Per-firm equity-research report dataset — full 3-statement series (US-GAAP + IFRS-17), dimensional segments/product lines, distribution-channel mix, cross-regime capital & ratings (US RBC / Canadian LICAT), TTM valuation panels — projected from the canonical metrics store with per-fact provenance.
| type | derived_dataset |
| auth | n/a |
| cost | internal |
| update frequency | per_filing_cycle |
| consumers | investormgmt |
| location | investorMgmt/content/{slug}/data.json |
| classification | internal_derived |
Independently sourced from SEC EDGAR + Yahoo Finance + OSFI Open Government (NOT from third-party terminals). US insurers via us-gaap XBRL; Canadian insurers via IFRS-17 40-F XBRL (Manulife/Sun Life) or OSFI LF1 returns (EDGAR-absent firms, e.g. Canada Life). Capital is cross-regime-normalized (RBC/LICAT → one 0–100 band, capital_norm.py). Validated by investorMgmt/pipeline/validate.py (reconciliations, anomaly/sign checks, completeness, source-independence — accounting-aware for IFRS). Per-fact provenance: source_system, XBRL concept/member, accession, filed date, retrieval timestamp, confidence (stored in pipeline/store/metrics.db).