# Corporate Activity Tracker

Corporate Activity Tracker turns firm-level 10-Q filings into high-frequency indicators of U.S. macroeconomic conditions. The site provides interactive time-series plots and downloadable data for corporate fundamentals, accounting ratios, recession probability estimates, GDP growth estimates, and industrial production growth estimates, all are real time series. 

## Primary URLs

- Homepage and variable explorer: https://corporateactivitytracker.com/
- Full data download: https://corporateactivitytracker.com/Data_All.zip
- Working paper: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4922676

## Key Content

- About: Describes the Corporate Activity Tracker methodology and its use of 10-Q filings.
- Recession probability summary: Reports current and forward-looking U.S. recession probability estimates.
- Variable Explorer: Searchable interface for inspecting and downloading individual time series.
- Authors: Davide Pettenuzzo, Riccardo Sabbatucci, Allan Timmermann, and Luka Vulicevic.

## Data Families

- Fundamentals: Cash, cash and short-term investments, cost of goods sold, depreciation and amortization, EBIT, net income, revenues, total assets, total debt, and working capital.
- Ratios: Book-to-market, price-to-earnings, cash, current, debt-to-equity, debt, gross margin, investment-to-capital, interest coverage, markup, payout, RNOA, ROA, ROE, and trade credit ratios.
- PLS series: Recession probability, GDP growth, and IP growth estimates based on aggregate corporate activity.

## Citation

Pettenuzzo, Davide, Riccardo Sabbatucci, Allan Timmermann, and Luka Vulicevic. "Financial statements and macroeconomic dynamics." Available at SSRN 4922676, 2024.

## Contact

For inquiries, contact contact@corporateactivitytracker.com.