1 `finreportr`¹ ²

finreportr - Financial Data from U.S. Securities and Exchange Commission 팩키지를 통해 기본적인 재무정보를 이해한다.

CompanyInfo(): 회사정보
AnnualReports(): 사업보고서
GetIncome(): 손익계산서
GetBalanceSheet(): 대차대조표
GetCashFlow(): 현금흐름표

2 상장된 반도체 회사

미국 증권시장에서 거래되고 있는 반도체 업체를 NYSE와 NASDAQ으로 나눠 업체목록을 작성해 보자.

library(tidyverse)
library(rvest)

## NYSE 반도체 상장사 
nyse_semicon_url <- "https://topforeignstocks.com/stock-lists/the-complete-list-of-semiconductor-stocks-trading-on-the-nyse/"

nyse_semicon_tickers <- nyse_semicon_url %>% 
  read_html() %>% 
  html_nodes(css = '#tablepress-2661') %>% 
  html_table(header = TRUE, fill = TRUE) %>% 
  .[[1]]

nyse_semicon_df <- nyse_semicon_tickers %>% 
  janitor::clean_names() %>% 
  as_tibble() %>% 
  mutate(exchange = "NYSE")

## NASDAQ 반도체 상장사 
nasdaq_semicon_url <- "https://topforeignstocks.com/stock-lists/the-complete-list-of-semiconductors-stocks-trading-on-nasdaq/"

nasdaq_semicon_tickers <- nasdaq_semicon_url %>% 
  read_html() %>% 
  html_nodes(xpath = '//*[@id="tablepress-2894"]') %>% 
  html_table(header = TRUE, fill = TRUE) %>% 
  .[[1]]

nasdaq_semicon_df <- nasdaq_semicon_tickers %>% 
  janitor::clean_names() %>% 
  as_tibble() %>% 
  mutate(exchange = "NASDAQ")

semicon_df <- bind_rows(nyse_semicon_df, nasdaq_semicon_df) %>% 
  select(exchange, ticker, name)

semicon_df

# A tibble: 93 x 3
   exchange ticker name                               
   <chr>    <chr>  <chr>                              
 1 NYSE     ASX    ASE Technology Holding Co., Ltd.   
 2 NYSE     DQ     DAQO New Energy Corp.              
 3 NYSE     IPHI   Inphi Corporation                  
 4 NYSE     JKS    JinkoSolar Holding Company Limited 
 5 NYSE     MX     MagnaChip Semiconductor Corporation
 6 NYSE     MXL    MaxLinear, Inc                     
 7 NYSE     NPTN   NeoPhotonics Corporation           
 8 NYSE     SOL    Renesola Ltd.                      
 9 NYSE     SQNS   Sequans Communications S.A.        
10 NYSE     STM    STMicroelectronics N.V.            
# … with 83 more rows

2.1 회사정보

finreportr 팩키지 CompanyInfo() 함수를 사용해서 회사정보를 가져온다.

library(finreportr)

semicon_fin_df <- map_df(semicon_df$ticker, CompanyInfo) 

semicon_fin_list <- list()

for(i in 1:nrow(semicon_df)) {
  cat(i, ": \n")
  if(semicon_df$ticker[i] %in% c("LPTH", "MLNX")) {
    next
  } else {
      semicon_fin_list[[i]] <- CompanyInfo(semicon_df$ticker[i])
  }
}

semicon_fin_df <- map_df(semicon_fin_list, rbind)

semicon_fin_df %>% 
  write_rds("data/semicon_fin_df.rds")

상장된 반도체 업체 기본정보를 표를 통해 일별한다.

semicon_fin_df <- read_rds("data/semicon_fin_df.rds")

semicon_fin_df %>% 
  reactable::reactable()

2.2 시가총액³

시가총액(Market Capitalization)을 가져오기가 좀 까다롭게 되어 Stackoverflow, “Financial Analysis in R - hoping to add Market Cap, P/FCF, EV/EBITDA, and Shareholder Yield to dataset”을 참조하여 시총을 가져온다.

library(quantmod)
library(rvest)
library(XML)

# start_date <- as.Date("2019-12-01") 
# end_date   <- as.Date("2019-12-31")
# getSymbols(c("JPM", "WFC"), src = "yahoo", from = start_date, to = end_date)

get_marcap <- function(ticker) {
  url <- glue::glue("http://finviz.com/quote.ashx?t={ticker}")
  webpage <- readLines(url)
  html <- htmlTreeParse(webpage, useInternalNodes = TRUE, asText = TRUE)
  tableNodes <- getNodeSet(html, "//table")
  
  df <- readHTMLTable(tableNodes[[9]], 
                header = c("data1", "data2", "data3", "data4", "data5", "data6",
                           "data7", "data8", "data9", "data10", "data11", "data12")) %>% 
    select(metric = data1, value = data2) %>% 
    filter(str_detect(metric, "Cap"))   
  
  return(df)
} 

safe_get_marcap <- safely(get_marcap)

semicon_marcap_list <- map(semicon_df$ticker, ~ safe_get_marcap(.x))

semicon_marcap_list %>% 
  write_rds("data/semicon_marcap_list.rds")

시가총액 금액을 기계가 처리할 수 있는 형태로 숫자형으로 변형시켜 표형태로 추출한다.

semicon_marcap_list <- 
  read_rds("data/semicon_marcap_list.rds")

semicon_marcap_rs_list <- map(semicon_marcap_list, "result")

marcap_value <- pluck(semicon_marcap_rs_list, "value") %>% 
  map_chr(toString)

semicon_df %>% 
  mutate(marcap = marcap_value) %>% 
  mutate(unit = str_extract(marcap, ".$"),
         value = parse_number(marcap)) %>% 
  mutate(market_cap = ifelse(unit == "B", value * 10^9, value * 10^6)) %>% 
  arrange(desc(market_cap)) %>% 
  # top_n(10, wt=market_cap) %>% 
  reactable::reactable()

2.3 손익계산서

TSMC가 가장 높은 시총을 갖는 것이 확인되어 TSMC 손익계산서를 가져오는 대신 인텔로 대신하여 손익계산서를 가져온다.

intel_is <- GetIncome("INTC", year = 2018)

intel_is %>% 
  filter(startDate == "2014-12-28") %>% 
  mutate(Amount = as.numeric(Amount)) %>% 
  mutate(amount_billion = Amount / 10^9) %>% 
  select(Metric, Units, amount_billion) %>% 
  reactable::reactable()

2.4 대차대조표

이번에는 인텔의 대차대조표를 가져와보자.

intel_bs <- GetBalanceSheet("INTC", year = 2018)

intel_bs %>% 
  filter(endDate == "2016-12-31") %>% 
  mutate(Amount = as.numeric(Amount)) %>% 
  mutate(amount_billion = Amount / 10^9) %>% 
  select(Metric, Units, amount_billion) %>% 
  reactable::reactable()

2.5 현금흐름표

인텔의 현금흐름표를 가져와보자.

intel_cf <- GetCashFlow("INTC", year = 2018)

intel_cf %>% 
  filter(endDate == "2016-12-31") %>% 
  mutate(Amount = as.numeric(Amount)) %>% 
  mutate(amount_billion = Amount / 10^9) %>% 
  select(Metric, Units, amount_billion) %>% 
  reactable::reactable()

2.6 사업보고서

AnnualReports("INTC")

   filing.name filing.date         accession.no
1         10-K  2020-01-24 0000050863-20-000011
2         10-K  2019-02-01 0000050863-19-000007
3         10-K  2018-02-16 0000050863-18-000007
4         10-K  2017-02-17 0000050863-17-000012
5         10-K  2016-02-12 0000050863-16-000105
6         10-K  2015-02-13 0000050863-15-000015
7         10-K  2014-02-14 0000050863-14-000020
8         10-K  2013-02-19 0001193125-13-065416
9         10-K  2012-02-23 0001193125-12-075534
10        10-K  2011-02-18 0000950123-11-015783
11        10-K  2010-02-22 0000950123-10-015237
12        10-K  2009-02-23 0000891618-09-000047
13        10-K  2008-02-20 0000891618-08-000106
14        10-K  2007-02-26 0000891618-07-000111
15        10-K  2006-02-27 0000891618-06-000089
16        10-K  2005-02-22 0001193125-05-033162
17      10-K/A  2004-02-24 0001193125-04-028053
18        10-K  2004-02-23 0001193125-04-027430
19        10-K  2003-03-11 0001047469-03-008257
20        10-K  2002-03-13 0000912057-02-009698
21        10-K  2001-03-13 0000912057-01-503434
22        10-K  2000-03-23 0001012870-00-001562
23        10-K  1999-03-26 0001047469-99-011450
24        10-K  1998-03-27 0000050863-98-000031
25        10-K  1997-03-28 0000050863-97-000020
26        10-K  1996-03-29 0000050863-96-000002
27        10-K  1995-03-28 0000050863-95-000004
28        10-K  1994-03-25 0000891618-94-000087

데이터 과학자 이광춘 저작

kwangchun.lee.7@gmail.com

데이터 과학 – 금융(Finance)

SEC - 회사정보, 사업보고서, IS/BS/CF

Tidyverse Korea

2020-11-03

1 `finreportr`¹ ²

2 상장된 반도체 회사

2.1 회사정보

2.2 시가총액³

2.3 손익계산서

2.4 대차대조표

2.5 현금흐름표

2.6 사업보고서

데이터 과학 – 금융(Finance)

SEC - 회사정보, 사업보고서, IS/BS/CF

Tidyverse Korea

2020-11-03

1 finreportr12

2 상장된 반도체 회사

2.1 회사정보

2.2 시가총액3

2.3 손익계산서

2.4 대차대조표

2.5 현금흐름표

2.6 사업보고서

1 `finreportr`¹ ²

2.2 시가총액³