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tasi

The goal of tasi is to provide the missing API to obtain historical prices for Saudi stocks and TASI (Tadawul All Share Index) as well as easy access to the released financial statements

Installation

Currently tasi is only available on github. You can install the latest version of tasi with:

devtools::install_github("Hussain-Alsalman/tasi")

Example

This is a basic example which shows you how to obtain and plot TASI historical performance for the past year:

library("tasi")
library("ggplot2")
library("magrittr")

df <- get_index_records("2021-01-01","2022-12-31")
df %>%  ggplot(mapping = aes(x = as.POSIXct(transactionDate), y = previousClosePrice)) + geom_line() + 
  labs(title = "Historical data for tasi index 2021-2022", x = "Date", y = "TASI index") + theme_classic()

This is more sophisticated example using quantmod package to create candlesticks chart

library("quantmod")
library("dplyr")
library("xts")
library("tasi")
# Performance of Saudi Aramco company stock 
comp_df <- get_company_records("2020-07-01","2021-02-06",company_symbol = 2222)
comp_df %>%
  df_to_xts() %>% 
  chart_Series()

Extracting Financial Statements

Now you can extract any financial statement for any specified company in the Saudi Market. Let see how can we easily extract an income statement for a company

library("tasi")
library("dplyr")

income_df <- get_income_statement(1180, period_type = "q") # q stands for quarterly.

opts <- options(knitr.kable.NA = "-")
income_df %>% knitr::kable(format.args = list(big.mark = ",", scientific = FALSE))
statement_of_income Q2_2023 Q1_2023 Q3_2022 Q2_2022
Special Commission Income 11,929,734,000 11,117,402,000 8,932,721,000 8,226,596,000
Special Commission Expenses 5,405,535,000 4,339,496,000 2,377,611,000 1,420,695,000
Net Special Commission Income 6,524,199,000 6,777,906,000 6,555,110,000 6,805,901,000
Fees from Services 1,078,148,000 1,036,568,000 862,503,000 983,407,000
Exchange Income 525,811,000 492,920,000 487,510,000 333,733,000
Trading Income 574,632,000 528,535,000 632,025,000 387,324,000
Realized Gains on Investments, net 105,826,000 231,348,000 159,874,000 143,703,000
Dividend Income - - - -
Other Operating Income -311,685,000 -336,252,000 -249,199,000 -280,792,000
Total Operating Income 8,496,931,000 8,731,025,000 8,447,823,000 8,373,276,000
Salaries and Employees Benefits 1,156,716,000 1,164,454,000 1,105,160,000 1,139,163,000
Rent and Premises 133,534,000 132,881,000 138,946,000 134,685,000
Depreciation 540,508,000 550,637,000 560,506,000 587,139,000
Other General and Admin Expenses 1,574,530,000 1,368,735,000 1,378,107,000 1,329,671,000
Provision for Credit Losses 76,083,000 492,778,000 540,545,000 593,496,000
Total Operating Expenses 3,481,371,000 3,709,485,000 3,723,264,000 3,784,154,000
Extraordinary item - - - -
Net Income from Operations 5,015,560,000 5,021,540,000 4,724,559,000 4,589,122,000
Balance at Beginning of Period - - - -
Transferred to Reserves - - - -
Cash Dividend - - - -
Other Distributions - - - -
Balance at End of Period - - - -
options(opts)

About

The tasi package for R is designed to assist the quantitative trader to extract Saudi stock market historical prices and financial statements.

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