jlohding/sp500-edgar-10k
Dataset Card for SP500-EDGAR-10K Dataset Summary This dataset contains the annual reports for all SP500 historical constituents from 2010-2022 from SEC EDGAR Form 10-K filings. It also contains n-day future returns of each firm's stock price from each filing date. Dataset Structure Data Fields [More Information Needed] Data Splits [More Information Needed] Dataset Creation Source Data… See the full description on the dataset page: https://huggingface.co/datasets/jlohding/sp500-edgar-10k.
Dataset Card for SP500-EDGAR-10K
Dataset Description
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Dataset Summary
This dataset contains the annual reports for all SP500 historical constituents from 2010-2022 from SEC EDGAR Form 10-K filings. It also contains n-day future returns of each firm's stock price from each filing date.
Dataset Structure
Data Fields
[More Information Needed]
Data Splits
[More Information Needed]
Dataset Creation
Source Data
Initial Data Collection and Normalization
10-K filings data was collected and processed using edgar-crawler available <a href='https://github.com/nlpaueb/edgar-crawler'>here.</a> Return data was computed manually from other price data sources.
Annotations
Annotation process
N/A
Who are the annotators?
N/A
Personal and Sensitive Information
N/A
Considerations for Using the Data
Social Impact of Dataset
N/A
Discussion of Biases
The firms in the dataset are constructed from historical SP500 membership data, removing survival biases.
Other Known Limitations
N/A
Licensing Information
MIT