Point-in-time quarterly fundamentals (derived analytics + SEC-sourced raw)

Quarterly fundamentals for a single ticker, point-in-time filtered: a row is visible if and only if its filed_date is on or before as_of (never "latest"). filed_date_source is exact (vendor filing date) or approx (period_end + 45 days, the 10-Q deadline, when the vendor date is missing).

Derived analytics + per-cell raw SEC exposure. Rows carry TTM profitability ratios (roe_ttm, roa_ttm, fcf_margin), capital-return ratios (payout_ratio, retention_ratio, buyback_ratio, total_payout_ratio, sustainable_growth), leverage_ratio, long-window ERM3 valuation betas with provenance, the cost-of-capital layer (cost_of_equity, strict cost_of_debt / wacc, parallel cost_of_debt_imputed / wacc_imputed, and economic_profit), and the equity-bridge residual + inputs mask. sec_facts carries RAW line items for the cells whose serving value is SEC XBRL (public); vendor-sourced cells are not included there.

Numeric line items are stored at ~7 significant figures (float32) — suitable for analysis, not cent-level reconciliation. gross_margin and operating_margin are currently always null (inputs not yet in the store). market_cap is a current snapshot, not point-in-time per quarter.

Disclosures (also returned in every response body):

• Realized historical data only. No forecasts, no analyst targets, no buy/sell signals.

• Coverage starts ~2009 for most filers; pre-2009 and small-cap or recently-IPO'd names are thin. Missing fields are null.

• beta_market is the long-window valuation beta used by the CAPM layer, not the short-half-life hedging beta on the daily risk surface. For defensive names cost_of_equity can still fall below the risk-free rate.

• WACC uses BOOK-value weights. Market-value weights are the textbook convention; compute them yourself if you have market-cap access.

• Strict cost_of_debt and wacc are never silently filled. When trusted SEC debt is positive but TTM interest expense cannot form a strict debt cost, the separate imputed fields may use a PIT-lagged high-quality-market proxy. Its spread is the monthly Treasury HQM 10-year spot yield minus the same-month GS10 monthly average; that stored spread is then added to the separate period-end point-in-time 10-year Treasury rate. HQM month M becomes eligible on day 10 of M+1. The proxy covers the A/AA/AAA market; it is not issuer-specific.

• TTM sums flows over the trailing 4 reported quarters; stock quantities are point-in-time (ROE denominator uses trailing-4-quarter average equity). Ratios need 4 finite quarters or they are null.

• erp (default 0.05) and tax_rate (default 0.21) are request parameters echoed in the response. The documented defaults are used when omitted; no equity-risk-premium opinion is stored in the data.

• rf_rate is the Treasury constant-maturity yield at the selected rf_tenor (3m|1y|2y|5y|10y|30y, default 10y — the valuation convention), sampled at the last observation on or before each quarter's period end. A short tenor should be paired with a bill-basis ERP or cost of capital is understated.

Authentication: Required (API Key or OAuth2) Billing: $0.02 per request (deducted from account balance) Rate Limit: 60 requests/minute (default)

Per-symbol, per-call only: no batch variant, no CSV/bulk export (JSON only).