Thursday, March 21, 2019
Tech Data’s Goodwill Adjustment

Tuesday, March 19, 2019
There’s Taxes, and There’s Taxes

Saturday, March 16, 2019
Adventures in Tax Cuts and Net Income

Monday, March 11, 2019
Big Moves in Goodwill, Intangible Value

Friday, March 8, 2019
CVS, Goodwill, and Enterprise Value

Thursday, February 28, 2019
Summary of Our Goodwill Research/ How-To

Wednesday, February 27, 2019
What Does ‘Other’ Mean? An Example

Thursday, February 21, 2019
Another Tale, Buried in the Footnotes

Wednesday, February 13, 2019
Low Latency Calcbench

Monday, February 11, 2019
Now Streaming on Hulu: Red Ink

Thursday, February 7, 2019
Early Look at 2018 Tax Decline

Wednesday, February 6, 2019
You Revised WHAT, Netflix?

Thursday, January 31, 2019
Talking About Huawei Exposure

Wednesday, January 30, 2019
Another Discrepancy in Reported Numbers

Wednesday, January 30, 2019
Finding Revised Facts: Hertz Edition

Wednesday, January 23, 2019
GE Commercial Aviation Services: Bringing Numbers to Light

Monday, January 21, 2019
Differences in Earnings Releases and 10-Ks

Wednesday, January 16, 2019
The Importance of Textual Analysis

Tuesday, January 8, 2019
A Look at Climate Change Disclosures

Wednesday, January 2, 2019
Quants: Point-in-Time Data for Backtesting

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Point-In-Time Fundamental Data
Friday, December 2, 2016

Quantamentalists, rejoice! Calcbench is proud to introduce our newest feature via our API.

Today, a user can download Calcbench’s 1,000+ standardized metrics for 10,000 public companies with filing date-stamps. You can use this “point-in-time” data to backtest fundamental algorithms while avoiding look-ahead bias.

Calcbench captures and reports as-filed financial data as well as revisions that occur as companies report data in future periods. Academic literature refers to these as ‘little R’ revisions. Please note that these are not full financial restatements, and that companies may revise numbers for a variety of reasons. (See a previous blog entry which discusses revisions in detail.)

Instructions for getting Point-In-Time data from our API are @ Every point returned by the API has the date and time the document from the which the point came from was uploaded to the SEC’s Edgar system.

Please contact Calcbench before you get started with your Point-In-Time project. API access is not included in the standard Calcbench subscription.

Footnote Points for ORCL and MSFT

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