pretty_name: Stocks Quarterly Balance Sheet
language:
- en
license: other
task_categories:
- time-series-forecasting
- tabular-regression
tags:
- finance
- quantitative-trading
- backtesting
- algorithmic-trading
- stocks
- equities
- quarterly
- fundamentals
size_categories:
- 100K<n<1M
extra_gated_prompt: >-
This dataset is free to browse and gated for download. Approval is tied to a
Papers With Backtest subscription, which also covers the other datasets in
this organisation and the strategy catalogue at
https://paperswithbacktest.com. Plans and what each one includes:
https://paperswithbacktest.com/pricing
dataset_info:
features:
- name: symbol
dtype: string
- name: date
dtype: string
- name: reported_currency
dtype: string
- name: total_assets
dtype: float64
- name: total_current_assets
dtype: float64
- name: cash_and_cash_equivalents_at_carrying_value
dtype: float64
- name: cash_and_short_term_investments
dtype: float64
- name: inventory
dtype: float64
- name: current_net_receivables
dtype: float64
- name: total_non_current_assets
dtype: float64
- name: property_plant_equipment
dtype: float64
- name: accumulated_depreciation_amortization_ppe
dtype: float64
- name: intangible_assets
dtype: float64
- name: intangible_assets_excluding_goodwill
dtype: float64
- name: goodwill
dtype: float64
- name: investments
dtype: null
- name: long_term_investments
dtype: float64
- name: short_term_investments
dtype: float64
- name: other_current_assets
dtype: float64
- name: other_non_current_assets
dtype: null
- name: total_liabilities
dtype: float64
- name: total_current_liabilities
dtype: float64
- name: current_accounts_payable
dtype: float64
- name: deferred_revenue
dtype: null
- name: current_debt
dtype: null
- name: short_term_debt
dtype: float64
- name: total_non_current_liabilities
dtype: float64
- name: capital_lease_obligations
dtype: float64
- name: long_term_debt
dtype: float64
- name: current_long_term_debt
dtype: float64
- name: long_term_debt_noncurrent
dtype: null
- name: short_long_term_debt_total
dtype: float64
- name: other_current_liabilities
dtype: float64
- name: other_non_current_liabilities
dtype: float64
- name: total_shareholder_equity
dtype: float64
- name: treasury_stock
dtype: float64
- name: retained_earnings
dtype: float64
- name: common_stock
dtype: float64
- name: common_stock_shares_outstanding
dtype: float64
splits:
- name: train
num_examples: 342800
Stocks Quarterly Balance Sheet
This dataset includes quarterly balance sheet data for various stocks.
342,800 rows over 6,893 symbols, 39 columns, covering 1983-06-30 to 2026-06-30. Refreshed monthly.
Strategies Built on This Data
1,067 papers in the Papers With Backtest catalogue declare this dataset as an input. 1,012 of them have been coded and run over their own full history. The median replicated Sharpe ratio is +0.27, and 37% clear a t-statistic of 1.96 on their own sample, against 48% across all 4,837 replications in the library.
Some of the strongest results that lean on it:
| Strategy | Sharpe | t-stat | Tested over |
|---|---|---|---|
| How to Combine Investment Signals in Long/Short Strategies - Insights from Simulations and Empirical Analyses | +0.69 | 3.2 | 22 years |
| Value and Size Effect: Now You See It, Now You Don’t | +1.52 | 9.1 | 36 years |
| Does Probability Weighting Drive Skewness Preferences? | +1.12 | 6.7 | 35 years |
| Lottery Demand, Weather and the Cross-Section of Stock Returns | +1.01 | 6.1 | 36 years |
A Sharpe ratio quoted without its t-statistic hides how much of the library cannot be distinguished from zero, which is why both are shown. The figures are in-sample over each strategy's own window and carry no transaction costs.
Why It Matters
This dataset strengthens fundamental equity research and risk controls by:
- Fundamental factors: Balance sheet strength (liquidity, leverage, book value) feeds value and quality signals.
- Credit risk monitoring: Track leverage and coverage trends to flag deteriorating issuers.
- Event studies: Quarterly cadence aligns with earnings seasons and 10-Q releases.
Load It
Installation/Upgrade:
pip install --upgrade pwb-toolbox
Load the Dataset:
from pwb_toolbox import datasets as pwb_ds
df = pwb_ds.load_dataset("Stocks-Quarterly-BalanceSheet", symbols=["AAPL"])
print(df.iloc[0, :])
Example Output:
symbol AAPL
date 2005-09-30
reported_currency USD
total_assets 11551000000.0
total_current_assets 9969000000.0
cash_and_cash_equivalents_at_carrying_value 3491000000.0
cash_and_short_term_investments 3491000000.0
inventory 165000000.0
current_net_receivables 1312000000.0
total_non_current_assets 1251000000.0
property_plant_equipment 817000000.0
accumulated_depreciation_amortization_ppe NaN
intangible_assets 27000000.0
intangible_assets_excluding_goodwill 27000000.0
goodwill 69000000.0
investments None
long_term_investments NaN
short_term_investments 4770000000.0
other_current_assets 231000000.0
other_non_current_assets None
total_liabilities 4085000000.0
total_current_liabilities 3484000000.0
current_accounts_payable 1779000000.0
deferred_revenue None
current_debt None
short_term_debt 798000000.0
total_non_current_liabilities 601000000.0
capital_lease_obligations NaN
long_term_debt NaN
current_long_term_debt NaN
long_term_debt_noncurrent None
short_long_term_debt_total NaN
other_current_liabilities 1204000000.0
other_non_current_liabilities NaN
total_shareholder_equity 7466000000.0
treasury_stock NaN
retained_earnings 4005000000.0
common_stock 3521000000.0
common_stock_shares_outstanding 24477796000.0
Columns
| Column Name | Description |
|---|---|
| symbol | Stock ticker. |
| date | Fiscal period end date (YYYY-MM-DD). |
| reported_currency | Currency used in the filing. |
| total_assets | Total assets reported for the period. |
| total_current_assets | Aggregate current assets. |
| cash_and_cash_equivalents_at_carrying_value | Cash and cash equivalents on hand. |
| cash_and_short_term_investments | Combined cash and short-term investment balance. |
| inventory | Inventory value on the balance sheet. |
| current_net_receivables | Net receivables expected within a year. |
| total_non_current_assets | Aggregate non-current assets. |
| property_plant_equipment | Gross property, plant, and equipment balance. |
| accumulated_depreciation_amortization_ppe | Accumulated depreciation and amortization for PP&E. |
| intangible_assets | Total intangible assets balance. |
| intangible_assets_excluding_goodwill | Intangible assets excluding goodwill. |
| goodwill | Reported goodwill. |
| investments | Total investments balance. |
| long_term_investments | Long-term investment holdings. |
| short_term_investments | Short-term investment holdings. |
| other_current_assets | Other current assets not itemized. |
| other_non_current_assets | Other non-current assets not itemized. |
| total_liabilities | Total liabilities reported for the period. |
| total_current_liabilities | Aggregate current liabilities. |
| current_accounts_payable | Accounts payable due within a year. |
| deferred_revenue | Deferred revenue obligations. |
| current_debt | Debt obligations due within a year. |
| short_term_debt | Short-term borrowing balance. |
| total_non_current_liabilities | Aggregate non-current liabilities. |
| capital_lease_obligations | Capital lease liabilities. |
| long_term_debt | Total long-term debt outstanding. |
| current_long_term_debt | Portion of long-term debt due within a year. |
| long_term_debt_noncurrent | Long-term debt classified as non-current. |
| short_long_term_debt_total | Combined short- and long-term debt balance. |
| other_current_liabilities | Other current liabilities not itemized. |
| other_non_current_liabilities | Other non-current liabilities not itemized. |
| total_shareholder_equity | Total shareholders' equity. |
| treasury_stock | Value of treasury stock. |
| retained_earnings | Retained earnings balance. |
| common_stock | Common stock value. |
| common_stock_shares_outstanding | Number of common shares outstanding. |
What This Data Does Not Cover
No filing date. The only timestamp here is date, the fiscal period end. A US filer has up to forty-five days after the quarter closes to file, and restatements arrive later still, so a signal keyed on date uses numbers that were not public on that date. Stocks-Quarterly-Earnings carries reported_date, the announcement date, and joins on symbol and date; lagging by a quarter is the cruder alternative.
As reported now, not as reported then. Each period appears once and carries the current figure, so a restated quarter shows the restatement rather than what the market saw.
Access
Browsing the card and the schema is open to anyone. Downloading the files needs an approved request, tied to a subscription: what each plan includes. The same subscription covers the other datasets in this organisation.
Elsewhere
- Dataset page and coverage charts
- The strategy catalogue, 3,806 papers and 4,837 replicated strategies
pwb-toolbox, the loader used in the snippet aboveawesome-systematic-trading, the replicated strategies with their measured Sharpe- Every dataset in this organisation
Papers With Backtest publishes 32 datasets on the Hub and codes the papers that use them. Every strategy in the catalogue is run over its own full history before it is published, which is where the numbers above come from.