Fundamental Data

Discussion in 'Data Sets and Feeds' started by nicbizz, May 27, 2010.

  1. nicbizz

    nicbizz

    Hi all,

    I'm trying to build a watchlist with fundamental data (Price/Cash , Mkt Cap, EPS, etc stuff you can find in Yahoo Finance) on an Excel spreadsheet.

    Instead of typing the stuff in 1-by-1, does anyone know of a data source whereby I can use Excel DDE to populate my list? I don't mind if its a paid service.

    Also, looking for a decent stock screener that can filter through a comphrehensive list of fundamental data.

    Thanks!

    -Nick
     
  2. For US data either the add in from this Yahoo group

    smf_addin-EXCEL Stock Market Functions Add-in

    that downloads Yahoo (and some other) fundamental data into Excel (you need to download the current Beta as Yahoo as it frequently does made changes that rendered the current non beta release non functioning

    OR

    It seem that Reuters fundamental data option with interactive brokers allows Financial statement and other data to be downloaded into Excel via the IB API.


    If there are others especially for non US stocks I am all ears.
     
  3. I use amibroker along with amiquote to download fundamental basic and fundamental extras...

    Then I create a filter for specific queries I want to check on in the exploration.

    Output is like this in txt format (first info is the title/header) :

    Ticker
    Date/Time
    Current P/E ratio
    Est. Next Year P/E ratio
    Close
    52 week high Company Name
    A
    26/02/2010
    -629.2
    15.97
    31.46
    31.3 Agilent Technolog
     
  4. Yahoo. http://www.gummy-stuff.org/Yahoo-data.htm

    You could then build your own screener criteria using Excel (VBA) or exporting to database and using SQL.

    How many results do you want returned? Yahoo and MSN screeners will return the top approx 200 results for free. Or pay for something like AAII to get more results. As your methods get more advanced you may be interested in a trading platform that allows automated trading in addition to screening.
     
  5. nicbizz

    nicbizz

    Thanks for the replies, the community here is awesome!

    I'm gonna check out the Yahoo add-in, Excel is just such a fantastic tool, and I love the way I can put data together.

    Might check out Amibroker too. From what I can tell from some of the threads here, its a pretty cool software.

    -Nick
     
  6. Neutral

    Neutral

    The data downloaders look nice and promising. But short of creating it day by day ourselves, what is the best or most cost-effective way of obtaining several years of fundamental data on stocks, including the time/date of earnings announcements? Thanks a bunch for any help.