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 EPS Average Analyst Estimate Average Analyst Rating Thanks, Cash
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.
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.
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.