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---
license: mit
tags:
- nlp
pretty_name: SP500 EDGAR 10-K Filings
---
# Dataset Card for SP500-EDGAR-10K
## Dataset Description
- **Homepage:**
- **Repository:**
- **Paper:**
- **Leaderboard:**
- **Point of Contact:**
### Dataset Summary
This dataset contains the annual reports for all SP500 historical constituents from 2010-2022 from SEC EDGAR Form 10-K filings.
It also contains n-day future returns of each firm's stock price from each filing date.
## Dataset Structure
### Data Fields
[More Information Needed]
### Data Splits
[More Information Needed]
## Dataset Creation
### Source Data
#### Initial Data Collection and Normalization
10-K filings data was collected and processed using `edgar-crawler` available <a href='https://github.com/nlpaueb/edgar-crawler'>here.</a>
Return data was computed manually from other price data sources.
### Annotations
#### Annotation process
N/A
#### Who are the annotators?
N/A
### Personal and Sensitive Information
N/A
## Considerations for Using the Data
### Social Impact of Dataset
N/A
### Discussion of Biases
The firms in the dataset are constructed from historical SP500 membership data, removing survival biases.
### Other Known Limitations
N/A
### Licensing Information
MIT |