Data Overview

This data is a weekly dump of a DataFrame containing FinBERT sentiment for the 20 Items from EDGAR 10K documents. The documents are pulled weekly on Saturday Morning, parsed into Item sections, and run through a FinBERT model. The output sentiment value of the FinBERT model is stored in the DataFrame.

This data is used by the following models, although these models contain additional features:

As noted in the model prediction's, the model dataset underwent a revision on round 323, and has since been unchanged. That is, the model's can be treated as starting on round 323, with earlier rounds for unfettered dataset experimentation.

The data file is in CSV format and is typically uploaded on Saturday, but depending on when the parsing and folding into the DataFrame completes it may roll over to Sunday. Please look at the sample linked file at the bottom of this listing to see if this data fits your needs.

Coverage

This data file contains as many tickers as possible for the universe of US assets. Mappings are done between Numerai Bloomberg tickers and EDGAR SICs.

Each file is for the most-recent two filings available in the DataFrame for all available tickers present in the DataFrame.

As of this listing (Aug. 26 2022), the DataFrame contains 2,210 unique CIKs.

Column Definitions

The data file has 34 columns. All values are pulled from the filing whenever possible, which is sometimes malformed, incomplete, or not parseable:

CIK - Central Index Key
Company - The Company Name
Filing Type - The Filing Type: 10-K/10-KT/10-K405
Filing Date - The Date of the Filing
Period of Report - The Date of the period the Filing is relevant
SIC - Standard Industrial Classification
State of Inc. - State of Company Incorporation
State Location - State of Company Location
Fiscal Year End - Month and Day of Fiscal Year End: MMDD
Filing HTML Index - Link to Company Filings SEC Page
HTM Filing Link - Link to Specific Filing HTM Page
Complete Text Filing Link - Link to Specific Filing TEXT Page
Item 1 Sentiment - Sentiment for Item 1
Item 1a Sentiment - Sentiment for Item 1a
Item 1b Sentiment - Sentiment for Item 1b
Item 2 Sentiment - Sentiment for Item 2
Item 3 Sentiment - Sentiment for Item 3
Item 4 Sentiment - Sentiment for Item 4
Item 5 Sentiment - Sentiment for Item 5
Item 6 Sentiment - Sentiment for Item 6
Item 7 Sentiment - Sentiment for Item 7
Item 7a Sentiment - Sentiment for Item 7a
Item 8 Sentiment - Sentiment for Item 8
Item 9 Sentiment - Sentiment for Item 9
Item 9a Sentiment - Sentiment for Item 9a
Item 9b Sentiment - Sentiment for Item 9b
Item 10 Sentiment - Sentiment for Item 10
Item 11 Sentiment - Sentiment for Item 11
Item 12 Sentiment - Sentiment for Item 12
Item 13 Sentiment - Sentiment for Item 13
Item 14 Sentiment - Sentiment for Item 14
Item 15 Sentiment - Sentiment for Item 15
Symbol - Bloomberg Ticker less the ' US'
Bloomberg Ticker - Mapped Bloomberg Ticker

Sample Data

NOTE: This listing is only for the latest two filing periods across all tickers available in the DataFrame. It's possible that consecutive weeks are identical if there have been no EDGAR updates, the files were unable to be parsed, or other unforeseen circumstances.

When there are no updates, there is no (duplicated) entry for the most recent time index. This means some entries may appear from the (very) distant past, if there are no more-recent entries.

Here's a sample from the DataFrame across all filing periods.

Full Sample

A sample of a weekly dump for the week ending Aug. 19 2022 can be found on RapidShare. The file password is numerbayalltheway.

Addendum

A best attempt was made to create this pipeline, however, precision and correctness is not guaranteed through any stage of the parsing pipeline and all responsibility is on the buyer to make awesome models.

1 Day Stake Return	-%
3 Month Stake Return	-%
1 Year Stake Return	-%
All Time Stake Return	-%
NMR Stake	- NMR

FNCV4 Reputation	-
CORRV4 Reputation	-
ICV2 Reputation	-
RIC Reputation	-
MMC Reputation	-
TC Reputation	-

1 Day Stake Return	-6.38%
3 Month Stake Return	-61.88%
1 Year Stake Return	-10.67%
All Time Stake Return	57.86%
NMR Stake	0.04 NMR

FNCV4 Reputation	-0.0015
CORRV4 Reputation	-0.0006
ICV2 Reputation	-0.0129
RIC Reputation	0.0012
MMC Reputation	0.0017
TC Reputation	-

FNCV4 Rank	2924
CORRV4 Rank	2545
ICV2 Rank	3013
RIC Rank	1002
MMC Rank	824
TC Rank	-

1 Day Stake Return	4.39%
3 Month Stake Return	-114.36%
1 Year Stake Return	-121.82%
All Time Stake Return	-127.12%
NMR Stake	0.02 NMR

FNCV4 Reputation	-0.0003
CORRV4 Reputation	-0.0026
ICV2 Reputation	-0.0059
RIC Reputation	0.0051
MMC Reputation	0.0088
TC Reputation	-

FNCV4 Rank	2287
CORRV4 Rank	3181
ICV2 Rank	2624
RIC Rank	343
MMC Rank	70
TC Rank	-

EDGAR_10K_WEEKLY_SENTIMENT

Description

Featured by seller

TDD_SIGNALS18

Model Metrics

TDD_SIGNALS32

Model Metrics