You can do that in Microsoft Excel. All you need to do is record a macro and make slight changes to it to loop through all the tickers that you want the financial statements for. How you do it manually. In Microsoft Excel, go to Data tab and click on 'From Web' under 'Get External Data' section. A pop-up comes up where you need to enter the URL of the page and click go. Tick the entire page section to download to excel. Select the excel sheet/tab where you want to download the data. The above steps can be automated by recording a macro. Once the macro is recorded, you can also loop through the tickers by modifying the code. You also need to know basic VBA to automate this process. Let me know if you need any help in this.
Hope this helps the question.