class YahooFinancialEngine(AbstractEngine):
"""description of class"""
StockName: str
PeRatio: float
FromDate: date
FromDateStr: str
ToDate: date
ToDateStr: str
Financial: YahooFinancials
HistoricalPriceDic: dict
FinancialTypeDic: dict
def __init__(self, yahoo_ticker: YahooTicker):
self.__dateFormat: str = '%Y-%m-%d'
self.__ticker = yahoo_ticker
self.__setFrom(yahoo_ticker.DateTimeFrom)
self.__setTo(yahoo_ticker.DateTimeTo)
self.Financial = YahooFinancials(self.__ticker.TickerName)
self.HistoricalPriceDic = self.Financial.get_historical_price_data(self.FromDateStr, self.ToDateStr, 'daily')[self.__ticker.TickerName]
self.__setStockName()
self.__setPeRatio()
self.FinancialTypeDic = self.Financial.YAHOO_FINANCIAL_TYPES
def __setStockName(self):
self.StockName = (
'NA'
if self.Financial.get_stock_exchange() is None
else self.Financial.get_stock_exchange()
)
def __setPeRatio(self):
self.PeRatio = (
0.0
if self.Financial.get_pe_ratio() is None
else self.Financial.get_pe_ratio()
)
def __setFrom(self, from_date: date):
self.FromDate = from_date
self.FromDateStr = from_date.strftime(self.__dateFormat)
def __setTo(self, to_date: date):
self.ToDate = to_date
self.ToDateStr = to_date.strftime(self.__dateFormat)
def GetDailyHistoricalDataPrices(self, from_date: date, to_date: date):
self.__setFrom(from_date)
self.__setTo(to_date)
return self.HistoricalPriceDic['prices']
def fundamentals(tickers, begin="2020-05-26", end="2020-06-26",):
format_header = '{:>6} {:>6} {:>6} {:>6} {:>6} {:>6} {:>6} {:>6} {:>6} {:>6} {:>10} {:>10}'
format_numbers = '{:>6} {:>6} {:>6} {:>6} {:>6} {:>6} {:>6} {:>6} {:>6} {:>6} {:>10.2e} {:>10.2E}'
print(format_header.format('ticker', 'P/E', 'EARNSH', 'BK/PR', 'DY', 'DR', 'VAR', 'PEG', 'PS', 'PCI', 'VOLPR', 'CM',))
for ticker in tickers:
yf = YF(ticker)
try:
pe = get_number_for_None(get_number_for_None(yf.get_pe_ratio()))
prices = yf.get_historical_price_data(begin, end, "daily")[ticker]['prices']
stat_pr = calc_statistics(prices)
var_pr = get_number_for_None(100 * stat_pr[1] / stat_pr[0])
volume = get_number_for_None(stat_pr[4])
es = get_number_for_None(yf.get_earnings_per_share())
sh = get_number_for_None(yf.get_num_shares_outstanding(price_type='current'))
''' "pegRatio" "priceToBook" "heldPercentInstitutions" '''
statistics = yf.get_key_statistics_data()[ticker]
summary = yf.get_summary_data()[ticker]
peg = get_number_for_None(statistics["pegRatio"])
PCI = get_number_for_None(statistics["heldPercentInstitutions"])
bv = yf.get_key_statistics_data()[ticker]['bookValue']
pr = yf.get_current_price()
if pr is not None and bv is not None:
pr_bv = get_number_for_None(pr/bv)
else:
pr_bv = '-99.99'
f_s = yf.get_financial_stmts('annual', 'income')['incomeStatementHistory'][ticker][0]
f_s_key = list(f_s.keys())[0]
totalRevenue = f_s[f_s_key]['totalRevenue']
outstanding = statistics["sharesOutstanding"]
rev_per_share = totalRevenue / outstanding
if pr is not None and es is not None:
p_s = get_number_for_None(rev_per_share/float(es))
else:
p_s = '99'
dy = get_number_for_None(yf.get_dividend_yield())
dr = get_number_for_None(yf.get_dividend_rate())
volume10days = summary['averageVolume10days']
marketCap = summary['marketCap']
# float(volume)*pr
# float(sh)*pr)
print(format_numbers.format(ticker, pe, es, pr_bv, dy, dr, var_pr, peg, p_s, PCI, volume10days, marketCap))
except Exception as e:
print(ticker, e)
def getMarketData():
tickers = 'AAPL'
financials = YahooFinancials(tickers)
# company_stock_price = financials.get_stock_price_data() #gets stock price information
historical_stock_prices_data = financials.get_historical_price_data(
'2015-11-21', '2020-11-21',
'daily') #gets historical daily stock price of company
# get_Div_data(historical_stock_prices_data[tickers])
get_stock_price_data(historical_stock_prices_data[tickers])
# company_balance_sheet_data_qt = financials.get_financial_stmts('quarterly', 'balance') #get balance sheet
# company_income_statement_data_qt = financials.get_financial_stmts('quarterly', 'income') #get income statement
company_key_statistics_data = financials.get_key_statistics_data(
) #includes profit margins, forward eps, yearly change etc.
# get_forward_pe(company_key_statistics_data[tickers])
# get_trailing_eps(company_key_statistics_data[tickers])
# get_foward_eps(company_key_statistics_data[tickers])
# get_ytdReturn(company_key_statistics_data[tickers])
company_earnings_data = financials.get_stock_earnings_data(
) #historical eps only for 1 year span
# get_earnings_data(company_earnings_data[tickers])
company_dividend_yield = financials.get_dividend_yield(
) #current dividends yield
company_dividend = financials.get_dividend_rate() #current dividends rate
company_avg_div_yield_1year = financials.get_annual_avg_div_yield(
) #average 1 year div yield
company_avg_div_yield_5year = financials.get_five_yr_avg_div_yield(
) #average 5 year div yield
company_eps = financials.get_earnings_per_share() #current eps
company_pe = financials.get_pe_ratio() #current pe ratio
company_beta = financials.get_beta() #current beta
company_current_stock_price = financials.get_current_price(
) #current stock price
company_revenue = financials.get_total_revenue() #current company revenue
company_operating_income = financials.get_operating_income(
) #current company operating income
company_net_income = financials.get_net_income() #current net income
company_yearly_high = financials.get_yearly_high() #get yearly high
company_yearly_low = financials.get_yearly_low() #get yearly low
company_moving_50 = financials.get_50day_moving_avg(
) #50 day moving average of stock
company_moving_200 = financials.get_200day_moving_avg(
) #200 day moving average of stock
def calc_earnings_yield(tickers):
"""
calc earnings to yield ratio
:param tickers:
:return:
"""
print('Fetching Earnings to Yield Data from Yahoo for 100 Tickers...')
total_data = {}
for index, ticker in enumerate(tickers):
if index % 1 == 0:
print('Fetching Earnings to Yield Data for %d out of %d' %
(index, len(tickers)))
try:
yahoo_financials = YahooFinancials(ticker)
total_data[ticker] = 1 / yahoo_financials.get_pe_ratio()
except KeyError:
print('Could not calc. PE for %s' % ticker)
total_data[ticker] = None
continue
return total_data
def get_stock_data(stock_data):
symbol = stock_data['symbol']
start = time.time()
print('start: {}'.format(symbol))
Stock = YahooFinancials(symbol)
stock_data['pe_ratio'] = Stock.get_pe_ratio()
if stock_data['pe_ratio'] != None and stock_data['pe_ratio'] < 15:
key_stock_data = Stock.get_key_statistics_data()
stock_data['pb_ratio'] = key_stock_data[symbol]['priceToBook']
if stock_data['pb_ratio'] != None and stock_data['pb_ratio'] < 1.5:
balance_sheet_data = Stock.get_financial_stmts('annual', 'balance')
income_sheet_data = Stock.get_financial_stmts('annual', 'income')
bal1 = balance_sheet_data['balanceSheetHistory'][symbol][0]
bal2 = balance_sheet_data['balanceSheetHistory'][symbol][1]
bal3 = balance_sheet_data['balanceSheetHistory'][symbol][2]
bal4 = balance_sheet_data['balanceSheetHistory'][symbol][3]
bal1_key1 = next(iter(bal1))
bal2_key1 = next(iter(bal2))
bal3_key1 = next(iter(bal3))
bal4_key1 = next(iter(bal4))
inc1 = income_sheet_data['incomeStatementHistory'][symbol][0]
inc2 = income_sheet_data['incomeStatementHistory'][symbol][1]
inc3 = income_sheet_data['incomeStatementHistory'][symbol][2]
inc4 = income_sheet_data['incomeStatementHistory'][symbol][3]
inc1_key1 = next(iter(inc1))
inc2_key1 = next(iter(inc2))
inc3_key1 = next(iter(inc3))
inc4_key1 = next(iter(inc4))
stock_data['liabilities'] = bal1[bal1_key1][
'totalCurrentLiabilities']
stock_data['assets'] = bal1[bal1_key1]['totalCurrentAssets']
stock_data['equity1'] = bal1[bal1_key1]['totalStockholderEquity']
stock_data['equity2'] = bal2[bal2_key1]['totalStockholderEquity']
stock_data['equity3'] = bal3[bal3_key1]['totalStockholderEquity']
stock_data['equity4'] = bal4[bal4_key1]['totalStockholderEquity']
stock_data['net_income1'] = inc1[inc1_key1]['netIncome']
stock_data['net_income2'] = inc2[inc2_key1]['netIncome']
stock_data['net_income3'] = inc3[inc3_key1]['netIncome']
stock_data['net_income4'] = inc4[inc4_key1]['netIncome']
db = sqlite3.connect('stocks.db')
c = db.cursor()
c.execute(
'''INSERT INTO stocks (
symbol,
company_name,
pb_ratio,
pe_ratio,
assets,
liabilities,
net_income1,
net_income2,
net_income3,
net_income4,
equity1,
equity2,
equity3,
equity4
)
VALUES(?,?,?,?,?,?,?,?,?,?,?,?,?,?)''',
(stock_data['symbol'], stock_data['company_name'],
stock_data['pb_ratio'], stock_data['pe_ratio'],
stock_data['assets'], stock_data['liabilities'],
stock_data['net_income1'], stock_data['net_income2'],
stock_data['net_income3'], stock_data['net_income4'],
stock_data['equity1'], stock_data['equity2'],
stock_data['equity3'], stock_data['equity4']))
db.commit()
del stock_data
end = time.time()
print('got: {} - {}'.format(symbol, round(end - start)))
return None
def balance_sheet_provider(comp_name, comp_code):
yahoo_finance_object = YahooFinancials(comp_code)
balance_sheet_raw = yahoo_finance_object.get_financial_stmts(
'annual', 'balance')
income_statement_raw = yahoo_finance_object.get_financial_stmts(
'annual', 'income')
e_p_s = None
pe_rat = None
try:
e_p_s = yahoo_finance_object.get_earnings_per_share()
pe_rat = yahoo_finance_object.get_pe_ratio()
except KeyError:
pass
balance_sheet = balance_sheet_raw["balanceSheetHistory"][comp_code]
income_statement = income_statement_raw["incomeStatementHistory"][
comp_code]
company_data_provider_object = StockDataExtractor(comp_code, comp_name,
balance_sheet,
income_statement, e_p_s,
pe_rat)
'''
balance_sheet_raw = {"balanceSheetHistory": {"KO":
[{"2017-12-31": {"intangibleAssets": 7235000000,
"capitalSurplus": 15864000000,
"totalLiab": 68919000000,
"totalStockholderEquity": 17072000000,
"minorityInterest": 1905000000,
"otherCurrentLiab": 2169000000,
"totalAssets": 87896000000,
"commonStock": 1760000000,
"otherCurrentAssets": 7993000000,
"retainedEarnings": 60430000000,
"otherLiab": 10504000000,
"goodWill": 9401000000,
"treasuryStock": -60982000000,
"otherAssets": 3231000000,
"cash": 6006000000,
"totalCurrentLiabilities": 27194000000,
"deferredLongTermAssetCharges": 331000000,
"shortLongTermDebt": 47754000000,
"otherStockholderEquity": -10305000000,
"propertyPlantEquipment": 8203000000,
"totalCurrentAssets": 36545000000,
"longTermInvestments": 23281000000,
"netTangibleAssets": 436000000,
"shortTermInvestments": 14669000000,
"netReceivables": 3667000000,
"longTermDebt": 31221000000,
"inventory": 2655000000,
"accountsPayable": 2288000000}},
{"2016-12-31": {"intangibleAssets": 10499000000,
"capitalSurplus": 14993000000,
"totalLiab": 64050000000,
"totalStockholderEquity": 23062000000,
"minorityInterest": 158000000,
"otherCurrentLiab": 1936000000,
"totalAssets": 87270000000,
"commonStock": 1760000000,
"otherCurrentAssets": 3592000000,
"retainedEarnings": 65502000000,
"otherLiab": 7786000000,
"goodWill": 10629000000,
"treasuryStock": -59193000000,
"otherAssets": 2928000000,
"cash": 8555000000,
"totalCurrentLiabilities": 26532000000,
"deferredLongTermAssetCharges": 326000000,
"shortLongTermDebt": 45801000000,
"otherStockholderEquity": -11205000000,
"propertyPlantEquipment": 10635000000,
"totalCurrentAssets": 34010000000,
"longTermInvestments": 18569000000,
"netTangibleAssets": 1934000000,
"shortTermInvestments": 13646000000,
"netReceivables": 3856000000,
"longTermDebt": 29732000000,
"inventory": 2675000000,
"accountsPayable": 2682000000}},
{"2015-12-31": {"intangibleAssets": 12843000000,
"capitalSurplus": 14016000000,
"totalLiab": 64232000000,
"totalStockholderEquity": 25554000000,
"minorityInterest": 210000000,
"otherCurrentLiab": 2333000000,
"totalAssets": 89996000000,
"commonStock": 1760000000,
"otherCurrentAssets": 4748000000,
"retainedEarnings": 65018000000,
"otherLiab": 8760000000,
"goodWill": 11289000000,
"treasuryStock": -55240000000,
"otherAssets": 3030000000,
"cash": 7309000000,
"totalCurrentLiabilities": 26929000000,
"deferredLongTermAssetCharges": 360000000,
"shortLongTermDebt": 44401000000,
"otherStockholderEquity": -10174000000,
"propertyPlantEquipment": 12571000000,
"totalCurrentAssets": 33395000000,
"longTermInvestments": 16868000000,
"netTangibleAssets": 1422000000,
"shortTermInvestments": 12591000000,
"netReceivables": 4466000000,
"longTermDebt": 19100000000,
"inventory": 3100000000,
"accountsPayable": 2089000000}}]}}
income_statement_raw = {"incomeStatementHistory": {"KO":
[{"2017-12-31": {"researchDevelopment": None,
"effectOfAccountingCharges": None,
"incomeBeforeTax": 6742000000,
"minorityInterest": 1905000000,
"netIncome": 1248000000,
"sellingGeneralAdministrative": 14653000000,
"grossProfit": 22154000000,
"ebit": 7583000000,
"operatingIncome": 7501000000,
"otherOperatingExpenses": None,
"interestExpense": 841000000,
"extraordinaryItems": None,
"nonRecurring": None,
"otherItems": None,
"incomeTaxExpense": 5560000000,
"totalRevenue": 35410000000,
"totalOperatingExpenses": 0,
"costOfRevenue": 13256000000,
"totalOtherIncomeExpenseNet": -989000000,
"discontinuedOperations": 101000000,
"netIncomeFromContinuingOps": 1182000000,
"netIncomeApplicableToCommonShares": 1248000000}},
{"2016-12-31": {"researchDevelopment": None,
"effectOfAccountingCharges": None,
"incomeBeforeTax": 8136000000,
"minorityInterest": 158000000,
"netIncome": 6527000000,
"sellingGeneralAdministrative": 16772000000,
"grossProfit": 25398000000,
"ebit": 8869000000,
"operatingIncome": 8626000000,
"otherOperatingExpenses": None,
"interestExpense": 733000000,
"extraordinaryItems": None,
"nonRecurring": None,
"otherItems": None,
"incomeTaxExpense": 1586000000,
"totalRevenue": 41863000000,
"totalOperatingExpenses": 0,
"costOfRevenue": 16465000000,
"totalOtherIncomeExpenseNet": -592000000,
"discontinuedOperations": 101000000,
"netIncomeFromContinuingOps": 6550000000,
"netIncomeApplicableToCommonShares": 6527000000}},
{"2015-12-31": {"researchDevelopment": None,
"effectOfAccountingCharges": None,
"incomeBeforeTax": 9605000000,
"minorityInterest": 210000000,
"netIncome": 7351000000,
"sellingGeneralAdministrative": 18084000000,
"grossProfit": 26812000000,
"ebit": 10461000000,
"operatingIncome": 8728000000,
"otherOperatingExpenses": None,
"interestExpense": 856000000,
"extraordinaryItems": None,
"nonRecurring": None,
"otherItems": None,
"incomeTaxExpense": 2239000000,
"totalRevenue": 44294000000,
"totalOperatingExpenses": 0,
"costOfRevenue": 17482000000,
"totalOtherIncomeExpenseNet": 1244000000,
"discontinuedOperations": 101000000,
"netIncomeFromContinuingOps": 7366000000,
"netIncomeApplicableToCommonShares": 7351000000}}]}}
'''
comp_ratio_data_dict = json.dumps(
company_data_provider_object.return_data_for_stock())
return comp_ratio_data_dict
class Company(object):
def __init__(self, ticker):
self.ticker = ticker.upper()
self.financials = YahooFinancials(ticker)
self.timeframe = 'annual'
self.balance_sheet = None
self.income_statement = None
self.cash_flow_statement = None
self.key_statistics = None
self.historical_eps = None
self.price_data = None
self.new_corporate_tax_rate = 0.21
self.old_corporate_tax_rate = 0.35
self.risk_free_ror = 0.025
self.market_ror = 0.098
def __set_balance_sheet(self):
if str(type(self.balance_sheet)) == "<class 'NoneType'>":
try:
self.balance_sheet = self.financials.get_financial_stmts(
self.timeframe,
'balance')['balanceSheetHistory'][self.ticker]
self.balance_sheet = self.__clean_statement_timestamp(
self.balance_sheet)
except:
return None
def __set_income_statement(self):
if str(type(self.income_statement)) == "<class 'NoneType'>":
try:
self.income_statement = self.financials.get_financial_stmts(
self.timeframe,
'income')['incomeStatementHistory'][self.ticker]
self.income_statement = self.__clean_statement_timestamp(
self.income_statement)
except:
return None
def __set_cash_flow_statement(self):
if str(type(self.cash_flow_statement)) == "<class 'NoneType'>":
try:
self.cash_flow_statement = self.financials.get_financial_stmts(
self.timeframe,
'cash')['cashflowStatementHistory'][self.ticker]
self.cash_flow_statement = self.__clean_statement_timestamp(
self.cash_flow_statement)
except:
return None
def __set_key_statistics(self):
if str(type(self.key_statistics)) == "<class 'NoneType'>":
try:
self.key_statistics = self.financials.get_key_statistics_data()
except:
return None
def __set_historical_eps(self):
if str(type(self.historical_eps)) == "<class 'NoneType'>":
url = 'https://www.nasdaq.com/earnings/report/{}'.format(
self.ticker)
page = requests.get(url)
if page.status_code == 200:
soup = BeautifulSoup(page.text, 'html.parser')
eps_list = []
td = soup.find_all('td')
counter = 0
for i in td[2::5]:
try:
test = float(i.get_text())
counter += 1
except:
break
for i in range(counter * 5):
eps_list.append(list(soup.find_all('td'))[i].get_text())
self.historical_eps = pd.DataFrame({
'textdate':
eps_list[0::5],
'timestamp':
eps_list[1::5],
'eps':
eps_list[2::5],
'consensus_eps':
eps_list[3::5],
'surprise':
eps_list[4::5]
})
self.historical_eps = self.historical_eps.iloc[::-1]
self.historical_eps.reset_index(inplace=True, drop=True)
else:
return None
def __set_price_data(self):
if str(type(self.price_data)) == "<class 'NoneType'>":
try:
self.price_data = pd.DataFrame(
self.financials.get_historical_price_data(
'1800-01-01',
str(datetime.now())[:10],
'daily')[self.ticker]['prices'])
except:
pass
def __clean_statement_timestamp(self, statement):
for i in statement:
for j in i.keys():
i[j[:4]] = i.pop(j)
return statement
def __get_specific_year(self, statement, year):
for i in statement:
if str(list(i.keys())[0]) == str(year):
return i['{}'.format(year)]
def __json_to_dataframe(self, data):
columns = []
for i in data:
for j in i.keys():
columns.append(j)
df = pd.DataFrame(data[0])
for i in range(len(columns)):
df[columns[i]] = pd.DataFrame(data[i])
df = df[df.columns[::-1]]
return df
def set_risk_free_ror(self, risk_free_ror):
self.risk_free_ror = risk_free_ror
def set_market_ror(self, market_ror):
self.market_ror = market_ror
def check_risk_free_ror(self):
return self.risk_free_ror
def check_market_ror(self):
return self.market_ror
def check_old_corporate_tax_rate(self):
return self.old_corporate_tax_rate
def check_new_corporate_tax_rate(self):
return self.new_corporate_tax_rate
def get_balance_sheet(self):
self.__set_balance_sheet()
df = self.__json_to_dataframe(self.balance_sheet)
return df
def get_income_statement(self):
self.__set_income_statement()
df = self.__json_to_dataframe(self.income_statement)
return df
def get_cash_flow_statement(self):
self.__set_cash_flow_statement()
df = self.__json_to_dataframe(self.cash_flow_statement)
return df
def get_key_statistics(self):
self.__set_key_statistics()
ser = pd.Series(self.key_statistics[self.ticker])
return ser
def get_historical_eps(self):
self.__set_historical_eps()
return self.historical_eps
def get_price_data(self):
self.__set_price_data()
return self.price_data
def check_ticker(self):
return self.ticker
def revenue(self, year):
self.__set_income_statement()
try:
return self.__get_specific_year(self.income_statement,
year)['totalRevenue']
except:
return None
def total_expenses(self, year):
self.__set_income_statement()
self.__set_cash_flow_statement()
try:
operating_expenses = self.__get_specific_year(
self.income_statement, year)['totalOperatingExpenses']
interest = self.__get_specific_year(self.income_statement,
year)['interestExpense']
tax = self.__get_specific_year(self.income_statement,
year)['incomeTaxExpense']
depreciation = self.__get_specific_year(self.cash_flow_statement,
year)['depreciation']
return abs(operating_expenses) + abs(interest) + abs(tax) + abs(
depreciation)
except:
return None
def operating_expenses(self, year):
self.__set_income_statement()
try:
return self.__get_specific_year(self.income_statement,
year)['totalOperatingExpenses']
except:
return None
def outstanding_shares(self):
self.__set_key_statistics()
try:
return self.get_key_statistics()['sharesOutstanding']
except:
return None
def share_price(self):
self.__set_price_data()
try:
return float(self.price_data[-1:]['close'])
except:
return None
def market_value(self):
try:
return self.share_price() * self.outstanding_shares()
except:
return None
def liquid_assets(self, year):
self.__set_balance_sheet()
try:
return self.__get_specific_year(
self.balance_sheet, year)['cash'] + self.__get_specific_year(
self.balance_sheet, year)['shortTermInvestments']
except:
return None
def total_debt(self, year):
self.__set_balance_sheet()
try:
return self.__get_specific_year(
self.balance_sheet,
year)['shortLongTermDebt'] + self.__get_specific_year(
self.balance_sheet, year)['longTermDebt']
except:
return None
def tax(self, year):
self.__set_income_statement()
try:
return abs(
self.__get_specific_year(self.income_statement,
year)['incomeTaxExpense'])
except:
return None
def interest(self, year):
self.__set_income_statement()
try:
return self.__get_specific_year(self.income_statement,
year)['interestExpense']
except:
return None
def depreciation(self, year):
self.__set_cash_flow_statement()
try:
return self.__get_specific_year(self.cash_flow_statement,
year)['depreciation']
except:
return None
def cost_of_revenue(self, year):
self.__set_income_statement()
try:
return self.__get_specific_year(self.income_statement,
year)['costOfRevenue']
except:
return None
def total_receivables(self, year):
self.__set_balance_sheet()
try:
return self.__get_specific_year(self.balance_sheet,
year)['netReceivables']
except:
return None
def total_liabilities(self, year):
self.__set_balance_sheet()
try:
return self.__get_specific_year(self.balance_sheet,
year)['totalLiab']
except:
return None
def total_assets(self, year):
self.__set_balance_sheet()
try:
return self.__get_specific_year(self.balance_sheet,
year)['totalAssets']
except:
return None
def total_capital(self, year):
self.__set_balance_sheet()
try:
return self.__get_specific_year(
self.balance_sheet,
year)['totalStockholderEquity'] + self.total_debt(year)
except:
return None
def total_equity(self, year):
try:
return self.total_assets(year) - self.total_liabilities(year)
except:
return None
def capital_expenditures(self, year):
self.__set_cash_flow_statement()
try:
return self.__get_specific_year(self.cash_flow_statement,
year)['capitalExpenditures']
except:
return None
def net_income(self, year):
self.__set_income_statement()
try:
return self.__get_specific_year(self.income_statement,
year)['netIncome']
except:
return None
def gross_profit(self, year):
self.__set_income_statement()
try:
return self.__get_specific_year(self.income_statement,
year)['grossProfit']
except:
return None
def earnings_per_share(self):
try:
return self.financials.get_earnings_per_share()
except:
return None
def pe_ratio(self):
try:
return self.financials.get_pe_ratio()
except:
return None
def enterprise_value(self):
try:
return self.get_key_statistics()['enterpriseValue']
except:
return None
def ebit(self, year):
self.__set_income_statement()
try:
return self.__get_specific_year(self.income_statement,
year)['ebit']
except:
return None
def ebitda(self, year):
try:
temp_net_income = abs(self.net_income(year))
temp_tax = abs(self.tax(year))
temp_interest = abs(self.interest(year))
temp_depreciation = abs(self.depreciation(year))
return temp_net_income + temp_tax + temp_interest + temp_depreciation
except:
return None
def quick_ratio(self, year):
try:
temp_liquid_assets = abs(self.liquid_assets(year))
temp_receivables = abs(self.total_receivables(year))
temp_liabilities = abs(self.total_liabilities(year))
return (temp_liquid_assets + temp_receivables) / temp_liabilities
except:
return None
def income_continuing_operations_margin(self, year):
try:
temp_ebit = self.ebit(year)
temp_revenue = abs(self.revenue(year))
return temp_ebit / temp_revenue
except:
return None
def net_margin(self, year):
try:
temp_net_income = self.net_income(year)
temp_revenue = self.revenue(year)
return temp_net_income / temp_revenue
except:
return None
def return_on_assets(self, year):
try:
ending_year = year
beginning_year = year - 1
temp_net_income = self.net_income(year)
beginning_total_assets = abs(self.total_assets(beginning_year))
ending_total_assets = abs(self.total_assets(ending_year))
return temp_net_income / (
(beginning_total_assets + ending_total_assets) / 2)
except:
return None
def return_on_capital(self, year):
try:
ending_year = year
beginning_year = year - 1
if ending_year >= 2018:
temp_ebit = self.ebit(year)
temp_tax_rate = self.new_corporate_tax_rate
beginning_total_capital = abs(
self.total_capital(beginning_year))
ending_total_capital = abs(self.total_capital(ending_year))
return (temp_ebit * (1 - temp_tax_rate)) / (
(beginning_total_capital + ending_total_capital) / 2)
elif ending_year < 2018:
temp_ebit = self.ebit(year)
temp_tax_rate = self.old_corporate_tax_rate
beginning_total_capital = abs(
self.total_capital(beginning_year))
ending_total_capital = abs(self.total_capital(ending_year))
return (temp_ebit * (1 - temp_tax_rate)) / (
(beginning_total_capital + ending_total_capital) / 2)
except:
return None
def return_on_equity(self, year):
try:
temp_ebit = self.ebit(year)
temp_total_equity = abs(self.total_equity(year))
return temp_ebit / temp_total_equity
except:
return None
def cash_flow_operations(self, year):
try:
temp_revenue = abs(self.revenue(year))
temp_operating_expenses = abs(self.operating_expenses(year))
return temp_revenue - temp_operating_expenses
except:
return None
def free_cash_flow(self, year):
try:
if year >= 2018:
temp_cfo = self.cash_flow_operations(year)
temp_interest = self.interest(year)
temp_tax_rate = self.new_corporate_tax_rate
temp_capex = self.capital_expenditures(year)
return temp_cfo + (temp_interest *
(1 - temp_tax_rate)) - temp_capex
elif year < 2018:
temp_cfo = self.cash_flow_operations(year)
temp_interest = self.interest(year)
temp_tax_rate = self.old_corporate_tax_rate
temp_capex = self.capital_expenditures(year)
return temp_cfo + (temp_interest *
(1 - temp_tax_rate)) - temp_capex
except:
return None
def beta(self):
try:
return self.financials.get_beta()
except:
return None
def cost_of_equity(self):
try:
return self.risk_free_ror + (
self.beta() * (self.market_ror - self.risk_free_ror))
except:
return None
def gross_profit_margin(self, year):
try:
return (self.revenue(year) -
self.cost_of_revenue(year)) / self.revenue(year)
except:
return None
def operating_profit_margin(self, year):
try:
return self.ebit(year) / self.revenue(year)
except:
return None
def net_profit_margin(self, year):
try:
return self.net_income(year) / self.revenue(year)
except:
return None
def short_ratio(self):
try:
return self.get_key_statistics()['shortRatio']
except:
return None
# Extract company tickers from the data frame and turn them into a list
companyTickers = companiesData['Ticker'].tolist()
# print(companyTickers)
pe_ratios = []
market_caps = []
dividend_yields = []
sectors = []
industries = []
names = []
# For each company in the S&P 500 list, extract its PE ratio and market cap and add each of them to its respective list
for ticker in companyTickers:
yahoo_financials = YahooFinancials(ticker)
print('Downloading data for ' + ticker + '...')
pe_ratios.append(yahoo_financials.get_pe_ratio())
market_caps.append(yahoo_financials.get_market_cap())
try:
dividend_yields.append(
str(format(yahoo_financials.get_dividend_yield() * 100, ".2f")) +
'%')
except:
dividend_yields.append(str(yahoo_financials.get_dividend_yield()))
sectors.append(yahoo_data.getSector(ticker))
industries.append(yahoo_data.getIndustry(ticker))
names.append(yahoo_data.getName(ticker))
companiesData['Name'] = names
companiesData['Sector'] = sectors
companiesData['Industry'] = industries
companiesData['P/E'] = pe_ratios