Historical Fundamentals Imported

This article describes the historical financial data that is imported when you use the Stock Ticker fundamentals integration in Model Reef.

You will learn:

• Which statement items are imported.

• How far back history typically goes.

• How the data is structured by period.

• How it appears in the Data Library and variables.

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Statement coverage

1

Profit and Loss (Income Statement)

Typical series include:

• Revenue or total sales.

• Cost of goods sold or direct costs.

• Gross profit.

• Operating expenses or operating income components (to the extent available).

• Depreciation and amortisation where disclosed.

• Interest expense.

• Tax expense.

• Net income.

2

Balance Sheet

Typical series include:

• Cash and cash equivalents.

• Receivables.

• Inventory (if available).

• Property, plant and equipment and other long lived assets.

• Intangible assets where disclosed.

• Short term and long term debt.

• Other key liabilities.

• Total equity.

3

Cashflow Statement

Typical series include:

• Cash from operating activities.

• Cash used in or from investing activities.

• Cash from or used in financing activities.

• Individual components where available, such as capex and dividends.

• Net change in cash.

The exact set of series can vary by data provider and company, but the goal is to provide enough structure to reconstruct a usable three statement model.

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Historical horizon

The ticker fundamentals import usually brings in multiple years of history, for example:

• 3 to 10 years of annual data.

• Where available, some providers may also expose interim or quarterly data.

In Model Reef, each imported series is stored as a time series with:

• A date or period key.

• A value (in the company reporting currency).

• A resolution (for example annual or quarterly).

The imported frequency can be different from the model's internal granularity. Model Reef will align periods when building variables and statements.

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Data structure and normalisation

When fundamentals are imported:

• Raw values from the data provider are converted into consistent units (for example full currency values rather than thousands).

• Each series is stored separately in the Data Library, tagged as coming from the Stock Ticker source.

• Periods are aligned to a clean timeline, based on the reporting dates supplied.

Normalisation rules aim to preserve the original values while making them usable alongside other Model Reef data sources.

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Where you can see the imported fundamentals

You can see the imported ticker fundamentals in several places:

• Data Library

  • Filter entries by source to show only Stock Ticker series.

  • Inspect the values for each reporting period.

  • See which variables reference each series.

• Variables

  • Auto created variables for the company branch will show historical values directly sourced from the fundamentals.

  • Name, type and category of each variable reflect the economic meaning of the line (e.g. Revenue, COGS, Opex, Asset, Liability).

• Reports

  • P&L, Balance Sheet and Cashflow reports will show historical periods populated entirely from imported fundamentals.

• Charts

  • Dashboards will render historical performance for core KPIs as soon as the import is complete.

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Limitations and caveats

Ticker fundamentals imports are subject to the structure and quality of the underlying data source. Limitations can include:

• Aggregated line items where detail is not disclosed.

• Differences in classification conventions between companies or regions.

• Limited breakdown for some operating expense or segment details.

• Annual only series for some companies, with no quarterly level detail.

You can always layer additional detail or management style adjustments on top using manual variables and drivers.

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Related articles

• Fund Cash Flow (Capital Calls/Distributions)

• Build a KPI Dashboard

• Stock Ticker (Fundamentals Import)

• Creating Scenarios