-09-02 2011-12-02
Revenue (000's) 1,027,706.0 1,023,179.0 1,013,212.0 1,152,161.0
Core OI (000's) 251,831.0 247,172.0 215,630.0 251,253.0
OI (000's) 245,152.0 240,798.0 206,405.0 182,137.0
FI (000's) -10,561.0 -11,362.0 -11,304.0 -8,418.0
NI (000's) 234,591.0 229,436.0 195,101.0 173,719.0
Gross Margin 0.8952 0.8932 0.8967 0.8989
Sales PM 0.2450 0.2415 0.2128 0.2180
Operating PM 0.2385 0.2353 0.2037 0.1580
FI / Sales -0.0102 -0.0111 -0.0111 -0.0073
NI / Sales 0.2282 0.2242 0.1925 0.1507
Sales / NOA 0.2338 0.2337 0.2601
FI / NFA -0.0108 -0.0107 -0.0074
Revenue Growth -0.0175 -0.0385 0.6744
Core OI Growth -0.0721 -0.4216 0.8464
OI Growth -0.0693 -0.4610 -0.3944
ReOI (000's) 135,604.0 102,185.0 75,635.0
operating pm: a:0.2498, b:-0.0273, r:-0.9434, var:0.0010
asset turnover: a:0.2294, b:0.0131, r:0.8641, var:0.0001
revenue growth: a:-0.1398, b:0.3459, r:0.8528, var:0.1097
Unknown... 2011-03-04 2011-06-03 2011-09-02 2011-12-02
C (000's) 332,102.0 397,743.0 320,434.0 334,399.0
I (000's) -226,787.0 -229,749.0 -391,441.0 -385,261.0
d (000's) -20,966.0 196,511.0 164,509.0 48,818.0
F (000's) -84,349.0 -364,505.0 -93,502.0 2,044.0
FCF (000's) 105,315.0 167,994.0 -71,007.0 -50,862.0
NI / C 0.7063 0.5768 0.6088 0.5194
lindstro@lindstro-laptop:~/code/finmodels$ ./examples/show_report.rb adbe 10-q -2
company name: ADOBE SYSTEMS INC
url: http://www.sec.gov/Archives/edgar/data/796343/000079634311000006/0000796343-11-000006-index.htm
Balance Sheet (2011-03-04)
Assets (loc_Assets_1)
[fa] Cash And Cash Equivalents At Carrying Value 900,156,000.0
[fa] Short Term Investments 1,736,679,000.0
[oa] Accounts Receivable Net Current 533,353,000.0
[fa] Deferred Tax Assets Net Current 66,928,000.0
[oa] Prepaid Expenses Other Assets 113,682,000.0
[oa] Property Plant And Equipment Net 453,497,000.0
[oa] Goodwill 3,686,073,000.0
[oa] Finite Lived Intangible Assets Net 447,616,000.0
[fa] Investment In Lease Receivable 207,239,000.0
[oa] Other Assets Noncurrent 164,801,000.0
Total 8,310,024,000.0
Liabilities and Stockholders' Equity (loc_LiabilitiesAndStockholdersEquity_1)
[ol] Accrued Restructuring Current 6,759,000.0
[fl] Accrued Income Taxes Current 57,096,000.0
[ol] Capital Lease Obligations Current 8,900,000.0
[ol] Accrued Liabilities Current 458,463,000.0
[ol] Accounts Payable Current 54,742,000.0
[ol] Deferred Revenue Current 399,572,000.0
[fl] Long Term Debt And Capital Lease Obligations 1,511,553,000.0
[ol] Deferred Revenue Noncurrent 43,826,000.0
[ol] Accrued Restructuring Noncurrent 7,307,000.0
[fl] Liability For Uncertain Tax Positions Noncurrent 170,721,000.0
[fl] Deferred Tax Liabilities Noncurrent 120,756,000.0
[ol] Other Liabilities Noncurrent 44,922,000.0
[cse] Treasury Stock Value -3,178,769,000.0
[cse] Accumulated Other Comprehensive Income Loss Net Of Tax 28,695,000.0
[cse] Retained Earnings Accumulated Deficit 6,045,631,000.0
[cse] Additional Paid In Capital 2,529,789,000.0
[cse] Common Stock Value 61,000.0
[fl] Preferred Stock Value 0.0
Total 8,310,024,000.0
Net Operational Assets
OA 5,399,022,000.0
OL -1,024,491,000.0
Total 4,374,531,000.0
Net Financial Assets
FA 2,911,002,000.0
FL -1,860,126,000.0
Total 1,050,876,000.0
Common Shareholders' Equity
NOA 4,374,531,000.0
NFA 1,050,876,000.0
Total 5,425,407,000.0
Income Statement (2010-12-04 to 2011-03-04)
Net Income (Loss) Attributable to Parent (loc_NetIncomeLoss_0)
[or] Sales Revenue Goods Net 842,689,000.0
[or] Sales Revenue Services Net 78,846,000.0
[or] Subscription Revenue 106,171,000.0
[cogs] Cost Of Goods Sold -30,717,000.0
[cogs] Cost Of Services -29,044,000.0
[cogs] Cost Of Goods Sold Subscription -47,878,000.0
[oe] Research And Development Expense Software Excluding ... -178,400,000.0
[oe] Selling And Marketing Expense -328,078,000.0
[oe] General And Administrative Expense -100,979,000.0
[oibt] Restructuring Charges -41,000.0
[oibt] Amortization Of Intangible Assets -10,235,000.0
[fibt] Other Nonoperating Income -817,000.0
[fibt] Interest Expense -17,020,000.0
[fibt] Gain Loss On Investments 1,590,000.0
[tax] Income Tax Expense Benefit -51,496,000.0
Total 234,591,000.0
Gross Revenue
Operating Revenues (OR) 1,027,706,000.0
Cost of Goods Sold (COGS) -107,639,000.0
Total 920,067,000.0
Operating Income from sales, before tax (OISBT)
Gross Margin (GM) 920,067,000.0
Operating Expense (OE) -607,457,000.0
Total 312,610,000.0
Operating Income from sales, after tax (OISAT)
Operating income from sales (before tax) 312,610,000.0
Reported taxes -51,496,000.0
Taxes on net financing income -5,686,450.0
Taxes on other operating income -3,596,600.0
Total 251,830,950.0
Operating income, after tax (OI)
Operating income after sales, after tax (OISAT) 251,830,950.0
Other operating income, before tax (OIBT) -10,276,000.0
Tax on other operating income 3,596,600.0
Other operating income, after tax (OOIAT) 0.0
Total 245,151,550.0
Net financing income, after tax (NFI)
Financing income, before tax (FIBT) -16,247,000.0
Tax effect (FIBT_TAX_EFFECT) 5,686,450.0
Financing income, after tax (FIAT) 0.0
Total -10,560,550.0
Comprehensive (CI)
Operating income, after tax (OI) 245,151,550.0
Net financing income, after tax (NFI) -10,560,550.0
Total 234,591,000.0
Cash Flow Statement (2010-12-04 to 2011-03-04)
Cash and Cash Equivalents, Period Increase (Decrease) (loc_CashAndCashEquivalentsPeriodIncreaseDecrease_2)
[c] Adjustments Noncash Items To Reconcile Net Income Los... 2,703,000.0
[c] Net Income Loss 234,591,000.0
[c] Depreciation And Amortization 66,286,000.0
[c] Share Based Compensation 70,992,000.0
[c] Deferred Income Taxes And Tax Credits 28,645,000.0
[c] Unrealized Gain Loss On Investments -1,330,000.0
[c] Increase Decrease In Receivables 20,605,000.0
[c] Increase Decrease In Prepaid Deferred Expense And Oth... -2,716,000.0
[c] Increase Decrease In Accounts Payable 2,310,000.0
[c] Increase Decrease In Accrued Liabilities -110,084,000.0
[c] Other Increase Decrease In Provision For Restructuring -2,526,000.0
[c] Increase Decrease In Accrued Income Taxes Payable 8,905,000.0
[c] Increase Decrease In Deferred Revenue 13,721,000.0
[d] Purchases Long Term Investments Other Assets -5,389,000.0
[i] Payments To Acquire Short Term Investments -375,077,000.0
[d] Proceeds From Maturities Of Short Term Investments 134,296,000.0
[i] Proceeds From Sale Of Short Term Investments 217,407,000.0
[i] Payments To Acquire Property Plant And Equipment -32,421,000.0
[i] Payments To Acquire Businesses Net Of Cash Acquired -36,572,000.0
[d] Proceeds From Sale Of Available For Sale Securities E... 2,755,000.0
[i] Payments For Proceeds From Other Investing Activities -124,000.0
[f] Payments For Repurchase Of Common Stock -125,000,000.0
[f] Proceeds From Sale Of Treasury Stock 40,651,000.0
[d] Repayments Of Long Term Debt And Capital Securities -2,169,000.0
[d] Effect Of Exchange Rate On Cash And Cash Equivalents -194,000.0
Total 150,265,000.0
Cash from operations
[c] Adjustments Noncash Items To Reconcile Net Income Los... 2,703,000.0
[c] Net Income Loss 234,591,000.0
[c] Depreciation And Amortization 66,286,000.0
[c] Share Based Compensation 70,992,000.0
[c] Deferred Income Taxes And Tax Credits 28,645,000.0
[c] Unrealized Gain Loss On Investments -1,330,000.0
[c] Increase Decrease In Receivables 20,605,000.0
[c] Increase Decrease In Prepaid Deferred Expense And Oth... -2,716,000.0
[c] Increase Decrease In Accounts Payable 2,310,000.0
[c] Increase Decrease In Accrued Liabilities -110,084,000.0
[c] Other Increase Decrease In Provision For Restructuring -2,526,000.0
[c] Increase Decrease In Accrued Income Taxes Payable 8,905,000.0
[c] Increase Decrease In Deferred Revenue 13,721,000.0
Total 332,102,000.0
Cash investments in operations
[i] Payments To Acquire Short Term Investments -375,077,000.0
[i] Proceeds From Sale Of Short Term Investments 217,407,000.0
[i] Payments To Acquire Property Plant And Equipment -32,421,000.0
[i] Payments To Acquire Businesses Net Of Cash Acquired -36,572,000.0
[i] Payments For Proceeds From Other Investing Activities -124,000.0
Total -226,787,000.0
Payments to debtholders
[d] Purchases Long Term Investments Other Assets -5,389,000.0
[d] Proceeds From Maturities Of Short Term Investments 134,296,000.0
[d] Proceeds From Sale Of Available For Sale Securities E... 2,755,000.0
[d] Repayments Of Long Term Debt And Capital Securities -2,169,000.0
[d] Effect Of Exchange Rate On Cash And Cash Equivalents -194,000.0
[d] Investment in Cash and Equivalents -150,265,000.0
Total -20,966,000.0
Payments to stockholders
[f] Payments For Repurchase Of Common Stock -125,000,000.0
[f] Proceeds From Sale Of Treasury Stock 40,651,000.0
Total -84,349,000.0
Free Cash Flow
Cash from Operations (C) 332,102,000.0
Cash Investment in Operations (I) -226,787,000.0
Total 105,315,000.0
Financing Flows
Payments to debtholders (d) -20,966,000.0
Payments to stockholders (F) -84,349,000.0
Total -105,315,000.0
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