You need to agree to share your contact information to access this dataset
This repository is publicly accessible, but you have to accept the conditions to access its files and content.
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
Log in or Sign Up to review the conditions and access this dataset content.
Stocks Quarterly Cashflow
This dataset includes quarterly cash flow data for various stocks.
337,982 rows over 6,844 symbols, 30 columns, covering 1988-12-31 to 2026-06-30. Refreshed monthly.
Strategies Built on This Data
487 papers in the Papers With Backtest catalogue declare this dataset as an input. 456 of them have been coded and run over their own full history. The median replicated Sharpe ratio is +0.26, and 36% 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 |
|---|---|---|---|
| Evolutionary Stable Stock Markets | +1.04 | 6.3 | 36 years |
| An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index | +0.88 | 5.2 | 34 years |
| The Cross-Section of Stock Returns before CRSP | +0.60 | 3.1 | 27 years |
| Margin Requirements and Evolutionary Asset Pricing | +0.51 | 3.0 | 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 supports cash-flow-based factors and risk assessments by:
- Quality signals: Cash conversion and free cash flow strength differentiate resilient issuers from accrual-heavy peers.
- Capital allocation: Track buybacks, dividends, and capital expenditures to understand shareholder return policies.
- Liquidity assessment: Operating cash trends help flag funding risks and earnings sustainability.
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-CashFlow", symbols=["AAPL"])
print(df.iloc[0, :])
Example Output:
symbol AAPL
date 2005-09-30
reported_currency USD
operating_cashflow 752000000.0
payments_for_operating_activities None
proceeds_from_operating_activities None
change_in_operating_liabilities None
change_in_operating_assets None
depreciation_depletion_and_amortization 51000000.0
capital_expenditures 96000000.0
change_in_receivables NaN
change_in_inventory 28000000.0
profit_loss None
cashflow_from_investment -429000000.0
cashflow_from_financing 74000000.0
proceeds_from_repayments_of_short_term_debt None
payments_for_repurchase_of_common_stock None
payments_for_repurchase_of_equity None
payments_for_repurchase_of_preferred_stock None
dividend_payout NaN
dividend_payout_common_stock NaN
dividend_payout_preferred_stock None
proceeds_from_issuance_of_common_stock None
proceeds_from_issuance_of_long_term_debt_and_capital_securities_net None
proceeds_from_issuance_of_preferred_stock None
proceeds_from_repurchase_of_equity 74000000.0
proceeds_from_sale_of_treasury_stock None
change_in_cash_and_cash_equivalents 397000000.0
change_in_exchange_rate NaN
net_income 430000000.0
Columns
| Column Name | Description |
|---|---|
| symbol | Stock ticker. |
| date | Fiscal period end date (YYYY-MM-DD). |
| reported_currency | Currency used in the filing. |
| operating_cashflow | Net cash provided by operating activities. |
| payments_for_operating_activities | Cash outflows related to operations. |
| proceeds_from_operating_activities | Cash inflows related to operations. |
| change_in_operating_liabilities | Change in operating liabilities within the period. |
| change_in_operating_assets | Change in operating assets within the period. |
| depreciation_depletion_and_amortization | Depreciation, depletion, and amortization expenses. |
| capital_expenditures | Cash spent on capital expenditures. |
| change_in_receivables | Period change in accounts receivable. |
| change_in_inventory | Period change in inventory balances. |
| profit_loss | Profit or loss reported for the period. |
| cashflow_from_investment | Net cash from investing activities. |
| cashflow_from_financing | Net cash from financing activities. |
| proceeds_from_repayments_of_short_term_debt | Cash from repaying or issuing short-term debt. |
| payments_for_repurchase_of_common_stock | Cash outflows for common stock repurchases. |
| payments_for_repurchase_of_equity | Cash used to repurchase equity instruments. |
| payments_for_repurchase_of_preferred_stock | Cash used to repurchase preferred stock. |
| dividend_payout | Total dividend payments. |
| dividend_payout_common_stock | Dividends paid on common stock. |
| dividend_payout_preferred_stock | Dividends paid on preferred stock. |
| proceeds_from_issuance_of_common_stock | Cash received from issuing common stock. |
| proceeds_from_issuance_of_long_term_debt_and_capital_securities_net | Net cash from issuing long-term debt or capital securities. |
| proceeds_from_issuance_of_preferred_stock | Cash received from issuing preferred stock. |
| proceeds_from_repurchase_of_equity | Cash inflow from reissuing equity. |
| proceeds_from_sale_of_treasury_stock | Cash received from selling treasury stock. |
| change_in_cash_and_cash_equivalents | Net change in cash and cash equivalents. |
| change_in_exchange_rate | Impact of exchange rate changes on cash. |
| net_income | Net income reported for the period. |
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.
- Downloads last month
- 474