S&P 500 Financial API

This tool was developed as part of my master's project. It is designed to simplify the extraction of financial and ESG data for S&P 500 companies, enabling efficient analysis and research.

Features

• Historical Quarterly Financial Data Extraction:
  Extract historical quarterly financial data for S&P 500 companies, including:

  • Balance sheets
  • Cash flow statements
  • Financial ratios
  • Dividends

  Data is exported to CSV files for easy integration and analysis.

• Historical Monthly Sustainability Data Extraction:
  Extract historical monthly sustainability data, including:

  • ESG scores for each company
  • ESG scores for their peer groups

  Data is exported to CSV files.

• S&P 500 Tickers Extraction:
  Extract the list of S&P 500 company tickers and save them to a JSON file.

Usage

1. Clone this repository:

   git clone https://github.com/fedibaklouti/ESG-Finance-Collector.git

2. Install the required dependencies:

   npm install

3. Run the tool to extract the desired data:

   npm run start

4. Select an option from the menu:
   • 1 to Extract Financial Data from Discounting Cashflows (Requires API Key for full data)
   • 2 to Extract ESG Data from Yahoo Finance
   • 3 to Extract S&P 500 Companies Tickers
   • 4 to Extract ESG Data from FMP (Requires API Key for full data)
   • 5 to Quit
5. You'll find that the data is extracted in either output/output_esg/output_esg_v2 folder depending on your choice

Please note that you'll extract a limited amount of financial data without an API key from discountingcashflows.com; so get yours and add it to .env under the variable name DISCOUNTING_CASHFLOW_API_KEY. Visit this page for more details.

As for ESG Data from FMP, you need an API key from them; Add it to .env under the variable name FMP_API_KEY. Visit this page for more details.

Data sources

• Financial Data: Discounting Cashflows
• ESG Scores: Yahoo Finance
• Tickers: S&P 500 Companies Dataset
• FMP ESG Scores: Financial Modeling Prep