Dataroma-Analyzer

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Dataroma-Analyzer

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Dataroma Stock Analyzer

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# 📊 Dataroma Investment Analysis Suite

**Comprehensive institutional investment analysis powered by real portfolio data from 80+ top managers**

This repository provides a complete solution for analyzing institutional investment data from [Dataroma](https://www.dataroma.com). As of the July 2026 refresh it tracks **~$1.07 trillion** in reported holdings across **4,247 current positions** and **54,834 historical activities** (83 managers); exact figures update with each monthly run and are reported in [analysis/README.md](analysis/README.md).

Detailed analysis is in [analysis/](analysis/) folder.

## 🔥 **Live Analysis Dashboard**

### 🎯 Current Market Opportunities (Last 3 Quarters)
Transform complex institutional data into actionable investment opportunities:

| **Analysis** | **Description** | **Visualization** |
|-------------|-----------------|-------------------|
| **🚀 Momentum Analysis** | High-momentum stocks with value opportunities | [📊 Chart](analysis/current/visuals/momentum_analysis_current.png) |
| **📈 New Positions** | Fresh institutional acquisitions with conviction levels | [📊 Chart](analysis/current/visuals/new_positions_current.png) |
| **💰 52-Week Extremes** | Value buying at lows vs profit-taking at highs | [📊 Chart](analysis/current/visuals/52_week_analysis_current.png) |
| **🔍 Low-Price Accumulation** | Institutional bets on sub-$50 stocks | [📊 Chart](analysis/current/visuals/low_price_accumulation_current.png) |
| **⚡ Price Opportunities** | Multi-tier value plays across price ranges | [📊 Chart](analysis/current/visuals/price_opportunities_current.png) |
| **🔄 Portfolio Changes** | Major allocation shifts and concentration moves | [📊 Chart](analysis/current/visuals/portfolio_changes_current.png) |

---

## 📊 **Current Analysis Reports**

### 🎯 **Core Investment Opportunities**
| Report | Description | Link |
|--------|-------------|------|
| **Momentum Stocks** | Recent buying activity trends with scores | [📄 CSV](analysis/current/momentum_stocks.csv) |
| **New Positions** | Fresh manager acquisitions | [📄 CSV](analysis/current/new_positions.csv) |
| **Deep Value Plays** | Undervalued institutional picks | [📄 CSV](analysis/current/deep_value_plays.csv) |
| **High Conviction Low Price** | Best value + conviction combination | [📄 CSV](analysis/current/high_conviction_low_price.csv) |
| **Under Radar Picks** | Hidden gems with manager interest | [📄 CSV](analysis/current/under_radar_picks.csv) |
| **Contrarian Opportunities** | Against-the-trend institutional plays | [📄 CSV](analysis/current/contrarian_opportunities.csv) |
| **Hidden Gems** | 5-factor scored under-followed stocks | [📄 CSV](analysis/current/hidden_gems.csv) |
| **Stock Timelines** | Per-stock accumulation/distribution trend summary | [📄 CSV](analysis/current/stock_timelines.csv) |

### 📈 **52-Week Extremes Trading**
| Report | Description | Link |
|--------|-------------|------|
| **52-Week Low Buys** | Value hunting near yearly lows | [📄 CSV](analysis/current/52_week_low_buys.csv) |
| **52-Week High Sells** | Profit-taking near yearly highs | [📄 CSV](analysis/current/52_week_high_sells.csv) |

### 💰 **Price-Based Value Screening**
| Report | Description | Link |
|--------|-------------|------|
| **Stocks Under $5** | Ultra-low price institutional bets | [📄 CSV](analysis/current/stocks_under_$5.csv) |
| **Stocks Under $10** | Sub-$10 manager favorites | [📄 CSV](analysis/current/stocks_under_$10.csv) |
| **Stocks Under $20** | Affordable growth opportunities | [📄 CSV](analysis/current/stocks_under_$20.csv) |
| **Stocks Under $50** | Mid-price institutional picks | [📄 CSV](analysis/current/stocks_under_$50.csv) |
| **Stocks Under $100** | Sub-$100 value plays | [📄 CSV](analysis/current/stocks_under_$100.csv) |
| **Value Price Opportunities** | Multi-tier price analysis | [📄 CSV](analysis/current/value_price_opportunities.csv) |

### 🏢 **Portfolio Activity Analysis**
| Report | Description | Link |
|--------|-------------|------|
| **Concentration Changes** | Major portfolio allocation shifts | [📄 CSV](analysis/current/concentration_changes.csv) |
| **Highest Portfolio Concentration** | Most focused institutional positions | [📄 CSV](analysis/current/highest_portfolio_concentration.csv) |
| **Most Sold Stocks** | Recent institutional exit activity | [📄 CSV](analysis/current/most_sold_stocks.csv) |

---

## 🧠 **Advanced Analytics & Manager Intelligence**

### 🆕 **NEW: Position Timeline Tracking**
**Track how managers build and reduce positions over time!**

| **Timeline Analysis** | **Description** | **Rows (Jul 2026)** | **Use Case** |
|----------------------|-----------------|----------|--------------|
| **📈 Position Building Timeline** | Quarter-by-quarter position progression for each manager-stock | **40,713** | See how managers accumulated/distributed positions over time |
| **🔄 Accumulation vs Distribution** | Net building vs reducing per stock over the last 4 quarters (top 100 most active) | **100** | Identify which stocks are being built up or wound down |
| **🔀 Position Flip Points** | When managers switched from accumulation to distribution | **96** | Spot when managers started reducing positions |

**Important caveats**:
- Dataroma publicly exposes at most ~1,000 activities per manager, so very active managers' history starts mid-stream; rows carry a `has_complete_history` flag and cumulative share counts are only reliable when it is true.
- Row counts refresh monthly; the table above reflects the July 2026 run.

📄 Files: [position_building_timeline.csv](analysis/advanced/position_building_timeline.csv) | [accumulation_vs_distribution.csv](analysis/advanced/accumulation_vs_distribution.csv) | [position_flip_points.csv](analysis/advanced/position_flip_points.csv)

---

### Sophisticated Investment Analysis
Deep dive into manager psychology, performance patterns, and market intelligence:

| **Advanced Analysis** | **Description** | **Visualization** |
|----------------------|-----------------|-------------------|
| **🏆 Manager Performance** | Comprehensive manager evaluation and rankings | [📊 Chart](analysis/advanced/visuals/manager_performance_advanced.png) |
| **⚡ Crisis Alpha Generation** | Who excels during market downturns | [📊 Chart](analysis/advanced/visuals/crisis_alpha_advanced.png) |
| **📏 Position Sizing Mastery** | Advanced portfolio construction analysis | [📊 Chart](analysis/advanced/visuals/position_sizing_advanced.png) |
| **🔄 Manager Evolution** | How investment styles evolve over time | [📊 Chart](analysis/advanced/visuals/manager_evolution_advanced.png) |
| **🤝 Consensus Picks** | Stocks with broad institutional agreement | [📊 Chart](analysis/advanced/visuals/consensus_picks_advanced.png) |
| **💎 Top Holdings Analysis** | Deep dive into largest institutional positions | [📊 Chart](analysis/advanced/visuals/top_holdings_advanced.png) |

> **Note on "performance" metrics**: 13F filings contain no purchase or sale prices, so actual investment returns cannot be computed from this data. Earlier versions displayed an "annualized return" per manager that was derived from an assumed flat 10%/year growth rate (it was a pure function of years tracked); that metric and its charts have been removed. Manager rankings now use the activity-based track record score.

### 📊 **Advanced Analysis Reports**

#### 🎯 **Manager Intelligence**
| Report | Description | Link |
|--------|-------------|------|
| **Manager Performance** | Comprehensive manager evaluation metrics | [📄 CSV](analysis/advanced/manager_performance.csv) |
| **Manager Track Records** | Historical performance with consistency metrics | [📄 CSV](analysis/advanced/manager_track_records.csv) |
| **Manager Evolution Patterns** | How investment styles change over time | [📄 CSV](analysis/advanced/manager_evolution_patterns.csv) |
| **Crisis Alpha Generators** | Managers who excel during downturns | [📄 CSV](analysis/advanced/crisis_alpha_generators.csv) |
| **Position Sizing Mastery** | Advanced portfolio construction analysis | [📄 CSV](analysis/advanced/position_sizing_mastery.csv) |

#### 🏆 **Elite Stock Selection**
| Report | Description | Link |
|--------|-------------|------|
| **Interesting Stocks Overview** | Top-tier opportunities with multi-factor scoring | [📄 CSV](analysis/advanced/interesting_stocks_overview.csv) |
| **High Conviction Stocks** | Positions with strongest institutional backing | [📄 CSV](analysis/advanced/high_conviction_stocks.csv) |
| **Multi-Manager Favorites** | Stocks held by multiple elite managers | [📄 CSV](analysis/advanced/multi_manager_favorites.csv) |
| **Long-Term Winners** | Stocks with sustained institutional interest | [📄 CSV](analysis/advanced/long_term_winners.csv) |
| **Top Holdings** | Largest institutional positions analysis | [📄 CSV](analysis/advanced/top_holdings.csv) |

#### 🔬 **Advanced Market Intelligence**
| Report | Description | Link |
|--------|-------------|------|
| **Action Sequence Patterns** | Institutional trading pattern analysis | [📄 CSV](analysis/advanced/action_sequence_patterns.csv) |
| **Catalyst Timing Masters** | Managers with exceptional market timing | [📄 CSV](analysis/advanced/catalyst_timing_masters.csv) |
| **Sector Rotation Excellence** | Elite sector allocation strategies | [📄 CSV](analysis/advanced/sector_rotation_excellence.csv) |
| **Sector Rotation Patterns** | Institutional sector flow analysis | [📄 CSV](analysis/advanced/sector_rotation_patterns.csv) |
| **Theme Emergence Detection** | Early identification of investment themes | [📄 CSV](analysis/advanced/theme_emergence_detection.csv) |

> **Sector caveat**: Dataroma does not publish sector classifications, so the two sector-rotation reports approximate sectors from company-name keywords. Treat them as rough heuristics, not real sector data.

---

## 📈 **Historical Analysis (Full-History Perspective)**

### Long-Term Market Intelligence
Transform decades of institutional data into strategic insights:

| **Historical Analysis** | **Description** | **Visualization** |
|------------------------|-----------------|-------------------|
| **📅 Quarterly Activity Timeline** | Full history of institutional trading patterns | [📊 Chart](analysis/historical/visuals/quarterly_activity_timeline.png) |
| **🏛️ Crisis Response Analysis** | How managers navigated major market crises | [📊 Chart](analysis/historical/visuals/crisis_response_comparison.png) |
| **💎 Multi-Decade Conviction** | Stocks held consistently across decades | [📊 Chart](analysis/historical/visuals/multi_decade_conviction.png) |
| **🔄 Stock Life Cycles** | Complete institutional holding patterns | [📊 Chart](analysis/historical/visuals/stock_life_cycles.png) |

### 📅 **Historical Data Reports**
| Report | Description | Link |
|--------|-------------|------|
| **Quarterly Activity Timeline** | Full-history market activity trends by quarter (77 quarters as of July 2026) | [📄 CSV](analysis/historical/quarterly_activity_timeline.csv) |
| **Crisis Response Analysis** | Manager behavior during market downturns | [📄 CSV](analysis/historical/crisis_response_analysis.csv) |
| **Multi-Decade Conviction** | Long-term institutional favorites | [📄 CSV](analysis/historical/multi_decade_conviction.csv) |
| **Stock Life Cycles** | Complete holding pattern analysis | [📄 CSV](analysis/historical/stock_life_cycles.csv) |

---

## 🚀 **Quick Start**

### Prerequisites
```bash
# Install dependencies
pip install -r requirements.txt
```

### Run Complete Analysis
```bash
# Run scraper for fresh data (force refresh HTML cache)
python3 dataroma_scrape.py --force-refresh

# Generate comprehensive analysis (41 CSV files + visualizations)
python3 dataroma_analysis.py
```

### Output Structure
```
analysis/
├── current/          # 19 CSV files - Recent opportunities (last 3 quarters)
├── advanced/         # 18 CSV files - Manager intelligence & position timelines
├── historical/       # 4 CSV files - Full-history trends and patterns
└── README.md         # Comprehensive documentation of all analyses
```

---

## 🤖 **Technical Features**

### Smart Analysis Engine
- **✅ Real-Time Processing**: Current vs historical data separation
- **✅ Enhanced Visualizations**: Multi-dimensional charts with actionable tables
- **✅ Advanced Scoring**: Multi-factor ranking algorithms for opportunity identification
- **✅ Manager Intelligence**: Performance tracking with name resolution
- **✅ Activity Classification**: Sophisticated buy/sell/add/reduce pattern analysis

### Key Algorithms
- **🎯 Momentum Detection**: Recent institutional accumulation patterns
- **💰 Value Identification**: Price-based opportunity screening across multiple thresholds
- **📊 Concentration Analysis**: Portfolio allocation shifts and risk metrics
- **🏆 Performance Scoring**: Multi-dimensional stock and manager evaluation
- **📈 Trend Analysis**: Historical pattern recognition and forecasting

---

## 🔬 **Research Applications**

Transform raw institutional data into investment intelligence:

### 🎯 **Stock Discovery**
- **High Conviction**: Which stocks have the strongest institutional backing?
- **Hidden Gems**: Under-the-radar picks with smart money accumulation
- **Momentum Plays**: Recent institutional buying with price momentum
- **Value Opportunities**: Stocks being bought near 52-week lows

### 📊 **Market Intelligence**
- **Sector Rotation**: Which industries are seeing increased institutional interest?
- **Price Action**: How do institutional flows correlate with stock performance?
- **Risk Assessment**: Concentration levels and portfolio diversification trends
- **Timing Signals**: When do successful managers typically buy and sell?

### 👥 **Manager Research**
- **Performance Leaders**: Which managers have the most consistent track records?
- **Stock Selection**: Who are the best individual stock pickers?
- **Portfolio Strategy**: How do different managers approach position sizing?
- **Market Timing**: Which managers excel at buying lows and selling highs?

---

## 📋 **Analysis Workflow**

1. **Data Collection**: Scraping of all listed manager portfolios from Dataroma
2. **Data Processing**: Clean, normalize, and enrich with historical performance data
3. **Opportunity Identification**: Multi-factor scoring across momentum, value, and conviction
4. **Visualization Generation**: Create actionable charts with embedded opportunity tables  
5. **Report Generation**: Export comprehensive CSV reports for further analysis
6. **Automated Updates**: Refresh analysis with new quarterly filings

---

## ⚠️ **Important Disclaimer**

This tool is designed for **educational and research purposes only**.

- **Not Investment Advice**: All analysis is for informational purposes
- **Due Diligence Required**: Always conduct your own research before investing
- **Risk Awareness**: Past performance does not guarantee future results
- **Data Limitations**: Analysis based on publicly available 13F filings with inherent delays; Dataroma exposes at most ~1,000 activity records per manager, so very active managers' histories start mid-stream

---

## 📄 **Data Source & Attribution**

All institutional holdings data sourced from [Dataroma.com](https://www.dataroma.com) - the premier resource for tracking superinvestor portfolios and institutional activities.

**Special Thanks**: Warren Buffett's Berkshire Hathaway, Bill Ackman's Pershing Square, and other legendary investors whose transparency enables this research.

---

## 🚀 **Next Steps**

1. **Explore Current Analysis**: Start with `analysis/README.md` for latest opportunities
2. **Check Visualizations**: Review the current opportunity charts for actionable insights  
3. **Dive Into Data**: Use CSV reports for detailed stock-by-stock analysis
4. **Historical Context**: Review `analysis/historical/` for long-term performance trends
5. **Custom Analysis**: Fork the repo and customize for your research needs

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