In hamlinmark/alphavantagerxtra:

knitr::opts_chunk$set(echo = TRUE)

Overview

There is an Alpha Vantage SDK shipped along with Tidyquant which provided access to interday prices. This package aims to provide R users with convenient functions to access other API features. Starting with financial documents and IPO Calendar.

You will need a API key from Alpha Vantage which can be obtained by signing up to https://www.alphavantage.co/.

There is basic file based caching available which is disabled by default. Make sure you use the cachine feature if you want to download a information for more than a handful of companies beacuase you will quickly meet API rate limits otherwise.

Use Cases

Intrinsic Valuation.
Portfolio Weighting.
Stock Selection.

R version 4.1 or higher is required.

Basic Usage

Set API Token

Set this environment variable in your ~/.Renviron file.
Or set it for session with the Sys.setenv command.

library(alphavantagerxtra)
library(tidyverse)
# Sys.setenv("ALPHA_VANTAGE_TOKEN" = "ABCD12345")

IPO Calendar

ipo_calendar <- av_get_ipo_calendar() |> t()
knitr::kable(ipo_calendar)

Company Overview

# Pause to prevent API rate limits.
Sys.sleep(10)
amazon_overview <- av_get_overview("AMZN")
names(amazon_overview)
amazon_overview |> human_readable_tibble() |> t() |> knitr::kable()

Company Balance Sheet

facebook_balance_sheet <- av_get_balance_sheet("FB")
names(facebook_balance_sheet)
facebook_balance_sheet |> 
  human_readable_tibble() |> 
  select (fiscal_date_ending:cash_and_cash_equivalents_at_carrying_value) |>
  knitr::kable()

Company Cash Flow

# Pause to prevent API rate limits.
Sys.sleep(10)

jpmorgan_cash_flow <- av_get_cash_flow("JPM")
names(jpmorgan_cash_flow)
jpmorgan_cash_flow |> 
  human_readable_tibble() |> 
  select(fiscal_date_ending:operating_cashflow, net_income) |>
  knitr::kable()

Company earnings

# Pause to prevent API rate limits.
Sys.sleep(10)

twtr_earnings <- av_get_earnings("TWTR")
names(twtr_earnings)
twtr_earnings |> 
  human_readable_tibble() |> 
  knitr::kable()

Income Statement

Quarterly and Annuals earnings are returned in the same tibble. Filter on the periodicity column to just get one type.

# Pause to prevent API rate limits.
Sys.sleep(10)

morgan_stanley_income_statement <- av_get_income_statement("MS")
names(morgan_stanley_income_statement)
morgan_stanley_income_statement |> 
  filter(periodicity == "annual") |>
  human_readable_tibble() |> 
  select(fiscal_date_ending:total_revenue, operating_income, ebitda, net_income) |>
  knitr::kable(caption = "Annual Earnings")

morgan_stanley_income_statement |> 
  filter(periodicity == "quarterly") |>
  human_readable_tibble() |> 
  select(fiscal_date_ending:total_revenue, operating_income, ebitda, net_income) |>
  knitr::kable(caption = "Quarterly Earnings")