At the moment, it is only current fundamental data. But depending on what you're trying to do, you can get around it if you're smart. So for example; if I'm looking to try and get 2008 EPS figures into Amibroker, then what I would do is import that into amibroker using the import wizard by creating a csv file, and putting that into the place of the "eps" field of data. so instead of the yahoo data that's in there, what you now have is the 2008 eps figure that you imported in there. I do this regularly for prior years eps figure for all 8000 stocks on the us markets, but usually put it in the place of the "Forward EPS" field ... so that way I have prior eps figures as well as current (from yahoo). All you need is a data set in a csv file to import. --> i usually shove nominated eps figures in the "forward eps" field in amibroker: Then what you could do is take that customized "forward eps" data field (which is 2008 eps for the example I have used) and chart it. So say I wanted to chart next year's eps figure; i.e. 2010 eps vs. 2008 eps ... I could do that, with the example above. In fact, you can throw any sort of data you want in any field. You could even get prior year's P/E ratio in that forward eps field or any other field you wish ... so long as you have the data set. Getting the data is the hard part ... I usually get it from my broker, and turn it into a csv file. I usually just throw data into the forward eps field for Amibroker b/c when you download data from yahoo, yahoo usually doesn't use that field or the data is always '0' ... meaning yahoo has no data there. You don't really need yahoo data if you have your own. You could get all your data from a data provider or a broker, and then import it in ... but it might cost you. But at the moment yahoo is the most efficient place to get free fundamental data. However for very detailed historical data like whole financial statements (like balance sheets, income statements etc) ... AB can't do that, and is not designed for that. Amibroker best for key ratios and eps figures. with regards to macro data, you can create synthetic tickers to chart economic data series. Here's an example of what I have done, Australian Govt. 10 year bond yields for the past 15 years: I even have bollinger bands on the 10 year bond yields .... ftw!! My ticker code for the bond yield data is "AU-GOV-10YR" ... as you can see on the top left hand corner of the image. Here is a chart with the above data, as well as Citigroup stock price overlayed: I'm not sure why you would ever chart the Australian 10 year govt bond yields + Citigroup + Bollinger Bands .... lol ... but hey ... just shows you what you can do with AB charts. Cheers.
cascade - Have you tried importing historical company fundamentals into AB using Quotes Plus or Telechart data? Both seem to have historical fundamentals but I can't tell if AB supports them when importing. droskill - I noticed you have posted in the AB yahoo group on this topic. I gather you had trouble importing Quotes Plus or Telechart fundamental data in to AB? When I say Telechart I'm referring to what I'm finding in the StockFinder application. Actually for the time being I've settled on this solution screening for U.S. equities as it has historical fundamentals and historical estimates from Zacks, plus it automatically organizes stocks by industry and sector watchlists.
I had a look at QuotesPlus and the data is not reliable. The company/person responsible for QuotesPlus data uses various data sources from Morningstar Reuters etc ... but the management of that process is not good. All in all, the best sources of data come from Reuters/Thomson (for eps figures) and for fundamental financials you would probably look at Edgar or CapitalIQ ... even Reuters/Bloomberg again. But with any sort of data provider those sources of data that I mentioned above is where the best quality and robust sources of data come from. Even institutional players like FactSet use Reuters ... I'm pretty sure Zacks would get some of their data from Reuters-Thomson or they generate their eps figures internally by their own analysts. So it comes down to who you trust. But Reuters is the most robust data source for future and expected EPS figures given that they own the I/B/E/S system. Yahoo uses CapitalIQ and Reuters for fundamentals, and sometimes Edgar. So with Yahoo its free, as well as very robust and reliable. It's the most superior source of free data available on the internet.
Yeah, I never figured out a way to look at historical data with AB, so I'm using Stockfetcher as well. I agree with the other poster that Yahoo is the best free source available out there. I also like that they offer both adjusted and non-adjusted data.
cascade, sincere thanks for your informative and enlightening posts. I shall check the points with TradersStudio and let you know. Welcome to Elite Trader Forums!
cascade, could you please provide some some sample files of download from yahoo using using Stockfetcher?
Sincere thanks for the replies. Actually, I am not sure whether it is "Stockfetcher" or "StockFinder"? The link for Stockfetcher is: http://www.stockfetcher.com/ The link for StockFinder is: http://www.stockfinder.com/ and this also: http://forums.worden.com/ (as well as pointed out by horton) Please clarify, thanks
I believe the topic was the use of historical fundamental data in backtesting. You can get a few items from Yahoo this way through web scraping or to some degree using Amibroker. Alternatively Worden's StockFinder has historical data from Morningstar, though I have found it to be hit and miss beyond simple income statement data such as revenue and EPS. Also I don't think you can export this data from StockFinder for use in other applications. But if you just want a quick glance at the revenue, EPS, P/S, or forward P/E chart for a company I have not found anything better than StockFinder, which also lets you use this data in scan, filter, sort use cases. An alternative would be Zack Research Wizard but you get some of the Zacks estimate data in StockFinder also and again the charting and scan, sort, filter capabilities are more sophisticated in StockFinder.