Dataset
ProFinancial Metrics
Quarterly ROE/ROA, gross/operating margin, and debt ratio per listed company, derived from the three statements.
What this data is
Each row is one company, one fiscal year, one fiscal quarter, carrying roe / roa (return on equity / assets), gross_margin / op_margin, and debt_ratio, derived from the income, balance-sheet, and cash-flow statements. Keyed on disclosure_date — NOT point-in-time safe: backtests must filter by the disclosure date so a not-yet-published report never leaks into the past (look-ahead).
Use cases
- Build quality and profitability factors from ROE / margins / debt ratio.
- Skip computing ratios yourself — take consistently derived metrics.
- Filter by disclosure_date to keep backtests free of unpublished-report look-ahead.
Why it matters for stock analysis
Mishandling ratio conventions and disclosure timing easily leaks look-ahead into backtests; taking consistently defined ratios stamped with their disclosure date removes that work and aligns point-in-time correctly.
Coverage / Freshness / Source Policy
Per company, per quarter, across listed companies; derived from the three financial statements. Keyed on disclosure_date, NOT point-in-time safe — filter by disclosure date for backtests.
Quarterly, updated as filings are disclosed (with a reporting lag).
Derived from official MOPS financial statements; not investment advice.
Developer entry points
- API docs: /docs/api/financials/financial-metrics
- OpenAPI: /openapi.json