vfendesak/financial-report-analyzer

Fetch and analyze annual 10-K reports using artificial intelligence (AI).

Financial Report Analyzer

This repo intends to fetch and analyze annual reports in terms of their ESG-related contents.

The annual reports are fetched from the SEC Edgar database. For the analysis, the following pre-trained LLMs are used which can be found on 🤗Hugging Face:

• ESGBERT/EnvironmentalBERT-environmental
• ESGBERT/SocialBERT-social
• ESGBERT/GovernanceBERT-governance

Installation

Python Setup

make setup

Optional: Create a Jupyter Kernel

make kernel

Database Setup

POSTGRES_PASSWORD=mysecretpassword make database

Set the database password accordingly in the database connector DB PATH constant:

DB_PASSWORD = "mysecretpassword"

Usage

Fetch Filings URLs

Fetch the report URLs for the annual report 10-K filings of the default tickers.

make filings

Analyze the Filings

Analyze the reports. This feature is currently performed in the Filing Analyzer Notebook. In the future this will also be an executable.

Configuration

At the moment, only SEC filings can be analyzed, hence only US stocks. This will be expanded to European stocks in the future. The tickers can be set in the default tickers.

A:
  name: AGILENT TECHNOLOGIES INC
  weight: 0.126698730195312
AAL:
  name: AMERICAN AIRLINES GROUP INC
  weight: 0.02926188514229
AAPL:
  name: APPLE INC
  weight: 9.22121612552533

The name and weight are currently not required but will be used for further analysis.