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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.

Two feeds, one table. Since 26 October 2026 the rows come from two sources merged upstream: the AlphaVantage feed, as before, and the XBRL financial data of the SEC filings, which adds the quarters AlphaVantage never carried (76,483 rows, names it does not cover, nothing before 2010), the filer's cik and fiscal calendar, 16 items it has no column for, and a filing_date for every row the EDGAR index can date (85% of them). On a quarter both feeds hold, the AlphaVantage values are kept (the two agree within 0.1 % on 95 % of the common balance-sheet totals); the XBRL values fill the rest through an item-by-item mapping measured on the common quarters, and source says which. date stays the fiscal period end; a strategy that must not see a quarter before it was public joins on filing_date instead, with no further lag.

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.
filing_date	Day the first 10-Q (quarters 1 to 3) or 10-K (quarter 4) covering the period reached EDGAR: the first day the figures were public. Empty when no such filing is in the index within a year.
cik	Filer's SEC Central Index Key, zero-padded to ten digits.
fiscal_year	Fiscal year of the period (XBRL rows).
fiscal_quarter	Fiscal quarter of the period, 1 to 4 (XBRL rows).
source	`alphavantage` when the row's original columns come from that feed, `xbrl` when they are filled from the SEC filings.
income_loss_from_discontinued_operations	Income loss from discontinued operations, from the XBRL filings (empty on AlphaVantage rows).
other_operating_activities	Other operating activities, from the XBRL filings (empty on AlphaVantage rows).
change_in_other_operating_assets_and_liabilities_net	Change in other operating assets and liabilities net, from the XBRL filings (empty on AlphaVantage rows).
cash_from_operating_activities_continuing_operations	Cash from operating activities continuing operations, from the XBRL filings (empty on AlphaVantage rows).
net_cash_from_operating_activities_discontinued_operations	Net cash from operating activities discontinued operations, from the XBRL filings (empty on AlphaVantage rows).
sale_of_property_plant_and_equipment	Sale of property plant and equipment, from the XBRL filings (empty on AlphaVantage rows).
other_investing_activities	Other investing activities, from the XBRL filings (empty on AlphaVantage rows).
net_cash_from_investing_activities_continuing_operations	Net cash from investing activities continuing operations, from the XBRL filings (empty on AlphaVantage rows).
net_cash_from_investing_activities_discontinued_operations	Net cash from investing activities discontinued operations, from the XBRL filings (empty on AlphaVantage rows).
short_term_debt_issuances_repayments	Short term debt issuances repayments, from the XBRL filings (empty on AlphaVantage rows).
long_term_debt_issuances_repayments	Long term debt issuances repayments, from the XBRL filings (empty on AlphaVantage rows).
noncontrolling_interests	Noncontrolling interests, from the XBRL filings (empty on AlphaVantage rows).
other_financing_activities	Other financing activities, from the XBRL filings (empty on AlphaVantage rows).
net_cash_from_financing_activities_continuing_operations	Net cash from financing activities continuing operations, from the XBRL filings (empty on AlphaVantage rows).
net_cash_from_financing_activities_discontinued_operations	Net cash from financing activities discontinued operations, from the XBRL filings (empty on AlphaVantage rows).
other_cash_adjustments	Other cash adjustments, from the XBRL filings (empty on AlphaVantage rows).

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.

Sources: AlphaVantage; SEC EDGAR (XBRL financial data and the filing index).

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 above
awesome-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.

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