Annual reports for US companies

A 10-K filing is a comprehensive report filed annually by a U.S. publicly-traded company about its financial performance and is required by the U.S. Securities. The 10-K includes qualitative information such as

• Company Business Description (Item 1)
• Description of Risk Factors (Item 1A)
• Management's Discussion and Analysis of Financial Condition and Results of Operations (Item 7)
• Other financial information

Academically, 10-K filings and especially textual Items 1, 1A, and 7 have been subject to extensive research (https://doi.org/10.1111/1475-679X.12123). 

The original data source is the SEC Edgar database. The enhanced data source provided on Data Hub by the author contains 10-K Items 1, 1A, and 7 from January 2003 to April 2022, covering fiscal years 2002-2021, with approximately 6,500 filings per year. Each observation includes the following:

• item textual content
• number of words
• filing year
• CIK stock code
• metadata (filing form and item code)
• a search score in case the user wants to use full-text search capabilitities of Azure Cognitive Search

Note that CIK stock codes are compatible with Compustat and CRSP databases in WRDS.