Sharadar Data
Sharadar offers a suite of complementary datasets for US equities, fully integrated with QuantRocket
US Fundamentals
corporate fundamentals for US stocks with history since 1990US Insider Holdings
insider holdings and transactions for US stocks with history since 2005US Institutional Investors
institutional ownership data for US stocks with history since 2013SEC Form 8-K Events
corporate event data sourced from SEC Form 8-K filings with history since 1993S&P 500 Constituents
historical additions to and removals from the S&P 500 index since 1957End-of-Day US Stock and Fund Prices
end-of-day US stock and fund prices with history since 1998Explore Sharadar data in the Data Library
Analyzing Sharadar data in QuantRocket is a snap
How have the top 20% of stocks by EPS performed?
# Get prices
>>> prices = get_prices("sharadar-us-1d", fields="Close")
>>> closes = prices.loc["Close"]
>>> returns = closes.pct_change()
# Rank stocks by EPS and get returns of top 20%
>>> eps = get_sharadar_fundamentals_reindexed_like(closes, fields="EPS").loc["EPS"]
>>> eps_ranks = eps.rank(axis=1, pct=True)
>>> winner_returns = returns.where(eps_ranks.shift() > 0.8)What if we limit to stocks that were in the S&P 500 at the time?
>>> in_sp500 = get_sharadar_sp500_reindexed_like(closes)
>>> winner_returns.where(in_sp500)Learn more in the usage guide or see Sharadar example code in the Code Library.
About Sharadar
Founded in 2013, Sharadar provides originally curated data for U.S. public companies, combining people, software and process to generate investment grade data.
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