# StockFit API

> StockFit is a developer API for accurate US stock fundamentals and ETF data, parsed directly from SEC EDGAR. Endpoints cover SEC filings (10-K, 10-Q, 8-K, S-1, 13F, DEF 14A, Forms 3/4/5, NPORT-P), structured financials (income statement, balance sheet, cash flow), earnings history, executive compensation, institutional and insider ownership, ETF holdings and flows, and AI-classified business model analytics. All endpoints are also available as MCP tools so the same API key works with Claude, Cursor, and VS Code.

The StockFit API parses raw XBRL, XML, and SGML directly from SEC EDGAR. There are no third-party aggregators, no normalized or "adjusted" metrics that hide source data — every value is traceable back to the underlying filing. The same REST API is exposed as a Model Context Protocol (MCP) server so AI assistants can call endpoints as tools using the same API key.

Company: Second Dot LLC. Brand: StockFit. Contact: info@stockfit.io.

## Product pages

- [Landing page](https://developer.stockfit.io): Overview of all API capabilities, live playground, and FAQ covering each endpoint family.
- [Pricing](https://developer.stockfit.io/pricing): Free, Starter ($15/mo), Stock ($39/mo), ETF ($39/mo), and Professional ($69/mo) plans. Annual billing available. Free tier requires no credit card.
- [MCP + AI Agents](https://developer.stockfit.io/mcp): Two-step setup to connect StockFit to Claude Desktop, Claude Code, Cursor, or VS Code via the Model Context Protocol. The same API key works as a REST key and an AI key.
- [Playground](https://developer.stockfit.io/playground): Interactive endpoint explorer.

## API documentation

- [API documentation (embedded)](https://developer.stockfit.io/docs): Same Scalar OpenAPI reference embedded inside the developer portal — keeps users on developer.stockfit.io while browsing the API surface. The underlying source is the api.stockfit.io reference below.
- [Full Swagger documentation](https://api.stockfit.io/docs): Complete OpenAPI reference for every endpoint, grouped by tag (financials, earnings, sec-filings, etfmf, ownership, executives, company, insider-transactions, symbol-lookup). Includes a tier-filter dropdown so users can narrow the view to endpoints available on a specific subscription plan.

### Tier-scoped API references (for coding agents)

Each tier page lists only the endpoints callable on that plan. When prompting a coding agent (Cursor, Copilot, Claude Code, etc.) to write code against the StockFit API, reference the URL matching the user's subscription so generated code stays within the plan — calls outside the listed set return HTTP 403. MCP clients don't need these URLs because the MCP server already filters available tools by the user's tier server-side.

- [StockFit API — Free tier reference](https://api.stockfit.io/docs/free): Tier-scoped API reference listing only the endpoints accessible on the Free plan (no credit card). Reference this URL when prompting a coding agent to write API code for a free-tier account.
- [StockFit API — Starter tier reference ($15/mo)](https://api.stockfit.io/docs/starter): Tier-scoped API reference for the Starter plan. Adds earnings snapshots, date predictions, EPS history, financial growth rates, and the filings stream on top of the free tier.
- [StockFit API — Stock tier reference ($39/mo)](https://api.stockfit.io/docs/stock): Tier-scoped API reference for the Stock plan. The full stock fundamentals workflow: earnings calendar, multi-year trends, 8-K Item 2.02 body extraction, insider transactions, ownership, executives.
- [StockFit API — ETF tier reference ($39/mo)](https://api.stockfit.io/docs/etf): Tier-scoped API reference for the ETF plan. Fund holdings, flows, overlap, fee analysis, service providers, exposure models, and the N-PORT / N-CEN power tools.
- [StockFit API — Professional tier reference ($69/mo)](https://api.stockfit.io/docs/pro): Tier-scoped API reference for the Professional plan. Every endpoint across stock fundamentals, ETF analytics, ownership, insider transactions, executives, and AI-classified company analytics.

### Endpoint families

- SEC Filings: `/v1/api/filings`, `/v1/api/filings/item`, `/v1/api/filings/item-list`, `/v1/api/filings/latest`, `/v1/api/filings/timeline`, `/v1/api/filings/calendar`, `/v1/api/filings/stats`, `/v1/api/filings/recent-offerings`, `/v1/api/filings/offering`. Covers 10-K, 10-Q, 8-K, S-1, DEF 14A, Forms 3/4/5, NPORT-P, N-CEN, and more.
- Financials: `/v1/api/financials/income-statement`, `/v1/api/financials/balance-sheet`, `/v1/api/financials/cash-flow-statement`, `/v1/api/financials/as-reported`, `/v1/api/financials/key-metrics`, `/v1/api/financials/growth`, `/v1/api/financials/scores`, plus chart variants (`/v1/api/financials/chart/...`). All values from raw XBRL.
- Earnings: `/v1/api/earnings/calendar`, `/v1/api/earnings/date`, `/v1/api/earnings/snapshot`, `/v1/api/earnings/eps-history`, `/v1/api/earnings/dividend-history`, `/v1/api/earnings/trends`, `/v1/api/earnings/chart/eps`, `/v1/api/earnings/chart/quality`.
- ETF / Mutual Fund: `/v1/api/fund/holdings`, `/v1/api/fund/holdings/daily`, `/v1/api/fund/holdings/daily/supported-funds`, `/v1/api/fund/composition`, `/v1/api/fund/overlap`, `/v1/api/fund/reverse-lookup`, `/v1/api/fund/flows`, `/v1/api/fund/fees`, `/v1/api/fund/fee-analysis`, `/v1/api/fund/exposure-model`, `/v1/api/fund/performance`, `/v1/api/fund/profile`, `/v1/api/fund/structure`. Holdings come in two cadences: full quarterly portfolios from SEC NPORT-P filings, and daily holdings published on each fund's own website (updated every trading day).
- Ownership: `/v1/api/ownership/institutional-holders` (13F), `/v1/api/ownership/portfolio`, `/v1/api/ownership/beneficial-owners` (Schedule 13D/13G), plus history endpoints. Insider transactions (Form 3/4/5) at `/v1/api/insider-transactions`, `/v1/api/insider-transactions/by-insider`, `/v1/api/insider-transactions/roster`, `/v1/api/insider-transactions/summary`.
- Executives: `/v1/api/executives/compensation` (pay-vs-performance from DEF 14A), `/v1/api/executives/officers`, `/v1/api/executives/governance`, `/v1/api/executives/performance-measures`.
- Company: `/v1/api/company/details`, `/v1/api/company/peers`, `/v1/api/company/business-model`, `/v1/api/company/competitive-advantages`, `/v1/api/company/flywheels`, `/v1/api/company/operating-levers`, `/v1/api/company/failure-modes`, `/v1/api/company/economic-model`, `/v1/api/company/research-summary`.
- Symbol Lookup: `/v1/api/lookup/symbol`, `/v1/api/lookup/cik`, `/v1/api/lookup/cusip`, `/v1/api/lookup/figi`, `/v1/api/lookup/batch`, `/v1/api/lookup/former-names`, `/v1/api/lookup/news`, `/v1/api/lookup/search`.

## Developer blog

Technical guides and engineering notes for developers building on the StockFit API.

- [All posts](https://developer.stockfit.io/blog): Browse the full developer blog.
- [Daily ETF Holdings: Six File Formats, One API](https://developer.stockfit.io/blog/daily-etf-holdings): Engineering build-in-public story on the StockFit daily ETF holdings API (/api/fund/holdings/daily), which returns a fund's full current portfolio sourced from the issuer's own website once a day, far fresher than the quarterly SEC N-PORT filing behind /api/fund/holdings. Explains why daily holdings beat quarterly N-PORT: registered funds file Form N-PORT monthly but only the quarter-end month is disclosed publicly, about 60 days after the quarter closes, so a public holdings list is one to four months stale, while the issuer's website file (mandated by the SEC ETF Rule, Rule 6c-11, since 2019) carries the prior close. The core engineering problem is format chaos: there is no standard, so issuers publish the daily file in six different formats, and one API normalizes all of them. Verified production coverage as of 2026-06-23: 2,242 US-listed funds across 52 distinct issuer sites, distributed by source publish format as csv 795 (35.5%), json 597 (26.7%), html tables 459 (20.5%), xlsx OOXML workbooks 331 (14.8%), xls legacy binary BIFF 40 (1.8%), and pdf 18 (0.8%). Coverage by issuer (top families): iShares/BlackRock 339, First Trust 288, Invesco 205, Innovator 157, SPDR/State Street 133, Global X 99, Vanguard 96, Fidelity 73, VanEck 68, Franklin Templeton 68, J.P. Morgan 67, Pacer 49; onboarding one issuer's format unlocks its whole lineup, and the supported-funds list grows as more issuers are added (the authoritative roster is /api/fund/holdings/daily/supported-funds). Funds are onboarded by writing a config (source URL, format, field mapping), not by shipping per-fund code, and the hard parts are access tricks (browser user-agent files, monthly-rotating URL tokens discovered via a documents API, TLS-fingerprint 403s that are false bot walls). The unified JSON response carries reportDate (the issuer's as-of date), name, ticker, cusip, balance, units, currency, valueUsd, and pctVal, sorted by portfolio weight descending, with only the fields the source provides. Live examples: ARK Innovation ETF (ARKK, a csv source, as-of 2026-06-22, TSLA 9.68%, HOOD 4.98%, TEM 4.94%) and the senior-loan fund SRLN (as-of 2026-06-22, 721 holdings) where the schema adapts to fixed income with units PA (par), couponRate, and a normalized maturityDate in YYYY-MM-DD. Honest scope limits: the daily feed covers transparent US-listed ETFs only, not semi-transparent or non-transparent active ETFs (proxy basket daily, full book quarterly), not mutual funds or closed-end funds (quarterly N-PORT, monthly workbook at best), and the daily rows are not mapped to a CIK or mappedSymbol and carry no fair-value level. Endpoints: /api/fund/holdings/daily, /api/fund/holdings/daily/supported-funds, /api/fund/holdings, /api/fund/overlap. Includes two Highcharts visualizations (format distribution, coverage by issuer), curl and JSON examples for an equity and a bond fund, and an 8-question FAQ covering daily-vs-N-PORT freshness, file formats, bond fields, and which funds are supported.
- [Executive Compensation API: CEO Pay vs Performance](https://developer.stockfit.io/blog/executive-compensation-api): Data-story walkthrough of the StockFit executive compensation API (/api/executives/compensation), which returns CEO and Named Executive Officer pay parsed from the SEC-mandated pay-versus-performance table in DEF 14A proxy statements (Item 402 of Regulation S-K) as clean JSON, with the reported Summary Compensation Table total, Compensation Actually Paid (CAP, called Actually Paid Compensation in the post), the average for non-CEO Named Executive Officers, and company and peer-group Total Shareholder Return indexed to $100, each row traceable to its SEC accession number. Explains the two pay numbers: the Summary Compensation Table reports equity at grant-date fair value (FASB ASC Topic 718, the accounting cost on grant day), while Actually Paid Compensation (the 2022 Item 402(v) pay-versus-performance rule) re-marks equity to its actual change in value during the year, so it moves with the share price and can go negative in a down year. Worked example on NVIDIA (Jensen Huang) across FY2021-FY2026: reported total stayed roughly $19M to $50M while Actually Paid swung from negative $4.1M (FY2023, stock fell) to $344.2M (FY2025, company TSR 1,100 vs peer 168), traced to DEF 14A accession 0001045810-25-000095. Extreme single-year CEO cases: Broadcom Hock Tan FY2024 reported $2.6M but actually paid $1.15B, Oracle Safra Catz FY2025 reported $1.1M ($950k salary, no bonus, no new grant) but actually paid $462M, Chevron and Mondelez CEOs posted negative Actually Paid in a down equity year. Cross-sector teardown of 30 large caps in six sectors (Technology NVDA MSFT AAPL ORCL AVGO, Financials JPM GS MS BAC WFC, Energy XOM CVX COP SLB EOG, Healthcare JNJ UNH MRK ABBV ABT, Consumer Staples KO PG PEP MDLZ CL, Utilities NEE DUK SO AEP D): FY2024 Actually Paid as a multiple of reported NEO pay runs about 4.9x for technology and 2.4x for financials (equity-linked pay swings with the market), versus roughly 1.0x to 1.3x for utilities, healthcare, and staples, and below 1.0x for energy (paid less than reported as energy shares lagged). Also covers the company-selected performance measure (NVDA non-GAAP operating income, JPM return on tangible common equity, XOM cash flow from operations and asset sales, KO organic revenue growth) via /api/executives/performance-measures, and compensation-governance flags (insider-trading policy, predetermined award timing, MNPI considerations) via /api/executives/governance. Closes on the free-tier on-ramp (/api/filings and /api/financials/as-reported) and notes the CEO pay ratio (Item 402(u)) is not exposed. Endpoints: /api/executives/compensation, /api/executives/performance-measures, /api/executives/governance, /api/executives/officers, /api/filings, /api/filings/search-by-accession-number, /api/financials/as-reported. Includes three Highcharts visualizations (sector divergence bars, NVIDIA reported-vs-actually-paid columns with a negative year, per-company log-scale ratios), two data tables, curl and JSON examples, and a 7-question FAQ.
- [SEC EDGAR Data: Unlocking Alternative Insights for Quants](https://developer.stockfit.io/blog/sec-edgar-alternative-data-signals): A product-led list of the eight most unconventional, hard-to-extract datasets StockFit pulls out of SEC EDGAR for quantitative research and backtesting, and the signal each one uncovers, framed for small quant pods and emerging managers priced out of conventional alternative data (credit-card panels, satellite, Bloomberg). The thesis: everyone can download EDGAR for free, but the edge is extraction depth, and most vendors stop at the normalized income statement while StockFit goes into the dimensional XBRL axis, the proxy pay tables, the ownership amendment trail, and N-PORT internals, with every value carrying its SEC accession number for a point-in-time, lookahead-free audit trail. The eight datasets with live verified JSON examples: (1) the audit-grade AI Economic Model (/api/company/economic-model) returning a structured business model (offerings, monetization, cost structure, operating levers, structural advantages, flywheels, capital allocation, failure modes) where every claim carries a clickable EDGAR URL, the document section, and a verbatim quote machine-verified against the filing text at generation time, demonstrated on Apple; (2) business segment operating income (/api/financials/business-segmentation) from the XBRL business-segments axis, showing Amazon fiscal 2025 where AWS is about 18% of segment revenue but 57% of segment operating income and absorbed about 96.5 billion dollars of capex, the real profit engine and AI capex cycle; (3) revenue segmentation (/api/financials/revenue-segmentation) splitting revenue by geography (countries, US states, regions, residuals) and product, shown on Apple (iPhone 209.6B, Services 109.2B, China 64.4B, US 151.8B for fiscal 2025); (4) Compensation Actually Paid (/api/executives/compensation and /api/executives/performance-measures) from the 2022 SEC pay-versus-performance rule, where Apple reported 74.6M dollars CEO total compensation in fiscal 2024 but CAP was 169.0M, plus the company-selected performance measure; (5) the Schedule 13D vs 13G ownership signal (/api/ownership/beneficial-owners/history) where the filingType field encodes intent and the history endpoint catches the 13G-to-13D passive-to-activist switch, shown on Southwest Airlines (LUV) with activist Elliott on a 13D among passive 13G holders Primecap and Franklin; (6) Form 4 insider transaction codes (/api/insider-transactions) where P is an open-market purchase, S a sale, M an option exercise, F tax withholding, A a grant, G a gift, demonstrated on Apple whose recent activity is all F/S/M/G and zero P (no open-market conviction buying), and the cluster-buy study link; (7) N-PORT fund flows and portfolio overlap (/api/fund/flows and /api/fund/overlap) using filing-sourced sales and redemptions rather than modeled estimates and CUSIP-matched holdings, shown on QQQ vs VGT where 37 shared names are about 49% of QQQ and 71% of VGT (a crowding signal); and (8) sector-aware Altman Z-Score and Piotroski F-Score (/api/financials/scores) computed from point-in-time XBRL, shown on Apple (Piotroski 8 of 9, Altman Z 2.42 grey zone, with the book-value-of-equity input caveat explained). Closes on wiring signals into a lookahead-free backtest by keying every value to its filing date, the free-tier on-ramp (/api/filings and /api/financials/as-reported), and a not-financial-advice note. Endpoints: /api/company/economic-model, /api/financials/business-segmentation, /api/financials/revenue-segmentation, /api/executives/compensation, /api/executives/performance-measures, /api/ownership/beneficial-owners/history, /api/insider-transactions, /api/insider-transactions/summary, /api/fund/flows, /api/fund/overlap, /api/financials/scores, /api/filings. Includes eight live JSON examples, a segment revenue-vs-operating-income mix visualization, and an 8-question FAQ.
- [Beneficial Ownership API for Schedule 13D and 13G Filings](https://developer.stockfit.io/blog/beneficial-ownership-13d-13g-api): Product walkthrough of the StockFit beneficial ownership API, which returns every Schedule 13D and Schedule 13G filer for a US-listed stock as clean JSON, one call per ticker, parsed straight from SEC EDGAR. Explains the regime: Sections 13(d) and 13(g) of the Securities Exchange Act require disclosure when an investor acquires beneficial ownership of more than 5% of a voting class, and the form encodes intent: control-intent investors (activists, bidders, proxy contests) file Schedule 13D, while passive holders (index funds, ETFs, qualified institutional investors with no control intent) file Schedule 13G. The /api/ownership/beneficial-owners endpoint returns the latest filing per reporting person with reportingPersonName, filingType (13D vs 13G, the authoritative passive-or-activist signal), percentOfClass, aggregateAmountOwned, typeOfReportingPerson (PN partnership, HC holding company, IA investment adviser, IN individual), securityClassTitle, reportDate, accessionNumber, and filingUrl, so every stake is traceable to the exact SEC document (the audit-trail wedge a normalized third-party ownership table cannot match). The /api/ownership/beneficial-owners/history endpoint returns every filing per holder over time (not collapsed to the latest), which is how you detect the high-value 13G-to-13D activist switch: a holder whose Schedule 13G is followed by a later Schedule 13D has flipped from passive to activist, an event that routinely moves the stock. Live verified example on Match Group (MTCH, owner of Tinder and Hinge): activist Starboard Value (Jeffrey Smith) holds via Schedule 13D at 4.6% (accession 0000902664-26-002298, filed 2026-05-06, XBRL-tagged) alongside passive Schedule 13G holders BlackRock 11.9%, Vanguard 6.37%, Ameriprise 5.7%, and State Street 3.6%, rendered as an on-brand Highcharts column chart colored by Schedule type. Covers why the raw EDGAR feed is hard (CUSIP-keyed cover pages, historically free-text exhibits, deep amendment chains with more than 120 13D/13G filings for MTCH since 2017) and the 2023 SEC Modernization of Beneficial Ownership Reporting (Release 33-11180, effective 2024) that shortened the initial 13D deadline from 10 calendar days to 5 business days, set 13D amendments at 2 business days, and mandated structured machine-readable filings. Contrasts the three SEC ownership families and when to use each: beneficial ownership (13D/13G, concentrated 5% strategic stakes with intent), institutional ownership (Form 13F-HR, the wide quarterly institutional book lagging up to 45 days), and insider ownership (Forms 3/4/5, Section 16 officer and director trades). Closes on point-in-time ownership without lookahead bias (use the filing date, not the acquisition date) and tier gating (beneficial ownership on Stock and Professional plans, the raw 13D/13G filing trail on /api/filings free). Endpoints: /api/ownership/beneficial-owners, /api/ownership/beneficial-owners/history, /api/ownership/summary, /api/filings, /api/filings/search-by-accession-number. Includes curl and JSON examples, one Highcharts visualization, a 13D-vs-13G comparison table, and a 7-question FAQ.
- [Point-in-Time Data: Essential for Backtesting Accuracy](https://developer.stockfit.io/blog/point-in-time-data-backtesting): Why quantitative backtests need point-in-time (PIT), timestamped, normalized SEC fundamentals, and the three ways non-PIT fundamental data silently corrupts a backtest. (1) Lookahead bias from restated financials: most databases overwrite the originally-filed value with the later corrected one, so a simulation set before the restatement uses a number that did not exist yet. Worked example with live StockFit data on Plug Power (PLUG): fiscal-2018 net loss to common stockholders was originally filed at about $78.1M (diluted EPS -$0.36) in the March 2019 10-K, then restated to about $85.7M (diluted EPS -$0.39) in a filing dated 2021-05-14, roughly two years later. Shows the real /api/financials/income-statement JSON audit trail, where each period carries a top-level dateFiled (always the original 10-K/10-Q/20-F/40-F filing date) and a sources map keyed by SEC accession number, and a restating filing records a before delta holding the prior value, so you can reconstruct what was knowable on any past date. (2) Reporting lag: the original number does not exist on the period-end date either; it arrives weeks later when the 10-K is filed. Live chart of nine mega-caps (NVDA, MSFT, AAPL, AMZN, COST, WMT, JPM, HD, XOM) shows a 25 to 49 day gap (mean about 38 days) between fiscal year-end and the 10-K hitting EDGAR, against the SEC large-accelerated-filer deadlines of 60 days for a 10-K and 40 for a 10-Q. (3) Survivorship bias: a universe of only currently-trading tickers drops every bankrupt or delisted name; StockFit retains 2,190 fully-delisted companies (no active listing on any exchange, including OTC) and exposes them on /api/company/delisted, with WeWork (ticker WE, dark in 2023) as a worked example. Also covers normalization (concept proliferation in raw XBRL, fiscal-calendar drift across non-December year-ends, and the missing fourth quarter reconstructed from FY minus 9M), the as-reported vs normalized split (/api/financials/as-reported returns the raw filed fact tree; /api/financials/income-statement maps to a stable canonical schema), and a three-rule recipe for a reproducible PIT snapshot (never use a fact before its dateFiled, never use a restated value before the restatement's filing date, include delisted names). Endpoints: /api/financials/income-statement, /api/financials/as-reported, /api/company/delisted. Includes two Highcharts data visualizations and a 6-question FAQ.
- [Mapping CIK to Fund Tickers: A Practical Guide](https://developer.stockfit.io/blog/map-cik-to-fund-ticker): Why resolving a registered fund's current ticker from its SEC EDGAR CIK is far harder than for an operating company, and the classification framework that gets it right. For stocks, company_tickers.json maps CIK to ticker in one file, but for funds every SEC source fails. The EDGAR submissions feed (submissions.zip, one JSON per CIK) carries tickers only at the entity/trust level, so a multi-series fund trust like ETF Series Solutions or iShares Trust has an empty tickers array even though it sponsors dozens of live ETFs, because tickers live on the series, not the trust. And company_tickers_mf.json, SEC's dedicated mutual-fund and ETF ticker file, carries the stale registration ticker and lags the market by months: renames like SPLG to SPYM stay stale, liquidated funds stay listed, and recycled symbols point at the dead fund (IBIT was a liquidated Defiance ETF before BlackRock reused it for the iShares Bitcoin Trust). Explains why this is structural rather than a bug: one CIK maps to many series and tickers, funds rename, liquidate, and merge constantly, tickers get recycled across unrelated issuers, and SEC's files are registration artifacts, not a live securities master. Presents the framework: (1) classify the filer by what it files, not its name, where 10-K/8-K operating companies and grantor trusts like GLD/IBIT use the entity-level submissions ticker while N-CEN/NPORT-P/497 registered 1940-Act funds derive the ticker from filings; and (2) treat a fund's ticker as an event stream, not a field, where the N-CEN annual census gives the current per-series ticker snapshot, NPORT-P monthly portfolio reports confirm liveness or a final filing, and 497 prospectus supplements carry renames, ticker swaps, liquidations, and mergers, reconciled into one current answer. Covers fund delisting and liquidation detection and survivorship bias. Served via /api/lookup/symbol, /api/lookup/cik, /api/fund/profile, /api/fund/changes, and /api/company/delisted. Includes a 7-question FAQ.
- [Extract EPS and Share Count Using Arelle Efficiently](https://developer.stockfit.io/blog/extract-eps-share-count-arelle): How to extract earnings per share (EPS) and weighted-average shares outstanding from SEC XBRL filings with the Arelle processor, and why roughly 1,100 multi-class filers break a naive extractor. For most companies EPS (us-gaap:EarningsPerShareBasic / EarningsPerShareDiluted) and weighted-average shares (us-gaap:WeightedAverageNumberOfSharesOutstandingBasic / Diluted) are tagged as plain dimensionless XBRL facts that can be read directly. Multi-class issuers like Visa (V), Alphabet (GOOGL/GOOG), Berkshire Hathaway (BRK.A/BRK.B), Fox, and News Corp instead tag EPS and share count once per share class on the us-gaap:StatementClassOfStockAxis dimension under the ASC 260 two-class method, with no consolidated company-wide total, so a parser that keeps only the dimensionless fact returns nothing for them. Explains why you cannot simply sum the per-class share counts (treats a Class C share as equal to a Class A share when it is not) or average the per-class EPS (averaging ratios on different denominators). Presents the as-converted formula: as_converted_shares = sum over classes of shares_class x EPS_class / EPS_primary, then consolidated_EPS = net_income / as_converted_shares, which reconciles to the primary (listed) class's reported EPS. The per-class EPS ratio is itself the as-converted conversion weight. Worked example with real Visa FY2025 numbers: Class A 1,714M shares at $10.22, Class C 9M at $40.87 (weight 4.00x), Class B-2 120M at $15.72, Class B-1 5M at $15.97, summing to 1,942.4M as-converted basic shares and a consolidated basic EPS of $10.22 (diluted 2,194.5M shares at $10.20). Covers the hard parts: picking the primary class, excluding non-participating members (preferred/treasury/warrant/escrow), classes with no per-class EPS, basic vs diluted, and FY/quarter/TTM period handling. Served via /api/earnings/eps-history, /api/earnings/snapshot, and /api/financials/income-statement, with curl and JSON examples and a 7-question FAQ.
- [Revenue Segmentation API: Revenue by Geography & Product](https://developer.stockfit.io/blog/revenue-segmentation-api): Developer guide to the StockFit Revenue Segmentation API (/api/financials/revenue-segmentation), which returns a company's revenue split by geography and by product, period by period, in one call per ticker, parsed from XBRL dimensional facts in 10-K, 10-Q, and 20-F filings. Geography is partitioned into four buckets: countries (ISO 3166-1 alpha-2 leaves with continent), usStates (XBRL stpr:XX postal codes for state-level disclosure), regions (filer-tagged rollups like srt:AmericasMember or us-gaap:EMEAMember, each carrying explainedByCountries and other so country leaves reconcile against their parent region without double-counting and continent attribution is applied only to true top-level rollups), and residuals (filer-extension catch-alls like aapl:OtherCountriesMember that are surfaced, never dropped). The product field is a flat list of revenue-by-product members with parent/leaf subtotals preserved rather than pruned. Explains the data pipeline: SEC EDGAR XBRL dimensional facts processed through the Arelle engine, single-axis revenue facts only (qualifier axes like consolidation-items excluded), period-classified into FY/Q1-Q4/H1/9M against each company's real fiscal-year end, written to a dimensional_facts table where restatements insert as new rows and the newest-filed value wins (point-in-time, original dateFiled preserved). Covers quarterly revenue segmentation with Q2/Q3 synthesized from cumulative H1/9M (Q2 = H1 - Q1, Q3 = 9M - H1). Includes live FY2025 examples: AAPL (US $151.8B, China $64.4B countries plus an Other Countries residual $200.0B; products iPhone $209.6B, Services $109.2B, Mac, iPad, Wearables, plus a Products rollup $307.0B), MSFT and KO (US leaf plus a Non-US region with continent null and other = full total), TSLA (Automotive Revenues parent = Sales + Leasing + Regulatory Credits), and NKE (product-only, empty geography). Contrasts with the sibling business-segmentation endpoint (/api/financials/business-segmentation, up to eight per-segment metrics: revenue, operating income, gross profit, assets, goodwill, D&A, capex, net income; MCK example). Includes curl, JSON, and JavaScript examples, Starter/Stock/Professional tier gating, MCP availability, and a 7-question FAQ.
- [Company Peers API: Accurate Comparable Companies](https://developer.stockfit.io/blog/company-peers-api): Guide to the StockFit Company Peers API (/api/company/peers), which returns up to six comparable public companies for a stock, ranked by how close they are in annual revenue, each annotated with its revenue and reporting currency, plus the subject company's own revenue, in one call per ticker. Establishes that a peers endpoint is rare among financial-data APIs: Alpha Vantage and Twelve Data have no peers/competitors/comparable-companies endpoint at all, and Finnhub's /stock/peers returns only a flat array of ticker strings grouped by broad country and sector/industry with no revenue, ranking, size, or currency, and is frequently short or empty. Explains why naive peer lists are wrong: raw SEC SIC codes and broad sector buckets lump infrastructure software with cybersecurity, payments, and video games, and put health insurers (UnitedHealth) next to property-and-casualty carriers. Introduces SFIC (StockFit Industry Classification), StockFit's proprietary in-house alternative to the licensed GICS standard: a curated two-level sector-and-industry taxonomy built on SEC data that splits broad buckets (cybersecurity vs software, managed care vs P&C insurance, steel vs mining), reroutes misfiled mega-caps, and resolves issuers canonically so share-class and listing duplicates do not pollute the list. Peers are ranked by revenue proximity to the subject; non-USD reporters (CAD, CNY) are labeled and sorted last, with USD preferred when a foreign issuer dual-reports. Includes live MSFT, NVDA, UNH (managed-care cohort), and UNP (US rails then CAD-tagged Canadian rails) responses, curl and JavaScript examples, Stock and Professional tier gating, and a comparison table versus Alpha Vantage, Finnhub, and Twelve Data. Includes an 8-question FAQ.
- [Executive Officers API: Access Company Leadership Data](https://developer.stockfit.io/blog/executive-officers-api): Walkthrough of the StockFit Executive Officers API (/api/executives/officers), which returns a US-listed company's current executive officers and CEO with name, SEC-disclosed title, and firstSeen/lastSeen filing dates. Explains why the obvious source (DEF 14A proxy ecd:PeoName XBRL tag) fails (Microsoft and Alphabet return nothing, the CEO is often unnamed) and how the roster is instead reconstructed from SEC Form 3, 4, and 5 (Section 16) insider filings: deduped by the reporting person's own CIK so spelling and surname changes collapse to one record, names normalized from "Last First" to "First Last", and firstSeen/lastSeen taken from filing dates because Form 3 has no transaction date. Covers the role field (ceo, ceo-divisional, officer) with live Amazon (Andrew Jassy ceo; Matthew Garman and Douglas Herrington ceo-divisional for AWS and Stores) and Netflix co-CEO examples, the 18-month activity-based recency window that drops departed executives, the foreign-private-issuer gap (Form 20-F filers like ASML and SAP are Section 16 exempt and return empty), curl and JavaScript examples, Stock and Professional tier gating, and a note that the broader Executives API also exposes compensation and pay-versus-performance (/api/executives/compensation), governance flags (/api/executives/governance), and company-selected performance measures (/api/executives/performance-measures). Includes a 7-question FAQ.
- [ChatGPT App for Stock Fundamentals and SEC Data](https://developer.stockfit.io/blog/stockfit-chatgpt-app): Launch announcement for the StockFit app on ChatGPT, built on the ChatGPT Apps SDK and the Model Context Protocol (MCP). Explains how to add the app inside ChatGPT (open the app, add it, sign in to StockFit, ask a question), that no install or API key copying is needed, and that new accounts default to the free tier with no credit card. Covers what you can ask in plain language (revenue and margin trends, balance sheets, cash flow, EPS history, upcoming earnings dates, insider buying and selling via Form 4, institutional holders via 13F, ETF holdings and concentration, executive compensation, 10-K risk factors) and which StockFit endpoints back each answer (/api/financials/income-statement, /api/financials/balance-sheet, /api/earnings/snapshot, /api/insider-transactions, /api/fund/holdings, /api/company/research-summary). Explains that every value is parsed from SEC EDGAR filings with no third-party aggregators, the free tier scope versus paid plans (Starter $15/mo, Stock $39/mo, ETF $39/mo, Professional $69/mo), that upgrades happen on the StockFit website and the app picks up the new tier automatically, and that it is the same MCP server that works in Claude, Cursor, and VS Code on one account. Includes a 7-question FAQ.
- [Fundamental Stock Analysis: A Comprehensive Overview](https://developer.stockfit.io/blog/fundamental-stock-analysis): Field guide to fundamental stock analysis aimed at investors and developers who already know the term and want to understand how it is actually applied. Covers the five concrete use cases (valuation via DCF / comparables / sum-of-the-parts, stock screening, conviction and position sizing, value-trap and accounting-red-flag detection, credit and M&A diligence), the five-step practitioner workflow (understand the business, read the financial statements, quantify health and quality and growth, triangulate with ownership signals, decide and monitor), and the StockFit API endpoints that power each step: /api/company/details, /api/company/research-summary, /api/company/economic-model for business context; /api/financials/income-statement, /api/financials/balance-sheet, /api/financials/cash-flow for the statements; /api/financials/key-metrics, /api/financials/scores, /api/financials/growth, /api/earnings/trends, /api/earnings/chart/quality for ratios and quality; /api/ownership/institutional-holders, /api/ownership/summary, /api/insider-transactions, /api/insider-transactions/summary for ownership signals; /api/earnings/snapshot, /api/earnings/eps-history, /api/earnings/dividend-history for monitoring. Discusses the four most common pitfalls (accruals vs cash flow, sector-mismatched ratios, fiscal-calendar drift, look-ahead bias from restated financials) and explains why point-in-time fundamentals data matters for backtesting. Includes a 5-question FAQ.
- [Insider Cluster Buys: What You Need to Know for Success](https://developer.stockfit.io/blog/insider-cluster-buys-sp500): Event study testing the insider cluster buy signal across the S&P 500 from 2018 to 2024. Built from Form 4 transaction code P (open-market purchase) records pulled through /api/insider-transactions, with a discretionary-buyer filter that excludes DSPP and director-comp programmatic accumulation. 45 discretionary clusters, benchmarked against SPY via yfinance adjusted close at 30, 90, 180, and 365-day forward horizons. Findings: equal-weighted basket beats SPY at every horizon and peaks at +9.5% alpha around day 270; hit rate decays from 58% at 30 days to 42% at 365; mixed clusters (officers AND directors buying) deliver +7.8% mean while officers-only or directors-only clusters underperform; 2022 cohort dominates (CVNA +345%, GE +64%, FSLR +81%) and 2024 underperforms (ALB, DOW, CNC). Includes full TypeScript replication code, methodology footnote on survivorship bias, and named winners and losers with public Form 4 insider names.
- [Earnings Preview API: Developer Guide](https://developer.stockfit.io/blog/earnings-preview-api): End-to-end earnings preview workflow against the StockFit API. Covers the upcoming earnings calendar (/api/earnings/upcoming, /api/earnings/date, /api/earnings/calendar), the one-call executive summary (/api/earnings/snapshot), quarterly EPS history with YoY growth (/api/earnings/eps-history), multi-year CAGRs and margin trajectory (/api/earnings/trends), line-item growth decomposition (/api/financials/growth), earnings quality (/api/earnings/chart/quality), and how to watch the 8-K Item 2.02 print stream (/api/filings/latest?event=earnings, /api/filings/item with item=2.02). Live NVIDIA (NVDA) data ahead of its FY2027 Q1 report on May 27, 2026. Free-tier accessible. Also available as MCP tools for Claude, Cursor, and VS Code AI agents.
- [Understanding SEC Forms: A Guide to 10-K and More](https://developer.stockfit.io/blog/sec-forms-explained): Field guide to every SEC form the StockFit API ingests — what each filing is for, what data we extract from it, and which API endpoint serves it. Covers Form 10-K (annual report with income statement, balance sheet, cash flow statement), Form 10-Q (quarterly), Form 20-F (foreign private issuers), Form 8-K (material events with item codes), Form S-1 / EFFECT (IPO prospectus and effective date), Form 25-NSE (authoritative delisting), Forms 3/4/5 (insider transactions with transaction codes), Schedule 13D / 13G (5%+ beneficial ownership), Form 13F-HR (institutional holdings), Forms NPORT-P and N-CEN (fund holdings and operations), Forms N-1A / 485BPOS / 497 (fund prospectuses), Forms N-CSR / N-CSRS (fund shareholder reports including dividends), DEF 14A / DEFA14A (proxy statements with executive compensation), and ARS. Includes a 9-question FAQ.
- [StockFit vs Alpha Vantage: API Fundamentals Comparison](https://developer.stockfit.io/blog/stockfit-vs-alpha-vantage-fundamentals): Side-by-side comparison covering standardized statements, raw XBRL access, SEC filings access, ownership and insider data, executive compensation, ETF coverage, and pricing. Verifiable sources on both sides, no vendor spin.
- [ETF Analysis: Free-Tier to Forensic Techniques Explained](https://developer.stockfit.io/blog/etf-deep-lens-stockfit-api): Walks SPY end-to-end through every fund endpoint. Starts at /api/fund/profile and /api/fund/holdings on the entry tiers, then moves into N-PORT and N-CEN power tools — flows, changes, overlap, fund health, fee analysis, service providers — for a forensic ETF view your brokerage page does not show. Live JSON, charts, composite playbook.
- [Stock Backtesting with the Holy Grail API](https://developer.stockfit.io/blog/holy-grail-api-stock-backtesting): Look-ahead bias is the silent killer of quant backtests. StockFit is the only commercial fundamentals API that ships a per-fact, per-amendment audit trail with `before` values out of the box on every tier. Walkthrough of the data model and the unwind algorithm.
- [Sector Metrics: StockFit vs Financial Modeling Prep](https://developer.stockfit.io/blog/sector-industry-metrics-vs-fmp): Why one-shape-fits-all key-metrics endpoints silently fail for banks, insurers, and REITs. Three-tier metric model (general / sectorMetrics / industryMetrics), full sector and industry coverage tables, real responses for JPM (banking NIM), PGR (insurance combined ratio), PLD (REIT FFO/AFFO), and NVDA (semiconductor R&D intensity). Includes Node.js step-by-step screen tutorial and an honest feature comparison vs FMP.
- [StockFit vs. sec-api.io: Financial Data Conversion Explained](https://developer.stockfit.io/blog/stockfit-vs-sec-api-io): Honest side-by-side comparison covering XBRL-to-JSON conversion strategies (curated vs raw concept names), insider trading data and deduplication, real cold-call response timings, and pricing. Verified facts on both sides with citations to public docs.
- [XBRL Financials to JSON: Guide for Backtesting](https://developer.stockfit.io/blog/xbrl-to-json-backtesting): Why SEC XBRL is hard to use directly, what "as-reported" really means, and how to assemble a clean point-in-time dataset for systematic strategies. Covers concept proliferation, dimensional facts, period classification, fiscal calendars, Q4 reconstruction, and a Node.js backtesting workflow against the StockFit API.

## Insights

AI-generated company and ETF deep dives built entirely from the StockFit API.

- [All insights](https://developer.stockfit.io/insights): Browse the full collection.
- [StockFit Earnings APIs: Key Insights and Features](https://developer.stockfit.io/insights/stockfit-earnings-api-deep-dive): A guided tour of eight StockFit earnings endpoints using Coca-Cola (KO) as the canvas: earnings calendar and date prediction, one-call snapshot, quarterly EPS history with YoY growth, dividend track record, multi-year trends and CAGRs, and earnings quality metrics. Maps each endpoint (/api/earnings/calendar, /api/earnings/date, /api/earnings/snapshot, /api/earnings/eps-history, /api/earnings/dividend-history, /api/earnings/trends, /api/earnings/chart/eps, /api/earnings/chart/quality) to the structured data it returns, all parsed from SEC filings.
- [StockFit Company APIs: Deep Dive Overview](https://developer.stockfit.io/insights/stockfit-company-api-deep-dive): A guided tour of twelve StockFit company endpoints using Apple (AAPL) as the canvas, turning SEC filings into structured business intelligence: company details and peers, AI-classified business model, competitive advantages, flywheels, operating levers, failure modes, economic model, and research summary (/api/company/details, /api/company/peers, /api/company/business-model, /api/company/competitive-advantages, /api/company/flywheels, /api/company/operating-levers, /api/company/failure-modes, /api/company/economic-model, /api/company/research-summary).
- [NVIDIA (NVDA): The AI Infrastructure Colossus](https://developer.stockfit.io/insights/nvda-deep-dive): Financials, business model, and competitive moats of the world's most valuable semiconductor company.
- [Costco (COST): The Membership Machine](https://developer.stockfit.io/insights/cost-deep-dive): How a 2.9% net margin produces 37% returns on capital.
- [ARK Innovation ETF (ARKK): The Rise, Fall, and What the Filings Reveal](https://developer.stockfit.io/insights/arkk-deep-dive): Fund flows, holdings, sector shifts, and QQQ overlap analysis.

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