Is there a source for historical fundamental stock data (such as P/E, EPS, Revenue, Dividend, etc.) from the past? I only need monthly or even quarterly data, but I want to test a fundamental-based strategy and see how it would have performed in the past. I know that I could mine yahoo or finviz on the internet archive, but I figure there's an easier way.
Everything always depends. Do you want info for a few stocks or a lot or what? How far back? Markets are pretty efficient. Funs are usually priced in. However, you may have a different way of evaluating the data. How about some clues on what you are interested in? The easiest way is to pay someone else. If it is not worth paying someone else you probably do not need the data.
Quandl does offer a service. There's a subscription that runs about $150 / quarter for single user and it also allows some sort of API access. For now, I think the FinViz screener might be good enough for me.
That was my thought too. I chatted with them and their EOD data contains all data, not just going back to 2000 or some other arbitrary date like some other providers. I am going to shortly try this service out and vet the data. The other selling point for me is they have a REST API which I need. Anyhow, hopefully the data is good. I will report back when I know more.
Historical fundamental data are easy for a stable company until it's not stable. Spinoffs, mergers, company restructures, change of domicile, change of reporting currency, change of fiscal year boundaries, significant change in company operations. How about tracking stocks? What about restatement of sketchy previous financial reports? Also consider companies that provide staggered reporting of their fundamentals (we'll tell you earnings per share and a few other things, but you have to wait 4 weeks for the rest buddy, because we're still cooking the books). I have no idea how you'd handle a company like Liberty that seems to create tracking companies about twice a year for some portion of their company that nobody understands. Look at their latest garbage with GCI Liberty.
Would a service like openFIGI help here? They claim to track entities across mergers etc through a static id