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Financial Statement Data Sets Archive
The data sets below provide selected information extracted from exhibits to corporate financial reports filed with the Commission using eXtensible Business Reporting Language... -
Summary Metrics by Decile and Quartile
These datasets provide metrics partitioned by market capitalization, price, volatility, and turnover. The stock market activity metrics are partitioned by decile and the ETP... -
Spreads and Depth by Individual Security
These datasets provide spreads and depth partitioned by individual ticker symbol and date for each day in 2013. -
Conditional Cancel and Trade Distributions
Each zip file contains 54 datasets: nine each for large stocks, mid cap stocks, small stocks, large ETPs, mid cap ETPs, and small ETPs. -
Variable Insurance Product Data Sets
The VIP Data Sets provide the text and numeric information extracted from Forms N-3, N-4 and N-6 – the registration forms for variable annuity contracts and contracts offering... -
Hazards and Survivors by Time Period
Each zip file contains 36 datasets, which provide the hazard, survivor, and cumulative distribution functions for select time scales for large stocks, mid cap stocks, small...