Risk Feed¶
General Information¶
The VerityData Risk database covers 10-Ks and 10-Qs since 2011. The feed includes counts and types of risk factor and legal proceeding changes.
Data Dictionaries¶
| Heading | Description |
|---|---|
| ticker | Ticker of the company |
| cid | VerityData's unique company id |
| cik | EDGAR's CIK (Central Index Key), the unique numerical identifier for SEC filers. CIK numbers remain unique to the filer; they are not recycled. |
| cusip | CUSIP identifier of the company |
| company_name | Name of the company |
| sector | Sector of the company |
| class_status | Denotes the status of the company at the time of the last_update. Useful to exclude posthumous edits to inactive companies from your modeling / testing. |
| mcap | Market Cap of the company as of the filing date |
| iacc | VerityData's unique filing id |
| form_type | SEC form type |
| date_filed | Date of filing, as submitted by filer |
| filed_timestamp | Date & time SEC received the filing |
| received | Date & time VerityData received the filing from SEC |
| spot_approved | Boolean - TRUE if VerityData reviewed & approved the filing |
| spot_approved_date | Date & time VerityData approved the filing |
| in_coverage | Boolean - TRUE if the company is actively monitored and 10-K/Q, IPO, and Proxy filings are reviewed by VerityData |
| sec_link | Link to the filing on sec.gov |
| sec_period | Filing period value as filed with the SEC |
| document_period_enddate | Date from Document Entity Information |
| document_fiscal_period | Value from Document Entity Information |
| document_fiscal_year | Value from Document Entity Information |
| jaccard_score | Jaccard score of word changes |
| total_risks | Total number of risks |
| unusual_risks | Number of unusual risks |
| new_risks | Number of new risks |
| deleted_risks | Number of deleted risks |
| total_change_risks | Number of changed risks |
| big_change_risks | Number of risks with big changes |
| medium_change_risks | Number of risks with medium changes |
| small_change_risks | Number of risks with small changes |
| tiny_ change_risks | Number of risks with tiny changes |
| unchanged_risks | Number of unchanged risks |
| risk_word_count | Count of words in risk factors |
| risk_word_count_change | Percent change in wordcount compared to the prior filing |
| legal_no_longer_boilerplate | Boolean - TRUE if Legal Proceedings changed from boiler plate to non-boiler plate |
| legal_update_type | Change types include: N - New, F - Big, B - Medium, M - Small, S - Tiny, U - No Changes, - Not in Filing |
| last_update | The date of the last update for this entry |
| edit_action | "U" for update, "D" for delete and "I" for new insert |
| asof | The date the record appeared in the feed. |