Wrds wharton upenn edu a 10 minute brief for web query of accounting and finance data
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WRDS.wharton.upenn.edu A 10-minute brief for Web query of accounting and finance data. Professors Matt Spiegel and Shyam Sunder MGT948, Fall 2010. Compustat. Provides machine readable accounting data for fundamental analysis Computerized 10-K, 10-Q Annual and quarterly

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WRDS.wharton.upenn A 10-minute brief for Web query of accounting and finance data

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Wrds wharton upenn edu a 10 minute brief for web query of accounting and finance data

WRDS.wharton.upenn.eduA 10-minute brief for Web query of accounting and finance data

Professors Matt Spiegel and Shyam Sunder

MGT948, Fall 2010


Compustat

Compustat

  • Provides machine readable accounting data for fundamental analysis

  • Computerized 10-K, 10-Q

  • Annual and quarterly

    • Date Range : 1961-2008 for quarterly, 1950-2008 for annual

    • Number of Companies: 29,201 for quarterly; 30,960 for annual

    • Last Updated: 08/07/2009

    • ID: tic, gvkey, CUSIP, SIC

    • Do not be overwhelmed by the hundreds of data items. For most of valuation purposes, use Simplified Financial Statement Extract


Wrds wharton upenn a 10 minute brief for web query of accounting and finance data

CRSP

  • Market data (prices, returns, trading volume)

  • Some variables are available in Compustat

  • Monthly and daily, stocks and market index

    • Data Range:  December 1925 - December 2008

    • Number of Securities:  27,945

    • Last Updated:  02/16/2009


Ibes analyst forecasts

IBES analyst forecasts

  • A lot of forecasts- 85,070,000

  • Useful for estimates of EPS, Sales, ROA, ROE, and long-term growth

  • Street earnings vs. GAAP earnings

    • GAAP Net Income includes special items

    • Analysts’ forecasts typically excludes SPI

    • Relevant for high-litigation risk industries

  • Use discretion when there is temptation to take others’ forecasts as granted


Other data

Other data

  • RiskMetrics

    • Corporate governance

  • CSMAR

    • Chinese stock market

  • Mergent Fixed Income Securities Database (FISD)

    • Bond issues, redemptions, transactions, ratings


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