license:mit nlp region:us
---
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