R/finbox.R
In abresler/fundManageR: Investment management toolkit for R
Defines functions
finbox_tickers
.parse_ticker_json_data
.get_ticker_information
tickers_metrics
dictionary_finbox_metrics
dictionary_finbox_companies
.clean_names
.parse_actual_names
.parse_metrics
.get_finbox_base_names
.get_dictionary_finbox_names
.finbox_metric_names
.extract_date
Documented in
dictionary_finbox_companies
dictionary_finbox_metrics
finbox_tickers
tickers_metrics
#gdeltr2::load_needed_packages(c('dplyr', 'rvest', 'jsonlite', 'stringr', 'purrr', 'lubridate', 'stringi', 'tidyr', 'rlang', 'curl', 'jsonlite', 'anytime', 'reticulate'))
# munge -------------------------------------------------------------------
.extract_date <-
function(period = "6 days ago", return_character = T) {
period <-
period %>% str_replace_all("^a |^an ", "1 ")
time_number <-
period %>% as.character() %>% readr::parse_number()
period_slug <- str_to_lower(period)
time_span <- dplyr::case_when(
period_slug %>% str_detect("second") ~ "secs",
period_slug %>% str_detect("minute") ~ "mins",
period_slug %>% str_detect("hour") ~ "hours",
period_slug %>% str_detect("day") ~ "days",
period_slug %>% str_detect("week") ~ "weeks",
period_slug %>% str_detect("month") ~ "months",
period_slug %>% str_detect("year") ~ "years"
)
if (time_span %>% str_detect("year")) {
x <- Sys.time() - lubridate::years(time_number)
}
if (time_span %>% str_detect("month")) {
x <-
Sys.time() %m-% months(time_number)
}
if (!period_slug %>% str_detect("month|year")) {
x <-
Sys.time() - as.difftime(time_number, units = time_span)
}
if (return_character) {
x <- as.character(x)
}
x
}
# dictionaries ------------------------------------------------------------
.finbox_metric_names <-
function() {
structure(
list(
typeMetric = c(
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Risk",
"Risk",
"Risk",
"Risk",
"Risk",
"Risk",
"Risk",
"Risk",
"Risk",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Misc",
"Misc",
"Misc",
"Misc",
"Misc",
"Misc",
"Misc",
"Misc",
"Misc"
),
descriptionMetric = c(
"$ Change Today",
"% of 50 Day Moving Avg",
"52 Week High",
"Avg Daily Volume",
"Book Value / Market Cap",
"Cost of Debt (Pre-tax)",
"Daily Stock Price High (Adjusted)",
"Daily Trading Volume (Unadjusted)",
"Damodaran's Industry Cost of Equity",
"Downside (Analyst Target)",
"EV / Fwd EBITDA",
"EV / LTM EBITDA",
"Enterprise Value",
"Fair Value (Lowest Analyst Target)",
"Fair Value (finbox.io)",
"Fwd Earnings Yield",
"Market Cap / LTM AFFO",
"P/E Ratio (Fwd)",
"PEG Ratio Fwd",
"Price / LTM Sales",
"Stock Price (Current)",
"Upside (Analyst Target)",
"% Change Today",
"% of 52 Week High",
"52 Week Low",
"Ben Graham Formula Upside",
"Confidence (finbox.io Fair Value)",
"Cost of Equity",
"Daily Stock Price Low (Adjusted)",
"Damodaran's Industry Cost of Capital",
"Days To Next Earnings",
"Downside (finbox.io)",
"EV / Fwd Revenue",
"EV / LTM Revenue",
"Fair Value (Analyst Target)",
"Fair Value (Mean Analyst Target)",
"Float Shares / Outstanding",
"Market Cap / Book Value",
"Market Cap / LTM Revenue",
"P/E Ratio (LTM)",
"Price / Book",
"Short Ratio",
"Trading Volume",
"Upside (finbox.io)",
"% of 200 Day Moving Avg",
"% of 52 Week Low",
"AFFO Yield (Adjusted Funds From Oper...",
"Ben Graham Formula Value",
"Cost of Debt (After-tax)",
"Daily Stock Price Close (Adjusted)",
"Daily Stock Price Open (Adjusted)",
"Damodaran's Industry Cost of Debt",
"Dividend Yield",
"EV / Fwd EBIT",
"EV / LTM EBIT",
"Earnings Yield",
"Fair Value (Highest Analyst Target)",
"Fair Value (Total Analyst Targets)",
"Free Cash Flow Yield",
"Market Cap / Fwd Revenue",
"Market Capitalization",
"PEG Ratio",
"Price / Fwd Sales",
"Stock Price",
"Uncertainty (finbox.io Fair Value)",
"WACC",
"Altman Z-Score",
"Current Ratio",
"Financial Leverage",
"Beta",
"Debt / Equity",
"Interest Coverage Ratio",
"Cash / Total Capital",
"Debt / Total Capital",
"Quick Ratio",
"Adjusted Funds From Operations",
"Asset Turnover",
"Cost of Goods Sold Margin",
"Days Sales Outstanding",
"EBIT Margin",
"EBITDA Margin",
"Effective Interest Rate",
"Funds From Operations",
"Gross Profit Margin",
"Levered Free Cash Flow",
"Minority Interest in Earnings Margin",
"Net Profit to Common (Cont. Ops) Margin",
"Piotroski Score",
"Provision for Taxes Margin",
"Return on Equity",
"Unadjusted EBITDA Margin",
"Unlevered Free Cash Flow Margin",
"Adjusted Funds From Operations Growth",
"Capital Expenditures Margin",
"Days Inventory Outstanding",
"Depreciation & Amortization Margin",
"EBITDA - 3Yr Avg CapEx",
"EBITDA minus 3Yr Avg CapEx Margin",
"Effective Tax Rate",
"Funds From Operations Growth",
"Interest Expense Margin",
"Levered Free Cash Flow Growth",
"Net Profit (Cont. Ops) Margin",
"Operating Income Margin",
"Pre-tax Income Margin",
"Research and Development Margin",
"Return on Invested Capital",
"Unlevered Free Cash Flow",
"Unlevered Return on Assets",
"Adjusted Funds From Operations Margin",
"Cash Conversion Cycle",
"Days Payables Outstanding",
"EBIT Margin",
"EBITDA - CAPEX",
"EBITDA minus CAPEX Margin",
"Fixed Asset Turnover",
"Funds From Operations Margin",
"Inventory Turnover",
"Levered Free Cash Flow Margin",
"Net Profit Margin",
"Payout Ratio",
"Preferred Dividends & Other Adj. Margin",
"Return on Assets",
"Selling, General and Admin Margin",
"Unlevered Free Cash Flow Growth",
"Accounts Payable",
"Additional Paid-in Capital",
"Basic EPS (Cont. Ops)",
"Basic EPS (Cont. Ops) CAGR (7y)",
"Basic EPS CAGR (5y)",
"Beginning Cash",
"Capitalized Software",
"Cash Dividends to Common Shareholders",
"Cash from Operations",
"Change in Accounts Receivables",
"Cost of Revenue",
"Cost of Revenue CAGR (7y)",
"Current Liabilities",
"Depreciation & Amortization Growth",
"Dil. EPS (Cont. Ops) CAGR (3y)",
"Dil. EPS (Cont. Ops) Growth",
"Dil. EPS CAGR (7y)",
"EBIT",
"EBIT CAGR (3y)",
"EBIT CAGR (7y)",
"EBIT Growth",
"EBITDA CAGR (5y)",
"Ending Cash",
"Goodwill Impairment",
"Gross Profit CAGR (5y)",
"Interest Expense",
"Interest Expense CAGR (7y)",
"Litigation Expenses",
"Merger / Acquisition Expenses",
"Minority Interest in Earnings CAGR (3y)",
"Minority Interest in Earnings Growth",
"Net Profit (Cont. Ops) CAGR (3y)",
"Net Profit (Cont. Ops) Growth",
"Net Profit CAGR (7y)",
"Net Profit to Common (Cont. Ops) CAG...",
"Net Profit to Common (Cont. Ops) Growth",
"Net Working Capital Margin",
"Operating Income",
"Operating Income CAGR (7y)",
"Other Long-term Assets",
"Plant, Property, & Equipment, net",
"Pre-tax Income CAGR (5y)",
"Preferred Dividends & Other Adj.",
"Preferred Dividends & Other Adj. CAG...",
"Prepaid Expenses",
"Provision for Taxes CAGR (5y)",
"Real Estate Investments",
"Research and Development CAGR (5y)",
"Restructuring Charges",
"Revenue CAGR (3y)",
"Revenue Growth",
"Selling, General and Admin CAGR (5y)",
"Shares Outstanding",
"Total Change in Cash",
"Total Equity",
"Treasury Stock & Other",
"Unadjusted EBITDA CAGR (5y)",
"Weighted Avg Basic Shares Outstanding",
"Accounts Receivable, net",
"Asset Writedown",
"Basic EPS (Cont. Ops) CAGR (3y)",
"Basic EPS (Cont. Ops) Growth",
"Basic EPS CAGR (7y)",
"Capital Expenditures",
"Cash & Equivalents",
"Cash from Financing",
"Change in AP and Accrued Liab.",
"Change in Inventory",
"Cost of Revenue CAGR (3y)",
"Cost of Revenue Growth",
"Debt and Capital Leases, Current",
"Dil. EPS",
"Dil. EPS (Cont. Ops) CAGR (5y)",
"Dil. EPS CAGR (3y)",
"Dil. EPS Growth",
"EBIT",
"EBIT CAGR (5y)",
"EBIT CAGR (7y)",
"EBITDA",
"EBITDA CAGR (7y)",
"FX Adjustments",
"Gross Profit",
"Gross Profit CAGR (7y)",
"Interest Expense CAGR (3y)",
"Interest Expense Growth",
"Long-term Debt",
"Minority Interest",
"Minority Interest in Earnings CAGR (5y)",
"Net Profit",
"Net Profit (Cont. Ops) CAGR (5y)",
"Net Profit CAGR (3y)",
"Net Profit Growth",
"Net Profit to Common (Cont. Ops) CAG...",
"Net Working Capital",
"Next Earnings Date (Estimated)",
"Operating Income CAGR (3y)",
"Operating Income Growth",
"Other Non-current Liabilities",
"Pre-tax Income",
"Pre-tax Income CAGR (7y)",
"Preferred Dividends & Other Adj. CAG...",
"Preferred Dividends & Other Adj. Growth",
"Provision for Taxes",
"Provision for Taxes CAGR (7y)",
"Research and Development",
"Research and Development CAGR (7y)",
"Retained Earnings",
"Revenue CAGR (5y)",
"Selling, General and Admin",
"Selling, General and Admin CAGR (7y)",
"Short-term Investments",
"Total Common Equity",
"Total Liabilities",
"Unadjusted EBITDA",
"Unadjusted EBITDA CAGR (7y)",
"Weighted Avg Dil. Shares Outstanding",
"Accrued Expenses and Other",
"Basic EPS",
"Basic EPS (Cont. Ops) CAGR (5y)",
"Basic EPS CAGR (3y)",
"Basic EPS Growth",
"Capital Expenditures Growth",
"Cash & Short-term Investments",
"Cash from Investing",
"Change in Accounts Payables",
"Common Stock",
"Cost of Revenue CAGR (5y)",
"Current Assets",
"Depreciation & Amortization",
"Dil. EPS (Cont. Ops)",
"Dil. EPS (Cont. Ops) CAGR (7y)",
"Dil. EPS CAGR (5y)",
"Dividends Payable",
"EBIT CAGR (3y)",
"EBIT CAGR (5y)",
"EBIT Growth",
"EBITDA CAGR (3y)",
"EBITDA Growth",
"Goodwill & Intangibles",
"Gross Profit CAGR (3y)",
"Gross Profit Growth",
"Interest Expense CAGR (5y)",
"Inventory",
"Long-term Investments",
"Minority Interest in Earnings",
"Minority Interest in Earnings CAGR (7y)",
"Net Profit (Cont. Ops)",
"Net Profit (Cont. Ops) CAGR (7y)",
"Net Profit CAGR (5y)",
"Net Profit to Common (Cont. Ops)",
"Net Profit to Common (Cont. Ops) CAG...",
"Net Working Capital Growth",
"Notes Payable",
"Operating Income CAGR (5y)",
"Other Current Assets",
"Other Payables",
"Pre-tax Income CAGR (3y)",
"Pre-tax Income Growth",
"Preferred Dividends & Other Adj. CAG...",
"Preferred Stock",
"Provision for Taxes CAGR (3y)",
"Provision for Taxes Growth",
"Research and Development CAGR (3y)",
"Research and Development Growth",
"Revenue",
"Revenue CAGR (7y)",
"Selling, General and Admin CAGR (3y)",
"Selling, General and Admin Growth",
"Total Assets",
"Total Debt",
"Total Liabilities and Equity",
"Unadjusted EBITDA CAGR (3y)",
"Unadjusted EBITDA Growth",
"Avg NOPAT Margin (10y)",
"Avg Net Income Margin (5y)",
"Avg Proj EBITDA Margin (10y)",
"Avg Unlevered FCF Margin (5y)",
"Proj CapEx Margin",
"Proj EBIT CAGR (5y)",
"Proj EBITDA",
"Proj EBITDA Growth",
"Proj EPS Growth",
"Proj Net Income",
"Proj Net Income Growth",
"Proj Net Working Capital Growth",
"Proj Revenue CAGR (10y)",
"Proj Unlevered FCF CAGR (10y)",
"Avg NOPAT Margin (5y)",
"Avg Proj EBIT Margin (10y)",
"Avg Proj EBITDA Margin (5y)",
"Proj CapEx",
"Proj EBIT",
"Proj EBIT Growth",
"Proj EBITDA CAGR (10y)",
"Proj EBITDA Margin",
"Proj NOPAT CAGR (10y)",
"Proj Net Income CAGR (10y)",
"Proj Net Income Margin",
"Proj Net Working Capital Margin",
"Proj Revenue CAGR (5y)",
"Proj Unlevered FCF CAGR (5y)",
"Avg Net Income Margin (10y)",
"Avg Proj EBIT Margin (5y)",
"Avg Unlevered FCF Margin (10y)",
"Proj CapEx Growth",
"Proj EBIT CAGR (10y)",
"Proj EBIT Margin",
"Proj EBITDA CAGR (5y)",
"Proj EPS",
"Proj NOPAT CAGR (5y)",
"Proj Net Income CAGR (5y)",
"Proj Net Working Capital",
"Proj Revenue",
"Proj Revenue Growth",
"Company Description",
"Sector",
"Similar Companies",
"Company Name",
"Sector ID",
"Stock Exchange",
"Index Membership",
"Similar Companies",
"Ticker"
),
nameFinbox = c(
"market_change_today",
"pct_50_day_moving_average",
"year_range_high",
"average_daily_volume",
"book_value_market_cap",
"pre_tax_cost_of_debt_mid",
"stock_price_high",
"daily_volume",
"industry_cost_of_equity",
"analyst_price_target_downside",
"ev_ebitda_fwd",
"ev_ebitda_ltm",
"enterprise_value",
"analyst_target_low",
"master_fair_value",
"earnings_yield_fwd",
"market_cap_affo_ltm",
"pe_ratio_fwd",
"peg_ratio_fwd",
"price_sales_ltm",
"stock_price_latest",
"analyst_price_target_upside",
"stock_price_latest_pct",
"year_perc_range_high",
"year_range_low",
"ben_graham_formula_upside",
"master_fair_value_confidence",
"cost_of_equity_mid",
"stock_price_low",
"industry_cost_of_capital",
"days_to_earnings",
"master_downside",
"ev_revenue_fwd",
"ev_revenue_ltm",
"analyst_price_target",
"analyst_target_mean",
"float_shares",
"market_cap_book_value",
"market_cap_revenue_ltm",
"pe_ratio_ltm",
"price_book_ltm",
"short_ratio",
"volume",
"master_upside",
"pct_200_day_moving_average",
"year_perc_range_low",
"affo_yield_ltm",
"ben_graham_formula_value",
"after_tax_cost_of_debt_mid",
"stock_price_close",
"stock_price_open",
"industry_cost_of_debt",
"dividend_yield",
"ev_ebit_fwd",
"ev_ebit_ltm",
"earnings_yield_ltm",
"analyst_target_high",
"analyst_target_count",
"fcf_yield_ltm",
"market_cap_revenue_fwd",
"market_cap",
"peg_ratio_ltm",
"price_sales_fwd",
"stock_price",
"master_fair_value_uncertainty",
"wacc_mid",
"altman_z_score",
"current_ratio",
"financial_leverage",
"beta",
"debt_to_equity",
"interest_coverage",
"cash_to_total_capital",
"debt_to_total_capital",
"quick_ratio",
"affo",
"asset_turnover",
"cogs_margin",
"days_sales_outstanding",
"adj_ebit_margin",
"adj_ebitda_margin",
"effective_interest_rate",
"ffo",
"gross_profit_margin",
"levered_fcf",
"minority_interest_earnings_margin",
"net_income_common_margin",
"piotroski_score",
"taxes_margin",
"roe",
"ebitda_margin",
"unlevered_fcf_margin",
"affo_growth",
"capex_margin",
"days_inventory_outstanding",
"depreciation_amortization_margin",
"ebitda_less_3yr_avg_capex",
"ebitda_less_3yr_avg_capex_margin",
"effective_tax_rate",
"ffo_growth",
"interest_expense_margin",
"levered_fcf_growth",
"total_net_income_margin",
"operating_income_margin",
"pre_tax_income_margin",
"research_development_margin",
"roic",
"unlevered_fcf",
"unlevered_roa",
"affo_margin",
"cash_conversion_cycle",
"days_payables_outstanding",
"ebit_margin",
"ebitda_less_capex",
"ebitda_less_capex_margin",
"fixed_asset_turnover",
"ffo_margin",
"inventory_turnover",
"levered_fcf_margin",
"adj_net_income_margin",
"payout_ratio",
"preferred_dividends_other_margin",
"roa",
"selling_general_admin_margin",
"unlevered_fcf_growth",
"accounts_payable",
"add_paid_in_capital",
"basic_eps",
"basic_eps_cagr_7yr",
"adj_basic_eps_cagr_5yr",
"cash_at_beginning",
"capitalized_software",
"dividends_to_common",
"cash_from_operations",
"change_accounts_receivables",
"cogs",
"cogs_cagr_7yr",
"total_current_liabilities",
"depreciation_amortization_growth",
"diluted_eps_cagr_3yr",
"diluted_eps_growth",
"adj_diluted_eps_cagr_7yr",
"ebit",
"adj_ebit_cagr_3yr",
"ebit_cagr_7yr",
"adj_ebit_growth",
"adj_ebitda_cagr_5yr",
"cash_at_end",
"goodwill_impairment",
"gross_profit_cagr_5yr",
"interest_expense",
"interest_expense_cagr_7yr",
"litigation_expenses",
"acquisition_expenses",
"minority_interest_earnings_cagr_3yr",
"minority_interest_earnings_growth",
"total_net_income_cagr_3yr",
"total_net_income_growth",
"adj_net_income_cagr_7yr",
"net_income_common_cagr_3yr",
"net_income_common_growth",
"net_working_capital_margin",
"operating_income",
"operating_income_cagr_7yr",
"other_lt_assets",
"ppe",
"pre_tax_income_cagr_5yr",
"preferred_dividends_other",
"preferred_dividends_other_cagr_7yr",
"prepaid_expenses",
"taxes_cagr_5yr",
"real_estate_investments",
"research_development_cagr_5yr",
"restructuring_charges",
"total_revenue_cagr_3yr",
"total_revenue_growth",
"selling_general_admin_cagr_5yr",
"shares_outstanding",
"total_change_cash",
"total_equity",
"treasury_stock",
"ebitda_cagr_5yr",
"wa_basic_shares_outstanding",
"accounts_receivable",
"asset_writedown",
"basic_eps_cagr_3yr",
"basic_eps_growth",
"adj_basic_eps_cagr_7yr",
"capex",
"cash_equivalents",
"cash_from_financing",
"change_accounts_payables_accrued",
"change_inventory",
"cogs_cagr_3yr",
"cogs_growth",
"current_debt_cap_leases",
"adj_diluted_eps",
"diluted_eps_cagr_5yr",
"adj_diluted_eps_cagr_3yr",
"adj_diluted_eps_growth",
"adj_ebit",
"ebit_cagr_5yr",
"adj_ebit_cagr_7yr",
"adj_ebitda",
"adj_ebitda_cagr_7yr",
"fx_adjustments",
"gross_profit",
"gross_profit_cagr_7yr",
"interest_expense_cagr_3yr",
"interest_expense_growth",
"lt_debt",
"minority_interest",
"minority_interest_earnings_cagr_5yr",
"adj_net_income",
"total_net_income_cagr_5yr",
"adj_net_income_cagr_3yr",
"adj_net_income_growth",
"net_income_common_cagr_5yr",
"net_working_capital",
"next_earnings_date",
"operating_income_cagr_3yr",
"operating_income_growth",
"other_lt_liabilities",
"pre_tax_income",
"pre_tax_income_cagr_7yr",
"preferred_dividends_other_cagr_3yr",
"preferred_dividends_other_growth",
"taxes",
"taxes_cagr_7yr",
"research_development",
"research_development_cagr_7yr",
"retained_earnings",
"total_revenue_cagr_5yr",
"selling_general_admin",
"selling_general_admin_cagr_7yr",
"st_investments",
"total_common_equity",
"total_liabilities",
"ebitda",
"ebitda_cagr_7yr",
"wa_diluted_shares_outstanding",
"accrued_expenses_other",
"adj_basic_eps",
"basic_eps_cagr_5yr",
"adj_basic_eps_cagr_3yr",
"adj_basic_eps_growth",
"capex_growth",
"total_cash_st_investments",
"cash_from_investing",
"change_accounts_payables",
"common_stock",
"cogs_cagr_5yr",
"total_current_assets",
"depreciation_amortization",
"diluted_eps",
"diluted_eps_cagr_7yr",
"adj_diluted_eps_cagr_5yr",
"dividends_payable",
"ebit_cagr_3yr",
"adj_ebit_cagr_5yr",
"ebit_growth",
"adj_ebitda_cagr_3yr",
"adj_ebitda_growth",
"goodwill_intangibles",
"gross_profit_cagr_3yr",
"gross_profit_growth",
"interest_expense_cagr_5yr",
"inventory",
"lt_investments",
"minority_interest_earnings",
"minority_interest_earnings_cagr_7yr",
"total_net_income",
"total_net_income_cagr_7yr",
"adj_net_income_cagr_5yr",
"net_income_common",
"net_income_common_cagr_7yr",
"net_working_capital_growth",
"notes_payable",
"operating_income_cagr_5yr",
"other_current_assets",
"other_payables",
"pre_tax_income_cagr_3yr",
"pre_tax_income_growth",
"preferred_dividends_other_cagr_5yr",
"preferred_stock",
"taxes_cagr_3yr",
"taxes_growth",
"research_development_cagr_3yr",
"research_development_growth",
"total_revenue",
"total_revenue_cagr_7yr",
"selling_general_admin_cagr_3yr",
"selling_general_admin_growth",
"total_assets",
"total_debt",
"total_liabilities_equity",
"ebitda_cagr_3yr",
"ebitda_growth",
"projected_avg_nopat_margin_10yr",
"projected_avg_ni_margin_5yr",
"projected_avg_ebitda_margin_10yr",
"projected_avg_ufcf_margin_5yr",
"projected_capex_margin",
"projected_ebit_cagr_5yr",
"projected_ebitda",
"projected_ebitda_growth",
"projected_eps_growth",
"projected_net_income",
"projected_net_income_growth",
"projected_net_working_capital_growth",
"projected_revenue_cagr_10yr",
"projected_unlevered_fcf_cagr_10yr",
"projected_avg_nopat_margin_5yr",
"projected_avg_ebit_margin_10yr",
"projected_avg_ebitda_margin_5yr",
"projected_capex",
"projected_ebit",
"projected_ebit_growth",
"projected_ebitda_cagr_10yr",
"projected_ebitda_margin",
"projected_nopat_cagr_10yr",
"projected_ni_cagr_10yr",
"projected_net_income_margin",
"projected_net_working_capital_margin",
"projected_revenue_cagr_5yr",
"projected_unlevered_fcf_cagr_5yr",
"projected_avg_ni_margin_10yr",
"projected_avg_ebit_margin_5yr",
"projected_avg_ufcf_margin_10yr",
"projected_capex_growth",
"projected_ebit_cagr_10yr",
"projected_ebit_margin",
"projected_ebitda_cagr_5yr",
"projected_eps",
"projected_nopat_cagr_5yr",
"projected_ni_cagr_5yr",
"projected_net_working_capital",
"projected_revenue",
"projected_revenue_growth",
"description",
"sector",
"benchmarks",
"company_name",
"sector_id",
"exchange",
"index",
"benchmark_ids",
"ticker"
)
),
.Names = c("typeMetric", "nameMetric", "nameFinbox"),
class = c("tbl_df", "tbl", "data.frame"),
row.names = c(NA,
-348L),
spec = structure(
list(
cols = structure(
list(
typeMetric = structure(list(), class = c("collector_character",
"collector")),
nameMetric = structure(list(), class = c("collector_character",
"collector")),
slugMetric = structure(list(), class = c("collector_character",
"collector"))
),
.Names = c("typeMetric", "nameMetric", "nameFinbox")
),
default = structure(list(), class = c("collector_guess",
"collector"))
),
.Names = c("cols", "default"),
class = "col_spec"
)
) -> df
df %>%
mutate(isPeriodBased = if_else(
typeMetric %in% c('Financials', 'Efficency') &
!typeMetric %>% str_detect('yr'),
TRUE, FALSE
),
slugFinbox =
if_else(isPeriodBased,
str_c(nameFinbox, 'fy', sep = '_'),
nameFinbox))
}
.get_dictionary_finbox_names <-
function() {
tibble(
nameFinbox = c(
"stock_price",
"market_change_today",
"market_change_today_pct",
"year_range_low",
"year_range_high",
"analyst_price_target",
"next_earnings_date",
"ticker",
"exchange",
"name",
"sector",
"finbox_id",
"master_fair_value",
"stock_price_latest",
"dividend_yield",
"market_cap",
"stock_price_latest_pct",
"pe_ratio",
"price_book",
"debt_to_total_capital",
"company_name",
"uid"
),
nameActual = c(
'priceLast',
'priceChangeToday',
'pctPriceChangeToday',
'priceYearLow',
'priceYearHigh',
'priceAnalystTarget',
'dateEarningsNext',
"idTicker",
"slugExchange",
"nameCompany",
"sectorCompany",
"idFinbox",
"priceFairValue",
"priceLast",
"pctDividendYield",
"amountMarketCapitalizationMillions",
"pctChangePrice",
"ratioPriceToEarnings",
"ratioPriceToBook",
"pctDebtToCapital",
"nameCompany",
"idFinboxUnique"
)
)
}
.get_finbox_base_names <- function() {
df_finbox <- tibble(
nameFinbox = c(
"market_change_today",
"pct_50_day_moving_average",
"year_range_high",
"average_daily_volume",
"book_value_market_cap",
"pre_tax_cost_of_debt_mid",
"stock_price_high",
"daily_volume",
"industry_cost_of_equity",
"analyst_price_target_downside",
"ev_ebitda",
"enterprise_value",
"analyst_target_low",
"master_fair_value",
"earnings_yield",
"market_cap_affo",
"pe_ratio",
"peg_ratio",
"price_sales",
"stock_price_latest",
"analyst_price_target_upside",
"stock_price_latest_pct",
"year_perc_range_high",
"year_range_low",
"ben_graham_formula_upside",
"master_fair_value_confidence",
"cost_of_equity_mid",
"stock_price_low",
"industry_cost_of_capital",
"days_to_earnings",
"master_downside",
"ev_revenue",
"analyst_price_target",
"analyst_target_mean",
"float_shares",
"market_cap_book_value",
"market_cap_revenue",
"pe_ratio",
"price_book",
"short_ratio",
"volume",
"master_upside",
"pct_200_day_moving_average",
"year_perc_range_low",
"affo_yield",
"ben_graham_formula_value",
"after_tax_cost_of_debt_mid",
"stock_price_close",
"stock_price_open",
"industry_cost_of_debt",
"dividend_yield",
"ev_ebit",
"earnings_yield",
"analyst_target_high",
"analyst_target_count",
"fcf_yield",
"market_cap_revenue",
"market_cap",
"peg_ratio",
"price_sales",
"stock_price",
"master_fair_value_uncertainty",
"wacc_mid",
"altman_z_score",
"current_ratio",
"financial_leverage",
"beta",
"debt_to_equity",
"interest_coverage",
"cash_to_total_capital",
"debt_to_total_capital",
"quick_ratio",
"affo",
"asset_turnover",
"cogs_margin",
"days_sales_outstanding",
"adj_ebit_margin",
"adj_ebitda_margin",
"effective_interest_rate",
"ffo",
"gross_profit_margin",
"levered_fcf",
"minority_interest_earnings_margin",
"net_income_common_margin",
"piotroski_score",
"taxes_margin",
"roe",
"ebitda_margin",
"unlevered_fcf_margin",
"affo_growth",
"capex_margin",
"days_inventory_outstanding",
"depreciation_amortization_margin",
"ebitda_less_avg_capex",
"ebitda_less_avg_capex_margin",
"effective_tax_rate",
"ffo_growth",
"interest_expense_margin",
"levered_fcf_growth",
"total_net_income_margin",
"operating_income_margin",
"pre_tax_income_margin",
"research_development_margin",
"roic",
"unlevered_fcf",
"unlevered_roa",
"affo_margin",
"cash_conversion_cycle",
"days_payables_outstanding",
"ebit_margin",
"ebitda_less_capex",
"ebitda_less_capex_margin",
"fixed_asset_turnover",
"ffo_margin",
"inventory_turnover",
"levered_fcf_margin",
"adj_net_income_margin",
"payout_ratio",
"preferred_dividends_other_margin",
"roa",
"selling_general_admin_margin",
"unlevered_fcf_growth",
"accounts_payable",
"add_paid_in_capital",
"basic_eps",
"basic_eps_cagr",
"adj_basic_eps_cagr",
"cash_at_beginning",
"capitalized_software",
"dividends_to_common",
"cash_from_operations",
"change_accounts_receivables",
"cogs",
"cogs_cagr",
"total_current_liabilities",
"depreciation_amortization_growth",
"diluted_eps_cagr",
"diluted_eps_growth",
"adj_diluted_eps_cagr",
"ebit",
"adj_ebit_cagr",
"ebit_cagr",
"adj_ebit_growth",
"adj_ebitda_cagr",
"cash_at_end",
"goodwill_impairment",
"gross_profit_cagr",
"interest_expense",
"interest_expense_cagr",
"litigation_expenses",
"acquisition_expenses",
"minority_interest_earnings_cagr",
"minority_interest_earnings_growth",
"total_net_income_cagr",
"total_net_income_growth",
"adj_net_income_cagr",
"net_income_common_cagr",
"net_income_common_growth",
"net_working_capital_margin",
"operating_income",
"operating_income_cagr",
"other_lt_assets",
"ppe",
"pre_tax_income_cagr",
"preferred_dividends_other",
"preferred_dividends_other_cagr",
"prepaid_expenses",
"taxes_cagr",
"real_estate_investments",
"research_development_cagr",
"restructuring_charges",
"total_revenue_cagr",
"total_revenue_growth",
"selling_general_admin_cagr",
"shares_outstanding",
"total_change_cash",
"total_equity",
"treasury_stock",
"ebitda_cagr",
"wa_basic_shares_outstanding",
"accounts_receivable",
"asset_writedown",
"basic_eps_growth",
"capex",
"cash_equivalents",
"cash_from_financing",
"change_accounts_payables_accrued",
"change_inventory",
"cogs_growth",
"current_debt_cap_leases",
"adj_diluted_eps",
"adj_diluted_eps_growth",
"adj_ebit",
"adj_ebitda",
"fx_adjustments",
"gross_profit",
"interest_expense_growth",
"lt_debt",
"minority_interest",
"adj_net_income",
"adj_net_income_growth",
"net_working_capital",
"next_earnings_date",
"operating_income_growth",
"other_lt_liabilities",
"pre_tax_income",
"preferred_dividends_other_growth",
"taxes",
"research_development",
"retained_earnings",
"selling_general_admin",
"st_investments",
"total_common_equity",
"total_liabilities",
"ebitda",
"wa_diluted_shares_outstanding",
"accrued_expenses_other",
"adj_basic_eps",
"adj_basic_eps_growth",
"capex_growth",
"total_cash_st_investments",
"cash_from_investing",
"change_accounts_payables",
"common_stock",
"total_current_assets",
"depreciation_amortization",
"diluted_eps",
"dividends_payable",
"ebit_growth",
"adj_ebitda_growth",
"goodwill_intangibles",
"gross_profit_growth",
"inventory",
"lt_investments",
"minority_interest_earnings",
"total_net_income",
"net_income_common",
"net_working_capital_growth",
"notes_payable",
"other_current_assets",
"other_payables",
"pre_tax_income_growth",
"preferred_stock",
"taxes_growth",
"research_development_growth",
"total_revenue",
"selling_general_admin_growth",
"total_assets",
"total_debt",
"total_liabilities_equity",
"ebitda_growth",
"avg_nopat_margin",
"avg_ni_margin",
"avg_ebitda_margin",
"avg_ufcf_margin",
"eps_growth",
"net_income",
"net_income_growth",
"revenue_cagr",
"unlevered_fcf_cagr",
"avg_ebit_margin",
"nopat_cagr",
"ni_cagr",
"net_income_margin",
"eps",
"revenue",
"revenue_growth",
"description",
"sector",
"benchmarks",
"company_name",
"sector_id",
"exchange",
"index",
"benchmark_ids",
"ticker",
'uid',
'industry'
),
nameActual = c(
"priceChangeToday",
"pct50DayMovingAverage",
"priceHighYear",
"volumeAverageDaily",
"pctBookMarketCap",
"pctPreTaxDebtCostMid",
"priceHighDay",
"volumeDaily",
"pctEquityCostIndustry",
"pctTargetAnalystDownside",
"ratioEnterpriseValueEbitda",
"amountEnterpriseValue",
"priceAnalystTargetLow",
"priceFairValueMaster",
"pctEarningsYield",
"pctMarketCapAffo",
"ratioPriceToEarnings",
"ratioPriceEarningsGrowth",
"ratioPriceSales",
"priceCurrent",
"pctAnalystTargetHigh",
"pctChangeToday",
"pctPrice52WeekHigh",
"price52WeekLow",
"pctBenGrahamUpside",
"groupFairValueConfidence",
"pctEquityCost",
"priceLowDay",
"pctCostCapitalIndustryDamodaran",
"countDaysToEarnings",
"pctDownsideFinboxMasterModel",
"ratioEnterpriseValueRevenue",
"priceTargetAnalyst",
"pctPriceAnalstTargetMean",
"amountSharesFloat",
"ratioMarketCapBookValue",
"ratioMarketCapRevenue",
"ratioPriceEarnings",
"ratioPriceBook",
"ratioShort",
"volumeDay",
"pctUpsideFinboxMasterModel",
"pctPrice200DayMovingAverage",
"pctPrice52WeekLow",
"pctAffoYield",
"priceBenGrahamFormula",
"pctAfterTaxDebtCost",
"priceClose",
"priceOpen",
"pctCostofDebtIndustry",
"pctDividendYield",
"ratioEnterpriseValueEbit",
"pctEarningsYield",
"priceAnalystTargetHighest",
"countAnalysts",
"pctFreeCashFlowYield",
"ratioMarketCapRevenue",
"amountMarketCap",
"ratioPriceEarningsGrowth",
"ratioPriceSales",
"priceLast",
"groupUncertaintyFinBox",
"pctWACC",
"ratioAltman",
"ratioCurrentAssetsLiabilities",
"ratioFinancialLeverage",
"ratioBeta",
"ratioDebtToEquity",
"ratioInterestCoverage",
"ratioCashToCapitalTotal",
"ratioDebtCapitalTotal",
"ratioQuick",
"amountAffo",
"amountAssetTurnOver",
"pctCOGS",
"ratioDaysSalesOutsanding",
"pctEbitMarginAdjusted",
"pctEbitdaMarginAdjusted",
"pctInterestRateEffective",
"amountFfo",
"pctProfitMarginGross",
"amountLeveredFreeCashFlow",
"pctMinorityInterest",
"pctNetIncomeMargin",
"scorePiotroski",
"pctTaxes",
"pctReturnOnEquity",
"pctEbitda",
"pctFreeCashFlow",
"pctAffoGrowth",
"pctCapex",
"ratioDaysInventoryOutstanding",
"pctDepreciationAmortization",
"amountEbtidaLessAvgCapex3yr",
"pctEbtidaLessAvgCapex3yr",
"pctTaxRateEffective",
"pctFFOGrowth",
"pctInterestExpenseMargin",
"pctLeveredFreeCashFlowGrowth",
"pctTotalNetIncomeMargin",
"pctOperatingIncomeMargin",
"pctPreTaxIncome",
"pctResearchDevelopmentMargin",
"pctReturnOnInvestedCapital",
"amountUnleveredFreeCashFlow",
"pctUnleveredReturnOnAssets",
"pctAffoMargin",
"ratioCashConversaion",
"ratioDaysPayableOutstanding",
"pctEbitMargin",
"amountEbitdaLessCapex",
"pctEbitdaLessCapex",
"ratioFixedAssetTurnover",
"fctFFOMargin",
"ratioInventoryTurnover",
"pctFreeCashFlowMargin",
"pctNetIncomeAdjustedMargin",
"ratioDividendPayout",
"pctPreferredDividendOtherMargin",
"pctReturnOnAssets",
"pctSellingGeneralAdministrativeMargin",
"pctUnleveredFreeCashFlowGrowth",
"amountAccountsPayable",
"amountAdditionPaidInCapial",
"pershareEarnings",
"pctEPSCagr",
"pctEPSCagr",
"amountCashBegining",
"amountCapitalzedSoftware",
"amountDividendsToShareholders",
"amountCashFromOperations",
"amountChangeAccountsReceivable",
"amountCostOfGoodsSOld",
"pctCostOfGoodsSoldCAGR",
"amountLiabilitiesCurrentTotal",
"pctDepreciationAmortizationGrowth",
"pctEPSDilutedCAGR",
"pctEPSGrowth",
"pctEPSDilutdCAGR",
"amountEbit",
"pctEbitAdjustedCAGR",
"pctEbitCAGR",
"pctEbitAdjustedGrowth",
"pctEbitdaAdjustedCAGR",
"amountCashEnd",
"amountGoodwillImapirment",
"pctGrossProfitCAGR",
"amountInterestExpense",
"pctInterestExpenseCAGR",
"amountLitigationExpense",
"amountAcquisitionExpense",
"pctMinorityInterestCAGR",
"pctMinorityIntrestEarningsGrowth",
"pctNetIncomeCAGR",
"pctNetIncomeGrowth",
"pctNetIncomeAdjustedCAGR",
"pctNetIncomeCommonCAGR",
"pctNetIncomeCommonGrowth",
"pctWorkingCapitalMargin",
"amountOperatingIncome",
"pctOperatingIncomeCAGR",
"amountOtherLongTermAssets",
"amountPlantPropertyEquipment",
"pctPreTaxIncomeCAGR",
"amountPreferredDividendsOther",
"pctPreferredDividendsOtherCAGR",
"amountPrepaidExpense",
"pctTaxesCAGR",
"amountRealEstateInvestment",
"pctResearchDevelopmentCAGR",
"amountRestructuringCharges",
"pctTotalRevenueCAGR",
"pctTotalRevenueGrowth",
"pctSellingGeneralAdministrativeCAGR",
"sharesOutstanding",
"amountChangeCash",
"amountEquityTotal",
"amountTreasuryStock",
"pctEbitdaCAGR",
"sharesOutstandingBasic",
"amountAccountsReceivable",
"amountAssetWritedown",
"pctEPSBasicGrowth",
"amountCAPEX",
"amountCashAndEquivalents",
"amountCashFromFinancing",
"amountChangeInAccountsPayableAccrued",
"amountChangeInInventory",
"pctCostofGoodsSoldGrowth",
"amountDebtCapitalizedLeases",
"pershareEarningsDilutedAdjusted",
"pctEarningsDilutedGrowth",
"amountEbitAdjusted",
"amountEbitdaAdjusted",
"amountForexAdjustment",
"amountGrossProfit",
"pctInterestExpenseGrowth",
"amountLongTermDebt",
"amountMinorityInterest",
"amountNetIncomeAdjusted",
"pctNetIncomeAdjustedGrowth",
"amountWorkingCapitalNet",
"dateNextEarnings",
"pctOperatingIncomeGrowth",
"amountLiabilitiesOtherLongTerm",
"amountIncomePreTax",
"pctPreferredDividendsOtherGrowth",
"amountTaxes",
"amountResearchAndDevelopment",
"amountRetainedEarnings",
"amountSellingGeneralAdministrative",
"amountInvestmentsShortTerm",
"amountCommonEquity",
"amountTotalLiabilities",
"amountEbitda",
"sharesOutstandingDilutedWeightedAverage",
"amountAccruedExpenseOther",
"pershareEPSBasicAdjusted",
"pctEPSBasicAdjustedGrowth",
"pctCapexGrowth",
"amountCashShortTermInvestment",
"amountCashFromInvesting",
"amountChangeAccountsPayable",
"amountCommonStock",
"amountAssetsCurrent",
"amountDepreciationAmortization",
"pershareEarningsDiluted",
"amountDividendsPayable",
"pctEbitGrowth",
"pctEbitdaAdjustedGrowth",
"amountGoodwillIntagibles",
"pctGrossProfitGrowth",
"amountInventory",
"amountInvestmentsLongerm",
"amountMinorityInterestEarnings",
"amountTotalNetIncome",
"amountNetIncomeCommon",
"pctNetWorkingCapitalGrowth",
"amountNotesPayable",
"amountAssetsCurrentOther",
"amountPayableOther",
"pctPreTaxIncomeGrowth",
"amountPreferredStock",
"pctTaxesGrowth",
"pctResearchDevelopmentGrowth",
"amountTotalRevenue",
"pctSellingGeneralAdministrativeGrowth",
"amountAssetsTotal",
"amountDebtTotal",
"amountLiabilitiesEquityTotal",
"pctEbitdaGrowth",
"pctNopatMarginMean",
"pctNetIncomeMarginMean",
"pctEbitdaMarginMean",
"pctUnleveredFreeCashFlowMarginMean",
"pctEPSGrowth",
"amountNetIncome",
"pctNetIncomeGrowth",
"pctRevenueCAGR",
"pctUnleveredFreeCashFlowCAGR",
"pctEbitMarginMean",
"pctNopatCAGR",
"pctNetIncomeCAGR",
"pctNetIncomeMargin",
"pershareEarnings",
"amountRevenue",
"pctRevenueGrowth",
"descriptionCompany",
"sectorCompany",
"idBenchmarks",
"nameCompany",
"idSector",
"slugExchange",
"idIndicies",
"idTickersBenchmark",
"idTicker",
'idUnique',
'industryCompany'
),
slugFinboxBase =
c(
"market_change_today",
"pct_50_day_moving_average",
"year_range_high",
"average_daily_volume",
"book_value_market_cap",
"pre_tax_cost_of_debt_mid",
"stock_price_high",
"daily_volume",
"industry_cost_of_equity",
"analyst_price_target_downside",
"ev_ebitda_fwd",
"enterprise_value_fy",
"analyst_target_low",
"master_fair_value",
"earnings_yield",
"market_cap_affo_ltm",
"pe_ratio_fwd",
"peg_ratio_fwd",
"price_sales_ltm",
"stock_price_latest",
"analyst_price_target_upside",
"stock_price_latest_pct",
"year_perc_range_high",
"year_range_low",
"ben_graham_formula_upside",
"master_fair_value_confidence",
"cost_of_equity_mid",
"stock_price_low",
"industry_cost_of_capital",
"days_to_earnings",
"master_downside",
"ev_revenue_fwd",
"analyst_price_target",
"analyst_target_mean",
"float_shares",
"market_cap_book_value",
"market_cap_revenue_ltm",
"pe_ratio_ltm",
"price_book_ltm",
"short_ratio",
"volume",
"master_upside",
"pct_200_day_moving_average",
"year_perc_range_low",
"affo_yield_ltm",
"ben_graham_formula_value",
"after_tax_cost_of_debt_mid",
"stock_price_close",
"stock_price_open",
"industry_cost_of_debt",
"dividend_yield",
"ev_ebit_fwd",
"earnings_yield_ltm",
"analyst_target_high",
"analyst_target_count",
"fcf_yield_ltm",
"market_cap_revenue_fwd",
"market_cap",
"peg_ratio_ltm",
"price_sales_fwd",
"stock_price",
"master_fair_value_uncertainty",
"wacc_mid",
"altman_z_score",
"current_ratio",
"financial_leverage",
"beta",
"debt_to_equity",
"interest_coverage",
"cash_to_total_capital",
"debt_to_total_capital",
"quick_ratio",
"affo_fy",
"asset_turnover_fy",
"cogs_margin_fy",
"days_sales_outstanding_fy",
"adj_ebit_margin_fy",
"adj_ebitda_margin_fy",
"effective_interest_rate_fy",
"ffo_fy",
"gross_profit_margin_fy",
"levered_fcf_fy",
"minority_interest_earnings_margin_fy",
"net_income_common_margin_fy",
"piotroski_score",
"taxes_margin_fy",
"roe_fy",
"ebitda_margin_fy",
"unlevered_fcf_margin_fy",
"affo_growth_fy",
"capex_margin_fy",
"days_inventory_outstanding_fy",
"depreciation_amortization_margin_fy",
"ebitda_less_3yr_avg_capex_fy",
"ebitda_less_3yr_avg_capex_margin_fy",
"effective_tax_rate_fy",
"ffo_growth_fy",
"interest_expense_margin_fy",
"levered_fcf_growth_fy",
"total_net_income_margin_fy",
"operating_income_margin_fy",
"pre_tax_income_margin_fy",
"research_development_margin_fy",
"roic_fy",
"unlevered_fcf_fy",
"unlevered_roa_fy",
"affo_margin_fy",
"cash_conversion_cycle_fy",
"days_payables_outstanding_fy",
"ebit_margin_fy",
"ebitda_less_capex_fy",
"ebitda_less_capex_margin_fy",
"fixed_asset_turnover_fy",
"ffo_margin_fy",
"inventory_turnover_fy",
"levered_fcf_margin_fy",
"adj_net_income_margin_fy",
"payout_ratio_fy",
"preferred_dividends_other_margin_fy",
"roa_fy",
"selling_general_admin_margin_fy",
"unlevered_fcf_growth_fy",
"accounts_payable_fy",
"add_paid_in_capital_fy",
"basic_eps_fy",
"basic_eps_cagr_7yr",
"adj_basic_eps_cagr_5yr",
"cash_at_beginning_fy",
"capitalized_software_fy",
"dividends_to_common_fy",
"cash_from_operations_fy",
"change_accounts_receivables_fy",
"cogs_fy",
"cogs_cagr_7yr",
"total_current_liabilities_fy",
"depreciation_amortization_growth_fy",
"diluted_eps_cagr_3yr",
"diluted_eps_growth_fy",
"adj_diluted_eps_cagr_7yr",
"ebit_fy",
"adj_ebit_cagr_3yr",
"ebit_cagr_7yr",
"adj_ebit_growth_fy",
"adj_ebitda_cagr_5yr",
"cash_at_end_fy",
"goodwill_impairment_fy",
"gross_profit_cagr_5y",
"interest_expense_fy",
"interest_expense_cagr_7yr",
"litigation_expenses_fy",
"acquisition_expenses_fy",
"minority_interest_earnings_cagr_3yr",
"minority_interest_earnings_growth_fy",
"total_net_income_cagr_3yr",
"total_net_income_growth_fy",
"adj_net_income_cagr_7yr",
"net_income_common_cagr_3yr",
"net_income_common_growth_fy",
"net_working_capital_margin_fy",
"operating_income_fy",
"operating_income_cagr_7yr",
"other_lt_assets_fy",
"ppe_fy",
"pre_tax_income_cagr_5yr",
"preferred_dividends_other_fy",
"preferred_dividends_other_cagr_7yr",
"prepaid_expenses_fy",
"taxes_cagr_5yr",
"real_estate_investments_fy",
"research_development_cagr_5yr",
"restructuring_charges_fy",
"total_revenue_cagr_3yr",
"total_revenue_growth_fy",
"selling_general_admin_cagr_5yr",
"shares_outstanding_fy",
"total_change_cash_fy",
"total_equity_fy",
"treasury_stock_fy",
"ebitda_cagr_5yr",
"wa_basic_shares_outstanding_fy",
"accounts_receivable_fy",
"asset_writedown_fy",
"basic_eps_growth_fy",
"capex_fy",
"cash_equivalents_fy",
"cash_from_financing_fy",
"change_accounts_payables_accrued_fy",
"change_inventory_fy",
"cogs_growth_fy",
"current_debt_cap_leases_fy",
"adj_diluted_eps_fy",
"adj_diluted_eps_growth_fy",
"adj_ebit_fy",
"adj_ebitda_fy",
"fx_adjustments_fy",
"gross_profit_fy",
"interest_expense_growth_fy",
"lt_debt_fy",
"minority_interest_fy",
"adj_net_income_fy",
"adj_net_income_growth_fy",
"net_working_capital_fy",
"next_earnings_date",
"operating_income_growth_fy",
"other_lt_liabilities_fy",
"pre_tax_income_fy",
"preferred_dividends_other_growth_fy",
"taxes_fy",
"research_development_fy",
"retained_earnings_fy",
"selling_general_admin_fy",
"st_investments_fy",
"total_common_equity_fy",
"total_liabilities_fy",
"ebitda_fy",
"wa_diluted_shares_outstanding_fy",
"accrued_expenses_other_fy",
"adj_basic_eps_fy",
"adj_basic_eps_growth_fy",
"capex_growth_fy",
"total_cash_st_investments_fy",
"cash_from_investing_fy",
"change_accounts_payables_fy",
"common_stock_fy",
"total_current_assets_fy",
"depreciation_amortization_fy",
"diluted_eps_fy",
"dividends_payable_fy",
"ebit_growth_fy",
"adj_ebitda_growth_fy",
"goodwill_intangibles_fy",
"gross_profit_growth_fy",
"inventory_fy",
"lt_investments_fy",
"minority_interest_earnings_fy",
"total_net_income_fy",
"net_income_common_fy",
"net_working_capital_growth_fy",
"notes_payable_fy",
"other_current_assets_fy",
"other_payables_fy",
"pre_tax_income_growth_fy",
"preferred_stock_fy",
"taxes_growth_fy",
"research_development_growth_fy",
"total_revenue_fy",
"selling_general_admin_growth_fy",
"total_assets_fy",
"total_debt_fy",
"total_liabilities_equity_fy",
"ebitda_growth_fy",
"projected_avg_nopat_margin_10yr",
"projected_avg_ni_margin_5yr",
"projected_avg_ebitda_margin_10yr",
"projected_avg_ufcf_margin_5yr",
"projected_eps_growth",
"projected_net_income",
"projected_net_income_growth",
"projected_revenue_cagr_10yr",
"projected_unlevered_fcf_cagr_10yr",
"projected_avg_ebit_margin_10yr",
"projected_nopat_cagr_10yr",
"projected_ni_cagr_10yr",
"projected_net_income_margin",
"projected_eps",
"projected_revenue",
"projected_revenue_growth",
"description",
"sector",
"benchmarks",
"company_name",
"sector_id",
"exchange",
"index",
"benchmark_ids",
"ticker",
'uid',
'industry'
)
)
df_finbox <-
df_finbox %>%
mutate(
isMultiple = slugFinboxBase %>% str_detect("_ltm|_fwd"),
isMultiple = if_else(nameFinbox %>% str_detect("_ltm"), FALSE, isMultiple),
isPeriod = slugFinboxBase %>% str_detect("_fy|_fq"),
isPct = slugFinboxBase %>% str_detect("_yr"),
)
df_finbox
}
.parse_metrics <- function(metrics,
multiple_types,
period_types) {
if (!'df_finbox_names' %>% exists()) {
df_finbox_names <-
.get_finbox_base_names()
}
slug_metrics <- c()
base_names <- c('ticker', 'description', 'company_name', 'industry', 'sector')
slug_metrics <- slug_metrics %>% append(base_names)
has_metrics <-
df_finbox_names %>%
filter(isMultiple) %>%
filter(nameFinbox %in% metrics) %>% nrow() > 0
if (has_metrics) {
multiple_metrics <-
df_finbox_names %>%
filter(isMultiple) %>%
filter(nameFinbox %in% metrics) %>%
pull(nameFinbox)
metrics_names <-
expand.grid(metric = multiple_metrics,
type = multiple_types,
stringsAsFactors = F) %>%
as_tibble() %>%
tidyr::unite(typeMetric, metric, type, sep = '_') %>%
pull(typeMetric)
slug_metrics <-
slug_metrics %>%
append(metrics_names)
}
has_periods <-
df_finbox_names %>%
filter(isPeriod) %>%
filter(nameFinbox %in% metrics) %>% nrow() > 0
if (has_periods) {
period_metrics <-
df_finbox_names %>%
filter(isPeriod) %>%
filter(nameFinbox %in% metrics) %>%
pull(nameFinbox)
periods <-
expand.grid(metric = period_metrics,
period = period_types,
stringsAsFactors = F) %>%
as_tibble() %>%
tidyr::unite(periodMetric, metric, period, sep = '_') %>%
pull(periodMetric)
slug_metrics <-
slug_metrics %>%
append(periods)
}
has_other <-
df_finbox_names %>%
filter(!isPeriod) %>%
filter(!isMultiple) %>%
filter(nameFinbox %in% metrics) %>%
nrow() > 0
if (has_other) {
other_names <-
df_finbox_names %>%
filter(!isPeriod) %>%
filter(!isMultiple) %>%
filter(nameFinbox %in% metrics) %>%
pull(nameFinbox)
slug_metrics <-
slug_metrics %>%
append(other_names)
}
slug_metrics <-
slug_metrics %>% unique()
slug_metrics
}
.parse_actual_names <-
function(df) {
if (!'df_names' %>% exists()) {
df_names <-
.get_dictionary_finbox_names()
}
actual_names <-
names(df) %>%
map_chr(function(x){
no_match <-
df_names %>%
filter(x %in% nameFinbox) %>% nrow() == 0
if (no_match) {
return(x)
}
df_names %>% filter(nameFinbox == x) %>% pull(nameActual)
})
actual_names
}
.clean_names <-
function(data) {
data <-
data %>%
mutate_at(data %>% dplyr::select(dplyr::matches("^pct[A-Z]")) %>% names(),
funs(. %>% formattable::percent(digits = 2))) %>%
mutate_at(data %>% dplyr::select(dplyr::matches("^ratio[A-Z]")) %>% names(),
funs(. %>% formattable::digits(digits = 5))) %>%
mutate_at(data %>% dplyr::select(dplyr::matches("^price[A-Z]|pershare")) %>% names(),
funs(. %>% formattable::currency(digits = 4))) %>%
mutate_at(
data %>% dplyr::select(dplyr::matches("^amount[A-Z]")) %>% names(),
funs(. * 1000000 %>% formattable::currency(digits = 0))
)
if (data %>% tibble::has_name('idIndicies')) {
df_indicies <-
seq_along(data$idIndicies) %>%
future_map_dfr(function(x){
if (data$idIndicies[x] %>% flatten_chr() %>% length() == 0) {
return(tibble(idRow = x, nameIndicies = NA))
}
indicies <- data$idIndicies[x] %>% flatten_chr() %>% str_c(collapse = ', ')
tibble(idRow = x, nameIndicies = indicies)
})
data <-
data %>%
mutate(idRow = 1:n()) %>%
left_join(df_indicies) %>%
dplyr::select(-idIndicies) %>%
dplyr::select(-idRow) %>%
suppressMessages()
}
if (data %>% tibble::has_name('idBenchmarks')) {
df_benchmarks <-
seq_along(data$idBenchmarks) %>%
future_map_dfr(function(x){
if (data$idBenchmarks[x] %>% flatten_chr() %>% length() == 0) {
return(tibble(idRow = x, idTickersBenchmark = NA))
}
benchmarks <- data$idBenchmarks[x] %>% flatten_chr() %>% str_c(collapse = ', ')
tibble(idRow = x, idTickersBenchmark = benchmarks)
})
data <-
data %>%
mutate(idRow = 1:n()) %>%
left_join(df_benchmarks) %>%
dplyr::select(-idBenchmarks) %>%
dplyr::select(-idRow) %>%
suppressMessages()
}
data <-
data %>%
dplyr::select(
one_of(
"idTicker",
"nameCompany",
"industryCompany",
"descriptionCompany",
"sectorCompany",
"nameIndicies",
"idTickersBenchmark"
),
everything()
) %>%
suppressWarnings()
data
}
# companies ---------------------------------------------------------------
# https://api.finbox.io/beta/companies
#' FinboxIO Companies
#'
#' Returns companies with FinBOXIO data
#'
#' @param return_message if \code{TRUE} return a message
#'
#' @return
#' @export
#' @import glue dplyr purrr stringr
#' @importFrom jsonlite fromJSON
#'
#' @examples
#' dictionary_finbox_companies()
dictionary_finbox_companies <-
function(return_message = TRUE) {
data <-
"https://api.finbox.io/beta/companies" %>%
jsonlite::fromJSON(flatten = TRUE) %>%
.$data %>%
as_tibble() %>%
purrr::set_names(c(
'idTicker',
'slugExchange',
'nameCompany',
'sectorCompany',
'idFinbox'
)) %>%
mutate(
idExchange =
case_when(
slugExchange %>% str_detect("NYSE") ~ "NYSE",
slugExchange %>% str_detect("Nasdaq") ~ "NASDAQ",
slugExchange %>% str_detect("Nasdaq") ~ "OTC"
)
) %>%
dplyr::select(idExchange, slugExchange, idTicker, nameCompany, everything()) %>%
mutate_all(funs(. %>% str_replace_all('\\ , ', '\\, ') %>% str_trim())) %>%
arrange(idExchange, slugExchange, sectorCompany, idTicker) %>%
suppressWarnings()
if (return_message) {
glue::glue("Acquired {nrow(data)} searchable companies from finbox.io") %>%
cat(fill = T)
}
gc()
data
}
# metrics -----------------------------------------------------------------
# https://api.finbox.io/beta/metrics
#' Get Searchable FinBOX metrics
#'
#' @return
#' @export
#' @import purrr dplyr stringr
#' @importFrom jsonlite fromJSON
#' @examples
#' dictionary_finbox_metrics()
dictionary_finbox_metrics <-
function() {
data <-
"https://api.finbox.io/beta/metrics" %>%
jsonlite::fromJSON(simplifyDataFrame = TRUE)
df <-
data$data[c("id", "datatype", "default_period")] %>%
as_tibble() %>%
purrr::set_names(c('nameFinbox', 'typeData', 'periodDefault')) %>%
mutate(idRow = 1:n())
df_periods <-
seq_along(data$data$periods) %>%
future_map_dfr(function(x) {
null_value <-
data$data$periods[[x]] %>% purrr::is_null()
if (null_value) {
return(tibble())
}
periods <-
data$data$periods[[x]] %>%
stringr::str_c(collapse = ', ')
tibble(idRow = x, periodData = periods)
})
df <-
df %>%
left_join(df_periods, by = "idRow") %>%
dplyr::select(-idRow)
df_metrics <- .finbox_metric_names()
df <-
df %>%
mutate(slugMetric = if_else(
periodData %>% is.na(),
nameFinbox,
stringr::str_c(nameFinbox, periodDefault, sep = "_") %>% str_to_lower()
))
df
}
# screener ----------------------------------------------------------------
metrics <-
c(
'sector',
'company_name',
'ticker',
'exchange',
'description',
'stock_price_latest',
'stock_price_latest_pct',
'market_change_today',
'year_range_low',
'year_range_high',
'analyst_price_target',
'master_fair_value',
'market_cap',
'price_book_ltm',
'pe_ratio_ltm',
'debt_to_total_capital',
'dividend_yield',
'ebitda'
)
# {base}/{tickers}/{metrics}
# https://screener.finbox.io/companies/AAPL,DIS,FB,JNJ,MSFT,V,GIS,TWTR,FARM,MCD,NKE,TGT,VLO/company_name,ticker,stock_price_latest,stock_price_latest_pct,market_change_today,year_range_low,year_range_high,analyst_price_target,master_fair_value,market_cap,price_book_ltm,pe_ratio_ltm,debt_to_total_capital,dividend_yield
#' finbox ticker metrics
#'
#' @param tickers
#' @param metrics
#' @param multiple_type
#' @param period_types
#' @param return_message
#'
#' @return
#' @export
#' @import glue purrr curl rvest jsonlite dplyr anytime reticulate lubridate stringr
#' @examples
tickers_metrics <-
function(tickers = c('AAPL', 'NFLX', "FB", "GOOG", "TSLA", "VNO"),
metrics = c("total_current_assets", "total_net_income_margin", "total_net_income", "pre_tax_income_cagr",
"cash_from_operations", "stock_price_open", "operating_income_margin",
"total_current_liabilities", "avg_ebit_margin", "after_tax_cost_of_debt_mid"),
multiple_types = c('ltm', 'fwd'),
period_types = c('fy', 'fq', 'ytd'),
return_message = TRUE) {
base <-
'https://screener.finbox.io/companies'
ticker_slugs <-
tickers %>% str_c(collapse = ',')
slug_metrics <-
.parse_metrics(metrics = metrics,
multiple_types = multiple_types,
period_types = period_types)
metric_slugs <-
slug_metrics %>%
str_c(collapse = ',')
url <-
glue::glue("{base}/{ticker_slugs}/{metric_slugs}")
data <-
url %>%
readr::read_lines() %>%
jsonlite::fromJSON(simplifyDataFrame = TRUE) %>%
as_tibble()
df_names <-
tibble(slugFinboxBase = names(data)) %>%
mutate(
periodFinbox =
case_when(
slugFinboxBase %>% str_detect("_ltm") ~ "LTM",
slugFinboxBase %>% str_detect("_ytd") ~ "YTD",
slugFinboxBase %>% str_detect("_fwd") ~ "FWD",
slugFinboxBase %>% str_detect("_yr") ~ "YR",
slugFinboxBase %>% str_detect("_fy") ~ "FY"
),
nameBase = slugFinboxBase %>% str_replace("_ltm|_ytd|_yr|_fwd|_fy", '')
)
df_fb_names <-
.get_finbox_base_names()
actual_names <-
1:nrow(df_names) %>%
map_chr(function(x){
row_name <-
df_names$nameBase[[x]]
name_actual <-
df_fb_names %>%
filter(nameFinbox == row_name) %>%
pull(nameActual) %>%
unique() %>%
.[1]
if (!df_names$periodFinbox[[x]] %>% is.na()) {
period <-
df_names$periodFinbox[[x]] %>% unique() %>% .[1]
name_actual <-
str_c(name_actual, period, sep = '')
}
name_actual
})
data <-
data %>%
purrr::set_names(actual_names)
data <-
data %>%
.clean_names()
gc()
data
}
# explorer ----------------------------------------------------------------
# {https://finbox.io/{idTicker}/explorer/{slugMetric}}
# tickers -----------------------------------------------------------------
.get_ticker_information <- function(ticker = "VNO") {
curl_text <-
"curl 'https://api.finbox.io/v2/query?raw=true' -H 'Pragma: no-cache' -H 'Origin: https://finbox.io' -H 'Accept-Encoding: gzip, deflate, br' -H 'Accept-Language: en-US,en;q=0.8' -H 'User-Agent: Mozilla/5.0 (Macintosh; Intel Mac OS X 10_12_5) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/60.0.3112.24 Safari/537.36' -H 'Content-Type: application/json' -H 'Accept: application/json' -H 'Cache-Control: no-cache' -H 'Referer: https://finbox.io/VNO/models/historical-10yr' -H 'Cookie: _gat_UA-52372956-2=1; _lorid=80573-1497191056992-ee322de3d89c6948; _lo_v=1; _loups=1-0; intercom-id-emiw4mmr=f08d4c83-c1d5-4d83-87c0-0c205e69cdc4; lo_session_in=1; _ga=GA1.2.478469300.1497191057; _gid=GA1.2.501285166.1497191057; _lo_u=1' -H 'Connection: keep-alive' -H 'DNT: 1' --data-binary '{\"query\":\"\\n query load_company ($ticker: String!) {\\n company (ticker: $ticker) {\\n \\n name\\n short_name\\n ticker\\n sector\\n industry\\n country\\n exchange\\n last_reported: last_period_end_date\\n description: short_description\\n index\\n similar: benchmarks\\n enabled\\n stats\\n financials\\n \\nfinql {\\n stock_price\\n market_change_today\\n market_change_today_pct\\n year_range_low\\n year_range_high\\n analyst_price_target\\n next_earnings_date\\n}\\n \\nfair_value {\\n market\\n analyst_target\\n ranges\\n averages\\n confidence\\n models\\n}\\n \\ntemplates {\\n _id\\n slug\\n build_date\\n name\\n verified\\n category\\n checks_passed\\n}\\n \\nnews {\\n title\\n link\\n published\\n host\\n}\\n\\n \\n\\n \\n\\n }\\n }\\n \",\"variables\":{\"ticker\":\"ticker_name\"}}' --compressed"
curl_text <-
curl_text %>%
stringr::str_replace_all("ticker_name", ticker)
json_data <-
system(curl_text, intern = TRUE, ignore.stderr = TRUE) %>%
suppressMessages() %>%
fromJSON()
.parse_ticker_json_data_safe <-
purrr::possibly(.parse_ticker_json_data, tibble())
all_data <-
json_data %>%
.parse_ticker_json_data_safe()
all_data <-
all_data %>%
mutate(idTicker = ticker) %>%
dplyr::select(idTicker, everything())
all_data
}
.parse_ticker_json_data <-
function(json_data) {
data <-
json_data$data$company
parts <-
data %>% names()
df_names <-
.get_dictionary_finbox_names()
df_classes <-
data %>% future_map_dfr(class) %>%
tidyr::gather(namePart, classPart) %>%
mutate(idColumn = 1:n())
df_classes <-
df_classes %>%
filter(!classPart == "NULL")
char_cols <-
df_classes %>%
filter(classPart %in% c('character')) %>%
pull(namePart)
df_description <-
seq_along(char_cols) %>%
future_map_dfr(function(x) {
nameFinbox <- char_cols[x]
value <-
data[nameFinbox] %>% flatten_chr()
if (value %>% length() > 1) {
value <- value %>% stringr::str_c(collapse = ', ')
}
tibble(idColumn = x, nameFinbox, value)
}) %>%
suppressWarnings()
col_order <-
df_description$nameFinbox
df_description <-
df_description %>%
dplyr::select(-idColumn) %>%
tidyr::spread(nameFinbox, value) %>%
dplyr::select(one_of(col_order))
df_description <-
df_description %>%
dplyr::select(-one_of("ticker"))
if (df_description %>% ncol() == 8) {
df_description <-
df_description %>%
purrr::set_names(
c(
'nameCompany',
'nameCompanyShort',
'sectorCompany',
'industryCompany',
'slugExchange',
'dateEarningsLast',
'descriptionCompany',
'idTickersSimilar'
)
)
df_description <-
df_description %>%
mutate(
dateEarningsLast = dateEarningsLast %>% substr(4, nchar(dateEarningsLast)),
dateEarningsLast = dateEarningsLast %>% substr(1, 12) %>% lubridate::mdy(),
idExchange =
case_when(
slugExchange %>% str_detect("NYSE") ~ "NYSE",
slugExchange %>% str_detect("Nasdaq") ~ "NASDAQ",
slugExchange %>% str_detect("Nasdaq") ~ "OTC"
)
)
}
list_cols <-
df_classes %>%
filter(classPart %in% c('list')) %>%
pull(namePart)
df_lists <-
seq_along(list_cols) %>%
future_map_dfr(function(x){
nameData <-
list_cols[[x]]
list_data <-
data[nameData][[nameData]]
list_parts <-
list_data %>% names()
if (nameData == 'finql') {
df <-
list_data %>% flatten_df()
actual_names <-
.parse_actual_names(df = df)
df <-
df %>%
purrr::set_names(actual_names)
data <- tibble(nameTable = 'finql',
dataTable = list(df))
}
if (nameData == 'fair_value') {
list_dfs <-
seq_along(list_parts) %>%
future_map(function(x) {
list_name <-
list_parts[[x]]
if (list_name == 'models') {
df_list <-
list_data[[list_parts[x]]]
if (df_list %>% length() == 0) {
return(tibble())
}
df_models <-
c('low', 'mid', 'high') %>%
future_map(function(x){
df_row <-
df_list[x] %>% flatten_df() %>%
purrr::set_names(c('priceModel', 'pctUpside'))
names(df_row) <-
names(df_row) %>% str_c(x %>% str_to_title(), sep = '')
df_row
})
df_models <-
df_models %>% reduce(bind_cols)
df <-
df_list[1:3] %>%
as_tibble() %>%
purrr::set_names(c('slugModel', 'nameModel', 'datetimeModel')) %>%
mutate(datetimeModel = datetimeModel %>% readr::parse_datetime()) %>%
bind_cols(df_models)
return(df)
}
if (list_name == 'confidence') {
return(tibble())
}
if (list_name == 'ranges') {
df <-
list_data[[list_parts[x]]]$price %>% as_tibble() %>%
purrr::set_names(c('price52WeeekLow',
'price52WeekHigh')) %>%
bind_cols(
list_data[[list_parts[x]]]$upside %>% as_tibble() %>%
purrr::set_names(c('pctTo52WeekLow', 'pctTo52WeekhHigh'))
)
return(df)
}
df <-
list_data[[list_parts[x]]]
df <- df %>% flatten_df()
if (df %>% nrow() == 0) {
return(tibble())
}
if (list_name == 'analyst_target') {
names(df)
df <-
df %>%
purrr::set_names(c('priceAnalystMid', 'priceAnalystLow', 'priceAnalystHigh', 'countAnalystRatings'))
}
if (list_name == 'market') {
df <-
df %>%
purrr::set_names(c('priceLast', 'priceLowYear', 'pricehighYear'))
}
if (list_name == 'averages') {
df <- df %>% purrr::set_names(c('priceAverage', 'pctChangeToAverage'))
}
df
})
list_df_rows <-
list_dfs %>% map_dbl(nrow)
df_pricing <- list_dfs[list_df_rows == 1] %>% purrr::reduce(bind_cols)
has_models <- list_dfs[list_df_rows == 5] %>% flatten_df() %>% nrow() > 0
if (has_models) {
df_pricing <-
df_pricing %>%
mutate(dataModels = list(list_dfs[list_df_rows == 5] %>% flatten_df()))
}
data <-
tibble(nameTable = 'models',
dataTable = list(df_pricing))
}
if (nameData == 'stats') {
list_dfs <-
seq_along(list_parts) %>%
future_map(function(x) {
df_list <-
list_data[[list_parts[x]]] %>% as_tibble()
all_data <-
df_list %>% names() %>%
future_map(function(x){
df_list[x] %>% pull() %>% flatten_df() %>%
flatten_df() %>%
gather(typeParty, value) %>%
mutate(nameItem = x,
value = value %>% as.character() %>% readr::parse_number()) %>%
spread(nameItem, value)
}) %>%
suppressWarnings()
all_data <-
all_data %>% reduce(left_join) %>%
suppressWarnings() %>%
suppressMessages()
})
data <-
list_dfs %>% purrr::reduce(left_join) %>% suppressMessages()
data <-
tibble(nameTable = list_cols[x],
dataTable = list(data))
}
if (nameData == 'financials') {
df <- list_data %>% flatten_df()
df_periods <-
df %>%
gather(item, value) %>%
filter(item %>% str_detect('period')) %>%
mutate(item =item %>% str_replace_all('period_end_', '')) %>%
dplyr::select(period = item, datePeriodEnd = value) %>%
mutate(datePeriodEnd = datePeriodEnd %>% lubridate::ymd())
df_values <-
df %>%
gather(item, value) %>%
filter(!item %>% str_detect('period')) %>%
mutate(value = value %>% as.numeric())
periods <-
df_periods$period %>%
append(c('q1', 'q2', 'q3', 'q4'))
period_slugs <-
glue::glue("_{periods}") %>%
str_c(collapse = '|')
df_values <-
df_values %>%
mutate(nameItem = item %>% str_replace_all(period_slugs, '') %>% str_replace_all('\\__', '\\_'))
items <-
glue::glue("{df_values$nameItem %>% unique()}_") %>% str_c(collapse = '|')
df_values <-
df_values %>%
mutate(period = item %>% str_replace_all(items, '')) %>%
left_join(df_periods) %>%
dplyr::select(datePeriodEnd,
typePeriod = period,
nameItem,
value) %>%
tidyr::separate(typePeriod,
into = c('idPeriod', 'idQuarter'),
sep = '_') %>%
suppressWarnings() %>%
suppressMessages() %>%
filter(!datePeriodEnd %>% is.na())
data <-
tibble(nameTable = nameData,
dataTable = list(df_values))
}
data
})
df_cols <-
df_classes %>%
filter(classPart %in% c('data.frame')) %>%
pull(namePart)
dfs <-
seq_along(df_cols) %>%
future_map_dfr(function(x){
nameData <-
df_cols[[x]]
list_data <-
data[nameData][[nameData]] %>%
as_tibble()
if (nameData == 'news') {
list_data <-
list_data %>%
purrr::set_names(c('titleArticle',
'urlArticle',
'timeSincePublished', 'domainArticle'))
list_data <-
list_data %>%
mutate(datetimeArticle = timeSincePublished %>% map_chr(.extract_date) %>% ymd_hms(),
dateArticle = datetimeArticle %>% as.Date()) %>%
select(one_of(c("datetimeArticle","dateArticle", "domainArticle", "titleArticle", "urlArticle"))) %>%
arrange(datetimeArticle)
}
if (nameData == 'templates') {
list_data <-
list_data %>%
purrr::set_names(c('idModel',
'slugModel',
'dateModel', 'nameModel',
'isVerified', 'categoryModel', 'hasChecksPassed'))
}
data <-
tibble(nameTable = nameData,
dataTable = list(list_data))
})
data <-
dfs %>%
bind_rows(df_lists) %>%
bind_rows(
tibble(nameTable = 'description',
dataTable = list(df_description))
)
data
}
#' Finbox ticker data
#'
#' @param tickers \code{vector} of tickers
#' @param assign_to_environment
#'
#' @return
#' @export
#' @import glue purrr curl rvest jsonlite dplyr anytime reticulate lubridate stringr future furrr
#' @examples
finbox_tickers <-
function(tickers = c("VNO", "BXP"),
assign_to_environment = TRUE) {
.get_ticker_information_safe <-
purrr::possibly(.get_ticker_information, tibble())
all_data <-
tickers %>%
future_map_dfr(function(x){
.get_ticker_information_safe(ticker = x)
}) %>%
suppressMessages() %>%
suppressWarnings()
if (assign_to_environment) {
tables <-
all_data$nameTable %>% unique()
seq_along(tables) %>%
walk(function(x){
df <-
all_data %>%
filter(nameTable == tables[[x]]) %>%
dplyr::select(-nameTable) %>%
unnest()
table_name <- str_c('data', tables[[x]] %>% str_to_upper())
assign(table_name, eval(df), envir = .GlobalEnv)
})
}
all_data
}
# models ------------------------------------------------------------------
# https://api.finbox.io/beta/fairvalues/{idTicker}/models
# fairvalue ---------------------------------------------------------------
# https://api.finbox.io/beta/fairvalues/FB
# data_query --------------------------------------------------------------
# {base}/{idTicker}/{metric}?{query}
# https://api.finbox.io/beta/data/AAPL/total_revenue?period=FQ-7:FQ # last 10 quarters of revenue
abresler/fundManageR documentation built on April 1, 2024, 5:46 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Defines functions finbox_tickers .parse_ticker_json_data .get_ticker_information tickers_metrics dictionary_finbox_metrics dictionary_finbox_companies .clean_names .parse_actual_names .parse_metrics .get_finbox_base_names .get_dictionary_finbox_names .finbox_metric_names .extract_date
Documented in dictionary_finbox_companies dictionary_finbox_metrics finbox_tickers tickers_metrics
#gdeltr2::load_needed_packages(c('dplyr', 'rvest', 'jsonlite', 'stringr', 'purrr', 'lubridate', 'stringi', 'tidyr', 'rlang', 'curl', 'jsonlite', 'anytime', 'reticulate'))
# munge -------------------------------------------------------------------
.extract_date <-
function(period = "6 days ago", return_character = T) {
period <-
period %>% str_replace_all("^a |^an ", "1 ")
time_number <-
period %>% as.character() %>% readr::parse_number()
period_slug <- str_to_lower(period)
time_span <- dplyr::case_when(
period_slug %>% str_detect("second") ~ "secs",
period_slug %>% str_detect("minute") ~ "mins",
period_slug %>% str_detect("hour") ~ "hours",
period_slug %>% str_detect("day") ~ "days",
period_slug %>% str_detect("week") ~ "weeks",
period_slug %>% str_detect("month") ~ "months",
period_slug %>% str_detect("year") ~ "years"
)
if (time_span %>% str_detect("year")) {
x <- Sys.time() - lubridate::years(time_number)
}
if (time_span %>% str_detect("month")) {
x <-
Sys.time() %m-% months(time_number)
}
if (!period_slug %>% str_detect("month|year")) {
x <-
Sys.time() - as.difftime(time_number, units = time_span)
}
if (return_character) {
x <- as.character(x)
}
x
}
# dictionaries ------------------------------------------------------------
.finbox_metric_names <-
function() {
structure(
list(
typeMetric = c(
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Valuation",
"Risk",
"Risk",
"Risk",
"Risk",
"Risk",
"Risk",
"Risk",
"Risk",
"Risk",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Efficency",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Financials",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Forecasts",
"Misc",
"Misc",
"Misc",
"Misc",
"Misc",
"Misc",
"Misc",
"Misc",
"Misc"
),
descriptionMetric = c(
"$ Change Today",
"% of 50 Day Moving Avg",
"52 Week High",
"Avg Daily Volume",
"Book Value / Market Cap",
"Cost of Debt (Pre-tax)",
"Daily Stock Price High (Adjusted)",
"Daily Trading Volume (Unadjusted)",
"Damodaran's Industry Cost of Equity",
"Downside (Analyst Target)",
"EV / Fwd EBITDA",
"EV / LTM EBITDA",
"Enterprise Value",
"Fair Value (Lowest Analyst Target)",
"Fair Value (finbox.io)",
"Fwd Earnings Yield",
"Market Cap / LTM AFFO",
"P/E Ratio (Fwd)",
"PEG Ratio Fwd",
"Price / LTM Sales",
"Stock Price (Current)",
"Upside (Analyst Target)",
"% Change Today",
"% of 52 Week High",
"52 Week Low",
"Ben Graham Formula Upside",
"Confidence (finbox.io Fair Value)",
"Cost of Equity",
"Daily Stock Price Low (Adjusted)",
"Damodaran's Industry Cost of Capital",
"Days To Next Earnings",
"Downside (finbox.io)",
"EV / Fwd Revenue",
"EV / LTM Revenue",
"Fair Value (Analyst Target)",
"Fair Value (Mean Analyst Target)",
"Float Shares / Outstanding",
"Market Cap / Book Value",
"Market Cap / LTM Revenue",
"P/E Ratio (LTM)",
"Price / Book",
"Short Ratio",
"Trading Volume",
"Upside (finbox.io)",
"% of 200 Day Moving Avg",
"% of 52 Week Low",
"AFFO Yield (Adjusted Funds From Oper...",
"Ben Graham Formula Value",
"Cost of Debt (After-tax)",
"Daily Stock Price Close (Adjusted)",
"Daily Stock Price Open (Adjusted)",
"Damodaran's Industry Cost of Debt",
"Dividend Yield",
"EV / Fwd EBIT",
"EV / LTM EBIT",
"Earnings Yield",
"Fair Value (Highest Analyst Target)",
"Fair Value (Total Analyst Targets)",
"Free Cash Flow Yield",
"Market Cap / Fwd Revenue",
"Market Capitalization",
"PEG Ratio",
"Price / Fwd Sales",
"Stock Price",
"Uncertainty (finbox.io Fair Value)",
"WACC",
"Altman Z-Score",
"Current Ratio",
"Financial Leverage",
"Beta",
"Debt / Equity",
"Interest Coverage Ratio",
"Cash / Total Capital",
"Debt / Total Capital",
"Quick Ratio",
"Adjusted Funds From Operations",
"Asset Turnover",
"Cost of Goods Sold Margin",
"Days Sales Outstanding",
"EBIT Margin",
"EBITDA Margin",
"Effective Interest Rate",
"Funds From Operations",
"Gross Profit Margin",
"Levered Free Cash Flow",
"Minority Interest in Earnings Margin",
"Net Profit to Common (Cont. Ops) Margin",
"Piotroski Score",
"Provision for Taxes Margin",
"Return on Equity",
"Unadjusted EBITDA Margin",
"Unlevered Free Cash Flow Margin",
"Adjusted Funds From Operations Growth",
"Capital Expenditures Margin",
"Days Inventory Outstanding",
"Depreciation & Amortization Margin",
"EBITDA - 3Yr Avg CapEx",
"EBITDA minus 3Yr Avg CapEx Margin",
"Effective Tax Rate",
"Funds From Operations Growth",
"Interest Expense Margin",
"Levered Free Cash Flow Growth",
"Net Profit (Cont. Ops) Margin",
"Operating Income Margin",
"Pre-tax Income Margin",
"Research and Development Margin",
"Return on Invested Capital",
"Unlevered Free Cash Flow",
"Unlevered Return on Assets",
"Adjusted Funds From Operations Margin",
"Cash Conversion Cycle",
"Days Payables Outstanding",
"EBIT Margin",
"EBITDA - CAPEX",
"EBITDA minus CAPEX Margin",
"Fixed Asset Turnover",
"Funds From Operations Margin",
"Inventory Turnover",
"Levered Free Cash Flow Margin",
"Net Profit Margin",
"Payout Ratio",
"Preferred Dividends & Other Adj. Margin",
"Return on Assets",
"Selling, General and Admin Margin",
"Unlevered Free Cash Flow Growth",
"Accounts Payable",
"Additional Paid-in Capital",
"Basic EPS (Cont. Ops)",
"Basic EPS (Cont. Ops) CAGR (7y)",
"Basic EPS CAGR (5y)",
"Beginning Cash",
"Capitalized Software",
"Cash Dividends to Common Shareholders",
"Cash from Operations",
"Change in Accounts Receivables",
"Cost of Revenue",
"Cost of Revenue CAGR (7y)",
"Current Liabilities",
"Depreciation & Amortization Growth",
"Dil. EPS (Cont. Ops) CAGR (3y)",
"Dil. EPS (Cont. Ops) Growth",
"Dil. EPS CAGR (7y)",
"EBIT",
"EBIT CAGR (3y)",
"EBIT CAGR (7y)",
"EBIT Growth",
"EBITDA CAGR (5y)",
"Ending Cash",
"Goodwill Impairment",
"Gross Profit CAGR (5y)",
"Interest Expense",
"Interest Expense CAGR (7y)",
"Litigation Expenses",
"Merger / Acquisition Expenses",
"Minority Interest in Earnings CAGR (3y)",
"Minority Interest in Earnings Growth",
"Net Profit (Cont. Ops) CAGR (3y)",
"Net Profit (Cont. Ops) Growth",
"Net Profit CAGR (7y)",
"Net Profit to Common (Cont. Ops) CAG...",
"Net Profit to Common (Cont. Ops) Growth",
"Net Working Capital Margin",
"Operating Income",
"Operating Income CAGR (7y)",
"Other Long-term Assets",
"Plant, Property, & Equipment, net",
"Pre-tax Income CAGR (5y)",
"Preferred Dividends & Other Adj.",
"Preferred Dividends & Other Adj. CAG...",
"Prepaid Expenses",
"Provision for Taxes CAGR (5y)",
"Real Estate Investments",
"Research and Development CAGR (5y)",
"Restructuring Charges",
"Revenue CAGR (3y)",
"Revenue Growth",
"Selling, General and Admin CAGR (5y)",
"Shares Outstanding",
"Total Change in Cash",
"Total Equity",
"Treasury Stock & Other",
"Unadjusted EBITDA CAGR (5y)",
"Weighted Avg Basic Shares Outstanding",
"Accounts Receivable, net",
"Asset Writedown",
"Basic EPS (Cont. Ops) CAGR (3y)",
"Basic EPS (Cont. Ops) Growth",
"Basic EPS CAGR (7y)",
"Capital Expenditures",
"Cash & Equivalents",
"Cash from Financing",
"Change in AP and Accrued Liab.",
"Change in Inventory",
"Cost of Revenue CAGR (3y)",
"Cost of Revenue Growth",
"Debt and Capital Leases, Current",
"Dil. EPS",
"Dil. EPS (Cont. Ops) CAGR (5y)",
"Dil. EPS CAGR (3y)",
"Dil. EPS Growth",
"EBIT",
"EBIT CAGR (5y)",
"EBIT CAGR (7y)",
"EBITDA",
"EBITDA CAGR (7y)",
"FX Adjustments",
"Gross Profit",
"Gross Profit CAGR (7y)",
"Interest Expense CAGR (3y)",
"Interest Expense Growth",
"Long-term Debt",
"Minority Interest",
"Minority Interest in Earnings CAGR (5y)",
"Net Profit",
"Net Profit (Cont. Ops) CAGR (5y)",
"Net Profit CAGR (3y)",
"Net Profit Growth",
"Net Profit to Common (Cont. Ops) CAG...",
"Net Working Capital",
"Next Earnings Date (Estimated)",
"Operating Income CAGR (3y)",
"Operating Income Growth",
"Other Non-current Liabilities",
"Pre-tax Income",
"Pre-tax Income CAGR (7y)",
"Preferred Dividends & Other Adj. CAG...",
"Preferred Dividends & Other Adj. Growth",
"Provision for Taxes",
"Provision for Taxes CAGR (7y)",
"Research and Development",
"Research and Development CAGR (7y)",
"Retained Earnings",
"Revenue CAGR (5y)",
"Selling, General and Admin",
"Selling, General and Admin CAGR (7y)",
"Short-term Investments",
"Total Common Equity",
"Total Liabilities",
"Unadjusted EBITDA",
"Unadjusted EBITDA CAGR (7y)",
"Weighted Avg Dil. Shares Outstanding",
"Accrued Expenses and Other",
"Basic EPS",
"Basic EPS (Cont. Ops) CAGR (5y)",
"Basic EPS CAGR (3y)",
"Basic EPS Growth",
"Capital Expenditures Growth",
"Cash & Short-term Investments",
"Cash from Investing",
"Change in Accounts Payables",
"Common Stock",
"Cost of Revenue CAGR (5y)",
"Current Assets",
"Depreciation & Amortization",
"Dil. EPS (Cont. Ops)",
"Dil. EPS (Cont. Ops) CAGR (7y)",
"Dil. EPS CAGR (5y)",
"Dividends Payable",
"EBIT CAGR (3y)",
"EBIT CAGR (5y)",
"EBIT Growth",
"EBITDA CAGR (3y)",
"EBITDA Growth",
"Goodwill & Intangibles",
"Gross Profit CAGR (3y)",
"Gross Profit Growth",
"Interest Expense CAGR (5y)",
"Inventory",
"Long-term Investments",
"Minority Interest in Earnings",
"Minority Interest in Earnings CAGR (7y)",
"Net Profit (Cont. Ops)",
"Net Profit (Cont. Ops) CAGR (7y)",
"Net Profit CAGR (5y)",
"Net Profit to Common (Cont. Ops)",
"Net Profit to Common (Cont. Ops) CAG...",
"Net Working Capital Growth",
"Notes Payable",
"Operating Income CAGR (5y)",
"Other Current Assets",
"Other Payables",
"Pre-tax Income CAGR (3y)",
"Pre-tax Income Growth",
"Preferred Dividends & Other Adj. CAG...",
"Preferred Stock",
"Provision for Taxes CAGR (3y)",
"Provision for Taxes Growth",
"Research and Development CAGR (3y)",
"Research and Development Growth",
"Revenue",
"Revenue CAGR (7y)",
"Selling, General and Admin CAGR (3y)",
"Selling, General and Admin Growth",
"Total Assets",
"Total Debt",
"Total Liabilities and Equity",
"Unadjusted EBITDA CAGR (3y)",
"Unadjusted EBITDA Growth",
"Avg NOPAT Margin (10y)",
"Avg Net Income Margin (5y)",
"Avg Proj EBITDA Margin (10y)",
"Avg Unlevered FCF Margin (5y)",
"Proj CapEx Margin",
"Proj EBIT CAGR (5y)",
"Proj EBITDA",
"Proj EBITDA Growth",
"Proj EPS Growth",
"Proj Net Income",
"Proj Net Income Growth",
"Proj Net Working Capital Growth",
"Proj Revenue CAGR (10y)",
"Proj Unlevered FCF CAGR (10y)",
"Avg NOPAT Margin (5y)",
"Avg Proj EBIT Margin (10y)",
"Avg Proj EBITDA Margin (5y)",
"Proj CapEx",
"Proj EBIT",
"Proj EBIT Growth",
"Proj EBITDA CAGR (10y)",
"Proj EBITDA Margin",
"Proj NOPAT CAGR (10y)",
"Proj Net Income CAGR (10y)",
"Proj Net Income Margin",
"Proj Net Working Capital Margin",
"Proj Revenue CAGR (5y)",
"Proj Unlevered FCF CAGR (5y)",
"Avg Net Income Margin (10y)",
"Avg Proj EBIT Margin (5y)",
"Avg Unlevered FCF Margin (10y)",
"Proj CapEx Growth",
"Proj EBIT CAGR (10y)",
"Proj EBIT Margin",
"Proj EBITDA CAGR (5y)",
"Proj EPS",
"Proj NOPAT CAGR (5y)",
"Proj Net Income CAGR (5y)",
"Proj Net Working Capital",
"Proj Revenue",
"Proj Revenue Growth",
"Company Description",
"Sector",
"Similar Companies",
"Company Name",
"Sector ID",
"Stock Exchange",
"Index Membership",
"Similar Companies",
"Ticker"
),
nameFinbox = c(
"market_change_today",
"pct_50_day_moving_average",
"year_range_high",
"average_daily_volume",
"book_value_market_cap",
"pre_tax_cost_of_debt_mid",
"stock_price_high",
"daily_volume",
"industry_cost_of_equity",
"analyst_price_target_downside",
"ev_ebitda_fwd",
"ev_ebitda_ltm",
"enterprise_value",
"analyst_target_low",
"master_fair_value",
"earnings_yield_fwd",
"market_cap_affo_ltm",
"pe_ratio_fwd",
"peg_ratio_fwd",
"price_sales_ltm",
"stock_price_latest",
"analyst_price_target_upside",
"stock_price_latest_pct",
"year_perc_range_high",
"year_range_low",
"ben_graham_formula_upside",
"master_fair_value_confidence",
"cost_of_equity_mid",
"stock_price_low",
"industry_cost_of_capital",
"days_to_earnings",
"master_downside",
"ev_revenue_fwd",
"ev_revenue_ltm",
"analyst_price_target",
"analyst_target_mean",
"float_shares",
"market_cap_book_value",
"market_cap_revenue_ltm",
"pe_ratio_ltm",
"price_book_ltm",
"short_ratio",
"volume",
"master_upside",
"pct_200_day_moving_average",
"year_perc_range_low",
"affo_yield_ltm",
"ben_graham_formula_value",
"after_tax_cost_of_debt_mid",
"stock_price_close",
"stock_price_open",
"industry_cost_of_debt",
"dividend_yield",
"ev_ebit_fwd",
"ev_ebit_ltm",
"earnings_yield_ltm",
"analyst_target_high",
"analyst_target_count",
"fcf_yield_ltm",
"market_cap_revenue_fwd",
"market_cap",
"peg_ratio_ltm",
"price_sales_fwd",
"stock_price",
"master_fair_value_uncertainty",
"wacc_mid",
"altman_z_score",
"current_ratio",
"financial_leverage",
"beta",
"debt_to_equity",
"interest_coverage",
"cash_to_total_capital",
"debt_to_total_capital",
"quick_ratio",
"affo",
"asset_turnover",
"cogs_margin",
"days_sales_outstanding",
"adj_ebit_margin",
"adj_ebitda_margin",
"effective_interest_rate",
"ffo",
"gross_profit_margin",
"levered_fcf",
"minority_interest_earnings_margin",
"net_income_common_margin",
"piotroski_score",
"taxes_margin",
"roe",
"ebitda_margin",
"unlevered_fcf_margin",
"affo_growth",
"capex_margin",
"days_inventory_outstanding",
"depreciation_amortization_margin",
"ebitda_less_3yr_avg_capex",
"ebitda_less_3yr_avg_capex_margin",
"effective_tax_rate",
"ffo_growth",
"interest_expense_margin",
"levered_fcf_growth",
"total_net_income_margin",
"operating_income_margin",
"pre_tax_income_margin",
"research_development_margin",
"roic",
"unlevered_fcf",
"unlevered_roa",
"affo_margin",
"cash_conversion_cycle",
"days_payables_outstanding",
"ebit_margin",
"ebitda_less_capex",
"ebitda_less_capex_margin",
"fixed_asset_turnover",
"ffo_margin",
"inventory_turnover",
"levered_fcf_margin",
"adj_net_income_margin",
"payout_ratio",
"preferred_dividends_other_margin",
"roa",
"selling_general_admin_margin",
"unlevered_fcf_growth",
"accounts_payable",
"add_paid_in_capital",
"basic_eps",
"basic_eps_cagr_7yr",
"adj_basic_eps_cagr_5yr",
"cash_at_beginning",
"capitalized_software",
"dividends_to_common",
"cash_from_operations",
"change_accounts_receivables",
"cogs",
"cogs_cagr_7yr",
"total_current_liabilities",
"depreciation_amortization_growth",
"diluted_eps_cagr_3yr",
"diluted_eps_growth",
"adj_diluted_eps_cagr_7yr",
"ebit",
"adj_ebit_cagr_3yr",
"ebit_cagr_7yr",
"adj_ebit_growth",
"adj_ebitda_cagr_5yr",
"cash_at_end",
"goodwill_impairment",
"gross_profit_cagr_5yr",
"interest_expense",
"interest_expense_cagr_7yr",
"litigation_expenses",
"acquisition_expenses",
"minority_interest_earnings_cagr_3yr",
"minority_interest_earnings_growth",
"total_net_income_cagr_3yr",
"total_net_income_growth",
"adj_net_income_cagr_7yr",
"net_income_common_cagr_3yr",
"net_income_common_growth",
"net_working_capital_margin",
"operating_income",
"operating_income_cagr_7yr",
"other_lt_assets",
"ppe",
"pre_tax_income_cagr_5yr",
"preferred_dividends_other",
"preferred_dividends_other_cagr_7yr",
"prepaid_expenses",
"taxes_cagr_5yr",
"real_estate_investments",
"research_development_cagr_5yr",
"restructuring_charges",
"total_revenue_cagr_3yr",
"total_revenue_growth",
"selling_general_admin_cagr_5yr",
"shares_outstanding",
"total_change_cash",
"total_equity",
"treasury_stock",
"ebitda_cagr_5yr",
"wa_basic_shares_outstanding",
"accounts_receivable",
"asset_writedown",
"basic_eps_cagr_3yr",
"basic_eps_growth",
"adj_basic_eps_cagr_7yr",
"capex",
"cash_equivalents",
"cash_from_financing",
"change_accounts_payables_accrued",
"change_inventory",
"cogs_cagr_3yr",
"cogs_growth",
"current_debt_cap_leases",
"adj_diluted_eps",
"diluted_eps_cagr_5yr",
"adj_diluted_eps_cagr_3yr",
"adj_diluted_eps_growth",
"adj_ebit",
"ebit_cagr_5yr",
"adj_ebit_cagr_7yr",
"adj_ebitda",
"adj_ebitda_cagr_7yr",
"fx_adjustments",
"gross_profit",
"gross_profit_cagr_7yr",
"interest_expense_cagr_3yr",
"interest_expense_growth",
"lt_debt",
"minority_interest",
"minority_interest_earnings_cagr_5yr",
"adj_net_income",
"total_net_income_cagr_5yr",
"adj_net_income_cagr_3yr",
"adj_net_income_growth",
"net_income_common_cagr_5yr",
"net_working_capital",
"next_earnings_date",
"operating_income_cagr_3yr",
"operating_income_growth",
"other_lt_liabilities",
"pre_tax_income",
"pre_tax_income_cagr_7yr",
"preferred_dividends_other_cagr_3yr",
"preferred_dividends_other_growth",
"taxes",
"taxes_cagr_7yr",
"research_development",
"research_development_cagr_7yr",
"retained_earnings",
"total_revenue_cagr_5yr",
"selling_general_admin",
"selling_general_admin_cagr_7yr",
"st_investments",
"total_common_equity",
"total_liabilities",
"ebitda",
"ebitda_cagr_7yr",
"wa_diluted_shares_outstanding",
"accrued_expenses_other",
"adj_basic_eps",
"basic_eps_cagr_5yr",
"adj_basic_eps_cagr_3yr",
"adj_basic_eps_growth",
"capex_growth",
"total_cash_st_investments",
"cash_from_investing",
"change_accounts_payables",
"common_stock",
"cogs_cagr_5yr",
"total_current_assets",
"depreciation_amortization",
"diluted_eps",
"diluted_eps_cagr_7yr",
"adj_diluted_eps_cagr_5yr",
"dividends_payable",
"ebit_cagr_3yr",
"adj_ebit_cagr_5yr",
"ebit_growth",
"adj_ebitda_cagr_3yr",
"adj_ebitda_growth",
"goodwill_intangibles",
"gross_profit_cagr_3yr",
"gross_profit_growth",
"interest_expense_cagr_5yr",
"inventory",
"lt_investments",
"minority_interest_earnings",
"minority_interest_earnings_cagr_7yr",
"total_net_income",
"total_net_income_cagr_7yr",
"adj_net_income_cagr_5yr",
"net_income_common",
"net_income_common_cagr_7yr",
"net_working_capital_growth",
"notes_payable",
"operating_income_cagr_5yr",
"other_current_assets",
"other_payables",
"pre_tax_income_cagr_3yr",
"pre_tax_income_growth",
"preferred_dividends_other_cagr_5yr",
"preferred_stock",
"taxes_cagr_3yr",
"taxes_growth",
"research_development_cagr_3yr",
"research_development_growth",
"total_revenue",
"total_revenue_cagr_7yr",
"selling_general_admin_cagr_3yr",
"selling_general_admin_growth",
"total_assets",
"total_debt",
"total_liabilities_equity",
"ebitda_cagr_3yr",
"ebitda_growth",
"projected_avg_nopat_margin_10yr",
"projected_avg_ni_margin_5yr",
"projected_avg_ebitda_margin_10yr",
"projected_avg_ufcf_margin_5yr",
"projected_capex_margin",
"projected_ebit_cagr_5yr",
"projected_ebitda",
"projected_ebitda_growth",
"projected_eps_growth",
"projected_net_income",
"projected_net_income_growth",
"projected_net_working_capital_growth",
"projected_revenue_cagr_10yr",
"projected_unlevered_fcf_cagr_10yr",
"projected_avg_nopat_margin_5yr",
"projected_avg_ebit_margin_10yr",
"projected_avg_ebitda_margin_5yr",
"projected_capex",
"projected_ebit",
"projected_ebit_growth",
"projected_ebitda_cagr_10yr",
"projected_ebitda_margin",
"projected_nopat_cagr_10yr",
"projected_ni_cagr_10yr",
"projected_net_income_margin",
"projected_net_working_capital_margin",
"projected_revenue_cagr_5yr",
"projected_unlevered_fcf_cagr_5yr",
"projected_avg_ni_margin_10yr",
"projected_avg_ebit_margin_5yr",
"projected_avg_ufcf_margin_10yr",
"projected_capex_growth",
"projected_ebit_cagr_10yr",
"projected_ebit_margin",
"projected_ebitda_cagr_5yr",
"projected_eps",
"projected_nopat_cagr_5yr",
"projected_ni_cagr_5yr",
"projected_net_working_capital",
"projected_revenue",
"projected_revenue_growth",
"description",
"sector",
"benchmarks",
"company_name",
"sector_id",
"exchange",
"index",
"benchmark_ids",
"ticker"
)
),
.Names = c("typeMetric", "nameMetric", "nameFinbox"),
class = c("tbl_df", "tbl", "data.frame"),
row.names = c(NA,
-348L),
spec = structure(
list(
cols = structure(
list(
typeMetric = structure(list(), class = c("collector_character",
"collector")),
nameMetric = structure(list(), class = c("collector_character",
"collector")),
slugMetric = structure(list(), class = c("collector_character",
"collector"))
),
.Names = c("typeMetric", "nameMetric", "nameFinbox")
),
default = structure(list(), class = c("collector_guess",
"collector"))
),
.Names = c("cols", "default"),
class = "col_spec"
)
) -> df
df %>%
mutate(isPeriodBased = if_else(
typeMetric %in% c('Financials', 'Efficency') &
!typeMetric %>% str_detect('yr'),
TRUE, FALSE
),
slugFinbox =
if_else(isPeriodBased,
str_c(nameFinbox, 'fy', sep = '_'),
nameFinbox))
}
.get_dictionary_finbox_names <-
function() {
tibble(
nameFinbox = c(
"stock_price",
"market_change_today",
"market_change_today_pct",
"year_range_low",
"year_range_high",
"analyst_price_target",
"next_earnings_date",
"ticker",
"exchange",
"name",
"sector",
"finbox_id",
"master_fair_value",
"stock_price_latest",
"dividend_yield",
"market_cap",
"stock_price_latest_pct",
"pe_ratio",
"price_book",
"debt_to_total_capital",
"company_name",
"uid"
),
nameActual = c(
'priceLast',
'priceChangeToday',
'pctPriceChangeToday',
'priceYearLow',
'priceYearHigh',
'priceAnalystTarget',
'dateEarningsNext',
"idTicker",
"slugExchange",
"nameCompany",
"sectorCompany",
"idFinbox",
"priceFairValue",
"priceLast",
"pctDividendYield",
"amountMarketCapitalizationMillions",
"pctChangePrice",
"ratioPriceToEarnings",
"ratioPriceToBook",
"pctDebtToCapital",
"nameCompany",
"idFinboxUnique"
)
)
}
.get_finbox_base_names <- function() {
df_finbox <- tibble(
nameFinbox = c(
"market_change_today",
"pct_50_day_moving_average",
"year_range_high",
"average_daily_volume",
"book_value_market_cap",
"pre_tax_cost_of_debt_mid",
"stock_price_high",
"daily_volume",
"industry_cost_of_equity",
"analyst_price_target_downside",
"ev_ebitda",
"enterprise_value",
"analyst_target_low",
"master_fair_value",
"earnings_yield",
"market_cap_affo",
"pe_ratio",
"peg_ratio",
"price_sales",
"stock_price_latest",
"analyst_price_target_upside",
"stock_price_latest_pct",
"year_perc_range_high",
"year_range_low",
"ben_graham_formula_upside",
"master_fair_value_confidence",
"cost_of_equity_mid",
"stock_price_low",
"industry_cost_of_capital",
"days_to_earnings",
"master_downside",
"ev_revenue",
"analyst_price_target",
"analyst_target_mean",
"float_shares",
"market_cap_book_value",
"market_cap_revenue",
"pe_ratio",
"price_book",
"short_ratio",
"volume",
"master_upside",
"pct_200_day_moving_average",
"year_perc_range_low",
"affo_yield",
"ben_graham_formula_value",
"after_tax_cost_of_debt_mid",
"stock_price_close",
"stock_price_open",
"industry_cost_of_debt",
"dividend_yield",
"ev_ebit",
"earnings_yield",
"analyst_target_high",
"analyst_target_count",
"fcf_yield",
"market_cap_revenue",
"market_cap",
"peg_ratio",
"price_sales",
"stock_price",
"master_fair_value_uncertainty",
"wacc_mid",
"altman_z_score",
"current_ratio",
"financial_leverage",
"beta",
"debt_to_equity",
"interest_coverage",
"cash_to_total_capital",
"debt_to_total_capital",
"quick_ratio",
"affo",
"asset_turnover",
"cogs_margin",
"days_sales_outstanding",
"adj_ebit_margin",
"adj_ebitda_margin",
"effective_interest_rate",
"ffo",
"gross_profit_margin",
"levered_fcf",
"minority_interest_earnings_margin",
"net_income_common_margin",
"piotroski_score",
"taxes_margin",
"roe",
"ebitda_margin",
"unlevered_fcf_margin",
"affo_growth",
"capex_margin",
"days_inventory_outstanding",
"depreciation_amortization_margin",
"ebitda_less_avg_capex",
"ebitda_less_avg_capex_margin",
"effective_tax_rate",
"ffo_growth",
"interest_expense_margin",
"levered_fcf_growth",
"total_net_income_margin",
"operating_income_margin",
"pre_tax_income_margin",
"research_development_margin",
"roic",
"unlevered_fcf",
"unlevered_roa",
"affo_margin",
"cash_conversion_cycle",
"days_payables_outstanding",
"ebit_margin",
"ebitda_less_capex",
"ebitda_less_capex_margin",
"fixed_asset_turnover",
"ffo_margin",
"inventory_turnover",
"levered_fcf_margin",
"adj_net_income_margin",
"payout_ratio",
"preferred_dividends_other_margin",
"roa",
"selling_general_admin_margin",
"unlevered_fcf_growth",
"accounts_payable",
"add_paid_in_capital",
"basic_eps",
"basic_eps_cagr",
"adj_basic_eps_cagr",
"cash_at_beginning",
"capitalized_software",
"dividends_to_common",
"cash_from_operations",
"change_accounts_receivables",
"cogs",
"cogs_cagr",
"total_current_liabilities",
"depreciation_amortization_growth",
"diluted_eps_cagr",
"diluted_eps_growth",
"adj_diluted_eps_cagr",
"ebit",
"adj_ebit_cagr",
"ebit_cagr",
"adj_ebit_growth",
"adj_ebitda_cagr",
"cash_at_end",
"goodwill_impairment",
"gross_profit_cagr",
"interest_expense",
"interest_expense_cagr",
"litigation_expenses",
"acquisition_expenses",
"minority_interest_earnings_cagr",
"minority_interest_earnings_growth",
"total_net_income_cagr",
"total_net_income_growth",
"adj_net_income_cagr",
"net_income_common_cagr",
"net_income_common_growth",
"net_working_capital_margin",
"operating_income",
"operating_income_cagr",
"other_lt_assets",
"ppe",
"pre_tax_income_cagr",
"preferred_dividends_other",
"preferred_dividends_other_cagr",
"prepaid_expenses",
"taxes_cagr",
"real_estate_investments",
"research_development_cagr",
"restructuring_charges",
"total_revenue_cagr",
"total_revenue_growth",
"selling_general_admin_cagr",
"shares_outstanding",
"total_change_cash",
"total_equity",
"treasury_stock",
"ebitda_cagr",
"wa_basic_shares_outstanding",
"accounts_receivable",
"asset_writedown",
"basic_eps_growth",
"capex",
"cash_equivalents",
"cash_from_financing",
"change_accounts_payables_accrued",
"change_inventory",
"cogs_growth",
"current_debt_cap_leases",
"adj_diluted_eps",
"adj_diluted_eps_growth",
"adj_ebit",
"adj_ebitda",
"fx_adjustments",
"gross_profit",
"interest_expense_growth",
"lt_debt",
"minority_interest",
"adj_net_income",
"adj_net_income_growth",
"net_working_capital",
"next_earnings_date",
"operating_income_growth",
"other_lt_liabilities",
"pre_tax_income",
"preferred_dividends_other_growth",
"taxes",
"research_development",
"retained_earnings",
"selling_general_admin",
"st_investments",
"total_common_equity",
"total_liabilities",
"ebitda",
"wa_diluted_shares_outstanding",
"accrued_expenses_other",
"adj_basic_eps",
"adj_basic_eps_growth",
"capex_growth",
"total_cash_st_investments",
"cash_from_investing",
"change_accounts_payables",
"common_stock",
"total_current_assets",
"depreciation_amortization",
"diluted_eps",
"dividends_payable",
"ebit_growth",
"adj_ebitda_growth",
"goodwill_intangibles",
"gross_profit_growth",
"inventory",
"lt_investments",
"minority_interest_earnings",
"total_net_income",
"net_income_common",
"net_working_capital_growth",
"notes_payable",
"other_current_assets",
"other_payables",
"pre_tax_income_growth",
"preferred_stock",
"taxes_growth",
"research_development_growth",
"total_revenue",
"selling_general_admin_growth",
"total_assets",
"total_debt",
"total_liabilities_equity",
"ebitda_growth",
"avg_nopat_margin",
"avg_ni_margin",
"avg_ebitda_margin",
"avg_ufcf_margin",
"eps_growth",
"net_income",
"net_income_growth",
"revenue_cagr",
"unlevered_fcf_cagr",
"avg_ebit_margin",
"nopat_cagr",
"ni_cagr",
"net_income_margin",
"eps",
"revenue",
"revenue_growth",
"description",
"sector",
"benchmarks",
"company_name",
"sector_id",
"exchange",
"index",
"benchmark_ids",
"ticker",
'uid',
'industry'
),
nameActual = c(
"priceChangeToday",
"pct50DayMovingAverage",
"priceHighYear",
"volumeAverageDaily",
"pctBookMarketCap",
"pctPreTaxDebtCostMid",
"priceHighDay",
"volumeDaily",
"pctEquityCostIndustry",
"pctTargetAnalystDownside",
"ratioEnterpriseValueEbitda",
"amountEnterpriseValue",
"priceAnalystTargetLow",
"priceFairValueMaster",
"pctEarningsYield",
"pctMarketCapAffo",
"ratioPriceToEarnings",
"ratioPriceEarningsGrowth",
"ratioPriceSales",
"priceCurrent",
"pctAnalystTargetHigh",
"pctChangeToday",
"pctPrice52WeekHigh",
"price52WeekLow",
"pctBenGrahamUpside",
"groupFairValueConfidence",
"pctEquityCost",
"priceLowDay",
"pctCostCapitalIndustryDamodaran",
"countDaysToEarnings",
"pctDownsideFinboxMasterModel",
"ratioEnterpriseValueRevenue",
"priceTargetAnalyst",
"pctPriceAnalstTargetMean",
"amountSharesFloat",
"ratioMarketCapBookValue",
"ratioMarketCapRevenue",
"ratioPriceEarnings",
"ratioPriceBook",
"ratioShort",
"volumeDay",
"pctUpsideFinboxMasterModel",
"pctPrice200DayMovingAverage",
"pctPrice52WeekLow",
"pctAffoYield",
"priceBenGrahamFormula",
"pctAfterTaxDebtCost",
"priceClose",
"priceOpen",
"pctCostofDebtIndustry",
"pctDividendYield",
"ratioEnterpriseValueEbit",
"pctEarningsYield",
"priceAnalystTargetHighest",
"countAnalysts",
"pctFreeCashFlowYield",
"ratioMarketCapRevenue",
"amountMarketCap",
"ratioPriceEarningsGrowth",
"ratioPriceSales",
"priceLast",
"groupUncertaintyFinBox",
"pctWACC",
"ratioAltman",
"ratioCurrentAssetsLiabilities",
"ratioFinancialLeverage",
"ratioBeta",
"ratioDebtToEquity",
"ratioInterestCoverage",
"ratioCashToCapitalTotal",
"ratioDebtCapitalTotal",
"ratioQuick",
"amountAffo",
"amountAssetTurnOver",
"pctCOGS",
"ratioDaysSalesOutsanding",
"pctEbitMarginAdjusted",
"pctEbitdaMarginAdjusted",
"pctInterestRateEffective",
"amountFfo",
"pctProfitMarginGross",
"amountLeveredFreeCashFlow",
"pctMinorityInterest",
"pctNetIncomeMargin",
"scorePiotroski",
"pctTaxes",
"pctReturnOnEquity",
"pctEbitda",
"pctFreeCashFlow",
"pctAffoGrowth",
"pctCapex",
"ratioDaysInventoryOutstanding",
"pctDepreciationAmortization",
"amountEbtidaLessAvgCapex3yr",
"pctEbtidaLessAvgCapex3yr",
"pctTaxRateEffective",
"pctFFOGrowth",
"pctInterestExpenseMargin",
"pctLeveredFreeCashFlowGrowth",
"pctTotalNetIncomeMargin",
"pctOperatingIncomeMargin",
"pctPreTaxIncome",
"pctResearchDevelopmentMargin",
"pctReturnOnInvestedCapital",
"amountUnleveredFreeCashFlow",
"pctUnleveredReturnOnAssets",
"pctAffoMargin",
"ratioCashConversaion",
"ratioDaysPayableOutstanding",
"pctEbitMargin",
"amountEbitdaLessCapex",
"pctEbitdaLessCapex",
"ratioFixedAssetTurnover",
"fctFFOMargin",
"ratioInventoryTurnover",
"pctFreeCashFlowMargin",
"pctNetIncomeAdjustedMargin",
"ratioDividendPayout",
"pctPreferredDividendOtherMargin",
"pctReturnOnAssets",
"pctSellingGeneralAdministrativeMargin",
"pctUnleveredFreeCashFlowGrowth",
"amountAccountsPayable",
"amountAdditionPaidInCapial",
"pershareEarnings",
"pctEPSCagr",
"pctEPSCagr",
"amountCashBegining",
"amountCapitalzedSoftware",
"amountDividendsToShareholders",
"amountCashFromOperations",
"amountChangeAccountsReceivable",
"amountCostOfGoodsSOld",
"pctCostOfGoodsSoldCAGR",
"amountLiabilitiesCurrentTotal",
"pctDepreciationAmortizationGrowth",
"pctEPSDilutedCAGR",
"pctEPSGrowth",
"pctEPSDilutdCAGR",
"amountEbit",
"pctEbitAdjustedCAGR",
"pctEbitCAGR",
"pctEbitAdjustedGrowth",
"pctEbitdaAdjustedCAGR",
"amountCashEnd",
"amountGoodwillImapirment",
"pctGrossProfitCAGR",
"amountInterestExpense",
"pctInterestExpenseCAGR",
"amountLitigationExpense",
"amountAcquisitionExpense",
"pctMinorityInterestCAGR",
"pctMinorityIntrestEarningsGrowth",
"pctNetIncomeCAGR",
"pctNetIncomeGrowth",
"pctNetIncomeAdjustedCAGR",
"pctNetIncomeCommonCAGR",
"pctNetIncomeCommonGrowth",
"pctWorkingCapitalMargin",
"amountOperatingIncome",
"pctOperatingIncomeCAGR",
"amountOtherLongTermAssets",
"amountPlantPropertyEquipment",
"pctPreTaxIncomeCAGR",
"amountPreferredDividendsOther",
"pctPreferredDividendsOtherCAGR",
"amountPrepaidExpense",
"pctTaxesCAGR",
"amountRealEstateInvestment",
"pctResearchDevelopmentCAGR",
"amountRestructuringCharges",
"pctTotalRevenueCAGR",
"pctTotalRevenueGrowth",
"pctSellingGeneralAdministrativeCAGR",
"sharesOutstanding",
"amountChangeCash",
"amountEquityTotal",
"amountTreasuryStock",
"pctEbitdaCAGR",
"sharesOutstandingBasic",
"amountAccountsReceivable",
"amountAssetWritedown",
"pctEPSBasicGrowth",
"amountCAPEX",
"amountCashAndEquivalents",
"amountCashFromFinancing",
"amountChangeInAccountsPayableAccrued",
"amountChangeInInventory",
"pctCostofGoodsSoldGrowth",
"amountDebtCapitalizedLeases",
"pershareEarningsDilutedAdjusted",
"pctEarningsDilutedGrowth",
"amountEbitAdjusted",
"amountEbitdaAdjusted",
"amountForexAdjustment",
"amountGrossProfit",
"pctInterestExpenseGrowth",
"amountLongTermDebt",
"amountMinorityInterest",
"amountNetIncomeAdjusted",
"pctNetIncomeAdjustedGrowth",
"amountWorkingCapitalNet",
"dateNextEarnings",
"pctOperatingIncomeGrowth",
"amountLiabilitiesOtherLongTerm",
"amountIncomePreTax",
"pctPreferredDividendsOtherGrowth",
"amountTaxes",
"amountResearchAndDevelopment",
"amountRetainedEarnings",
"amountSellingGeneralAdministrative",
"amountInvestmentsShortTerm",
"amountCommonEquity",
"amountTotalLiabilities",
"amountEbitda",
"sharesOutstandingDilutedWeightedAverage",
"amountAccruedExpenseOther",
"pershareEPSBasicAdjusted",
"pctEPSBasicAdjustedGrowth",
"pctCapexGrowth",
"amountCashShortTermInvestment",
"amountCashFromInvesting",
"amountChangeAccountsPayable",
"amountCommonStock",
"amountAssetsCurrent",
"amountDepreciationAmortization",
"pershareEarningsDiluted",
"amountDividendsPayable",
"pctEbitGrowth",
"pctEbitdaAdjustedGrowth",
"amountGoodwillIntagibles",
"pctGrossProfitGrowth",
"amountInventory",
"amountInvestmentsLongerm",
"amountMinorityInterestEarnings",
"amountTotalNetIncome",
"amountNetIncomeCommon",
"pctNetWorkingCapitalGrowth",
"amountNotesPayable",
"amountAssetsCurrentOther",
"amountPayableOther",
"pctPreTaxIncomeGrowth",
"amountPreferredStock",
"pctTaxesGrowth",
"pctResearchDevelopmentGrowth",
"amountTotalRevenue",
"pctSellingGeneralAdministrativeGrowth",
"amountAssetsTotal",
"amountDebtTotal",
"amountLiabilitiesEquityTotal",
"pctEbitdaGrowth",
"pctNopatMarginMean",
"pctNetIncomeMarginMean",
"pctEbitdaMarginMean",
"pctUnleveredFreeCashFlowMarginMean",
"pctEPSGrowth",
"amountNetIncome",
"pctNetIncomeGrowth",
"pctRevenueCAGR",
"pctUnleveredFreeCashFlowCAGR",
"pctEbitMarginMean",
"pctNopatCAGR",
"pctNetIncomeCAGR",
"pctNetIncomeMargin",
"pershareEarnings",
"amountRevenue",
"pctRevenueGrowth",
"descriptionCompany",
"sectorCompany",
"idBenchmarks",
"nameCompany",
"idSector",
"slugExchange",
"idIndicies",
"idTickersBenchmark",
"idTicker",
'idUnique',
'industryCompany'
),
slugFinboxBase =
c(
"market_change_today",
"pct_50_day_moving_average",
"year_range_high",
"average_daily_volume",
"book_value_market_cap",
"pre_tax_cost_of_debt_mid",
"stock_price_high",
"daily_volume",
"industry_cost_of_equity",
"analyst_price_target_downside",
"ev_ebitda_fwd",
"enterprise_value_fy",
"analyst_target_low",
"master_fair_value",
"earnings_yield",
"market_cap_affo_ltm",
"pe_ratio_fwd",
"peg_ratio_fwd",
"price_sales_ltm",
"stock_price_latest",
"analyst_price_target_upside",
"stock_price_latest_pct",
"year_perc_range_high",
"year_range_low",
"ben_graham_formula_upside",
"master_fair_value_confidence",
"cost_of_equity_mid",
"stock_price_low",
"industry_cost_of_capital",
"days_to_earnings",
"master_downside",
"ev_revenue_fwd",
"analyst_price_target",
"analyst_target_mean",
"float_shares",
"market_cap_book_value",
"market_cap_revenue_ltm",
"pe_ratio_ltm",
"price_book_ltm",
"short_ratio",
"volume",
"master_upside",
"pct_200_day_moving_average",
"year_perc_range_low",
"affo_yield_ltm",
"ben_graham_formula_value",
"after_tax_cost_of_debt_mid",
"stock_price_close",
"stock_price_open",
"industry_cost_of_debt",
"dividend_yield",
"ev_ebit_fwd",
"earnings_yield_ltm",
"analyst_target_high",
"analyst_target_count",
"fcf_yield_ltm",
"market_cap_revenue_fwd",
"market_cap",
"peg_ratio_ltm",
"price_sales_fwd",
"stock_price",
"master_fair_value_uncertainty",
"wacc_mid",
"altman_z_score",
"current_ratio",
"financial_leverage",
"beta",
"debt_to_equity",
"interest_coverage",
"cash_to_total_capital",
"debt_to_total_capital",
"quick_ratio",
"affo_fy",
"asset_turnover_fy",
"cogs_margin_fy",
"days_sales_outstanding_fy",
"adj_ebit_margin_fy",
"adj_ebitda_margin_fy",
"effective_interest_rate_fy",
"ffo_fy",
"gross_profit_margin_fy",
"levered_fcf_fy",
"minority_interest_earnings_margin_fy",
"net_income_common_margin_fy",
"piotroski_score",
"taxes_margin_fy",
"roe_fy",
"ebitda_margin_fy",
"unlevered_fcf_margin_fy",
"affo_growth_fy",
"capex_margin_fy",
"days_inventory_outstanding_fy",
"depreciation_amortization_margin_fy",
"ebitda_less_3yr_avg_capex_fy",
"ebitda_less_3yr_avg_capex_margin_fy",
"effective_tax_rate_fy",
"ffo_growth_fy",
"interest_expense_margin_fy",
"levered_fcf_growth_fy",
"total_net_income_margin_fy",
"operating_income_margin_fy",
"pre_tax_income_margin_fy",
"research_development_margin_fy",
"roic_fy",
"unlevered_fcf_fy",
"unlevered_roa_fy",
"affo_margin_fy",
"cash_conversion_cycle_fy",
"days_payables_outstanding_fy",
"ebit_margin_fy",
"ebitda_less_capex_fy",
"ebitda_less_capex_margin_fy",
"fixed_asset_turnover_fy",
"ffo_margin_fy",
"inventory_turnover_fy",
"levered_fcf_margin_fy",
"adj_net_income_margin_fy",
"payout_ratio_fy",
"preferred_dividends_other_margin_fy",
"roa_fy",
"selling_general_admin_margin_fy",
"unlevered_fcf_growth_fy",
"accounts_payable_fy",
"add_paid_in_capital_fy",
"basic_eps_fy",
"basic_eps_cagr_7yr",
"adj_basic_eps_cagr_5yr",
"cash_at_beginning_fy",
"capitalized_software_fy",
"dividends_to_common_fy",
"cash_from_operations_fy",
"change_accounts_receivables_fy",
"cogs_fy",
"cogs_cagr_7yr",
"total_current_liabilities_fy",
"depreciation_amortization_growth_fy",
"diluted_eps_cagr_3yr",
"diluted_eps_growth_fy",
"adj_diluted_eps_cagr_7yr",
"ebit_fy",
"adj_ebit_cagr_3yr",
"ebit_cagr_7yr",
"adj_ebit_growth_fy",
"adj_ebitda_cagr_5yr",
"cash_at_end_fy",
"goodwill_impairment_fy",
"gross_profit_cagr_5y",
"interest_expense_fy",
"interest_expense_cagr_7yr",
"litigation_expenses_fy",
"acquisition_expenses_fy",
"minority_interest_earnings_cagr_3yr",
"minority_interest_earnings_growth_fy",
"total_net_income_cagr_3yr",
"total_net_income_growth_fy",
"adj_net_income_cagr_7yr",
"net_income_common_cagr_3yr",
"net_income_common_growth_fy",
"net_working_capital_margin_fy",
"operating_income_fy",
"operating_income_cagr_7yr",
"other_lt_assets_fy",
"ppe_fy",
"pre_tax_income_cagr_5yr",
"preferred_dividends_other_fy",
"preferred_dividends_other_cagr_7yr",
"prepaid_expenses_fy",
"taxes_cagr_5yr",
"real_estate_investments_fy",
"research_development_cagr_5yr",
"restructuring_charges_fy",
"total_revenue_cagr_3yr",
"total_revenue_growth_fy",
"selling_general_admin_cagr_5yr",
"shares_outstanding_fy",
"total_change_cash_fy",
"total_equity_fy",
"treasury_stock_fy",
"ebitda_cagr_5yr",
"wa_basic_shares_outstanding_fy",
"accounts_receivable_fy",
"asset_writedown_fy",
"basic_eps_growth_fy",
"capex_fy",
"cash_equivalents_fy",
"cash_from_financing_fy",
"change_accounts_payables_accrued_fy",
"change_inventory_fy",
"cogs_growth_fy",
"current_debt_cap_leases_fy",
"adj_diluted_eps_fy",
"adj_diluted_eps_growth_fy",
"adj_ebit_fy",
"adj_ebitda_fy",
"fx_adjustments_fy",
"gross_profit_fy",
"interest_expense_growth_fy",
"lt_debt_fy",
"minority_interest_fy",
"adj_net_income_fy",
"adj_net_income_growth_fy",
"net_working_capital_fy",
"next_earnings_date",
"operating_income_growth_fy",
"other_lt_liabilities_fy",
"pre_tax_income_fy",
"preferred_dividends_other_growth_fy",
"taxes_fy",
"research_development_fy",
"retained_earnings_fy",
"selling_general_admin_fy",
"st_investments_fy",
"total_common_equity_fy",
"total_liabilities_fy",
"ebitda_fy",
"wa_diluted_shares_outstanding_fy",
"accrued_expenses_other_fy",
"adj_basic_eps_fy",
"adj_basic_eps_growth_fy",
"capex_growth_fy",
"total_cash_st_investments_fy",
"cash_from_investing_fy",
"change_accounts_payables_fy",
"common_stock_fy",
"total_current_assets_fy",
"depreciation_amortization_fy",
"diluted_eps_fy",
"dividends_payable_fy",
"ebit_growth_fy",
"adj_ebitda_growth_fy",
"goodwill_intangibles_fy",
"gross_profit_growth_fy",
"inventory_fy",
"lt_investments_fy",
"minority_interest_earnings_fy",
"total_net_income_fy",
"net_income_common_fy",
"net_working_capital_growth_fy",
"notes_payable_fy",
"other_current_assets_fy",
"other_payables_fy",
"pre_tax_income_growth_fy",
"preferred_stock_fy",
"taxes_growth_fy",
"research_development_growth_fy",
"total_revenue_fy",
"selling_general_admin_growth_fy",
"total_assets_fy",
"total_debt_fy",
"total_liabilities_equity_fy",
"ebitda_growth_fy",
"projected_avg_nopat_margin_10yr",
"projected_avg_ni_margin_5yr",
"projected_avg_ebitda_margin_10yr",
"projected_avg_ufcf_margin_5yr",
"projected_eps_growth",
"projected_net_income",
"projected_net_income_growth",
"projected_revenue_cagr_10yr",
"projected_unlevered_fcf_cagr_10yr",
"projected_avg_ebit_margin_10yr",
"projected_nopat_cagr_10yr",
"projected_ni_cagr_10yr",
"projected_net_income_margin",
"projected_eps",
"projected_revenue",
"projected_revenue_growth",
"description",
"sector",
"benchmarks",
"company_name",
"sector_id",
"exchange",
"index",
"benchmark_ids",
"ticker",
'uid',
'industry'
)
)
df_finbox <-
df_finbox %>%
mutate(
isMultiple = slugFinboxBase %>% str_detect("_ltm|_fwd"),
isMultiple = if_else(nameFinbox %>% str_detect("_ltm"), FALSE, isMultiple),
isPeriod = slugFinboxBase %>% str_detect("_fy|_fq"),
isPct = slugFinboxBase %>% str_detect("_yr"),
)
df_finbox
}
.parse_metrics <- function(metrics,
multiple_types,
period_types) {
if (!'df_finbox_names' %>% exists()) {
df_finbox_names <-
.get_finbox_base_names()
}
slug_metrics <- c()
base_names <- c('ticker', 'description', 'company_name', 'industry', 'sector')
slug_metrics <- slug_metrics %>% append(base_names)
has_metrics <-
df_finbox_names %>%
filter(isMultiple) %>%
filter(nameFinbox %in% metrics) %>% nrow() > 0
if (has_metrics) {
multiple_metrics <-
df_finbox_names %>%
filter(isMultiple) %>%
filter(nameFinbox %in% metrics) %>%
pull(nameFinbox)
metrics_names <-
expand.grid(metric = multiple_metrics,
type = multiple_types,
stringsAsFactors = F) %>%
as_tibble() %>%
tidyr::unite(typeMetric, metric, type, sep = '_') %>%
pull(typeMetric)
slug_metrics <-
slug_metrics %>%
append(metrics_names)
}
has_periods <-
df_finbox_names %>%
filter(isPeriod) %>%
filter(nameFinbox %in% metrics) %>% nrow() > 0
if (has_periods) {
period_metrics <-
df_finbox_names %>%
filter(isPeriod) %>%
filter(nameFinbox %in% metrics) %>%
pull(nameFinbox)
periods <-
expand.grid(metric = period_metrics,
period = period_types,
stringsAsFactors = F) %>%
as_tibble() %>%
tidyr::unite(periodMetric, metric, period, sep = '_') %>%
pull(periodMetric)
slug_metrics <-
slug_metrics %>%
append(periods)
}
has_other <-
df_finbox_names %>%
filter(!isPeriod) %>%
filter(!isMultiple) %>%
filter(nameFinbox %in% metrics) %>%
nrow() > 0
if (has_other) {
other_names <-
df_finbox_names %>%
filter(!isPeriod) %>%
filter(!isMultiple) %>%
filter(nameFinbox %in% metrics) %>%
pull(nameFinbox)
slug_metrics <-
slug_metrics %>%
append(other_names)
}
slug_metrics <-
slug_metrics %>% unique()
slug_metrics
}
.parse_actual_names <-
function(df) {
if (!'df_names' %>% exists()) {
df_names <-
.get_dictionary_finbox_names()
}
actual_names <-
names(df) %>%
map_chr(function(x){
no_match <-
df_names %>%
filter(x %in% nameFinbox) %>% nrow() == 0
if (no_match) {
return(x)
}
df_names %>% filter(nameFinbox == x) %>% pull(nameActual)
})
actual_names
}
.clean_names <-
function(data) {
data <-
data %>%
mutate_at(data %>% dplyr::select(dplyr::matches("^pct[A-Z]")) %>% names(),
funs(. %>% formattable::percent(digits = 2))) %>%
mutate_at(data %>% dplyr::select(dplyr::matches("^ratio[A-Z]")) %>% names(),
funs(. %>% formattable::digits(digits = 5))) %>%
mutate_at(data %>% dplyr::select(dplyr::matches("^price[A-Z]|pershare")) %>% names(),
funs(. %>% formattable::currency(digits = 4))) %>%
mutate_at(
data %>% dplyr::select(dplyr::matches("^amount[A-Z]")) %>% names(),
funs(. * 1000000 %>% formattable::currency(digits = 0))
)
if (data %>% tibble::has_name('idIndicies')) {
df_indicies <-
seq_along(data$idIndicies) %>%
future_map_dfr(function(x){
if (data$idIndicies[x] %>% flatten_chr() %>% length() == 0) {
return(tibble(idRow = x, nameIndicies = NA))
}
indicies <- data$idIndicies[x] %>% flatten_chr() %>% str_c(collapse = ', ')
tibble(idRow = x, nameIndicies = indicies)
})
data <-
data %>%
mutate(idRow = 1:n()) %>%
left_join(df_indicies) %>%
dplyr::select(-idIndicies) %>%
dplyr::select(-idRow) %>%
suppressMessages()
}
if (data %>% tibble::has_name('idBenchmarks')) {
df_benchmarks <-
seq_along(data$idBenchmarks) %>%
future_map_dfr(function(x){
if (data$idBenchmarks[x] %>% flatten_chr() %>% length() == 0) {
return(tibble(idRow = x, idTickersBenchmark = NA))
}
benchmarks <- data$idBenchmarks[x] %>% flatten_chr() %>% str_c(collapse = ', ')
tibble(idRow = x, idTickersBenchmark = benchmarks)
})
data <-
data %>%
mutate(idRow = 1:n()) %>%
left_join(df_benchmarks) %>%
dplyr::select(-idBenchmarks) %>%
dplyr::select(-idRow) %>%
suppressMessages()
}
data <-
data %>%
dplyr::select(
one_of(
"idTicker",
"nameCompany",
"industryCompany",
"descriptionCompany",
"sectorCompany",
"nameIndicies",
"idTickersBenchmark"
),
everything()
) %>%
suppressWarnings()
data
}
# companies ---------------------------------------------------------------
# https://api.finbox.io/beta/companies
#' FinboxIO Companies
#'
#' Returns companies with FinBOXIO data
#'
#' @param return_message if \code{TRUE} return a message
#'
#' @return
#' @export
#' @import glue dplyr purrr stringr
#' @importFrom jsonlite fromJSON
#'
#' @examples
#' dictionary_finbox_companies()
dictionary_finbox_companies <-
function(return_message = TRUE) {
data <-
"https://api.finbox.io/beta/companies" %>%
jsonlite::fromJSON(flatten = TRUE) %>%
.$data %>%
as_tibble() %>%
purrr::set_names(c(
'idTicker',
'slugExchange',
'nameCompany',
'sectorCompany',
'idFinbox'
)) %>%
mutate(
idExchange =
case_when(
slugExchange %>% str_detect("NYSE") ~ "NYSE",
slugExchange %>% str_detect("Nasdaq") ~ "NASDAQ",
slugExchange %>% str_detect("Nasdaq") ~ "OTC"
)
) %>%
dplyr::select(idExchange, slugExchange, idTicker, nameCompany, everything()) %>%
mutate_all(funs(. %>% str_replace_all('\\ , ', '\\, ') %>% str_trim())) %>%
arrange(idExchange, slugExchange, sectorCompany, idTicker) %>%
suppressWarnings()
if (return_message) {
glue::glue("Acquired {nrow(data)} searchable companies from finbox.io") %>%
cat(fill = T)
}
gc()
data
}
# metrics -----------------------------------------------------------------
# https://api.finbox.io/beta/metrics
#' Get Searchable FinBOX metrics
#'
#' @return
#' @export
#' @import purrr dplyr stringr
#' @importFrom jsonlite fromJSON
#' @examples
#' dictionary_finbox_metrics()
dictionary_finbox_metrics <-
function() {
data <-
"https://api.finbox.io/beta/metrics" %>%
jsonlite::fromJSON(simplifyDataFrame = TRUE)
df <-
data$data[c("id", "datatype", "default_period")] %>%
as_tibble() %>%
purrr::set_names(c('nameFinbox', 'typeData', 'periodDefault')) %>%
mutate(idRow = 1:n())
df_periods <-
seq_along(data$data$periods) %>%
future_map_dfr(function(x) {
null_value <-
data$data$periods[[x]] %>% purrr::is_null()
if (null_value) {
return(tibble())
}
periods <-
data$data$periods[[x]] %>%
stringr::str_c(collapse = ', ')
tibble(idRow = x, periodData = periods)
})
df <-
df %>%
left_join(df_periods, by = "idRow") %>%
dplyr::select(-idRow)
df_metrics <- .finbox_metric_names()
df <-
df %>%
mutate(slugMetric = if_else(
periodData %>% is.na(),
nameFinbox,
stringr::str_c(nameFinbox, periodDefault, sep = "_") %>% str_to_lower()
))
df
}
# screener ----------------------------------------------------------------
metrics <-
c(
'sector',
'company_name',
'ticker',
'exchange',
'description',
'stock_price_latest',
'stock_price_latest_pct',
'market_change_today',
'year_range_low',
'year_range_high',
'analyst_price_target',
'master_fair_value',
'market_cap',
'price_book_ltm',
'pe_ratio_ltm',
'debt_to_total_capital',
'dividend_yield',
'ebitda'
)
# {base}/{tickers}/{metrics}
# https://screener.finbox.io/companies/AAPL,DIS,FB,JNJ,MSFT,V,GIS,TWTR,FARM,MCD,NKE,TGT,VLO/company_name,ticker,stock_price_latest,stock_price_latest_pct,market_change_today,year_range_low,year_range_high,analyst_price_target,master_fair_value,market_cap,price_book_ltm,pe_ratio_ltm,debt_to_total_capital,dividend_yield
#' finbox ticker metrics
#'
#' @param tickers
#' @param metrics
#' @param multiple_type
#' @param period_types
#' @param return_message
#'
#' @return
#' @export
#' @import glue purrr curl rvest jsonlite dplyr anytime reticulate lubridate stringr
#' @examples
tickers_metrics <-
function(tickers = c('AAPL', 'NFLX', "FB", "GOOG", "TSLA", "VNO"),
metrics = c("total_current_assets", "total_net_income_margin", "total_net_income", "pre_tax_income_cagr",
"cash_from_operations", "stock_price_open", "operating_income_margin",
"total_current_liabilities", "avg_ebit_margin", "after_tax_cost_of_debt_mid"),
multiple_types = c('ltm', 'fwd'),
period_types = c('fy', 'fq', 'ytd'),
return_message = TRUE) {
base <-
'https://screener.finbox.io/companies'
ticker_slugs <-
tickers %>% str_c(collapse = ',')
slug_metrics <-
.parse_metrics(metrics = metrics,
multiple_types = multiple_types,
period_types = period_types)
metric_slugs <-
slug_metrics %>%
str_c(collapse = ',')
url <-
glue::glue("{base}/{ticker_slugs}/{metric_slugs}")
data <-
url %>%
readr::read_lines() %>%
jsonlite::fromJSON(simplifyDataFrame = TRUE) %>%
as_tibble()
df_names <-
tibble(slugFinboxBase = names(data)) %>%
mutate(
periodFinbox =
case_when(
slugFinboxBase %>% str_detect("_ltm") ~ "LTM",
slugFinboxBase %>% str_detect("_ytd") ~ "YTD",
slugFinboxBase %>% str_detect("_fwd") ~ "FWD",
slugFinboxBase %>% str_detect("_yr") ~ "YR",
slugFinboxBase %>% str_detect("_fy") ~ "FY"
),
nameBase = slugFinboxBase %>% str_replace("_ltm|_ytd|_yr|_fwd|_fy", '')
)
df_fb_names <-
.get_finbox_base_names()
actual_names <-
1:nrow(df_names) %>%
map_chr(function(x){
row_name <-
df_names$nameBase[[x]]
name_actual <-
df_fb_names %>%
filter(nameFinbox == row_name) %>%
pull(nameActual) %>%
unique() %>%
.[1]
if (!df_names$periodFinbox[[x]] %>% is.na()) {
period <-
df_names$periodFinbox[[x]] %>% unique() %>% .[1]
name_actual <-
str_c(name_actual, period, sep = '')
}
name_actual
})
data <-
data %>%
purrr::set_names(actual_names)
data <-
data %>%
.clean_names()
gc()
data
}
# explorer ----------------------------------------------------------------
# {https://finbox.io/{idTicker}/explorer/{slugMetric}}
# tickers -----------------------------------------------------------------
.get_ticker_information <- function(ticker = "VNO") {
curl_text <-
"curl 'https://api.finbox.io/v2/query?raw=true' -H 'Pragma: no-cache' -H 'Origin: https://finbox.io' -H 'Accept-Encoding: gzip, deflate, br' -H 'Accept-Language: en-US,en;q=0.8' -H 'User-Agent: Mozilla/5.0 (Macintosh; Intel Mac OS X 10_12_5) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/60.0.3112.24 Safari/537.36' -H 'Content-Type: application/json' -H 'Accept: application/json' -H 'Cache-Control: no-cache' -H 'Referer: https://finbox.io/VNO/models/historical-10yr' -H 'Cookie: _gat_UA-52372956-2=1; _lorid=80573-1497191056992-ee322de3d89c6948; _lo_v=1; _loups=1-0; intercom-id-emiw4mmr=f08d4c83-c1d5-4d83-87c0-0c205e69cdc4; lo_session_in=1; _ga=GA1.2.478469300.1497191057; _gid=GA1.2.501285166.1497191057; _lo_u=1' -H 'Connection: keep-alive' -H 'DNT: 1' --data-binary '{\"query\":\"\\n query load_company ($ticker: String!) {\\n company (ticker: $ticker) {\\n \\n name\\n short_name\\n ticker\\n sector\\n industry\\n country\\n exchange\\n last_reported: last_period_end_date\\n description: short_description\\n index\\n similar: benchmarks\\n enabled\\n stats\\n financials\\n \\nfinql {\\n stock_price\\n market_change_today\\n market_change_today_pct\\n year_range_low\\n year_range_high\\n analyst_price_target\\n next_earnings_date\\n}\\n \\nfair_value {\\n market\\n analyst_target\\n ranges\\n averages\\n confidence\\n models\\n}\\n \\ntemplates {\\n _id\\n slug\\n build_date\\n name\\n verified\\n category\\n checks_passed\\n}\\n \\nnews {\\n title\\n link\\n published\\n host\\n}\\n\\n \\n\\n \\n\\n }\\n }\\n \",\"variables\":{\"ticker\":\"ticker_name\"}}' --compressed"
curl_text <-
curl_text %>%
stringr::str_replace_all("ticker_name", ticker)
json_data <-
system(curl_text, intern = TRUE, ignore.stderr = TRUE) %>%
suppressMessages() %>%
fromJSON()
.parse_ticker_json_data_safe <-
purrr::possibly(.parse_ticker_json_data, tibble())
all_data <-
json_data %>%
.parse_ticker_json_data_safe()
all_data <-
all_data %>%
mutate(idTicker = ticker) %>%
dplyr::select(idTicker, everything())
all_data
}
.parse_ticker_json_data <-
function(json_data) {
data <-
json_data$data$company
parts <-
data %>% names()
df_names <-
.get_dictionary_finbox_names()
df_classes <-
data %>% future_map_dfr(class) %>%
tidyr::gather(namePart, classPart) %>%
mutate(idColumn = 1:n())
df_classes <-
df_classes %>%
filter(!classPart == "NULL")
char_cols <-
df_classes %>%
filter(classPart %in% c('character')) %>%
pull(namePart)
df_description <-
seq_along(char_cols) %>%
future_map_dfr(function(x) {
nameFinbox <- char_cols[x]
value <-
data[nameFinbox] %>% flatten_chr()
if (value %>% length() > 1) {
value <- value %>% stringr::str_c(collapse = ', ')
}
tibble(idColumn = x, nameFinbox, value)
}) %>%
suppressWarnings()
col_order <-
df_description$nameFinbox
df_description <-
df_description %>%
dplyr::select(-idColumn) %>%
tidyr::spread(nameFinbox, value) %>%
dplyr::select(one_of(col_order))
df_description <-
df_description %>%
dplyr::select(-one_of("ticker"))
if (df_description %>% ncol() == 8) {
df_description <-
df_description %>%
purrr::set_names(
c(
'nameCompany',
'nameCompanyShort',
'sectorCompany',
'industryCompany',
'slugExchange',
'dateEarningsLast',
'descriptionCompany',
'idTickersSimilar'
)
)
df_description <-
df_description %>%
mutate(
dateEarningsLast = dateEarningsLast %>% substr(4, nchar(dateEarningsLast)),
dateEarningsLast = dateEarningsLast %>% substr(1, 12) %>% lubridate::mdy(),
idExchange =
case_when(
slugExchange %>% str_detect("NYSE") ~ "NYSE",
slugExchange %>% str_detect("Nasdaq") ~ "NASDAQ",
slugExchange %>% str_detect("Nasdaq") ~ "OTC"
)
)
}
list_cols <-
df_classes %>%
filter(classPart %in% c('list')) %>%
pull(namePart)
df_lists <-
seq_along(list_cols) %>%
future_map_dfr(function(x){
nameData <-
list_cols[[x]]
list_data <-
data[nameData][[nameData]]
list_parts <-
list_data %>% names()
if (nameData == 'finql') {
df <-
list_data %>% flatten_df()
actual_names <-
.parse_actual_names(df = df)
df <-
df %>%
purrr::set_names(actual_names)
data <- tibble(nameTable = 'finql',
dataTable = list(df))
}
if (nameData == 'fair_value') {
list_dfs <-
seq_along(list_parts) %>%
future_map(function(x) {
list_name <-
list_parts[[x]]
if (list_name == 'models') {
df_list <-
list_data[[list_parts[x]]]
if (df_list %>% length() == 0) {
return(tibble())
}
df_models <-
c('low', 'mid', 'high') %>%
future_map(function(x){
df_row <-
df_list[x] %>% flatten_df() %>%
purrr::set_names(c('priceModel', 'pctUpside'))
names(df_row) <-
names(df_row) %>% str_c(x %>% str_to_title(), sep = '')
df_row
})
df_models <-
df_models %>% reduce(bind_cols)
df <-
df_list[1:3] %>%
as_tibble() %>%
purrr::set_names(c('slugModel', 'nameModel', 'datetimeModel')) %>%
mutate(datetimeModel = datetimeModel %>% readr::parse_datetime()) %>%
bind_cols(df_models)
return(df)
}
if (list_name == 'confidence') {
return(tibble())
}
if (list_name == 'ranges') {
df <-
list_data[[list_parts[x]]]$price %>% as_tibble() %>%
purrr::set_names(c('price52WeeekLow',
'price52WeekHigh')) %>%
bind_cols(
list_data[[list_parts[x]]]$upside %>% as_tibble() %>%
purrr::set_names(c('pctTo52WeekLow', 'pctTo52WeekhHigh'))
)
return(df)
}
df <-
list_data[[list_parts[x]]]
df <- df %>% flatten_df()
if (df %>% nrow() == 0) {
return(tibble())
}
if (list_name == 'analyst_target') {
names(df)
df <-
df %>%
purrr::set_names(c('priceAnalystMid', 'priceAnalystLow', 'priceAnalystHigh', 'countAnalystRatings'))
}
if (list_name == 'market') {
df <-
df %>%
purrr::set_names(c('priceLast', 'priceLowYear', 'pricehighYear'))
}
if (list_name == 'averages') {
df <- df %>% purrr::set_names(c('priceAverage', 'pctChangeToAverage'))
}
df
})
list_df_rows <-
list_dfs %>% map_dbl(nrow)
df_pricing <- list_dfs[list_df_rows == 1] %>% purrr::reduce(bind_cols)
has_models <- list_dfs[list_df_rows == 5] %>% flatten_df() %>% nrow() > 0
if (has_models) {
df_pricing <-
df_pricing %>%
mutate(dataModels = list(list_dfs[list_df_rows == 5] %>% flatten_df()))
}
data <-
tibble(nameTable = 'models',
dataTable = list(df_pricing))
}
if (nameData == 'stats') {
list_dfs <-
seq_along(list_parts) %>%
future_map(function(x) {
df_list <-
list_data[[list_parts[x]]] %>% as_tibble()
all_data <-
df_list %>% names() %>%
future_map(function(x){
df_list[x] %>% pull() %>% flatten_df() %>%
flatten_df() %>%
gather(typeParty, value) %>%
mutate(nameItem = x,
value = value %>% as.character() %>% readr::parse_number()) %>%
spread(nameItem, value)
}) %>%
suppressWarnings()
all_data <-
all_data %>% reduce(left_join) %>%
suppressWarnings() %>%
suppressMessages()
})
data <-
list_dfs %>% purrr::reduce(left_join) %>% suppressMessages()
data <-
tibble(nameTable = list_cols[x],
dataTable = list(data))
}
if (nameData == 'financials') {
df <- list_data %>% flatten_df()
df_periods <-
df %>%
gather(item, value) %>%
filter(item %>% str_detect('period')) %>%
mutate(item =item %>% str_replace_all('period_end_', '')) %>%
dplyr::select(period = item, datePeriodEnd = value) %>%
mutate(datePeriodEnd = datePeriodEnd %>% lubridate::ymd())
df_values <-
df %>%
gather(item, value) %>%
filter(!item %>% str_detect('period')) %>%
mutate(value = value %>% as.numeric())
periods <-
df_periods$period %>%
append(c('q1', 'q2', 'q3', 'q4'))
period_slugs <-
glue::glue("_{periods}") %>%
str_c(collapse = '|')
df_values <-
df_values %>%
mutate(nameItem = item %>% str_replace_all(period_slugs, '') %>% str_replace_all('\\__', '\\_'))
items <-
glue::glue("{df_values$nameItem %>% unique()}_") %>% str_c(collapse = '|')
df_values <-
df_values %>%
mutate(period = item %>% str_replace_all(items, '')) %>%
left_join(df_periods) %>%
dplyr::select(datePeriodEnd,
typePeriod = period,
nameItem,
value) %>%
tidyr::separate(typePeriod,
into = c('idPeriod', 'idQuarter'),
sep = '_') %>%
suppressWarnings() %>%
suppressMessages() %>%
filter(!datePeriodEnd %>% is.na())
data <-
tibble(nameTable = nameData,
dataTable = list(df_values))
}
data
})
df_cols <-
df_classes %>%
filter(classPart %in% c('data.frame')) %>%
pull(namePart)
dfs <-
seq_along(df_cols) %>%
future_map_dfr(function(x){
nameData <-
df_cols[[x]]
list_data <-
data[nameData][[nameData]] %>%
as_tibble()
if (nameData == 'news') {
list_data <-
list_data %>%
purrr::set_names(c('titleArticle',
'urlArticle',
'timeSincePublished', 'domainArticle'))
list_data <-
list_data %>%
mutate(datetimeArticle = timeSincePublished %>% map_chr(.extract_date) %>% ymd_hms(),
dateArticle = datetimeArticle %>% as.Date()) %>%
select(one_of(c("datetimeArticle","dateArticle", "domainArticle", "titleArticle", "urlArticle"))) %>%
arrange(datetimeArticle)
}
if (nameData == 'templates') {
list_data <-
list_data %>%
purrr::set_names(c('idModel',
'slugModel',
'dateModel', 'nameModel',
'isVerified', 'categoryModel', 'hasChecksPassed'))
}
data <-
tibble(nameTable = nameData,
dataTable = list(list_data))
})
data <-
dfs %>%
bind_rows(df_lists) %>%
bind_rows(
tibble(nameTable = 'description',
dataTable = list(df_description))
)
data
}
#' Finbox ticker data
#'
#' @param tickers \code{vector} of tickers
#' @param assign_to_environment
#'
#' @return
#' @export
#' @import glue purrr curl rvest jsonlite dplyr anytime reticulate lubridate stringr future furrr
#' @examples
finbox_tickers <-
function(tickers = c("VNO", "BXP"),
assign_to_environment = TRUE) {
.get_ticker_information_safe <-
purrr::possibly(.get_ticker_information, tibble())
all_data <-
tickers %>%
future_map_dfr(function(x){
.get_ticker_information_safe(ticker = x)
}) %>%
suppressMessages() %>%
suppressWarnings()
if (assign_to_environment) {
tables <-
all_data$nameTable %>% unique()
seq_along(tables) %>%
walk(function(x){
df <-
all_data %>%
filter(nameTable == tables[[x]]) %>%
dplyr::select(-nameTable) %>%
unnest()
table_name <- str_c('data', tables[[x]] %>% str_to_upper())
assign(table_name, eval(df), envir = .GlobalEnv)
})
}
all_data
}
# models ------------------------------------------------------------------
# https://api.finbox.io/beta/fairvalues/{idTicker}/models
# fairvalue ---------------------------------------------------------------
# https://api.finbox.io/beta/fairvalues/FB
# data_query --------------------------------------------------------------
# {base}/{idTicker}/{metric}?{query}
# https://api.finbox.io/beta/data/AAPL/total_revenue?period=FQ-7:FQ # last 10 quarters of revenue
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