"Studying the relationship between JFC's price movements and its company disclosures"
# uncomment to install in colab
# !pip install -e git+https://github.com/enzoampil/fastquant.git@master#egg=fastquant
from fastquant import DisclosuresPSE
dpse = DisclosuresPSE(symbol='JFC',
start_date='1-1-2020',
end_date='5-1-2020'
)
Pulling JFC disclosures summary...
0%| | 0/12 [00:00<?, ?it/s]
1 pages detected! Found 12 disclosures between 1-1-2020 & 5-1-2020 with 4 types: ['Press Release' 'Declaration of Cash Dividends' 'Material Information/Transactions' 'Joint Ventures'] Pulling details in all JFC disclosures...
100%|██████████| 12/12 [00:09<00:00, 1.21it/s]
Saved: /home/prometheus/github/research/project/fastquant/python/fastquant/data/JFC_disclosures_1-1-2020_5-1-2020.csv
dpse
DisclosuresPSE('JFC', 'all', '1-1-2020', '5-1-2020', True, False)
# summary of each disclosure
dpse.company_disclosures.head()
Company Name | Template Name | PSE Form Number | Announce Date and Time | Circular Number | edge_no | url | |
---|---|---|---|---|---|---|---|
0 | Jollibee Foods Corporation | Press Release | 4-31 | 2020-04-15 07:41:00 | C02771-2020 | 2fd88ba354823b280de8473cebbd6407 | https://edge.pse.com.ph/openDiscViewer.do?edge... |
1 | Jollibee Foods Corporation | Declaration of Cash Dividends | 6-1 | 2020-04-07 10:16:00 | C02610-2020 | 4b9121b34dd8b8e80de8473cebbd6407 | https://edge.pse.com.ph/openDiscViewer.do?edge... |
2 | Jollibee Foods Corporation | Press Release | 4-31 | 2020-03-20 07:16:00 | C02127-2020 | a5df62b1a9558fe60de8473cebbd6407 | https://edge.pse.com.ph/openDiscViewer.do?edge... |
3 | Jollibee Foods Corporation | Press Release | 4-31 | 2020-03-19 07:31:00 | C02092-2020 | 6a7705d00b3e6fb50de8473cebbd6407 | https://edge.pse.com.ph/openDiscViewer.do?edge... |
4 | Jollibee Foods Corporation | Material Information/Transactions | 4-30 | 2020-03-16 12:49:00 | C01925-2020 | 5b6a51f239ad5a6f0de8473cebbd6407 | https://edge.pse.com.ph/openDiscViewer.do?edge... |
# includes details
dpse.disclosures_combined.head()
Company Name | Template Name | PSE Form Number | Announce Date and Time | Circular Number | edge_no | url | disclosure_table | Background/Description of the Disclosure | Subject of the Disclosure | |
---|---|---|---|---|---|---|---|---|---|---|
0 | Jollibee Foods Corporation | Press Release | 4-31 | 2020-04-15 07:41:00 | C02771-2020 | 2fd88ba354823b280de8473cebbd6407 | https://edge.pse.com.ph/openDiscViewer.do?edge... | {"Title of Each Class": "Common", "Subject of ... | JFC Reports 2019 Results Based on Audited Fina... | Press Release: 2019 Audited Financial Results |
1 | Jollibee Foods Corporation | Declaration of Cash Dividends | 6-1 | 2020-04-07 10:16:00 | C02610-2020 | 4b9121b34dd8b8e80de8473cebbd6407 | https://edge.pse.com.ph/openDiscViewer.do?edge... | {"Title of Each Class": "Common", "Subject of ... | Jollibee Foods Corporation (JFC) announced tod... | JFC Declares Cash Dividend, Delivery Business ... |
2 | Jollibee Foods Corporation | Press Release | 4-31 | 2020-03-20 07:16:00 | C02127-2020 | a5df62b1a9558fe60de8473cebbd6407 | https://edge.pse.com.ph/openDiscViewer.do?edge... | {"Title of Each Class": "Common", "Subject of ... | Jollibee Foods Corporation (JFC) Chairman and ... | Jollibee Group allocates Php1 Billion Emergenc... |
3 | Jollibee Foods Corporation | Press Release | 4-31 | 2020-03-19 07:31:00 | C02092-2020 | 6a7705d00b3e6fb50de8473cebbd6407 | https://edge.pse.com.ph/openDiscViewer.do?edge... | {"Title of Each Class": "Common", "Subject of ... | In support of health workers and other frontli... | Jollibee Group Donates Php 100 Million worth o... |
4 | Jollibee Foods Corporation | Material Information/Transactions | 4-30 | 2020-03-16 12:49:00 | C01925-2020 | 5b6a51f239ad5a6f0de8473cebbd6407 | https://edge.pse.com.ph/openDiscViewer.do?edge... | {"Title of Each Class": "Common", "Subject of ... | This provides a brief summary for Jollibee Foo... | Risks, Impact on the Business and Mitigation M... |
#get details in each disclosure given edge_no
dpse.disclosure_tables['a5df62b1a9558fe60de8473cebbd6407'].shape
(6, 2)
dpse.disclosures_combined['Subject of the Disclosure']
0 Press Release: 2019 Audited Financial Results 1 JFC Declares Cash Dividend, Delivery Business ... 2 Jollibee Group allocates Php1 Billion Emergenc... 3 Jollibee Group Donates Php 100 Million worth o... 4 Risks, Impact on the Business and Mitigation M... 5 Jollibee Foods Corporation (JFC) and Dim Sum P... 6 Results of the 4th Quarter Unaudited Financial... 7 Press Release: 2019 4th Quarter Financial Results 8 JFC Provides Statement on Business in China 9 JFC to Issue US$600 Million Guaranteed Senior ... 10 JFC to Issue US$600 Million Guaranteed Senior ... 11 JFC Mandates Banks for U.S.$ Senior Guaranteed... Name: Subject of the Disclosure, dtype: object
dpse.disclosures_combined['Background/Description of the Disclosure']
0 JFC Reports 2019 Results Based on Audited Fina... 1 Jollibee Foods Corporation (JFC) announced tod... 2 Jollibee Foods Corporation (JFC) Chairman and ... 3 In support of health workers and other frontli... 4 This provides a brief summary for Jollibee Foo... 5 Golden Plate Pte. Ltd. (GPPL), a wholly owned ... 6 4th Quarter Unaudited Financial Statements for... 7 JFC Same Store Sales Growth Improves, Gains fr... 8 Jollibee Foods Corporation makes the following... 9 Jollibee Foods Corporation (JFC, the “Guaranto... 10 Jollibee Foods Corporation (JFC, the “Guaranto... 11 Jollibee Worldwide Pte. Ltd. (JWPL, the “Issue... Name: Background/Description of the Disclosure, dtype: object
dpse.disclosure_types
array(['Press Release', 'Declaration of Cash Dividends', 'Material Information/Transactions', 'Joint Ventures'], dtype=object)
#all disclosures superposed with percent change
fig = dpse.plot_disclosures()
Pulling JFC stock data...
#all disclosures superposed with close price
fig = dpse.plot_disclosures(indicator='close', diff=False, percent=False)
#disclosures co-incident with max percent change
maximum = dpse.filter_disclosures()
maximum
Company Name | Template Name | PSE Form Number | Announce Date and Time | Circular Number | edge_no | url | disclosure_table | Background/Description of the Disclosure | Subject of the Disclosure | |
---|---|---|---|---|---|---|---|---|---|---|
5 | Jollibee Foods Corporation | [Amend-1]Joint Ventures | 4-22 | 2020-03-13 15:49:00 | C01685-2020 | 21b9a26e7aa00f960de8473cebbd6407 | https://edge.pse.com.ph/openDiscViewer.do?edge... | {"Title of Each Class": "COMMON", "Subject of ... | Golden Plate Pte. Ltd. (GPPL), a wholly owned ... | Jollibee Foods Corporation (JFC) and Dim Sum P... |
#disclosures co-incident with min percent change
minimum = dpse.filter_disclosures(operation='min')
minimum
Company Name | Template Name | PSE Form Number | Announce Date and Time | Circular Number | edge_no | url | disclosure_table | Background/Description of the Disclosure | Subject of the Disclosure | |
---|---|---|---|---|---|---|---|---|---|---|
0 | Jollibee Foods Corporation | Press Release | 4-31 | 2020-04-15 07:41:00 | C02771-2020 | 2fd88ba354823b280de8473cebbd6407 | https://edge.pse.com.ph/openDiscViewer.do?edge... | {"Title of Each Class": "Common", "Subject of ... | JFC Reports 2019 Results Based on Audited Fina... | Press Release: 2019 Audited Financial Results |
#what happened then?
maximum['Background/Description of the Disclosure'].values
array(['Golden Plate Pte. Ltd. (GPPL), a wholly owned subsidiary of JFC, and DSPL executed a Joint Venture Agreement to establish a joint venture company (the “JV”) to be incorporated in the People’s Republic of China (PRC). The JV shall sign a Unit Franchise Agreement with Tim Ho Wan Pte. Ltd. (“Franchisor”), authorized master franchisor of Tim Ho Wan in the Asia-Pacific, to develop and operate Tim Ho Wan stores in Shanghai and such other cities within the PRC as may be agreed with the Franchisor.'], dtype=object)
#details
maximum['Subject of the Disclosure'].values
array(['Jollibee Foods Corporation (JFC) and Dim Sum Pte. Ltd. (DSPL) Signs Agreement to Expand and Operate the Tim Ho Wan Brand in China.'], dtype=object)
#get url
maximum['url'].values
array(['https://edge.pse.com.ph/openDiscViewer.do?edge_no=21b9a26e7aa00f960de8473cebbd6407'], dtype=object)
#what happened during minimum?
minimum['Background/Description of the Disclosure'].values
array(['JFC Reports 2019 Results Based on Audited Financial Statements'], dtype=object)
#details
minimum['Subject of the Disclosure'].values
array(['Press Release: 2019 Audited Financial Results'], dtype=object)
#get url
minimum['url'].values
array(['https://edge.pse.com.ph/openDiscViewer.do?edge_no=2fd88ba354823b280de8473cebbd6407'], dtype=object)
from fastquant import DisclosuresInvestagrams
dinv = DisclosuresInvestagrams(symbol='JFC', from_date='2018-01-01', to_date='2020-04-01')
dinv.dividends
id | time | color | label | Cash Dividends | Ex-Date | Record Date | Payment Date | |
---|---|---|---|---|---|---|---|---|
0 | timediv607 | 2018-04-19 | #0496FF | D | 1.14 | Thu Apr 19, 2018 | Tue Apr 24, 2018 | Wed May 09, 2018 |
1 | timediv786 | 2018-11-21 | #0496FF | D | 1.34 | Wed Nov 21, 2018 | Mon Nov 26, 2018 | Mon Dec 10, 2018 |
2 | timediv934 | 2019-04-23 | #0496FF | D | 1.23 | Tue Apr 23, 2019 | Fri Apr 26, 2019 | Thu May 09, 2019 |
3 | timediv1112 | 2019-11-21 | #0496FF | D | 1.35 | Thu Nov 21, 2019 | Tue Nov 26, 2019 | Tue Dec 10, 2019 |
dinv.earnings
id | time | color | label | Total Revenue | Net Income | EPS | Date | Period Ending | Revenue Unit | NI Unit | Net Income Amount | Net Income YoY Growth (%) | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0 | timeearnings4820175 | 2018-04-11 06:26:00 | #DC143C | E | 133.39 | 6.67B (10.23%) | 6.58 | Wed Apr 11, 2018 | Dec 31, 2017 | B | B (%) | 6.67 | 10.23 |
1 | timeearnings4820181 | 2018-05-10 00:32:00 | #DC143C | E | 35.05 | 1.67B (13.14%) | 1.66 | Thu May 10, 2018 | Mar 31, 2018 | B | B (%) | 1.67 | 13.14 |
2 | timeearnings4820182 | 2018-08-14 01:21:00 | #DC143C | E | 40.78 | 2.1B (10.55%) | 2.07 | Tue Aug 14, 2018 | Jun 30, 2018 | B | B (%) | 2.10 | 10.55 |
3 | timeearnings4820183 | 2018-11-12 05:18:00 | #DC143C | E | 40.49 | 1.93B (26.90%) | 1.87 | Mon Nov 12, 2018 | Sep 30, 2018 | B | B (%) | 1.93 | 26.90 |
4 | timeearnings4820185 | 2019-04-11 00:33:00 | #DC143C | E | 164.35 | 7.77B (16.47%) | 7.66 | Thu Apr 11, 2019 | Dec 31, 2018 | B | B (%) | 7.77 | 16.47 |
5 | timeearnings4820191 | 2019-05-15 06:37:00 | #DC143C | E | 40.62 | 1.43B (-14.06%) | 1.41 | Wed May 15, 2019 | Mar 31, 2019 | B | B (-%) | 1.43 | -14.06 |
6 | timeearnings4820192 | 2019-08-05 07:13:00 | #DC143C | E | 44.22 | 985.48M (-53.10%) | 1.03 | Mon Aug 05, 2019 | Jun 30, 2019 | B | M (-%) | 985.48 | -53.10 |
7 | timeearnings4820193 | 2019-11-14 03:46:00 | #DC143C | E | 45.17 | 2.01B (4.48%) | 1.71 | Thu Nov 14, 2019 | Sep 30, 2019 | B | B (%) | 2.01 | 4.48 |