QA: us_brokers 2016-2022

Table of Contents

Ranks across the years

name name_short 2016 2017 2018 2019 2020 2021 2022 2016-val 2017-val 2018-val 2019-val 2020-val 2021-val 2022-val 2016->2017 2017->2018 2018->2019 2019->2020 2020->2021 2021->2022
0001405528 United States 12 Month Oil Fund LP United 8 34 28 5 2 3 1 353.69300 211.10400 131.586000 463.290000 589.72300 7.193720e+02 589.08300 26 -6 -23 -3 1 -2
0001327068 United States Oil Fund LP United 4 24 48 2 73 2 2 379.09800 235.09600 50.326300 553.313000 -231.86200 8.339300e+02 583.95400 20 24 -46 71 -71 0
0001472494 United States Brent Oil Fund LP United 1 4 52 3 3 1 3 515.76800 348.28000 44.017900 512.243000 535.11200 8.515960e+02 535.08000 3 48 -49 0 -2 2
0001396878 United States Gasoline Fund LP United 19 26 69 1 1 4 4 293.68400 227.63400 -92.843300 614.832000 683.75500 6.726580e+02 509.51900 7 43 -68 0 3 0
0000910467 CAMPBELL STRATEGIC ALLOCATION FUND LP CAMPBEL 57 35 38 25 32 17 5 51.42240 210.45800 86.747000 267.346000 195.50700 3.051650e+02 509.15400 -22 3 -13 7 -15 -12
0001383058 Invesco DB Oil Fund Invesco 13 12 36 4 14 5 6 323.87300 275.26300 97.937000 495.056000 319.29000 6.716460e+02 458.55800 -1 24 -32 10 -9 1
0001383062 Invesco DB Energy Fund Invesco 11 16 66 6 53 7 7 328.90600 260.97400 -3.694990 457.947000 41.51430 5.042310e+02 456.34200 5 50 -60 47 -46 0
0001043951 CAMPBELL FUND TRUST CAMPBEL 51 22 34 20 23 14 8 86.87660 246.16500 106.773000 295.288000 225.56300 3.268010e+02 426.88000 -29 12 -14 3 -9 -6
0001066656 Ceres Classic L.P. Ceres C 63 18 67 8 40 20 9 31.59090 254.42900 -17.971200 371.860000 136.86300 2.707270e+02 424.36500 -45 49 -59 32 -20 -11
0001817232 Dune Acquisition Corp Dune Ac NaN NaN NaN NaN NaN 35 10 NaN NaN NaN NaN NaN 2.208990e+02 416.17800 NaN NaN NaN NaN NaN -25
0001328237 Invesco DB Commodity Index Tracking Fund Invesco 6 17 37 11 39 8 11 358.29100 257.95700 87.753900 354.038000 143.66300 4.434120e+02 390.32400 11 20 -26 28 -31 3
0001376227 United States Natural Gas Fund LP United 14 77 2 56 72 21 12 311.51100 -31.58500 461.967000 72.530100 -199.16000 2.666460e+02 384.88300 63 -75 54 16 -51 -9
0001405513 United States 12 Month Natural Gas Fund LP United 15 79 7 74 30 10 13 304.89700 -107.71500 305.514000 12.333200 201.96200 4.007660e+02 357.42700 64 -72 67 -44 -20 3
0000888471 NESTOR PARTNERS NESTOR 12 20 12 21 43 19 14 328.32700 251.04000 235.924000 273.465000 97.98630 2.821130e+02 356.68400 8 -8 9 22 -24 -5
0001325676 Ceres Tactical Commodity L.P. Ceres T 23 50 13 33 18 9 15 272.89000 133.75400 230.717000 234.922000 268.49300 4.352080e+02 350.57100 27 -37 20 -15 -9 6
0001198415 Altegris Winton Futures Fund L.P. Altegri 41 28 23 43 70 25 16 176.54100 223.30800 161.901000 205.057000 -186.12200 2.534930e+02 347.54300 -13 -5 20 27 -45 -9
0001209709 CERES TACTICAL SYSTEMATIC L.P. CERES T 48 46 26 44 37 16 17 103.26500 139.88800 143.287000 204.653000 152.52100 3.181470e+02 335.70200 -2 -20 18 -7 -21 1
0001145765 GLOBAL MACRO TRUST GLOBAL 18 25 18 28 47 23 18 294.38500 230.59300 200.283000 248.536000 66.19200 2.598630e+02 332.69700 7 -7 10 19 -24 -5
0000350894 SEI INVESTMENTS CO SEI INV 16 5 6 16 15 15 19 301.67100 319.18200 347.127000 333.654000 310.55000 3.224480e+02 307.18400 -11 1 10 -1 0 4
0000861441 FUTURES PORTFOLIO FUND L.P. FUTURES 35 33 21 29 36 NaN 20 198.58600 215.69600 170.134000 244.893000 156.37400 NaN 303.14500 -2 -12 8 7 NaN NaN
0001383054 INVESCO DB SILVER FUND INVESCO 78 13 47 17 6 52 21 -101.24200 272.28500 54.595500 329.914000 438.33900 7.389840e+01 297.35600 -65 34 -30 -11 46 -31
0001460235 abrdn Platinum ETF Trust abrdn P 29 NaN NaN NaN NaN 50 22 244.34900 NaN NaN NaN NaN 1.139500e+02 281.80300 NaN NaN NaN NaN NaN -28
0001383151 Invesco DB US Dollar Index Bullish Fund Invesco 27 53 8 27 44 24 23 256.90400 121.87300 276.136000 257.199000 96.36210 2.563590e+02 269.73500 26 -45 19 17 -20 -1
0001113169 PRICE T ROWE GROUP INC PRICE T 7 3 5 9 10 13 24 355.61800 357.08200 374.555000 370.000000 360.51900 3.480290e+02 262.45800 -4 2 4 1 3 11
0001690437 GraniteShares Gold Trust Granite NaN NaN NaN NaN NaN 31 25 NaN NaN NaN NaN NaN 2.281370e+02 247.65500 NaN NaN NaN NaN NaN -6
0001450922 abrdn Silver ETF Trust abrdn S NaN NaN NaN 15 4 NaN 26 NaN NaN NaN 335.715000 501.94600 NaN 234.93300 NaN NaN NaN -11 NaN NaN
0001353611 Invesco CurrencyShares British Pound Sterling Trust Invesco NaN NaN NaN 34 29 NaN 27 NaN NaN NaN 229.477000 208.25300 NaN 232.30100 NaN NaN NaN -5 NaN NaN
0001353612 Invesco CurrencyShares Canadian Dollar Trust Invesco NaN NaN NaN 32 21 32 28 NaN NaN NaN 237.234000 228.68500 2.252100e+02 231.17200 NaN NaN NaN -11 11 -4
0001354730 Invesco DB G10 Currency Harvest Fund Invesco 17 41 15 22 31 29 29 299.68600 178.65500 226.282000 272.828000 196.53500 2.355070e+02 229.99100 24 -26 7 9 -2 0
0001353282 MANAGED FUTURES PREMIER WARRINGTON L.P. MANAGED 26 23 9 45 33 27 30 258.34300 237.77300 251.697000 199.016000 188.78600 2.482320e+02 229.29700 -3 -14 36 -12 -6 3
0001758730 Tradeweb Markets Inc. Tradewe NaN NaN NaN 42 28 38 31 NaN NaN NaN 209.459000 216.98000 2.165550e+02 225.34500 NaN NaN NaN -14 10 -7
0001353613 Invesco CurrencyShares Japanese Yen Trust Invesco NaN NaN NaN 35 24 34 32 NaN NaN NaN 224.559000 224.43000 2.236470e+02 224.71000 NaN NaN NaN -11 10 -2
0001328598 Invesco CurrencyShares Euro Trust Invesco NaN NaN NaN 36 25 37 33 NaN NaN NaN 223.278000 222.59600 2.170000e+02 224.18700 NaN NaN NaN -11 12 -4
0001450923 abrdn Gold ETF Trust abrdn G 21 NaN 17 12 NaN NaN 34 277.96400 NaN 206.392000 345.556000 NaN NaN 223.53800 NaN NaN -5 NaN NaN NaN
0000845698 GRANT PARK FUTURES FUND LIMITED PARTNERSHIP GRANT P 32 38 32 23 42 18 35 219.72700 182.71300 114.118000 268.300000 100.52100 2.851140e+02 222.19000 6 -6 -9 19 -24 17
0001353615 Invesco CurrencyShares Swiss Franc Trust Invesco NaN NaN NaN 39 26 36 36 NaN NaN NaN 217.911000 222.34700 2.182040e+02 220.48300 NaN NaN NaN -13 10 0
0001278021 MARKETAXESS HOLDINGS INC MARKETA 5 2 4 18 16 30 37 370.78600 389.96300 375.898000 318.037000 287.87500 2.315780e+02 216.86400 -3 2 14 -2 14 7
0001383149 INVESCO DB US DOLLAR INDEX BEARISH FUND INVESCO 38 8 25 53 19 49 38 189.53800 310.20400 159.182000 148.175000 267.87100 1.271570e+02 211.59100 -30 17 28 -34 30 -11
0001708646 Goldman Sachs Physical Gold ETF Goldman NaN NaN NaN NaN 13 39 39 NaN NaN NaN NaN 331.78500 1.921620e+02 207.54700 NaN NaN NaN NaN 26 0
0001483386 abrdn Precious Metals Basket ETF Trust abrdn P 28 9 NaN 10 9 45 40 246.96400 307.38300 NaN 367.038000 380.96200 1.376860e+02 205.89500 -19 NaN NaN -1 36 -5
0001383057 Invesco DB Precious Metals Fund Invesco 39 7 22 13 7 42 41 187.72500 314.75600 165.764000 341.298000 435.45700 1.522920e+02 201.57800 -32 15 -9 -6 35 -1
0001353614 Invesco CurrencyShares Australian Dollar Trust Invesco NaN NaN NaN 47 22 33 42 NaN NaN NaN 190.541000 227.56600 2.247540e+02 195.32100 NaN NaN NaN -25 11 9
0001052354 MAN AHL DIVERSIFIED I LP MAN AHL NaN NaN NaN 46 34 40 43 NaN NaN NaN 191.556000 179.83200 1.789060e+02 195.11800 NaN NaN NaN -12 6 3
0001383055 Invesco DB Gold Fund Invesco 31 6 27 7 5 46 44 227.92300 315.26800 135.023000 405.036000 453.65900 1.367470e+02 193.75500 -25 21 -20 -2 41 -2
0001222333 SPDR GOLD TRUST SPDR GO 10 NaN NaN NaN 8 47 45 339.52300 NaN NaN NaN 382.77000 1.366460e+02 176.09900 NaN NaN NaN NaN 39 -2
0001642122 Associated Capital Group Inc. Associa 33 30 24 31 27 26 46 207.15200 221.18100 159.872000 237.325000 220.36000 2.498060e+02 172.35400 -3 -6 7 -4 -1 20
0001618181 World Gold Trust World G NaN NaN NaN NaN 11 41 47 NaN NaN NaN NaN 341.89600 1.589870e+02 168.83100 NaN NaN NaN NaN 30 6
0001383082 INVESCO DB AGRICULTURE FUND INVESCO 37 43 33 41 17 12 48 191.22200 164.91200 109.648000 210.829000 270.12700 3.641300e+02 167.26100 6 -10 8 -24 -5 36
0001120193 NASDAQ INC. NASDAQ 54 55 43 52 35 44 49 56.59600 80.48510 59.825100 156.588000 166.47500 1.378360e+02 130.07800 1 -12 9 -17 9 5
0001230245 PIPER SANDLER COMPANIES PIPER S NaN NaN NaN 55 45 43 50 NaN NaN NaN 117.991000 82.69990 1.423830e+02 123.21000 NaN NaN NaN -10 -2 7
0000880631 WisdomTree Inc. WisdomT 30 31 35 57 51 51 51 234.36600 217.68000 105.450000 70.641200 42.81880 8.190500e+01 89.26350 1 4 22 -6 0 0
0001690842 GraniteShares Platinum Trust Granite NaN NaN NaN NaN NaN 22 52 NaN NaN NaN NaN NaN 2.612350e+02 76.79420 NaN NaN NaN NaN NaN 30
0001397911 LPL Financial Holdings Inc. LPL Fin NaN NaN NaN NaN 49 55 53 NaN NaN NaN NaN 62.03330 5.576190e+01 74.99410 NaN NaN NaN NaN 6 -2
0001364742 BlackRock Inc. BlackRo 68 65 53 62 52 57 54 23.07100 29.51020 40.172500 40.152100 42.25080 5.366770e+01 67.44000 -3 -12 9 -10 5 -3
0001094831 BGC Partners Inc. BGC Par NaN 63 40 66 56 58 55 NaN 34.79390 69.220900 33.390900 33.94540 4.606970e+01 40.43910 NaN -23 26 -10 2 -3
0001592386 Virtu Financial Inc. Virtu F 65 70 45 75 46 56 56 30.48750 20.47300 56.660800 11.629200 67.04980 5.444960e+01 37.33780 5 -25 30 -29 10 0
0000096223 Jefferies Financial Group Inc. Jefferi NaN NaN NaN 67 54 59 57 NaN NaN NaN 32.025600 37.91490 4.210940e+01 33.77110 NaN NaN NaN -13 5 -2
0001156375 CME GROUP INC. CME GRO NaN NaN 42 58 55 64 58 NaN NaN 62.203200 65.443300 35.94560 2.359060e+01 26.50280 NaN NaN 16 -3 9 -6
0000720672 STIFEL FINANCIAL CORP STIFEL 69 69 56 68 59 61 59 19.80340 20.75570 23.358400 28.006000 29.52320 2.997090e+01 25.57470 0 -13 12 -9 2 -2
0001466538 COWEN INC. COWEN I 49 60 44 63 57 60 60 87.95610 44.41230 57.560200 37.013400 31.71330 3.505800e+01 22.93400 11 -16 19 -6 3 0
0000720005 RAYMOND JAMES FINANCIAL INC RAYMOND 66 64 55 64 61 63 61 28.31910 29.67690 32.866300 34.669000 27.36110 2.726890e+01 20.35820 -2 -9 9 -3 2 -2
0001282977 GREENHILL & CO INC GREENHI 36 66 50 70 50 54 62 192.64700 28.12780 47.936400 22.107300 48.29790 5.811320e+01 17.35530 30 -16 20 -20 4 8
0001783879 Robinhood Markets Inc. Robinho NaN NaN NaN NaN NaN 72 63 NaN NaN NaN NaN NaN -5.087280e+01 16.97540 NaN NaN NaN NaN NaN -9
0001381197 Interactive Brokers Group Inc. Interac NaN 71 58 72 65 65 64 NaN 16.18410 19.504700 17.653500 14.81010 1.546100e+01 16.73590 NaN -13 14 -7 0 -1
0000913760 StoneX Group Inc. StoneX 71 73 60 76 66 68 65 12.99210 9.73315 13.706300 11.062100 12.49300 8.683570e+00 10.42810 2 -13 16 -10 2 -3
0001593538 NAVIENT CORP NAVIENT 76 75 63 77 67 69 66 6.26639 4.80845 5.804840 6.520380 4.93836 8.250780e+00 9.84186 -1 -12 14 -10 2 -3
0000065596 SIEBERT FINANCIAL CORP SIEBERT NaN NaN 1 37 NaN 70 67 NaN NaN 767.248000 221.925000 NaN 5.854350e+00 6.25142 NaN NaN 36 NaN NaN -3
0000316709 SCHWAB CHARLES CORP SCHWAB 72 72 59 73 64 66 68 12.69650 13.64100 13.769600 14.987500 17.51570 1.195610e+01 4.87765 0 -13 14 -9 2 2
0001270436 Cohen & Co Inc. Cohen & 73 76 65 79 68 67 69 12.30080 3.27977 0.605535 0.544071 3.85678 1.004050e+01 -6.44305 3 -11 14 -11 -1 2
0001383084 INVESCO DB BASE METALS FUND INVESCO 9 1 68 38 12 11 70 342.40700 431.36500 -75.331500 218.296000 336.05900 3.783680e+02 -18.13180 -8 67 -30 -26 -1 59
0001162283 MORGAN GROUP HOLDING CO MORGAN NaN NaN NaN 80 69 73 71 NaN NaN NaN -31.976700 -34.44810 -1.275270e+02 -78.81630 NaN NaN NaN -11 4 -2
0001672571 Antiaging Quantum Living Inc. Antiagi NaN NaN NaN NaN 71 NaN 72 NaN NaN NaN NaN -194.06000 NaN -633.09300 NaN NaN NaN NaN NaN NaN
0001796160 QMIS TBS Capital Group Corp. QMIS TB NaN NaN NaN NaN NaN 74 73 NaN NaN NaN NaN NaN -7.466530e+02 -1134.48000 NaN NaN NaN NaN NaN -1
0001723788 Bitwise 10 Crypto Index Fund Bitwise NaN NaN NaN NaN NaN 6 74 NaN NaN NaN NaN NaN 6.122540e+02 -1708.97000 NaN NaN NaN NaN NaN 68
0000815917 JONES FINANCIAL COMPANIES LLLP JONES F 60 61 46 69 63 71 NaN 34.56550 42.83590 56.338900 25.438700 20.41840 8.520420e-15 NaN 1 -15 23 -6 8 NaN
0000873799 MORGAN STANLEY SMITH BARNEY SPECTRUM SELECT LP MORGAN 64 32 41 14 NaN NaN NaN 31.55750 217.58000 67.182800 338.859000 NaN NaN NaN -32 9 -27 NaN NaN NaN
0000920424 VIRTU ITG HOLDINGS LLC VIRTU I 56 59 51 NaN NaN NaN NaN 55.30320 44.51730 46.323600 NaN NaN NaN NaN 3 -8 NaN NaN NaN NaN
0000924805 Freedom Holding Corp. Freedom 77 78 39 61 48 53 NaN -24.23520 -32.06180 79.947300 45.371000 63.74670 6.545380e+01 NaN 1 -39 22 -13 5 NaN
0000944696 Capital Financial Holdings Inc Capital 67 57 61 NaN NaN NaN NaN 25.96360 52.76370 11.980100 NaN NaN NaN NaN -10 4 NaN NaN NaN NaN
0001023844 NATIONAL HOLDINGS CORP NATIONA 75 27 64 54 58 NaN NaN 9.70100 224.96600 4.846990 122.047000 30.58560 NaN NaN -48 37 -10 4 NaN NaN
0001029730 LADENBURG THALMANN FINANCIAL SERVICES INC. LADENBU 52 54 30 60 NaN NaN NaN 86.76480 103.06400 123.713000 53.573800 NaN NaN NaN 2 -24 30 NaN NaN NaN
0001043565 POTOMAC FUTURES FUND LP POTOMAC 55 NaN 31 24 NaN NaN NaN 55.92710 NaN 121.642000 267.616000 NaN NaN NaN NaN NaN -7 NaN NaN NaN
0001052100 WADDELL & REED FINANCIAL INC WADDELL 42 42 16 50 38 NaN NaN 170.13300 178.51500 206.890000 173.741000 146.61200 NaN NaN 0 -26 34 -12 NaN NaN
0001057051 MANAGED FUTURES PREMIER ENERGY FUND L.P. MANAGED 24 40 NaN NaN NaN NaN NaN 264.91100 182.31400 NaN NaN NaN NaN NaN 16 NaN NaN NaN NaN NaN
0001060349 GAMCO INVESTORS INC. ET AL GAMCO I 46 48 3 26 20 28 NaN 146.31200 136.48400 414.785000 265.575000 256.54300 2.367380e+02 NaN 2 -45 23 -6 8 NaN
0001068237 GLOBAL DIVERSIFIED FUTURES FUND L.P. GLOBAL 74 47 NaN NaN NaN NaN NaN 12.19470 139.60700 NaN NaN NaN NaN NaN -27 NaN NaN NaN NaN NaN
0001084580 Jefferies Group LLC Jefferi 70 68 57 71 62 62 NaN 17.42280 22.54650 20.210600 20.109500 25.19880 2.972540e+01 NaN -2 -11 14 -9 0 NaN
0001095007 DIVERSIFIED 2000 FUTURES FUND L.P. DIVERSI 53 37 NaN NaN NaN NaN NaN 75.55910 186.91200 NaN NaN NaN NaN NaN -16 NaN NaN NaN NaN NaN
0001097396 CERES TACTICAL GLOBAL L.P. CERES T 47 39 14 49 NaN NaN NaN 108.42700 182.59800 230.708000 180.859000 NaN NaN NaN -8 -25 35 NaN NaN NaN
0001118384 ROGERS INTERNATIONAL RAW MATERIALS FUND LP ROGERS 20 36 NaN NaN NaN NaN NaN 281.02800 207.67800 NaN NaN NaN NaN NaN 16 NaN NaN NaN NaN NaN
0001173431 TD AMERITRADE HOLDING CORP TD AMER 59 62 49 59 NaN NaN NaN 36.52900 35.00020 50.026000 55.067100 NaN NaN NaN 3 -13 10 NaN NaN NaN
0001227268 Managed Futures Premier Energy Fund L.P. II Managed 22 44 NaN NaN NaN NaN NaN 274.36100 160.43500 NaN NaN NaN NaN NaN 22 NaN NaN NaN NaN NaN
0001269190 EMERGING CTA PORTFOLIO LP EMERGIN 45 51 19 40 NaN NaN NaN 151.19200 132.54600 187.945000 213.078000 NaN NaN NaN 6 -32 21 NaN NaN NaN
0001345991 World Monitor Trust III - Series J World M 44 52 NaN NaN NaN NaN NaN 153.11400 128.44500 NaN NaN NaN NaN NaN 8 NaN NaN NaN NaN NaN
0001374310 Cboe Global Markets Inc. Cboe Gl 3 14 10 51 41 48 NaN 391.36500 266.94800 248.348000 160.867000 123.05000 1.302050e+02 NaN 11 -4 41 -10 7 NaN
0001379527 WisdomTree Continuous Commodity Index Master Fund WisdomT 25 29 29 19 NaN NaN NaN 262.13000 221.28900 124.983000 297.087000 NaN NaN NaN 4 0 -10 NaN NaN NaN
0001386164 CERES ABINGDON L.P. CERES A 40 15 20 30 NaN NaN NaN 186.03300 264.69300 170.785000 239.331000 NaN NaN NaN -25 5 10 NaN NaN NaN
0001393359 MAN FRM MANAGED FUTURES STRATEGIES LLC MAN FRM 43 19 NaN NaN NaN NaN NaN 154.42100 253.12100 NaN NaN NaN NaN NaN -24 NaN NaN NaN NaN NaN
0001396877 United States Diesel-Heating Oil Fund LP United 2 10 NaN NaN NaN NaN NaN 402.18500 307.16800 NaN NaN NaN NaN NaN 8 NaN NaN NaN NaN NaN
0001439567 United States Short Oil Fund LP United 79 45 NaN NaN NaN NaN NaN -266.15100 158.73700 NaN NaN NaN NaN NaN -34 NaN NaN NaN NaN NaN
0001444363 GAIN Capital Holdings Inc. GAIN Ca 61 67 NaN 78 NaN NaN NaN 34.36230 25.49440 NaN 1.131050 NaN NaN NaN 6 NaN NaN NaN NaN NaN
0001479247 United States Commodity Index Funds Trust United 34 11 NaN 48 NaN NaN NaN 203.78400 276.09800 NaN 186.891000 NaN NaN NaN -23 NaN NaN NaN NaN NaN
0001504886 Ceres Tactical Macro L.P. Ceres T 50 56 NaN NaN NaN NaN NaN 86.90850 78.95140 NaN NaN NaN NaN NaN 6 NaN NaN NaN NaN NaN
0001571949 Intercontinental Exchange Inc. Interco 58 58 54 65 NaN NaN NaN 41.70840 44.62520 34.119700 33.666800 NaN NaN NaN 0 -4 11 NaN NaN NaN
0001573766 eBullion Inc. eBullio 62 49 NaN NaN NaN NaN NaN 32.02210 136.02700 NaN NaN NaN NaN NaN -13 NaN NaN NaN NaN NaN
0001302350 JMP GROUP LLC JMP GRO NaN 74 62 NaN 60 NaN NaN NaN 5.96008 7.754460 NaN 28.70700 NaN NaN NaN -12 NaN NaN NaN NaN
0001468910 Millburn Multi-Markets Fund L.P. Millbur NaN 21 11 NaN NaN NaN NaN NaN 249.41900 237.409000 NaN NaN NaN NaN NaN -10 NaN NaN NaN NaN

PDF reports

All reports for 2022 are collected in a single PDF for easier review.

2016

Logs

error 4 × No NetIncome node found, ignoring company. input.sec.calculation_linkbase.edgar_model_mapping
0000837919 0000925306 0001469317 0000065596
error 1 × Negative Expenses, ignoring company. pre-agg
0001302350
warning 35 × Similarly named company. Duplicate? None
0000944696 0001097396 0001209709 0001227268 0001444363 0001450923 0001460235 0001483386 0001592386 0001642122 0001043565 0001068237 0001095007 0001145765 0001325676 0001353282 0001376227 0001379527 0001383055 0001383058 0001383062 0001383082 0001383084 0001383149 0001383151 0001386164 0001393359 0001396877 0001396878 0001405513 0001405528 0001439567 0001472494 0001479247 0001504886
warning 23 × Missing logo subcommand.report
0001057051 0001097396 0001209709 0001227268 0001269190 0001450923 0001460235 0001483386 0000888471 0001043951 0001066656 0001068237 0001095007 0001118384 0001222333 0001325676 0001345991 0001353282 0001379527 0001386164 0001439567 0001504886 0001573766
warning 7 × No LiabilitiesAndStockholdersEquity node found input.sec.calculation_linkbase.edgar_model_mapping
0001084580 0001450923 0001460235 0001483386 0000815917 0001222333 0000913760
warning 3 × Ignoring company because Expenses is zero pre-agg
0001094831 0001415311 0001562622
warning 2 × NetIncome node detected by IncomeLoss name heuristic input.sec.calculation_linkbase.edgar_model_mapping
0000888471 0001353282
warning 1 × Zero effects check_effects
{'var_name': 'RevenueFromContractWithCustomer', 'zeros': '79 of 79'}
warning 1 × Negative minimum value check_abs_values
{'var_name': 'TradingGainsAndLosses', 'min_value': -22057127}
warning 1 × Large missing amount for aggregate "Assets" added to remainder. industry.us_generic
0001097396

Diagrams

Calculation Linkbase Overview

Edges which exists for less than five companies (and the corresponding nodes) are not included.

Absolute xval/yval quantiles

  xvar min 5% median 95% max min_company median_company max_company
0 FinancialSecurities 0 0 0 5,460,399,600 26,272,899,000 0000350894 0001043951 0001084580
1 AssetsCurrent 0 0 12,673,068 3,084,466,026 57,133,000,000 0000861441 0001209709 0001571949
2 Receivables 0 0 0 2,855,018,300 17,883,000,000 0000350894 0000873799 0000316709
3 GoodwillAndIntangibleAssets 0 0 0 1,780,787,700 30,481,000,000 0000350894 0000944696 0001364742
4 remainder_Assets 5,431 1,247,892 193,344,367 23,838,541,500 183,605,000,000 0000924805 0001383062 0001364742
5 LiabilitiesCurrent 0 0 0 4,864,248,300 163,454,000,000 0000815917 0000815917 0000316709
6 LongTermLiabilities 0 0 0 3,629,800,000 154,004,000,000 0000316709 0001023844 0001364742
7 SecuritiesRepurchaseAgreements 0 0 0 990,796,300 17,970,010,000 0000316709 0001269190 0001084580
8 Payables 0 0 0 6,886,441,400 38,301,000,000 0000350894 0001483386 0000316709
9 remainder_Liabilities -71,575,000 70,384 4,059,282 3,648,643,100 35,735,000,000 0001052100 0001383151 0001364742
10 LaborExpense 0 0 0 1,800,014,400 4,606,000,000 0000845698 0001043951 0000815917
11 GeneralAndAdministrativeExpense 0 0 0 192,332,400 1,301,000,000 0000845698 0001043565 0001364742
12 CommissionsAndAdvisoryFees 0 0 336,521 154,376,900 506,000,000 0000720005 0001383054 0000316709
13 OperatingExpenses 0 0 8,086 404,310,100 554,000,000 0000350894 0001383054 0000815917
14 remainder_Expenses -5,485,000 182 4,381,696 1,760,800,000 14,252,600,000 0000920424 0001269190 0000913760
15 RevenueFromContractWithCustomer 0 0 0 0 0 0000316709 0001282977 0000316709
16 InterestIncome 0 0 0 79,113,200 3,322,000,000 0000350894 0000861441 0000316709
17 BrokerageAndAdvisoryCommissions 0 0 0 106,265,800 729,989,000 0000316709 0001270436 0000720672
18 TradingGainsAndLosses -22,057,127 -227,127 0 399,302,219 1,713,625,000 0001479247 0000910467 0001084580
19 remainder_Revenues -966,080 0 0 3,750,100,000 14,378,500,000 0001439567 0001460235 0000913760
20 remainder_NetIncome -82,812,424 -10,515,499 273,113 3,391,600,000 11,045,000,000 0001043951 0001396878 0001364742
21 remainder_ComprehensiveNetIncome -266,000,000 -115,818,300 0 2,930,700 57,000,000 0001364742 0001479247 0001593538
  yvar min 5% median 95% max min_company median_company max_company
0 Assets 2,657,977 8,501,498 261,695,005 44,521,682,800 223,383,000,000 0001573766 0001483386 0000316709
1 Liabilities 27,352 128,706 6,874,418 35,034,911,100 206,962,000,000 0001383149 0001209709 0000316709
2 Expenses 131,799 315,454 9,397,465 5,071,739,400 14,706,400,000 0001396877 0001066656 0000913760
3 Revenues -9,226,403 0 0 3,886,534,400 14,754,900,000 0001479247 0000924805 0000913760
4 StockholdersEquity -166,647,000 2,373,539 219,687,927 6,705,220,000 40,293,447,000 0001060349 0001379527 0001222333
5 NetIncome -111,114,835 -26,168,452 5,000,961 1,531,700,000 4,951,423,000 0001043951 0001483386 0001222333
6 ComprehensiveNetIncome -111,114,835 -31,118,870 4,024,881 1,530,250,000 4,951,423,000 0001043951 0001354730 0001222333
7 BaseVar 5,089,486 9,517,227 268,410,218 74,897,547,500 248,673,500,000 0001118384 0001460235 0001364742
8 EconomicCapitalRatio -2.66 0.0936 1.86 3.72 5.16 0001439567 0001386164 0001472494

Effect quantiles (final effects with respect to final var and normalized if applicable)

  xvar min 5% median 95% max min_company median_company max_company
0 FinancialSecurities -0.384 -0.153 -0.00173 0.363 1.24 0000944696 0000845698 0001084580
1 AssetsCurrent -5.04 -1.58 -0.0905 0.592 5.81 0001472494 0001345991 0001439567
2 Receivables -0.277 -0.106 0.00117 0.128 0.607 0000944696 0001460235 0001173431
3 GoodwillAndIntangibleAssets -0.288 -0.0722 0.00123 0.159 0.879 0000944696 0001460235 0001120193
4 remainder_Assets -2.68 -1.40 0.0147 0.903 1.27 0001439567 0000845698 0001472494
5 LiabilitiesCurrent -1.86 -0.724 0.115 0.620 0.972 0000924805 0001383151 0001374310
6 LongTermLiabilities -1.99 -0.161 0.0788 0.445 0.662 0001593538 0000861441 0001374310
7 SecuritiesRepurchaseAgreements -1.26 -0.201 0.0493 0.291 0.429 0001270436 0000861441 0001374310
8 Payables -1.72 -0.328 0.0714 0.417 0.693 0001173431 0001460235 0001374310
9 remainder_Liabilities -4.74 -0.434 0.0217 0.396 0.631 0001060349 0001270436 0000944696
10 LaborExpense -12.9 -1.35 0.0978 0.184 0.739 0001023844 0001386164 0000913760
11 GeneralAndAdministrativeExpense -4.71 -0.297 0.0331 0.0931 0.296 0001573766 0001571949 0000913760
12 CommissionsAndAdvisoryFees -0.885 -0.111 0.0122 0.184 0.580 0001374310 0001386164 0000944696
13 OperatingExpenses -1.06 -0.334 0.0254 0.140 0.417 0000920424 0001345991 0000944696
14 remainder_Expenses -13.5 -2.41 0.128 0.428 2.04 0000944696 0001084580 0001023844
15 RevenueFromContractWithCustomer 0 0 0 0 0 0000316709 0001282977 0000316709
16 InterestIncome -0.105 -0.0358 -0.00756 0.0549 0.106 0000944696 0001383062 0001084580
17 BrokerageAndAdvisoryCommissions -0.359 -0.207 -0.0464 0.178 17.8 0000913760 0001118384 0000944696
18 TradingGainsAndLosses -4.00 -0.340 -0.0338 0.857 4.72 0001439567 0001097396 0001282977
19 remainder_Revenues -1.91 -0.960 -0.228 5.15 9.08 0000944696 0001386164 0000913760
20 remainder_NetIncome -3.05 -1.58 -0.151 1.19 5.23 0001383054 0001405513 0001113169
21 remainder_ComprehensiveNetIncome -0.0798 -0.0452 0.00237 0.0222 0.0313 0001592386 0001118384 0000944696
  yvar min 5% median 95% max min_company median_company max_company
0 Assets -2.09 -1.49 -0.0620 0.521 1.27 0001439567 0001057051 0001374310
1 Liabilities -1.68 -1.45 0.281 1.40 1.89 0001593538 0001479247 0001374310
2 Expenses -13.6 -5.11 0.0420 0.567 0.929 0000944696 0001270436 0001439567
3 Revenues -5.62 -0.582 -0.294 7.48 15.3 0001439567 0001379527 0000944696
4 StockholdersEquity -19.5 -7.92 0.323 1.18 1.26 0000944696 0000910467 0001383055
5 NetIncome -4.98 -1.82 0.0489 1.75 2.85 0001439567 0001364742 0001472494
6 ComprehensiveNetIncome -4.97 -1.81 0.0477 1.74 2.86 0001439567 0001364742 0001472494
7 BaseVar nan nan nan nan nan 0000316709 0001282977 0000316709
8 EconomicCapitalRatio -4.35 -1.60 0.171 2.03 3.47 0001439567 0001386164 0001472494

2017

Logs

error 4 × No NetIncome node found, ignoring company. input.sec.calculation_linkbase.edgar_model_mapping
0001043565 0000837919 0001469317 0000065596
warning 33 × Similarly named company. Duplicate? None
0001302350 0001353282 0001483386 0001592386 0001642122 0000944696 0001068237 0001095007 0001097396 0001145765 0001209709 0001227268 0001325676 0001376227 0001379527 0001383055 0001383058 0001383062 0001383082 0001383084 0001383149 0001383151 0001386164 0001393359 0001396877 0001396878 0001405513 0001405528 0001439567 0001444363 0001472494 0001479247 0001504886
warning 21 × Missing logo subcommand.report
0001353282 0001483386 0000888471 0001043951 0001057051 0001066656 0001068237 0001095007 0001097396 0001118384 0001209709 0001227268 0001269190 0001325676 0001345991 0001379527 0001386164 0001439567 0001468910 0001504886 0001573766
warning 14 × No LiabilitiesAndStockholdersEquity node found input.sec.calculation_linkbase.edgar_model_mapping
0001084580 0001483386 0000815917 0001389125 0001389122 0001450722 0000913760 0001222333 0001389123 0001618181 0001389128 0001261379 0001389124 0001450720
warning 3 × NetIncome node detected by IncomeLoss name heuristic input.sec.calculation_linkbase.edgar_model_mapping
0001353282 0000888471 0000913760
warning 2 × Ignoring company because Expenses is zero pre-agg
0001415311 0001562622
warning 1 × Zero effects check_effects
{'var_name': 'RevenueFromContractWithCustomer', 'zeros': '79 of 79'}
warning 1 × Negative minimum value check_abs_values
{'var_name': 'TradingGainsAndLosses', 'min_value': -526536}
warning 1 × Large missing amount for aggregate "Assets" added to remainder. industry.us_generic
0001353282

Diagrams

Calculation Linkbase Overview

Edges which exists for less than five companies (and the corresponding nodes) are not included.

Absolute xval/yval quantiles

  xvar min 5% median 95% max min_company median_company max_company
0 FinancialSecurities 0 0 0 11,006,200,000 28,378,000,000 0000350894 0000880631 0001381197
1 AssetsCurrent 0 0 8,360,586 3,855,604,800 53,562,000,000 0000861441 0000845698 0001571949
2 Receivables 0 0 0 3,086,012,800 21,225,000,000 0000350894 0000873799 0000316709
3 GoodwillAndIntangibleAssets 0 0 0 4,717,300,000 30,609,000,000 0000720005 0000910467 0001364742
4 remainder_Assets 2,100 1,439,486 180,151,377 25,131,029,200 190,819,000,000 0000924805 0001198415 0000316709
5 LiabilitiesCurrent 0 0 0 6,102,593,500 184,656,000,000 0000815917 0000845698 0000316709
6 LongTermLiabilities 0 0 0 3,781,000,000 154,951,000,000 0000316709 0000944696 0001364742
7 SecuritiesRepurchaseAgreements 0 0 0 1,827,929,400 19,676,351,000 0000316709 0000845698 0001084580
8 Payables 0 0 0 7,329,259,900 48,187,000,000 0000350894 0001113169 0001381197
9 remainder_Liabilities -69,905,000 419 3,914,950 3,000,000,000 31,814,000,000 0001052100 0001472494 0001364742
10 LaborExpense 0 0 0 2,346,227,200 5,299,000,000 0000845698 0001405528 0000815917
11 GeneralAndAdministrativeExpense 0 0 0 232,461,000 1,462,000,000 0000845698 0001068237 0001364742
12 CommissionsAndAdvisoryFees 0 0 109,245 159,035,700 580,000,000 0000720005 0001118384 0000316709
13 OperatingExpenses 0 0 170,180 460,373,900 602,000,000 0000350894 0001097396 0000815917
14 remainder_Expenses -396,500 49,396 4,991,913 1,486,190,000 28,906,600,000 0001145765 0001383151 0000913760
15 RevenueFromContractWithCustomer 0 0 0 0 0 0000316709 0001302350 0000316709
16 InterestIncome 0 0 0 489,155,500 4,282,000,000 0000350894 0000873799 0000316709
17 BrokerageAndAdvisoryCommissions 0 0 0 541,706,800 2,348,108,000 0000316709 0001270436 0001094831
18 TradingGainsAndLosses -526,536 0 0 347,035,500 2,564,945,000 0001439567 0000873799 0001084580
19 remainder_Revenues -190,991,182 -350,292 0 4,002,100,000 29,021,700,000 0001376227 0001468910 0000913760
20 remainder_NetIncome -56,582,732 -11,677,500 409,134 1,247,800,000 12,496,000,000 0001383151 0001095007 0001364742
21 remainder_ComprehensiveNetIncome -706,000,000 -3,971,600 0 39,611,800 247,000,000 0001381197 0000861441 0001364742
  yvar min 5% median 95% max min_company median_company max_company
0 Assets 2,905,799 6,682,372 255,168,753 62,872,200,000 243,274,000,000 0001573766 0000880631 0000316709
1 Liabilities 12,456 89,664 8,110,204 55,387,300,000 224,749,000,000 0001383054 0001325676 0000316709
2 Expenses 109,675 174,788 7,387,160 5,923,807,200 29,408,400,000 0001396877 0000845698 0000913760
3 Revenues -187,008,870 0 0 4,344,123,800 29,423,600,000 0001376227 0001468910 0000913760
4 StockholdersEquity -96,273,000 2,283,301 180,502,288 6,860,180,000 32,291,000,000 0001060349 0001468910 0001364742
5 NetIncome -193,443,975 -37,325,900 4,809,382 1,586,580,000 5,007,000,000 0001376227 0001066656 0001364742
6 ComprehensiveNetIncome -193,443,975 -33,544,400 4,809,382 1,542,255,000 5,130,500,000 0001376227 0001066656 0001364742
7 BaseVar 3,439,900 5,975,153 260,632,579 94,110,000,000 267,520,750,000 0001118384 0001483386 0000316709
8 EconomicCapitalRatio -1.08 0.0466 1.82 3.22 4.31 0001405513 0001057051 0001383084

Effect quantiles (final effects with respect to final var and normalized if applicable)

  xvar min 5% median 95% max min_company median_company max_company
0 FinancialSecurities -0.390 -0.121 -0.00338 0.335 1.51 0000944696 0001405528 0001270436
1 AssetsCurrent -1.79 -0.836 -0.0311 0.759 4.97 0001472494 0001023844 0001405513
2 Receivables -0.235 -0.0563 0.0000810 0.131 0.657 0000944696 0001145765 0001173431
3 GoodwillAndIntangibleAssets -1.30 -0.0840 -0.00226 0.159 0.731 0001374310 0001405528 0001120193
4 remainder_Assets -1.97 -1.11 -0.0853 0.755 0.939 0000913760 0000888471 0001278021
5 LiabilitiesCurrent -1.83 -0.837 0.123 0.650 1.37 0000924805 0001097396 0001023844
6 LongTermLiabilities -1.92 -0.231 0.0787 0.480 0.976 0001593538 0001328237 0001023844
7 SecuritiesRepurchaseAgreements -1.77 -0.138 0.0665 0.368 0.843 0001270436 0001383062 0001023844
8 Payables -1.63 -0.641 0.100 0.553 0.948 0001173431 0001327068 0001023844
9 remainder_Liabilities -2.10 -0.206 0.0639 0.647 1.10 0001060349 0001396878 0001023844
10 LaborExpense -13.9 -1.39 0.102 0.165 1.61 0001023844 0001118384 0000913760
11 GeneralAndAdministrativeExpense -3.11 -0.277 0.0299 0.0653 0.522 0001573766 0001383054 0000913760
12 CommissionsAndAdvisoryFees -0.609 -0.143 0.0210 0.127 0.456 0000350894 0001302350 0000913760
13 OperatingExpenses -0.918 -0.193 0.0454 0.301 0.805 0000920424 0001405528 0000913760
14 remainder_Expenses -17.6 -1.74 0.0961 0.343 1.87 0000913760 0001379527 0001023844
15 RevenueFromContractWithCustomer 0 0 0 0 0 0000316709 0001302350 0000316709
16 InterestIncome -0.193 -0.0718 -0.0134 0.0743 0.121 0001023844 0001345991 0001029730
17 BrokerageAndAdvisoryCommissions -0.780 -0.215 -0.0487 0.573 13.9 0000913760 0001483386 0000944696
18 TradingGainsAndLosses -0.727 -0.308 -0.0577 0.370 5.15 0000944696 0001095007 0001023844
19 remainder_Revenues -3.79 -0.556 -0.125 5.36 19.5 0001405513 0001325676 0000913760
20 remainder_NetIncome -4.03 -1.97 -0.186 1.18 4.64 0000913760 0001396877 0001113169
21 remainder_ComprehensiveNetIncome -0.0565 -0.0102 -0.000679 0.0241 0.0446 0001113169 0001095007 0000920424
  yvar min 5% median 95% max min_company median_company max_company
0 Assets -2.02 -1.10 -0.0603 0.345 1.04 0000913760 0001593538 0001278021
1 Liabilities -1.55 -1.45 0.372 1.61 2.74 0001593538 0001383151 0001023844
2 Expenses -14.2 -4.20 0.0687 0.447 0.762 0000913760 0001066656 0001405513
3 Revenues -3.72 -0.884 -0.224 7.83 17.9 0001405513 0001227268 0000913760
4 StockholdersEquity -21.8 -9.66 0.556 1.09 1.30 0000913760 0001353282 0001379527
5 NetIncome -3.37 -0.846 0.0292 1.54 2.00 0001405513 0000316709 0001383084
6 ComprehensiveNetIncome -3.37 -0.847 0.0257 1.57 2.00 0001405513 0001396878 0001383084
7 BaseVar nan nan nan nan nan 0000316709 0001302350 0000316709
8 EconomicCapitalRatio -2.71 -1.59 0.191 1.59 2.68 0001405513 0001057051 0001383084

2018

Logs

error 1 × Unusually strong effect check_effects
{'var_name': 'Revenues', 'quantile_value': '10.1', 'quantile': 0.95}
error 1 × No NetIncome node found, ignoring company. input.sec.calculation_linkbase.edgar_model_mapping
0000837919
warning 24 × Similarly named company. Duplicate? None
0000720672 0001302350 0001592386 0001642122 0000944696 0001043565 0001097396 0001145765 0001209709 0001325676 0001376227 0001379527 0001383055 0001383058 0001383062 0001383082 0001383084 0001383149 0001383151 0001386164 0001396878 0001405513 0001405528 0001472494
warning 14 × No LiabilitiesAndStockholdersEquity node found input.sec.calculation_linkbase.edgar_model_mapping
0001084580 0001450923 0000815917 0001222333 0001389125 0001389122 0001450722 0000913760 0001389123 0001618181 0001389128 0001261379 0001389124 0001450720
warning 12 × Missing logo subcommand.report
0001353282 0001450923 0000888471 0001043951 0001066656 0001097396 0001209709 0001269190 0001325676 0001379527 0001386164 0001468910
warning 4 × NetIncome node detected by IncomeLoss name heuristic input.sec.calculation_linkbase.edgar_model_mapping
0001173431 0001353282 0000888471 0000913760
warning 4 × Ignoring company because Expenses is zero pre-agg
0001415311 0001222333 0001469317 0001562622
warning 2 × Large missing amount for aggregate "Revenues" added to remainder. industry.us_generic
0000316709 0001270436
warning 2 × Large missing amount for aggregate "Assets" added to remainder. industry.us_generic
0001353282 0001415311
warning 2 × Ignoring company because Assets is zero pre-agg
0001396877 0001439567
warning 1 × Negative minimum value check_abs_values
{'var_name': 'TradingGainsAndLosses', 'min_value': -6219221}
warning 1 × Large missing amount for aggregate "Liabilities" added to remainder. industry.us_generic
0001415311

Diagrams

Calculation Linkbase Overview

Edges which exists for less than five companies (and the corresponding nodes) are not included.

Absolute xval/yval quantiles

  xvar min 5% median 95% max min_company median_company max_company
0 FinancialSecurities 0 0 0 7,709,621,200 26,431,456,000 0000065596 0000350894 0001084580
1 AssetsCurrent 0 0 14,109,393 8,608,000,000 66,692,000,000 0000861441 0001270436 0001571949
2 Receivables 0 0 0 3,611,799,600 23,990,000,000 0000350894 0000880631 0001173431
3 GoodwillAndIntangibleAssets 0 0 0 7,420,200,000 33,480,700,000 0000065596 0000888471 0001156375
4 remainder_Assets 613,492 6,349,906 214,467,901 27,551,558,800 231,011,000,000 0001405513 0000920424 0000316709
5 LiabilitiesCurrent 0 0 0 18,382,611,400 231,423,000,000 0000065596 0000845698 0000316709
6 LongTermLiabilities 0 0 0 5,076,400,000 95,264,000,000 0000065596 0000913760 0001364742
7 SecuritiesRepurchaseAgreements 0 0 0 3,564,817,000 19,960,701,000 0000065596 0000845698 0001084580
8 Payables 0 0 0 9,781,168,400 48,656,000,000 0000350894 0001571949 0001381197
9 remainder_Liabilities -170,079,000 104,236 7,685,166 4,146,037,200 29,477,000,000 0001052100 0001379527 0001364742
10 LaborExpense 0 0 0 2,557,640,000 5,993,000,000 0000845698 0000924805 0000815917
11 GeneralAndAdministrativeExpense 0 0 0 358,160,000 1,638,000,000 0000845698 0001066656 0001364742
12 CommissionsAndAdvisoryFees 0 0 144,926 186,957,200 1,675,000,000 0000720005 0001405528 0001364742
13 OperatingExpenses 0 0 512,972 487,993,400 672,000,000 0000350894 0001383082 0000815917
14 remainder_Expenses -11,478,000 20,271 9,090,991 2,088,360,000 26,965,800,000 0001642122 0001327068 0000913760
15 RevenueFromContractWithCustomer 0 0 0 3,673,720,000 14,198,000,000 0000065596 0000720005 0001364742
16 InterestIncome 0 0 0 437,189,400 5,823,000,000 0000350894 0000815917 0000316709
17 BrokerageAndAdvisoryCommissions 0 0 0 546,546,800 1,510,386,000 0000065596 0001198415 0001094831
18 TradingGainsAndLosses -6,219,221 0 0 336,048,000 2,434,499,000 0001396878 0000316709 0001084580
19 remainder_Revenues -309,963,344 0 0 4,309,240,000 27,110,300,000 0001327068 0001383055 0000913760
20 remainder_NetIncome -266,689,778 -59,505,530 0 214,808,400 5,341,000,000 0001328237 0001376227 0001173431
21 remainder_ComprehensiveNetIncome -969,000,000 -300,694,400 0 929,000 40,600,000 0001381197 0001405513 0001113169
  yvar min 5% median 95% max min_company median_company max_company
0 Assets 5,141,970 15,353,864 330,193,112 86,664,880,000 296,482,000,000 0000944696 0000924805 0000316709
1 Liabilities 94,394 181,961 21,517,396 66,649,800,000 275,812,000,000 0001383054 0001023844 0000316709
2 Expenses 117,783 363,467 15,952,407 6,624,961,600 27,523,200,000 0001405513 0000861441 0000913760
3 Revenues -278,112,421 0 651,090 8,146,728,400 27,622,700,000 0001327068 0001405513 0000913760
4 StockholdersEquity 0 7,229,723 183,146,030 13,582,400,000 33,540,000,000 0000815917 0001386164 0001364742
5 NetIncome -291,274,645 -60,530,440 567,985 2,004,000,000 4,302,000,000 0001327068 0001405513 0001364742
6 ComprehensiveNetIncome -291,274,645 -60,673,640 117,343 1,971,200,000 4,177,000,000 0001327068 0001097396 0001364742
7 BaseVar 4,765,519 13,344,591 438,448,411 108,451,700,000 324,001,000,000 0001405513 0001376227 0000316709
8 EconomicCapitalRatio -0.928 -0.0197 1.05 3.75 7.67 0001396878 0000880631 0000065596

Effect quantiles (final effects with respect to final var and normalized if applicable)

  xvar min 5% median 95% max min_company median_company max_company
0 FinancialSecurities -0.596 -0.125 -0.0182 0.515 1.82 0001023844 0001209709 0001270436
1 AssetsCurrent -3.43 -1.04 -0.0760 2.31 6.72 0001376227 0000845698 0001396878
2 Receivables -0.407 -0.106 -0.00986 0.196 0.923 0001023844 0001198415 0001173431
3 GoodwillAndIntangibleAssets -0.420 -0.276 -0.0128 0.327 0.782 0000913760 0001383149 0000065596
4 remainder_Assets -1.98 -1.25 0.0440 1.01 4.23 0001023844 0000316709 0000065596
5 LiabilitiesCurrent -1.51 -1.05 0.112 0.745 2.13 0001571949 0001383054 0000065596
6 LongTermLiabilities -1.86 -0.236 0.0733 0.552 1.48 0001593538 0000845698 0000065596
7 SecuritiesRepurchaseAgreements -1.95 -0.498 0.0761 0.568 1.53 0001270436 0001383055 0000065596
8 Payables -1.71 -0.905 0.0882 0.569 1.50 0001381197 0001327068 0000065596
9 remainder_Liabilities -1.97 -0.434 0.0762 0.734 2.37 0001302350 0001381197 0000065596
10 LaborExpense -16.1 -1.48 0.120 0.201 1.44 0001023844 0001386164 0000913760
11 GeneralAndAdministrativeExpense -1.14 -0.402 0.0229 0.0608 0.301 0000065596 0001571949 0000913760
12 CommissionsAndAdvisoryFees -0.696 -0.142 0.0216 0.114 0.308 0000065596 0001381197 0000913760
13 OperatingExpenses -1.33 -0.314 0.0442 0.301 0.655 0000065596 0001381197 0000944696
14 remainder_Expenses -13.1 -1.98 0.122 0.429 4.14 0000913760 0001381197 0000065596
15 RevenueFromContractWithCustomer -2.47 -1.11 -0.165 4.14 10.7 0001023844 0001084580 0001060349
16 InterestIncome -0.290 -0.134 -0.0202 0.134 0.188 0001023844 0001269190 0001405528
17 BrokerageAndAdvisoryCommissions -0.666 -0.259 -0.0610 1.49 12.6 0000913760 0000720672 0000944696
18 TradingGainsAndLosses -1.85 -0.404 -0.0705 0.390 5.07 0001396878 0001173431 0001023844
19 remainder_Revenues -4.78 -0.574 -0.0875 2.69 15.0 0001405528 0001364742 0000913760
20 remainder_NetIncome -1.89 -1.44 0.163 1.33 1.78 0001383062 0000720672 0000913760
21 remainder_ComprehensiveNetIncome -0.107 -0.0358 0.00420 0.0382 0.0642 0001592386 0001405528 0001023844
  yvar min 5% median 95% max min_company median_company max_company
0 Assets -2.03 -1.02 0.0809 0.833 4.40 0001023844 0001593538 0000065596
1 Liabilities -1.53 -1.43 0.389 1.84 5.26 0001270436 0000873799 0000065596
2 Expenses -13.5 -6.47 0.00546 0.561 0.747 0001023844 0001084580 0001396878
3 Revenues -3.81 -0.571 -0.268 10.1 15.1 0001396878 0001302350 0001023844
4 StockholdersEquity -17.1 -9.50 0.128 1.20 1.40 0001023844 0001396878 0001450923
5 NetIncome -2.74 -1.70 0.292 3.09 7.72 0001396878 0001381197 0000065596
6 ComprehensiveNetIncome -2.73 -1.70 0.280 3.11 7.76 0001396878 0001084580 0000065596
7 BaseVar nan nan nan nan nan 0000065596 0001270436 0000065596
8 EconomicCapitalRatio -2.25 -1.34 -0.265 2.43 6.35 0001396878 0000880631 0000065596

2019

Logs

error 1 × No NetIncome node found, ignoring company. input.sec.calculation_linkbase.edgar_model_mapping
0001415311
error 1 × Negative Expenses, ignoring company. pre-agg
0001302350
warning 28 × Similarly named company. Duplicate? None
0000096223 0000720672 0001084580 0001209709 0001450923 0001483386 0001592386 0001642122 0001758730 0001043565 0001097396 0001145765 0001325676 0001353611 0001353612 0001353613 0001353614 0001353615 0001376227 0001379527 0001383084 0001383151 0001386164 0001396878 0001405513 0001405528 0001472494 0001479247
warning 13 × Missing logo subcommand.report
0001209709 0001353282 0001450922 0001450923 0001483386 0000888471 0001043951 0001066656 0001097396 0001269190 0001325676 0001379527 0001386164
warning 8 × No LiabilitiesAndStockholdersEquity node found input.sec.calculation_linkbase.edgar_model_mapping
0001084580 0001450922 0001450923 0001483386 0000815917 0000913760 0001222333 0001618181
warning 3 × NetIncome node detected by IncomeLoss name heuristic input.sec.calculation_linkbase.edgar_model_mapping
0001173431 0001353282 0000888471
warning 3 × Large missing amount for aggregate "Revenues" added to remainder. industry.us_generic
0000316709 0001270436 0001562622
warning 2 × Ignoring company because Expenses is zero pre-agg
0001562622 0001469317
warning 1 × equityII differs from equityI pre-agg
0000316709
warning 1 × Too many companies have an ECR > 400% check_abs_values
{'quantile_005_val': 4.648779883403276}
warning 1 × Negative minimum value check_abs_values
{'var_name': 'TradingGainsAndLosses', 'min_value': -30279328}
warning 1 × Large missing amount for aggregate "Assets" added to remainder. industry.us_generic
0001353282
warning 1 × Ignoring company because Assets is zero pre-agg
0001468910

Diagrams

Calculation Linkbase Overview

Edges which exists for less than five companies (and the corresponding nodes) are not included.

Absolute xval/yval quantiles

  xvar min 5% median 95% max min_company median_company max_company
0 FinancialSecurities 0 0 0 12,815,550,000 29,616,781,000 0000350894 0001023844 0000096223
1 AssetsCurrent 0 0 7,459,112 7,908,979,950 67,979,000,000 0000873799 0001270436 0001571949
2 Receivables 0 0 0 12,111,787,100 86,820,000,000 0000350894 0001120193 0001593538
3 GoodwillAndIntangibleAssets 0 0 0 5,590,200,000 33,035,500,000 0000096223 0001396878 0001156375
4 remainder_Assets 443,622 12,047,949 190,675,260 10,138,948,200 221,178,000,000 0001405513 0001353613 0000316709
5 LiabilitiesCurrent 0 0 0 15,680,001,950 220,094,000,000 0000065596 0000845698 0000316709
6 LongTermLiabilities 0 0 0 7,024,690,100 107,799,000,000 0000065596 0000720672 0001364742
7 SecuritiesRepurchaseAgreements 0 0 0 5,039,780,000 19,562,270,000 0000065596 0001278021 0001084580
8 Payables 0 0 0 8,435,462,350 56,944,000,000 0000350894 0001450922 0001381197
9 remainder_Liabilities -50,453,000 52,543 5,864,954 5,540,650,000 24,727,000,000 0001052100 0000065596 0001364742
10 LaborExpense 0 0 0 2,045,210,200 6,538,000,000 0000845698 0001043565 0000815917
11 GeneralAndAdministrativeExpense 0 0 0 422,715,000 1,758,000,000 0000845698 0001396878 0001364742
12 CommissionsAndAdvisoryFees 0 0 312,631 175,123,000 1,685,000,000 0000096223 0001269190 0001364742
13 OperatingExpenses 0 0 89,779 470,258,050 816,000,000 0000350894 0001472494 0000815917
14 remainder_Expenses -181,015 433 4,735,270 1,814,332,650 32,155,000,000 0001145765 0001023844 0000913760
15 RevenueFromContractWithCustomer 0 0 0 2,584,395,000 14,539,000,000 0000065596 0000815917 0001364742
16 InterestIncome 0 0 0 225,199,100 6,516,000,000 0000096223 0000815917 0000316709
17 BrokerageAndAdvisoryCommissions 0 0 0 24,677,271 1,645,818,000 0000065596 0001043565 0001094831
18 TradingGainsAndLosses -30,279,328 -23,951 0 405,303,450 912,316,000 0001479247 0001043565 0001592386
19 remainder_Revenues -79,606,428 0 0 4,238,150,000 31,909,900,000 0001376227 0000888471 0000913760
20 remainder_NetIncome -192,000,000 -3,596,017 3,894,711 271,108,000 5,944,000,000 0001571949 0001043565 0001173431
21 remainder_ComprehensiveNetIncome -924,000,000 -217,460,000 0 44,233,350 340,000,000 0001381197 0001386164 0000316709
  yvar min 5% median 95% max min_company median_company max_company
0 Assets 3,434,354 24,294,558 271,664,356 76,179,185,000 294,000,000,000 0001405513 0001328598 0000316709
1 Liabilities 20,076 75,042 7,396,371 64,405,650,000 272,260,000,000 0001354730 0000065596 0000316709
2 Expenses 109,450 337,392 10,445,898 6,990,400,000 32,817,400,000 0001383054 0001162283 0000913760
3 Revenues -73,578,735 0 252,881 8,098,150,000 32,897,000,000 0001376227 0001353611 0000913760
4 StockholdersEquity 0 20,511,665 194,645,562 10,133,824,550 34,929,000,000 0000815917 0001479247 0001364742
5 NetIncome -103,705,000 -8,257,494 13,418,435 2,505,340,000 4,526,000,000 0001592386 0001383151 0001364742
6 ComprehensiveNetIncome -81,608,500 -8,245,544 13,418,435 2,354,790,000 4,561,000,000 0001592386 0001383151 0001364742
7 BaseVar 3,914,004 22,975,925 294,874,328 100,897,550,000 323,805,500,000 0001405513 0001383058 0000316709
8 EconomicCapitalRatio -0.320 0.108 2.12 4.65 6.15 0001162283 0001269190 0001396878

Effect quantiles (final effects with respect to final var and normalized if applicable)

  xvar min 5% median 95% max min_company median_company max_company
0 FinancialSecurities -0.412 -0.0901 0.00248 0.467 1.88 0001162283 0001386164 0001270436
1 AssetsCurrent -8.67 -1.26 -0.00545 0.546 5.65 0001396878 0001328598 0001405513
2 Receivables -0.277 -0.131 0.00391 0.211 1.81 0000913760 0000861441 0001593538
3 GoodwillAndIntangibleAssets -0.481 -0.104 0.00250 0.374 0.853 0000913760 0001386164 0001374310
4 remainder_Assets -2.04 -1.06 -0.312 0.797 1.94 0001162283 0001383058 0001396878
5 LiabilitiesCurrent -1.60 -1.02 0.127 0.543 0.884 0001571949 0001269190 0001023844
6 LongTermLiabilities -1.73 -0.294 0.101 0.440 0.718 0001593538 0001379527 0001023844
7 SecuritiesRepurchaseAgreements -2.00 -0.242 0.0940 0.388 0.665 0001270436 0001386164 0001023844
8 Payables -1.67 -0.583 0.116 0.439 0.655 0001173431 0001758730 0001023844
9 remainder_Liabilities -1.49 -0.614 0.0674 0.423 0.737 0001282977 0000861441 0001023844
10 LaborExpense -12.6 -1.55 0.107 0.240 1.43 0001023844 0001383082 0000913760
11 GeneralAndAdministrativeExpense -1.55 -0.296 0.0221 0.0581 0.299 0001162283 0001479247 0000913760
12 CommissionsAndAdvisoryFees -0.575 -0.133 0.0164 0.0898 0.260 0000350894 0001353611 0000913760
13 OperatingExpenses -0.817 -0.186 0.0249 0.128 0.278 0000065596 0001353615 0000913760
14 remainder_Expenses -12.6 -0.968 0.0982 0.351 2.23 0000913760 0001383151 0001023844
15 RevenueFromContractWithCustomer -2.10 -0.494 -0.193 4.83 14.5 0000913760 0001209709 0001023844
16 InterestIncome -0.276 -0.100 -0.0242 0.142 0.321 0001023844 0001450923 0001479247
17 BrokerageAndAdvisoryCommissions -0.310 -0.112 -0.0287 -0.0152 5.44 0001023844 0001145765 0001162283
18 TradingGainsAndLosses -1.36 -0.135 -0.0196 0.490 3.05 0001479247 0001450922 0001396878
19 remainder_Revenues -1.76 -0.764 -0.133 1.97 13.4 0001376227 0001209709 0000913760
20 remainder_NetIncome -4.59 -2.41 -0.265 1.35 2.29 0001023844 0001270436 0001472494
21 remainder_ComprehensiveNetIncome -0.114 -0.0282 0.00401 0.0242 0.0442 0000924805 0001145765 0001023844
  yvar min 5% median 95% max min_company median_company max_company
0 Assets -2.09 -1.08 -0.0524 0.493 1.26 0001162283 0000845698 0001396878
1 Liabilities -1.59 -1.35 0.397 1.42 2.00 0001270436 0001353612 0001023844
2 Expenses -11.6 -3.99 0.108 0.604 0.831 0001023844 0001364742 0001396878
3 Revenues -2.58 -0.637 -0.268 5.56 12.5 0001405513 0000910467 0001023844
4 StockholdersEquity -15.2 -7.25 0.228 1.34 1.38 0001023844 0001383062 0001353613
5 NetIncome -3.78 -2.05 -0.189 1.89 3.30 0001162283 0001353614 0001396878
6 ComprehensiveNetIncome -3.76 -2.02 -0.195 1.89 3.31 0001162283 0001386164 0001396878
7 BaseVar nan nan nan nan nan 0000065596 0001282977 0000065596
8 EconomicCapitalRatio -2.34 -1.91 0.103 2.63 4.13 0001162283 0001269190 0001396878

2020

Logs

error 2 × No NetIncome node found, ignoring company. input.sec.calculation_linkbase.edgar_model_mapping
0001415311 0001468910
warning 23 × Similarly named company. Duplicate? None
0000720672 0001084580 0001302350 0001397911 0001483386 0001592386 0001758730 0001145765 0001325676 0001353611 0001353612 0001353613 0001353614 0001353615 0001376227 0001383055 0001383084 0001383151 0001396878 0001405513 0001405528 0001472494 0001618181
warning 11 × Missing logo subcommand.report
0001353282 0001450922 0001483386 0001672571 0000888471 0001043951 0001066656 0001209709 0001222333 0001325676 0001618181
warning 7 × No LiabilitiesAndStockholdersEquity node found input.sec.calculation_linkbase.edgar_model_mapping
0001084580 0001450922 0001483386 0000815917 0001222333 0001618181 0001708646
warning 2 × Ignoring company because Expenses is zero pre-agg
0001562622 0001469317
warning 1 × Too many companies have an ECR > 400% check_abs_values
{'quantile_005_val': 4.729737905248075}
warning 1 × NetIncome node detected by IncomeLoss name heuristic input.sec.calculation_linkbase.edgar_model_mapping
0000888471
warning 1 × Negative minimum value check_abs_values
{'var_name': 'TradingGainsAndLosses', 'min_value': -2251576260}
warning 1 × Large missing amount for aggregate "Revenues" added to remainder. industry.us_generic
0000316709
warning 1 × Large missing amount for aggregate "Assets" added to remainder. industry.us_generic
0001562622

Diagrams

Calculation Linkbase Overview

Edges which exists for less than five companies (and the corresponding nodes) are not included.

Absolute xval/yval quantiles

  xvar min 5% median 95% max min_company median_company max_company
0 FinancialSecurities 0 0 0 24,689,153,200 50,399,000,000 0000350894 0001023844 0000316709
1 AssetsCurrent 0 0 9,360,470 8,820,459,200 89,283,900,000 0001052354 0000888471 0001156375
2 Receivables 0 0 0 8,962,361,000 88,253,000,000 0000350894 0001156375 0000316709
3 GoodwillAndIntangibleAssets 0 0 0 6,416,460,000 32,814,000,000 0000096223 0001052100 0001364742
4 remainder_Assets -70,000 8,331,912 325,615,582 26,836,400,000 348,066,000,000 0001672571 0001374310 0000316709
5 LiabilitiesCurrent 0 0 0 10,926,398,800 358,022,000,000 0000096223 0001302350 0000316709
6 LongTermLiabilities 0 0 0 7,478,223,600 111,927,000,000 0000350894 0000720005 0001364742
7 SecuritiesRepurchaseAgreements 0 0 0 5,473,100,400 20,144,617,000 0000316709 0000350894 0000096223
8 Payables 0 0 0 10,299,797,600 104,201,000,000 0000350894 0000924805 0000316709
9 remainder_Liabilities -52,638,000 43,235 6,414,344 5,478,400,000 26,371,000,000 0001052100 0000861441 0001364742
10 LaborExpense 0 0 0 3,346,117,800 7,186,000,000 0000845698 0001043951 0000815917
11 GeneralAndAdministrativeExpense 0 0 0 448,680,000 2,465,000,000 0000845698 0001052354 0001364742
12 CommissionsAndAdvisoryFees 0 0 319,322 226,544,400 3,754,214,000 0000096223 0001325676 0001397911
13 OperatingExpenses 0 0 17,606 440,990,800 972,593,000 0000350894 0001383062 0001592386
14 remainder_Expenses -541,112 0 3,882,160 1,843,820,000 53,250,000,000 0001145765 0001383151 0000913760
15 RevenueFromContractWithCustomer 0 0 0 4,307,060,000 16,205,000,000 0000096223 0001066656 0001364742
16 InterestIncome 0 0 0 195,275,400 6,113,000,000 0000096223 0000845698 0000316709
17 BrokerageAndAdvisoryCommissions 0 0 0 1,580,399 5,278,596,000 0000096223 0001302350 0001397911
18 TradingGainsAndLosses -2,251,576,260 0 0 681,114,400 2,493,248,000 0001327068 0000316709 0001592386
19 remainder_Revenues -199,214,186 0 0 5,161,360,000 52,899,200,000 0001376227 0000861441 0000913760
20 remainder_NetIncome -119,362,852 -15,537,366 0 629,500,000 13,309,558,000 0001328237 0001084580 0001222333
21 remainder_ComprehensiveNetIncome -958,000,000 -124,240,000 0 36,137,600 5,306,000,000 0001381197 0001618181 0000316709
  yvar min 5% median 95% max min_company median_company max_company
0 Assets 131,471 18,388,188 434,244,577 90,718,800,000 549,009,000,000 0001672571 0001383058 0000316709
1 Liabilities 12,616 47,378 6,666,770 85,649,400,000 492,949,000,000 0001354730 0001353611 0000316709
2 Expenses 59,111 317,873 9,052,654 7,766,800,000 54,051,900,000 0001672571 0001328237 0000913760
3 Revenues -1,876,885,171 0 607 8,966,800,000 54,139,600,000 0001327068 0001052354 0000913760
4 StockholdersEquity 0 10,156,653 327,677,187 16,293,520,600 76,952,551,000 0000815917 0001328598 0001222333
5 NetIncome -1,905,181,579 -43,124,492 29,172,699 2,833,580,000 13,083,928,000 0001327068 0001383082 0001222333
6 ComprehensiveNetIncome -1,905,181,579 -43,077,392 26,366,736 3,001,200,000 13,083,928,000 0001327068 0001270436 0001222333
7 BaseVar 234,235 23,868,227 757,404,733 109,557,340,000 578,104,250,000 0001672571 0001483386 0000316709
8 EconomicCapitalRatio -2.32 -0.951 1.53 4.73 6.84 0001327068 0001209709 0001396878

Effect quantiles (final effects with respect to final var and normalized if applicable)

  xvar min 5% median 95% max min_company median_company max_company
0 FinancialSecurities -0.398 -0.213 -0.00506 0.574 1.84 0001023844 0001758730 0001270436
1 AssetsCurrent -9.38 -0.928 -0.0199 2.45 6.44 0001396878 0001302350 0001376227
2 Receivables -0.436 -0.261 -0.00149 0.401 1.82 0000913760 0001328598 0001672571
3 GoodwillAndIntangibleAssets -0.478 -0.168 -0.00108 0.221 0.776 0000913760 0001328598 0001374310
4 remainder_Assets -2.29 -1.91 -0.474 0.872 2.37 0001672571 0001383149 0001396878
5 LiabilitiesCurrent -1.60 -0.740 0.0898 0.483 0.612 0001156375 0001328237 0000913760
6 LongTermLiabilities -1.79 -0.409 0.0743 0.415 0.536 0001593538 0001383062 0000913760
7 SecuritiesRepurchaseAgreements -1.97 -0.311 0.0695 0.376 0.464 0001270436 0001383151 0001060349
8 Payables -1.66 -0.326 0.0797 0.400 0.558 0001381197 0001145765 0001060349
9 remainder_Liabilities -1.55 -0.814 0.0616 0.507 0.747 0001282977 0001381197 0000913760
10 LaborExpense -9.11 -1.82 0.124 0.318 1.85 0001023844 0001052354 0000913760
11 GeneralAndAdministrativeExpense -2.39 -0.234 0.0390 0.107 0.628 0001672571 0001052354 0000913760
12 CommissionsAndAdvisoryFees -2.77 -0.0984 0.0251 0.125 0.412 0001397911 0001354730 0000913760
13 OperatingExpenses -0.608 -0.281 0.0198 0.0683 0.277 0001060349 0001270436 0000913760
14 remainder_Expenses -15.8 -0.938 0.109 0.353 1.45 0000913760 0001383082 0001023844
15 RevenueFromContractWithCustomer -2.73 -0.592 -0.209 4.28 10.0 0000913760 0001043951 0001023844
16 InterestIncome -0.0708 -0.0348 -0.00750 0.0610 0.128 0001023844 0001328237 0000924805
17 BrokerageAndAdvisoryCommissions -0.581 -0.197 -0.0491 0.100 5.15 0000913760 0000720672 0001162283
18 TradingGainsAndLosses -5.41 -0.196 -0.0350 0.735 4.40 0001327068 0000888471 0001396878
19 remainder_Revenues -4.23 -0.278 -0.0613 0.827 17.4 0001376227 0001592386 0000913760
20 remainder_NetIncome -3.37 -1.42 -0.177 1.92 2.84 0001198415 0000096223 0001472494
21 remainder_ComprehensiveNetIncome -0.122 -0.0148 0.000956 0.0196 0.0503 0001592386 0001383151 0001302350
  yvar min 5% median 95% max min_company median_company max_company
0 Assets -1.97 -1.47 -0.0133 0.545 1.70 0001162283 0001270436 0001396878
1 Liabilities -1.58 -1.43 0.364 1.34 1.96 0001270436 0001353614 0001396878
2 Expenses -12.7 -3.44 0.0925 0.759 0.944 0000913760 0001364742 0001396878
3 Revenues -5.25 -0.608 -0.255 4.26 13.8 0001327068 0001328598 0000913760
4 StockholdersEquity -17.2 -5.16 -0.112 1.39 1.40 0000913760 0001758730 0001353614
5 NetIncome -4.68 -2.52 0.00603 2.31 4.44 0001327068 0000720672 0001396878
6 ComprehensiveNetIncome -4.68 -2.52 0.00640 2.31 4.44 0001327068 0001084580 0001396878
7 BaseVar nan nan nan nan nan 0000096223 0001328237 0000096223
8 EconomicCapitalRatio -3.97 -2.60 -0.126 3.08 5.19 0001327068 0001209709 0001396878

2021

Logs

error 4 × No NetIncome node found, ignoring company. input.sec.calculation_linkbase.edgar_model_mapping
0001415311 0001468910 0000861441 0001767057
warning 22 × Similarly named company. Duplicate? None
0000096223 0000720672 0001084580 0001397911 0001483386 0001592386 0001758730 0001783879 0001043951 0001325676 0001353614 0001376227 0001383055 0001383084 0001383151 0001396878 0001405513 0001405528 0001472494 0001618181 0001690842 0001690437
warning 13 × No LiabilitiesAndStockholdersEquity node found input.sec.calculation_linkbase.edgar_model_mapping
0001084580 0001230245 0001460235 0001483386 0001796160 0000815917 0001222333 0001618181 0001690842 0001723788 0001690437 0001767057 0001708646
warning 10 × Missing logo subcommand.report
0001460235 0001483386 0000888471 0001043951 0001066656 0001209709 0001222333 0001325676 0001353282 0001618181
warning 3 × Large missing amount for aggregate "Revenues" added to remainder. industry.us_generic
0000316709 0000720005 0001783879
warning 1 × Too many companies have an ECR > 400% check_abs_values
{'quantile_005_val': 6.7200037730944615}
warning 1 × NetIncome node detected by IncomeLoss name heuristic input.sec.calculation_linkbase.edgar_model_mapping
0000888471

Diagrams

Calculation Linkbase Overview

Edges which exists for less than five companies (and the corresponding nodes) are not included.

Absolute xval/yval quantiles

  xvar min 5% median 95% max min_company median_company max_company
0 FinancialSecurities 0 0 0 23,094,100,000 444,003,000,000 0000350894 0000845698 0000316709
1 AssetsCurrent 0 0 8,334,129 13,740,076,150 161,761,800,000 0000924805 0000888471 0001156375
2 Receivables 0 0 0 6,976,875,900 90,565,000,000 0000350894 0000880631 0000316709
3 GoodwillAndIntangibleAssets 0 0 0 6,987,200,000 33,804,000,000 0000096223 0000845698 0001364742
4 remainder_Assets -1,329,843,000 6,987,584 434,775,815 37,554,000,000 109,521,000,000 0000065596 0001383058 0001364742
5 LiabilitiesCurrent 0 0 0 16,173,894,100 448,633,000,000 0000096223 0000815917 0000316709
6 LongTermLiabilities 0 0 0 5,941,800,000 93,672,000,000 0000316709 0000350894 0001364742
7 SecuritiesRepurchaseAgreements 0 0 0 6,251,643,800 21,671,287,000 0000316709 0000350894 0000096223
8 Payables 0 0 0 14,340,238,550 125,671,000,000 0000350894 0000910467 0000316709
9 remainder_Liabilities -3,522,290,000 14,564 5,292,943 5,910,536,150 36,705,000,000 0001783879 0001376227 0000316709
10 LaborExpense 0 0 0 4,215,730,600 8,720,000,000 0000845698 0000924805 0000815917
11 GeneralAndAdministrativeExpense 0 0 0 803,006,450 2,221,000,000 0000845698 0001043951 0001364742
12 CommissionsAndAdvisoryFees 0 0 360,887 235,626,300 5,253,321,000 0000096223 0001472494 0001397911
13 OperatingExpenses 0 0 8,544 576,577,250 1,011,000,000 0000350894 0001354730 0000815917
14 remainder_Expenses -589,901 0 6,778,004 2,784,825,000 41,386,100,000 0001145765 0001383082 0000913760
15 RevenueFromContractWithCustomer 0 0 0 5,489,949,150 19,374,000,000 0000065596 0001328237 0001364742
16 InterestIncome 0 0 0 358,965,300 8,030,000,000 0000065596 0000880631 0000316709
17 BrokerageAndAdvisoryCommissions 0 0 0 787,732 7,052,180,000 0000065596 0001052354 0001397911
18 TradingGainsAndLosses 0 0 0 1,299,993,100 2,105,194,000 0000096223 0000845698 0001592386
19 remainder_Revenues -286,574,851 0 0 6,032,405,000 39,420,300,000 0001327068 0001052354 0000913760
20 remainder_NetIncome -5,488,874,000 -109,182,000 150,690 694,244,780 1,787,000,000 0001222333 0000065596 0001381197
21 remainder_ComprehensiveNetIncome -6,503,000,000 -259,622,750 0 0 141,000,000 0000316709 0001483386 0001593538
  yvar min 5% median 95% max min_company median_company max_company
0 Assets 25,000 18,348,227 847,588,990 90,582,800,000 667,270,000,000 0001796160 0001483386 0000316709
1 Liabilities 11,896 46,523 9,527,239 85,309,900,000 611,009,000,000 0001383054 0001383058 0000316709
2 Expenses 130,000 298,923 9,242,671 9,298,350,000 42,421,300,000 0001690842 0000910467 0000913760
3 Revenues 0 0 0 10,772,050,000 42,534,200,000 0000845698 0000845698 0000913760
4 StockholdersEquity -511,540 16,165,407 386,986,043 16,564,281,000 56,261,000,000 0001796160 0000880631 0000316709
5 NetIncome -5,746,469,000 -115,300,100 38,860,220 2,798,135,000 6,205,000,000 0001222333 0001282977 0001364742
6 ComprehensiveNetIncome -5,746,469,000 -115,300,100 37,606,682 2,598,430,000 5,946,500,000 0001222333 0001282977 0001364742
7 BaseVar 1,034,824 16,960,361 829,365,708 143,008,885,000 723,937,500,000 0001796160 0001460235 0000316709
8 EconomicCapitalRatio -7.47 0.0381 2.17 6.72 8.52 0001796160 0001328598 0001472494

Effect quantiles (final effects with respect to final var and normalized if applicable)

  xvar min 5% median 95% max min_company median_company max_company
0 FinancialSecurities -0.845 -0.141 0.00792 0.855 1.68 0001796160 0001642122 0000065596
1 AssetsCurrent -5.29 -2.74 -0.0129 0.603 2.59 0001405513 0001328598 0001783879
2 Receivables -0.486 -0.0589 0.00263 0.276 1.77 0001796160 0001383151 0001593538
3 GoodwillAndIntangibleAssets -0.468 -0.143 0.00402 0.316 0.708 0001796160 0001383151 0001374310
4 remainder_Assets -5.55 -1.15 -0.131 1.32 3.37 0001796160 0001145765 0001472494
5 LiabilitiesCurrent -1.94 -0.954 0.166 0.868 28.9 0000065596 0000815917 0001796160
6 LongTermLiabilities -1.99 -0.377 0.0721 0.423 0.568 0001593538 0001817232 0001472494
7 SecuritiesRepurchaseAgreements -1.81 -0.562 0.0986 0.547 0.740 0001270436 0001690842 0001472494
8 Payables -1.63 -0.451 0.0899 0.531 0.730 0001381197 0001383149 0001472494
9 remainder_Liabilities -1.78 -1.06 0.0395 0.287 0.776 0001282977 0001094831 0000065596
10 LaborExpense -2.85 -1.56 0.0982 0.305 0.775 0001162283 0001708646 0000913760
11 GeneralAndAdministrativeExpense -2.43 -0.195 0.0225 0.0756 0.216 0001162283 0001383151 0000913760
12 CommissionsAndAdvisoryFees -3.93 -0.0676 0.0460 0.155 0.411 0001796160 0001817232 0000913760
13 OperatingExpenses -0.601 -0.155 0.0204 0.0695 0.119 0001060349 0001817232 0000913760
14 remainder_Expenses -8.77 -0.746 0.0935 0.338 0.432 0000913760 0001383057 0001327068
15 RevenueFromContractWithCustomer -0.726 -0.568 -0.154 2.51 6.57 0001162283 0001222333 0001060349
16 InterestIncome -0.0325 -0.0195 -0.00694 0.0588 0.113 0001060349 0001364742 0001466538
17 BrokerageAndAdvisoryCommissions -0.303 -0.135 -0.0437 0.0768 4.28 0000913760 0000096223 0001397911
18 TradingGainsAndLosses -0.905 -0.595 -0.153 1.89 6.81 0000913760 0000888471 0001327068
19 remainder_Revenues -1.33 -0.270 -0.0886 0.718 8.96 0001327068 0001383055 0000913760
20 remainder_NetIncome -1.83 -1.22 -0.219 2.66 5.67 0000913760 0001376227 0001472494
21 remainder_ComprehensiveNetIncome -0.0744 -0.0266 0.00392 0.0135 0.0319 0001592386 0001383149 0000913760
  yvar min 5% median 95% max min_company median_company max_company
0 Assets -6.13 -1.14 -0.0212 1.73 3.09 0001796160 0000316709 0001472494
1 Liabilities -1.53 -1.45 0.424 1.97 8.52 0001593538 0001618181 0001796160
2 Expenses -7.25 -3.06 0.165 0.855 1.04 0000913760 0001328598 0001472494
3 Revenues -1.24 -0.922 -0.306 4.15 7.07 0001472494 0001353613 0000913760
4 StockholdersEquity -9.88 -4.77 -0.312 1.38 1.42 0000913760 0001758730 0001690437
5 NetIncome -6.03 -1.58 -0.127 4.04 5.47 0001796160 0001354730 0001472494
6 ComprehensiveNetIncome -6.02 -1.58 -0.128 4.05 5.48 0001796160 0001353282 0001472494
7 BaseVar nan nan nan nan nan 0000065596 0001353282 0000065596
8 EconomicCapitalRatio -9.52 -2.01 0.117 4.67 6.46 0001796160 0001328598 0001472494

2022

Logs

error 4 × No NetIncome node found, ignoring company. input.sec.calculation_linkbase.edgar_model_mapping
0001415311 0001468910 0001767057 0000815917
warning 24 × Similarly named company. Duplicate? None
0000096223 0000720672 0001592386 0001783879 0001043951 0001325676 0001383055 0001396878 0001690842 0001450922 0001460235 0001483386 0001450923 0001618181 0001690437 0001708646 0001376227 0001472494 0001405528 0001405513 0001397911 0001383151 0001383084 0001353614
warning 13 × No LiabilitiesAndStockholdersEquity node found input.sec.calculation_linkbase.edgar_model_mapping
0001230245 0001690842 0001450922 0001460235 0001222333 0001483386 0001450923 0001723788 0001618181 0001690437 0001767057 0000815917 0001708646
warning 13 × Missing logo subcommand.report
0001672571 0000888471 0001043951 0001066656 0001209709 0001325676 0001353282 0001450922 0001460235 0001222333 0001483386 0001450923 0001618181
warning 5 × Large missing amount for aggregate "Revenues" added to remainder. industry.us_generic
0000316709 0000720005 0000913760 0001270436 0001783879
warning 1 × Too many companies have an ECR > 400% check_abs_values
{'quantile_005_val': 5.092818470208447}
warning 1 × NetIncome node detected by IncomeLoss name heuristic input.sec.calculation_linkbase.edgar_model_mapping
0000888471
warning 1 × Large missing amount for aggregate "Assets" added to remainder. industry.us_generic
0001592386
warning 1 × Ignoring company because Expenses is zero pre-agg
0001771951

Diagrams

Calculation Linkbase Overview

Edges which exists for less than five companies (and the corresponding nodes) are not included.

Absolute xval/yval quantiles

  xvar min 5% median 95% max min_company median_company max_company
0 FinancialSecurities 0 0 0 13,380,095,000 190,854,000,000 0000350894 0001066656 0000316709
1 AssetsCurrent 0 0 1,135,047 14,327,970,850 139,078,300,000 0001052354 0000845698 0001156375
2 Receivables 0 0 0 4,849,715,000 66,591,000,000 0000350894 0000880631 0000316709
3 GoodwillAndIntangibleAssets 0 0 0 6,242,500,050 33,643,000,000 0000720005 0000861441 0001364742
4 remainder_Assets -653,543,000 527,111 294,873,129 43,760,189,950 233,392,000,000 0000065596 0001383058 0000316709
5 LiabilitiesCurrent 0 0 0 20,055,438,850 383,774,000,000 0000096223 0000845698 0000316709
6 LongTermLiabilities 0 0 0 3,423,588,600 61,026,000,000 0000316709 0000350894 0001593538
7 SecuritiesRepurchaseAgreements 0 0 0 3,251,834,250 19,874,844,000 0000316709 0000350894 0000096223
8 Payables 0 0 0 9,400,760,200 97,438,000,000 0000350894 0001043951 0000316709
9 remainder_Liabilities -1,706,000,000 13,125 2,970,871 4,056,298,250 33,952,000,000 0001783879 0001472494 0000316709
10 LaborExpense 0 0 0 2,587,216,200 7,329,000,000 0000350894 0000861441 0000720005
11 GeneralAndAdministrativeExpense 0 0 0 381,935,550 2,160,000,000 0000845698 0001043951 0001364742
12 CommissionsAndAdvisoryFees 0 0 337,963 241,340,250 5,397,346,000 0000720672 0001353614 0001397911
13 OperatingExpenses 0 0 865 529,568,300 838,673,000 0000350894 0001723788 0001592386
14 remainder_Expenses -7,336,000 0 3,312,575 2,082,149,900 64,650,600,000 0001642122 0001383058 0000913760
15 RevenueFromContractWithCustomer 0 0 0 2,035,332,650 17,873,000,000 0000065596 0000350894 0001364742
16 InterestIncome 0 0 0 351,287,100 10,682,000,000 0000065596 0000861441 0000316709
17 BrokerageAndAdvisoryCommissions 0 0 0 680,057 6,201,318,000 0000065596 0001066656 0001397911
18 TradingGainsAndLosses 0 0 0 556,556,300 1,628,898,000 0000096223 0000913760 0001592386
19 remainder_Revenues -88,203,209 0 0 5,764,852,050 62,209,500,000 0001327068 0001483386 0000913760
20 remainder_NetIncome -2,706,033,000 -162,970,350 798 358,534,250 1,998,000,000 0001222333 0001672571 0001381197
21 remainder_ComprehensiveNetIncome -21,512,000,000 -379,250,000 0 8,885,450 220,000,000 0000316709 0001690437 0001593538
  yvar min 5% median 95% max min_company median_company max_company
0 Assets 15,123 14,647,209 460,613,523 92,918,200,000 551,772,000,000 0001672571 0001043951 0000316709
1 Liabilities 20,000 57,116 4,326,131 74,082,400,000 515,164,000,000 0001690842 0000888471 0000316709
2 Expenses 52,410 332,011 6,391,931 8,470,479,950 65,835,300,000 0001672571 0001460235 0000913760
3 Revenues 0 0 0 9,548,336,250 66,036,000,000 0000845698 0001460235 0000913760
4 StockholdersEquity -1,708,667 12,740,940 305,896,875 16,957,295,000 50,490,460,000 0001796160 0001723788 0001222333
5 NetIncome -2,944,530,000 -147,554,969 14,606,540 2,139,150,000 7,183,000,000 0001222333 0001145765 0000316709
6 ComprehensiveNetIncome -3,573,000,000 -425,215,457 11,265,686 1,235,340,000 4,810,500,000 0000316709 0000861441 0001364742
7 BaseVar 177,976 16,593,827 557,392,087 140,686,587,500 659,137,250,000 0001672571 0001483386 0000316709
8 EconomicCapitalRatio -17.1 -0.394 2.14 5.09 5.89 0001723788 0001278021 0001405528

Effect quantiles (final effects with respect to final var and normalized if applicable)

  xvar min 5% median 95% max min_company median_company max_company
0 FinancialSecurities -2.99 -0.170 0.000307 0.436 1.58 0001723788 0001353611 0000065596
1 AssetsCurrent -6.94 -1.85 -0.00352 0.487 2.15 0001723788 0001450923 0001783879
2 Receivables -2.53 -0.0846 0.000253 0.150 1.69 0001723788 0001353611 0001593538
3 GoodwillAndIntangibleAssets -2.22 -0.257 0.00149 0.159 0.399 0001723788 0001690437 0001282977
4 remainder_Assets -14.9 -1.98 -0.0363 0.831 1.32 0001723788 0001353611 0001327068
5 LiabilitiesCurrent -3.70 -1.37 0.160 0.677 11.2 0001723788 0001690842 0001796160
6 LongTermLiabilities -1.79 -0.664 0.0588 0.264 0.404 0001593538 0001690437 0000350894
7 SecuritiesRepurchaseAgreements -1.56 -0.774 0.0577 0.249 0.391 0001723788 0001052354 0000350894
8 Payables -2.06 -0.592 0.0754 0.336 0.520 0001723788 0001618181 0000350894
9 remainder_Liabilities -1.69 -0.858 0.0287 0.236 0.761 0001282977 0001383151 0000065596
10 LaborExpense -2.53 -1.28 0.0738 0.343 0.857 0001230245 0001383055 0000913760
11 GeneralAndAdministrativeExpense -6.44 -0.499 0.0551 0.137 0.758 0001796160 0001383055 0000913760
12 CommissionsAndAdvisoryFees -2.76 -0.108 0.0229 0.113 0.388 0001397911 0001156375 0000913760
13 OperatingExpenses -0.361 -0.152 0.0147 0.0806 0.144 0001592386 0001383151 0001796160
14 remainder_Expenses -13.2 -0.714 0.0860 0.252 0.817 0000913760 0001593538 0001723788
15 RevenueFromContractWithCustomer -0.710 -0.352 -0.0941 1.40 3.98 0001796160 0001783879 0001113169
16 InterestIncome -0.0866 -0.0439 -0.0100 0.0776 0.158 0001796160 0001618181 0001466538
17 BrokerageAndAdvisoryCommissions -0.437 -0.153 -0.0447 0.0794 3.53 0000913760 0000096223 0001162283
18 TradingGainsAndLosses -1.22 -0.463 -0.105 1.01 5.77 0000913760 0001383054 0001405528
19 remainder_Revenues -2.42 -0.395 -0.100 1.33 13.2 0001405528 0001094831 0000913760
20 remainder_NetIncome -20.6 -1.60 -0.222 2.18 3.93 0001723788 0001783879 0001817232
21 remainder_ComprehensiveNetIncome -0.0883 -0.0338 0.00265 0.0215 0.124 0000316709 0000065596 0001270436
  yvar min 5% median 95% max min_company median_company max_company
0 Assets -15.8 -2.00 -0.00511 0.868 1.28 0001723788 0001354730 0001405528
1 Liabilities -6.82 -1.47 0.357 1.37 3.33 0001723788 0001483386 0001672571
2 Expenses -11.9 -3.67 0.206 0.565 2.40 0001796160 0000316709 0001723788
3 Revenues -2.69 -0.673 -0.264 3.10 11.3 0001723788 0001353615 0000913760
4 StockholdersEquity -15.9 -5.46 -0.128 1.28 1.30 0000913760 0001325676 0001353613
5 NetIncome -20.9 -2.37 -0.122 2.45 3.37 0001723788 0001353611 0001405528
6 ComprehensiveNetIncome -20.9 -2.35 -0.126 2.46 3.37 0001723788 0001354730 0001405528
7 BaseVar nan nan nan nan nan 0000065596 0001353613 0000065596
8 EconomicCapitalRatio -18.7 -1.99 0.546 3.50 4.29 0001723788 0001278021 0001405528

Estimates

Parameter Value Min Max
PresentValueFactor 4.5 1.0 15.0
BalanceFactor 1.15 0.5 5.0
OCIFactor 0.5 0.5 1.0
HiddenReservesFactor 0.0 0.0 0.0
LLPO_stddev 0.2 0.2 10.0