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 | |
error | 1 × Negative Expenses, ignoring company. | pre-agg | |
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 | |
warning | 7 × No LiabilitiesAndStockholdersEquity node found | input.sec.calculation_linkbase.edgar_model_mapping | |
warning | 3 × Ignoring company because Expenses is zero | pre-agg | |
warning | 2 × NetIncome node detected by IncomeLoss name heuristic | input.sec.calculation_linkbase.edgar_model_mapping | |
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 |
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 | |
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 | |
warning | 14 × No LiabilitiesAndStockholdersEquity node found | input.sec.calculation_linkbase.edgar_model_mapping | |
warning | 3 × NetIncome node detected by IncomeLoss name heuristic | input.sec.calculation_linkbase.edgar_model_mapping | |
warning | 2 × Ignoring company because Expenses is zero | pre-agg | |
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 |
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 | |
warning | 24 × Similarly named company. Duplicate? | None | |
warning | 14 × No LiabilitiesAndStockholdersEquity node found | input.sec.calculation_linkbase.edgar_model_mapping | |
warning | 12 × Missing logo | subcommand.report | |
warning | 4 × NetIncome node detected by IncomeLoss name heuristic | input.sec.calculation_linkbase.edgar_model_mapping | |
warning | 4 × Ignoring company because Expenses is zero | pre-agg | |
warning | 2 × Large missing amount for aggregate "Revenues" added to remainder. | industry.us_generic | |
warning | 2 × Large missing amount for aggregate "Assets" added to remainder. | industry.us_generic | |
warning | 2 × Ignoring company because Assets is zero | pre-agg | |
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 |
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 | |
error | 1 × Negative Expenses, ignoring company. | pre-agg | |
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 | |
warning | 8 × No LiabilitiesAndStockholdersEquity node found | input.sec.calculation_linkbase.edgar_model_mapping | |
warning | 3 × NetIncome node detected by IncomeLoss name heuristic | input.sec.calculation_linkbase.edgar_model_mapping | |
warning | 3 × Large missing amount for aggregate "Revenues" added to remainder. | industry.us_generic | |
warning | 2 × Ignoring company because Expenses is zero | pre-agg | |
warning | 1 × equityII differs from equityI | pre-agg | |
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 | |
warning | 1 × Ignoring company because Assets is zero | pre-agg |
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 | |
warning | 23 × Similarly named company. Duplicate? | None | |
warning | 11 × Missing logo | subcommand.report | |
warning | 7 × No LiabilitiesAndStockholdersEquity node found | input.sec.calculation_linkbase.edgar_model_mapping | |
warning | 2 × Ignoring company because Expenses is zero | pre-agg | |
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 | |
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 | |
warning | 1 × Large missing amount for aggregate "Assets" added to remainder. | industry.us_generic |
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 | |
warning | 22 × Similarly named company. Duplicate? | None | |
warning | 13 × No LiabilitiesAndStockholdersEquity node found | input.sec.calculation_linkbase.edgar_model_mapping | |
warning | 10 × Missing logo | subcommand.report | |
warning | 3 × Large missing amount for aggregate "Revenues" added to remainder. | industry.us_generic | |
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 |
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 | |
warning | 24 × Similarly named company. Duplicate? | None | |
warning | 13 × No LiabilitiesAndStockholdersEquity node found | input.sec.calculation_linkbase.edgar_model_mapping | |
warning | 13 × Missing logo | subcommand.report | |
warning | 5 × Large missing amount for aggregate "Revenues" added to remainder. | industry.us_generic | |
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 | |
warning | 1 × Large missing amount for aggregate "Assets" added to remainder. | industry.us_generic | |
warning | 1 × Ignoring company because Expenses is zero | pre-agg |
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 |