Know which companies are heading toward distress. Before the market does.
Risk models are only as good as their data. Point-in-time SEC fundamentals with zero survivorship bias — every bankrupt company included, every restatement tracked, 30+ years of financial history across every economic cycle.
- Every failed company still in the dataset — zero survivorship bias.
- knowledge_at timestamps eliminate look-ahead bias in credit models.
- 105M+ facts across leverage, coverage, and liquidity metrics.
- 8-K material events included — covenant violations, going-concern notices.
- Full universe: 12,000+ companies, not just today's survivors.
What risk teams build with it.
From credit screening to regulatory reporting — all powered by the same SEC-filed data source.
Early Warning Detection
Track deteriorating leverage, coverage, and liquidity ratios across your portfolio. Spot companies heading toward distress before credit agencies do — using the same SEC-filed data they use, but faster.
Counterparty Due Diligence
Pull 10-K and 10-Q fundamentals for any counterparty in seconds. Debt structure, covenant proxy metrics, cash burn rate, working capital trends — from the filing, not a data aggregator's interpretation.
Portfolio Credit Risk
Screen your entire portfolio against debt-to-equity, interest coverage, and current ratio thresholds. Run sector-level stress analysis with one query across 12,000+ companies.
Stress Testing & Backtesting
30 years of history across every economic cycle: the dot-com crash, 2008 financial crisis, COVID shock. Model how your current portfolio would have performed under historical stress scenarios.
Bankruptcy & Distress History
Enron, Lehman Brothers, SVB, FTX — every company that ever filed with the SEC is in the dataset. Build and validate distress-prediction models on companies that actually failed.
Regulatory Reporting Support
Point-in-time accurate data for DFAST, CCAR, and internal credit model validation. Every figure traceable to its original SEC filing with accession number and knowledge_at timestamp.
The problem with look-ahead bias in risk models.
Most financial datasets silently overwrite historical figures when a company restates earnings. Your 2019 credit model trains on 2024's revised numbers — numbers that didn't exist when the decision was made. The backtest looks great. The live model doesn't.
Every fact in Valuein is tagged with knowledge_at — the exact EDGAR acceptance timestamp. If you query "as of 2019-01-01," you only see data the market actually had. Restated values filed in 2021 are invisible to that query.
- Train and validate credit models without contaminating historical data.
- Regulatory model validation: every figure traceable to its exact filing.
- Amendment tracking: original reported vs. restated, both preserved.
- 8-K going-concern disclosures and covenant events — point-in-time.
Credit metrics. All of them.
200+ standardized fields across every SEC filing category. Every ratio you need for counterparty screening, portfolio monitoring, and regulatory reporting — queryable via API, Python SDK, or MCP.
Leverage
- Debt-to-Equity
- Net Debt / EBITDA
- Debt-to-Assets
- Long-term Debt Ratio
Coverage
- Interest Coverage (EBIT)
- DSCR
- Fixed Charge Coverage
- Cash Coverage Ratio
Liquidity
- Current Ratio
- Quick Ratio
- Cash Ratio
- Operating Cash Flow Ratio
Profitability
- EBITDA Margin
- Return on Assets
- Return on Equity
- Free Cash Flow Yield
Efficiency
- Asset Turnover
- Days Sales Outstanding
- Inventory Turnover
- Working Capital Ratio
Cash Flow
- FCF / Total Debt
- Cash Flow from Operations
- Capex Intensity
- Accruals Ratio
Full catalog → Browse all 200+ fields
The only dataset that includes the companies that failed.
Survivorship bias inflates every credit model trained on "active companies only." Our full universe includes every entity that ever filed with the SEC — including the ones that didn't make it.
ENEDec 2001Enron Corp
Chapter 11 Bankruptcy
Largest US bankruptcy at the time
LEHSep 2008Lehman Brothers
Chapter 11 Bankruptcy
Triggered the 2008 financial crisis
SIVBMar 2023SVB Financial
FDIC Receivership
Largest bank failure since 2008
BBBYApr 2023Bed Bath & Beyond
Chapter 11 Bankruptcy
Retail leverage & cash burn case study
Natural-language risk screening.
SEC-filed answers.
Connect Claude, Cursor, or any MCP-compatible AI agent to the Valuein MCP server. Ask questions in plain English — get answers traced directly to SEC filings, not AI-generated estimates.
- →"Which companies in my portfolio have interest coverage below 2x?"
- →"Show me the 10 most leveraged S&P500 industrials by net debt/EBITDA."
- →"Flag any companies where free cash flow turned negative in the last 2 quarters."
- →"Compare SVB's balance sheet ratios Q1 2022 vs Q4 2022."
Querying Valuein MCP → get_financial_ratios · S&P500 Financials · Latest 10-Q:
4 companies below threshold. All figures from latest 10-Q, point-in-time. Want me to pull the full debt schedule for any of these?
valuein MCP · get_financial_ratios · S&P500 Financials · SEC EDGAR
Access the data in whatever workflow you use.
Python SDK
Build credit models and risk screens in Python. DuckDB-native Parquet — query 105M facts locally.
SDK DocsParquet / R2
Bulk Parquet download directly from Cloudflare R2. DuckDB, Polars, and Spark native. Full universe snapshot after each EDGAR release.
View DatasetMCP Server
Natural-language risk screening via Claude, Cursor, or any MCP-compatible AI agent.
MCP DocsBuilt for every risk function.
Credit Analysts
Banks & Credit Funds
- Counterparty financial due diligence
- Covenant proxy monitoring from quarterly filings
- Credit migration analysis across economic cycles
Portfolio Risk Managers
Hedge Funds & Asset Managers
- Portfolio-level leverage and liquidity screening
- Early warning dashboards for position risk
- Sector stress testing with historical scenarios
Quantitative Risk Researchers
Quant Funds & Fintechs
- Distress-prediction model training on full company universe
- Factor construction: Altman Z-score, Piotroski F-score
- PIT-accurate data to eliminate backtest look-ahead bias
Fixed Income Analysts
Bond Funds & Rating Teams
- Issuer fundamental analysis from 10-Ks
- Coverage ratio trends across bond issuers
- Pre-default warning signal identification
Risk Technology Teams
Banks & Fintechs
- Data feed for internal risk dashboards
- Model validation with auditable SEC source data
- DFAST/CCAR scenario analysis data layer
Independent Risk Consultants
Advisory & Research Firms
- Client portfolio audit and stress reports
- Litigation support: historical financials with filing provenance
- Expert witness data: SEC-traceable, timestamped facts
Start screening risk with SEC-filed data.
Free S&P500 tier — no credit card, no sales call. Full company universe including bankruptcies on the paid tier. API access in minutes.