株式の財務諸表を得る方法は?
06 Jul 2021Stock’s financial statements
株式は現在幾らかの価格も重要がこれよりも財務諸表(Financial statements)を知ることがより重要です。簡単に考えても株式を現在買う価格は意味なく時価総額が重要です。これは財務諸表の一種でこれ以外にも現在現金の流れななど、会社を評価する要素を多くあります。
代表的にPERまたはROAなどがあり、私は財務諸表をyahoo finance site 上を基盤としてyahoo_fin API をつかて測定してみます。具体的な使い方はyahoo_fin documationを参考してください。
- yahoo_fin API
pip install yahoo_fin
Code to get stock’s financial statements
import yahoo_fin.stock_info as yfs import pandas as pd from tqdm import tqdm import json def main(url, index_list, index_name): ## Configuration directory url url_data = url+'data_origin/' # For check the table of one ticker like aapl aapl_quote = yfs.get_quote_table('aapl') aapl_val = yfs.get_stats_valuation('aapl') aapl_ext = yfs.get_stats('aapl') aapl_sheet = yfs.get_balance_sheet('aapl') aapl_income = yfs.get_income_statement('aapl') aapl_flow = yfs.get_cash_flow('aapl') print('*'*100) print('quote') print(aapl_quote) print('*'*100) print('basic') print(aapl_val) print('*'*100) print('additional') print(aapl_ext) print('*'*100) print('balance sheets') print(aapl_sheet) print(len(aapl_sheet.columns)) print('*'*100) print('income statements') print(aapl_income) print('*'*100) print('cash flow') print(aapl_flow) print('*'*100) # Get data in the current olumn for each stock's valuation table dow_stats = {} dow_addstats = {} dow_balsheets = {} dow_income = {} dow_flow = {} error_symbols = [] for ticker in tqdm(index_list): try: # Getteing Summary basic = yfs.get_stats_valuation(ticker) basic =basic.iloc[:,:2] basic.columns = ['Attribute', 'Recent'] dow_stats[ticker] = basic # Getting additioanl stats add = yfs.get_stats(ticker) add.columns = ['Attribute', 'Value'] dow_addstats[ticker] = add # Getting balance sheets sheets = yfs.get_balance_sheet(ticker) dow_balsheets[ticker] = sheets # Getting income statements income = yfs.get_income_statement(ticker) dow_income[ticker] = income # Getting cash flow statements flow = yfs.get_cash_flow(ticker) dow_flow[ticker] = flow except: error_symbols.append(ticker) print('Error ticker: ', ticker) print('error symol: ', error_symbols) for ticker in dow_balsheets.keys(): leng = len(dow_balsheets[ticker].columns) dow_balsheets[ticker].columns = ['Before_'+str(i) for i in range(0,leng)] dow_balsheets[ticker] = dow_balsheets[ticker].rename(columns={'Before_0': 'Recent'}) for ticker in dow_income.keys(): leng = len(dow_income[ticker].columns) dow_income[ticker].columns = ['Before_'+str(i) for i in range(0,leng)] dow_income[ticker] = dow_income[ticker].rename(columns={'Before_0': 'Recent'}) for ticker in dow_flow.keys(): leng = len(dow_flow[ticker].columns) dow_flow[ticker].columns = ['Before_'+str(i) for i in range(0,leng)] dow_flow[ticker] = dow_flow[ticker].rename(columns={'Before_0': 'Recent'}) combined_stats = pd.concat(dow_stats) combined_stats = combined_stats.reset_index() combined_stats = combined_stats.rename(columns={'level_0': 'Ticker'}) combined_addstats = pd.concat(dow_addstats) combined_addstats = combined_addstats.reset_index() combined_addstats = combined_addstats.rename(columns={'level_0': 'Ticker'}) combined_balsheets = pd.concat(dow_balsheets) combined_balsheets = combined_balsheets.reset_index() combined_balsheets = combined_balsheets.rename(columns={'level_0': 'Ticker'}) combined_income = pd.concat(dow_income) combined_income = combined_income.reset_index() combined_income = combined_income.rename(columns={'level_0': 'Ticker'}) combined_flow = pd.concat(dow_flow) combined_flow = combined_flow.reset_index() combined_flow = combined_flow.rename(columns={'level_0': 'Ticker'}) del combined_stats['level_1'] del combined_addstats['level_1'] print(combined_stats) print(combined_addstats) print(combined_balsheets) print(combined_income) print(combined_flow) list_stats = ['stats', 'addstats', 'balsheets', 'income', 'flow'] for s in list_stats: url_FS = url_data+'FS_{0}_{1}'.format(index_name, s) if s == 'stats': df = combined_stats elif s == 'addstats': df = combined_addstats elif s == 'balsheets': df = combined_balsheets elif s == 'income': df = combined_income elif s == 'flow': df = combined_flow df.to_json(url_FS+'.json') df.to_csv(url_FS+'.csv') if __name__ == '__main__': with open('../config/config.json', 'r') as f: config = json.load(f) root_url = config['root_dir'] filename = input("Choice of stock's list (dow, sp500, nasdaq, other, selected): ") # Get list of Dow tickers dow_list = yfs.tickers_dow() if filename == 'dow': dow_list = yfs.tickers_dow() elif filename == 'sp500': dow_list = yfs.tickers_sp500() elif filename == 'nasdaq': dow_list = yfs.tickers_nasdaq() elif filename == 'other': dow_list = yfs.tickers_other() elif filename == 'selected': url = root_url+'/data_ForTrading/selected_ticker.json' temp_pd = pd.read_json(url) temp_pd = temp_pd['Ticker'] dow_list = temp_pd.values.tolist() print(dow_list) main(url=root_url, index_list = dow_list, index_name = filename) else: pass
まず、私たちはyahoo_fin APIを用いて生データを貰います。
続いて、データはのタイムスケールはTickerによって違いますが、簡単のため最近(Recent)と以前(Before_i)で指定して変換します。
Result
アップル(AAPL)の生の財務諸表のデータは下のようになります。
**************************************************************************************************** basic 0 1 0 Market Cap (intraday) 5 2.34T 1 Enterprise Value 3 2.3T 2 Trailing P/E 31.46 3 Forward P/E 1 26.16 4 PEG Ratio (5 yr expected) 1 1.45 5 Price/Sales (ttm) 7.18 6 Price/Book (mrq) 33.76 7 Enterprise Value/Revenue 3 7.07 8 Enterprise Value/EBITDA 7 23.05 **************************************************************************************************** additional Attribute Value 0 Beta (5Y Monthly) 1.21 1 52-Week Change 3 NaN 2 S&P500 52-Week Change 3 NaN 3 52 Week High 3 145.09 4 52 Week Low 3 89.14 5 50-Day Moving Average 3 128.8 6 200-Day Moving Average 3 129.16 7 Avg Vol (3 month) 3 82.31M 8 Avg Vol (10 day) 3 64.61M 9 Shares Outstanding 5 16.69B 10 Implied Shares Outstanding 6 NaN 11 Float 16.67B 12 % Held by Insiders 1 0.07% 13 % Held by Institutions 1 58.69% 14 Shares Short (May 27, 2021) 4 123.12M 15 Short Ratio (May 27, 2021) 4 1.36 16 Short % of Float (May 27, 2021) 4 0.74% 17 Short % of Shares Outstanding (May 27, 2021) 4 0.74% 18 Shares Short (prior month Apr 29, 2021) 4 82.71M 19 Forward Annual Dividend Rate 4 0.88 20 Forward Annual Dividend Yield 4 0.66% 21 Trailing Annual Dividend Rate 3 0.82 22 Trailing Annual Dividend Yield 3 0.60% 23 5 Year Average Dividend Yield 4 1.34 24 Payout Ratio 4 18.34% 25 Dividend Date 3 May 12, 2021 26 Ex-Dividend Date 4 May 06, 2021 27 Last Split Factor 2 4:1 28 Last Split Date 3 Aug 30, 2020 29 Fiscal Year Ends Sep 25, 2020 30 Most Recent Quarter (mrq) Mar 26, 2021 31 Profit Margin 23.45% 32 Operating Margin (ttm) 27.32% 33 Return on Assets (ttm) 16.90% 34 Return on Equity (ttm) 103.40% 35 Revenue (ttm) 325.41B 36 Revenue Per Share (ttm) 19.14 37 Quarterly Revenue Growth (yoy) 53.60% 38 Gross Profit (ttm) 104.96B 39 EBITDA 99.82B 40 Net Income Avi to Common (ttm) 76.31B 41 Diluted EPS (ttm) 4.45 42 Quarterly Earnings Growth (yoy) 110.10% 43 Total Cash (mrq) 69.83B 44 Total Cash Per Share (mrq) 4.18 45 Total Debt (mrq) 134.74B 46 Total Debt/Equity (mrq) 194.78 47 Current Ratio (mrq) 1.14 48 Book Value Per Share (mrq) 4.15 49 Operating Cash Flow (ttm) 99.59B 50 Levered Free Cash Flow (ttm) 80.12B **************************************************************************************************** balance sheets endDate 2020-09-26 2019-09-28 2018-09-29 2017-09-30 Breakdown totalLiab 258549000000 248028000000 258578000000 241272000000 totalStockholderEquity 65339000000 90488000000 107147000000 134047000000 otherCurrentLiab 47867000000 43242000000 39293000000 38099000000 totalAssets 323888000000 338516000000 365725000000 375319000000 commonStock 50779000000 45174000000 40201000000 35867000000 otherCurrentAssets 11264000000 12352000000 12087000000 13936000000 retainedEarnings 14966000000 45898000000 70400000000 98330000000 otherLiab 46108000000 50503000000 48914000000 43251000000 treasuryStock -406000000 -584000000 -3454000000 -150000000 otherAssets 33952000000 32978000000 22283000000 18177000000 cash 38016000000 48844000000 25913000000 20289000000 totalCurrentLiabilities 105392000000 105718000000 115929000000 100814000000 shortLongTermDebt 8773000000 10260000000 8784000000 6496000000 otherStockholderEquity -406000000 -584000000 -3454000000 -150000000 propertyPlantEquipment 45336000000 37378000000 41304000000 33783000000 totalCurrentAssets 143713000000 162819000000 131339000000 128645000000 longTermInvestments 100887000000 105341000000 170799000000 194714000000 netTangibleAssets 65339000000 90488000000 107147000000 134047000000 shortTermInvestments 52927000000 51713000000 40388000000 53892000000 netReceivables 37445000000 45804000000 48995000000 35673000000 longTermDebt 98667000000 91807000000 93735000000 97207000000 inventory 4061000000 4106000000 3956000000 4855000000 accountsPayable 42296000000 46236000000 55888000000 44242000000 **************************************************************************************************** income statements endDate 2020-09-26 2019-09-28 2018-09-29 2017-09-30 Breakdown researchDevelopment 18752000000 16217000000 14236000000 11581000000 effectOfAccountingCharges None None None None incomeBeforeTax 67091000000 65737000000 72903000000 64089000000 minorityInterest None None None None netIncome 57411000000 55256000000 59531000000 48351000000 sellingGeneralAdministrative 19916000000 18245000000 16705000000 15261000000 grossProfit 104956000000 98392000000 101839000000 88186000000 ebit 66288000000 63930000000 70898000000 61344000000 operatingIncome 66288000000 63930000000 70898000000 61344000000 otherOperatingExpenses None None None None interestExpense -2873000000 -3576000000 -3240000000 -2323000000 extraordinaryItems None None None None nonRecurring None None None None otherItems None None None None incomeTaxExpense 9680000000 10481000000 13372000000 15738000000 totalRevenue 274515000000 260174000000 265595000000 229234000000 totalOperatingExpenses 208227000000 196244000000 194697000000 167890000000 costOfRevenue 169559000000 161782000000 163756000000 141048000000 totalOtherIncomeExpenseNet 803000000 1807000000 2005000000 2745000000 discontinuedOperations None None None None netIncomeFromContinuingOps 57411000000 55256000000 59531000000 48351000000 netIncomeApplicableToCommonShares 57411000000 55256000000 59531000000 48351000000 **************************************************************************************************** cash flow endDate 2020-09-26 2019-09-28 2018-09-29 2017-09-30 Breakdown investments 5335000000 58093000000 30845000000 -33542000000 changeToLiabilities -1981000000 -2548000000 9172000000 8373000000 totalCashflowsFromInvestingActivities -4289000000 45896000000 16066000000 -46446000000 netBorrowings 2499000000 -7819000000 432000000 29014000000 totalCashFromFinancingActivities -86820000000 -90976000000 -87876000000 -17974000000 changeToOperatingActivities 881000000 -896000000 30016000000 -8480000000 issuanceOfStock 880000000 781000000 669000000 555000000 netIncome 57411000000 55256000000 59531000000 48351000000 changeInCash -10435000000 24311000000 5624000000 -195000000 repurchaseOfStock -75992000000 -69714000000 -75265000000 -34774000000 totalCashFromOperatingActivities 80674000000 69391000000 77434000000 64225000000 depreciation 11056000000 12547000000 10903000000 10157000000 otherCashflowsFromInvestingActivities -791000000 -1078000000 -745000000 -124000000 dividendsPaid -14081000000 -14119000000 -13712000000 -12769000000 changeToInventory -127000000 -289000000 828000000 -2723000000 changeToAccountReceivables 6917000000 245000000 -5322000000 -2093000000 otherCashflowsFromFinancingActivities -126000000 -105000000 -105000000 -105000000 changeToNetincome 6517000000 5076000000 -27694000000 10640000000 capitalExpenditures -7309000000 -10495000000 -13313000000 -12451000000 ****************************************************************************************************
解析のため変換したデータフレイムは下のようになります。
一つの例としてDow indexに属するTickerを測定しました。
Ticker Attribute Recent 0 AAPL Market Cap (intraday) 5 2.34T 1 AAPL Enterprise Value 3 2.3T 2 AAPL Trailing P/E 31.46 3 AAPL Forward P/E 1 26.16 4 AAPL PEG Ratio (5 yr expected) 1 1.45 .. ... ... ... 265 WMT PEG Ratio (5 yr expected) 1 3.26 266 WMT Price/Sales (ttm) 0.70 267 WMT Price/Book (mrq) 5.02 268 WMT Enterprise Value/Revenue 3 0.76 269 WMT Enterprise Value/EBITDA 7 10.78 [270 rows x 3 columns] Ticker Attribute Value 0 AAPL Beta (5Y Monthly) 1.21 1 AAPL 52-Week Change 3 NaN 2 AAPL S&P500 52-Week Change 3 NaN 3 AAPL 52 Week High 3 145.09 4 AAPL 52 Week Low 3 89.14 ... ... ... ... 1525 WMT Total Debt/Equity (mrq) 74.74 1526 WMT Current Ratio (mrq) 0.95 1527 WMT Book Value Per Share (mrq) 27.93 1528 WMT Operating Cash Flow (ttm) 31.91B 1529 WMT Levered Free Cash Flow (ttm) 17.24B [1530 rows x 3 columns] Ticker Breakdown Recent Before_1 Before_2 Before_3 0 AAPL totalLiab 2.585490e+11 2.480280e+11 2.585780e+11 2.412720e+11 1 AAPL totalStockholderEquity 6.533900e+10 9.048800e+10 1.071470e+11 1.340470e+11 2 AAPL otherCurrentLiab 4.786700e+10 4.324200e+10 3.929300e+10 3.809900e+10 3 AAPL totalAssets 3.238880e+11 3.385160e+11 3.657250e+11 3.753190e+11 4 AAPL commonStock 5.077900e+10 4.517400e+10 4.020100e+10 3.586700e+10 .. ... ... ... ... ... ... 784 WMT netTangibleAssets 4.704200e+10 3.839600e+10 3.551500e+10 5.962700e+10 785 WMT netReceivables 6.516000e+09 6.284000e+09 6.283000e+09 5.614000e+09 786 WMT longTermDebt 4.165000e+10 4.441000e+10 4.394800e+10 3.023100e+10 787 WMT inventory 4.494900e+10 4.443500e+10 4.426900e+10 4.378300e+10 788 WMT accountsPayable 4.914100e+10 4.697300e+10 4.706000e+10 4.609200e+10 [789 rows x 6 columns] Ticker Breakdown Recent Before_1 Before_2 Before_3 0 AAPL researchDevelopment 18752000000 16217000000 14236000000 11581000000 1 AAPL effectOfAccountingCharges None None None None 2 AAPL incomeBeforeTax 67091000000 65737000000 72903000000 64089000000 3 AAPL minorityInterest None None None None 4 AAPL netIncome 57411000000 55256000000 59531000000 48351000000 .. ... ... ... ... ... ... 655 WMT costOfRevenue 420315000000 394605000000 385301000000 373396000000 656 WMT totalOtherIncomeExpenseNet -6384000000 -1352000000 -10497000000 -5814000000 657 WMT discontinuedOperations None None None None 658 WMT netIncomeFromContinuingOps 13706000000 15201000000 7179000000 10523000000 659 WMT netIncomeApplicableToCommonShares 13510000000 14881000000 6670000000 9862000000 [660 rows x 6 columns] Ticker Breakdown Recent Before_1 Before_2 Before_3 0 AAPL investments 5.335000e+09 5.809300e+10 3.084500e+10 -3.354200e+10 1 AAPL changeToLiabilities -1.981000e+09 -2.548000e+09 9.172000e+09 8.373000e+09 2 AAPL totalCashflowsFromInvestingActivities -4.289000e+09 4.589600e+10 1.606600e+10 -4.644600e+10 3 AAPL netBorrowings 2.499000e+09 -7.819000e+09 4.320000e+08 2.901400e+10 4 AAPL totalCashFromFinancingActivities -8.682000e+10 -9.097600e+10 -8.787600e+10 -1.797400e+10 .. ... ... ... ... ... ... 539 WMT changeToInventory -2.395000e+09 -3.000000e+08 -1.311000e+09 -1.400000e+08 540 WMT changeToAccountReceivables -1.086000e+09 1.540000e+08 -3.680000e+08 -1.074000e+09 541 WMT otherCashflowsFromFinancingActivities -1.670000e+09 -1.463000e+09 -1.060000e+09 -4.018000e+09 542 WMT changeToNetincome 3.440000e+09 -2.860000e+08 1.011000e+10 4.703000e+09 543 WMT capitalExpenditures -1.026400e+10 -1.070500e+10 -1.034400e+10 -1.005100e+10 [544 rows x 6 columns]
Conclusion
このようにアメリカの株式の情報を得ることができました。
もし、実際にこのコードを動いてみたい人は、ディレクトリのコードを直して動いてください。
このコードはクーグル上の沢山の人に手伝いました。本当にありがとうございます。
もしこのページに満足したらGithub に行って Star お願いします :)