FinAnomaly

Detect financial ratio outliers vs industry benchmarks (IQR-based)

IQR
Try:

Methodology

Data
12 quarters (2022-2024) of SEC filings. 74,993 company-period records across 7,553 companies and 71 industries.
Ratios
10 financial ratios computed from 18 XBRL metrics with priority-based tag resolution (first match from canonical tags).
Detection
IQR-based scoring by 2-digit SIC code. More robust than std-based z-scores against fat-tailed financial data.