Need a source of historical fundamental data

Discussion in 'Data Sets and Feeds' started by cashonly, Feb 18, 2006.

  1. cashonly

    cashonly Bright Trading, LLC

    Does anyone know of a place where I can download historical fundamental data?

    I'm looking for the following on a quarterly basis over the last 10 years for each stock (NYSE, AMEX, and NASDAQ)
    Book Value
    % Institutional Ownership
    Quarterly Earnings
    Quarterly Revenue
    Shares Outstanding
    # of Employees
    Quarterly Dividend
    Short Interest
    Average Analyst Estimate
    Average Analyst Rating


  2. If you want to go the 'free' path, you might be able to get this from a university. Econ departments often have tons of market data that they have collected over the years.
  3. I'm actually looking into some of this myself and will PM you if I find any..
  4. Dude, you must have a lot of free time on your hands. (1) Anyway, some of that accounting-related data might be had from Value Line. Otherwise you could contact each company's investor relations department. (2) The short interest data could be had from the exchanges. (3) The analyst opinion data can be had from each of the brokerage firms. (4) There are some websites that provide breakdowns and consensus of analyst estimates for earnings and government reports. I don't know the exact names. Good luck with it.
  5. cashonly

    cashonly Bright Trading, LLC

    It's not a free-time issue, it's more of an enhancement of strategy thing. Just like people look at ADX, MACD, Stoch, etc. to determine whether or not to get into a trade, I want to see what kind of impact fundamentals may have and need to do it on a backtesting basis. So if I can get it in a spreadsheet or database, I can use it... not requiring a lot of time.