Hey there, Anyone know where one might procure fundamental stock information in database form? How much might, say, the last 15 years worth of data cost?
S&P Compustat would be most comprehensive and also the most expensive; I believe a license goes for about $150K these days. You can get quarterly data back to 1962 and annual back to at least 1950; they also offer a "point in time" product that contains 30 years of snapshots of financials as originally reported (not later restated). That's sort of your "gold standard" data right there. Mergent-Ford and Value Line offer good databases as well, but they aren't much less expensive. M-F goes to 1970 and also has "point in time" data, Value Line DataFile goes to 1955 or thereabouts but only covers the largest companies. I think Bloomberg might also sell historic financials, but don't count on them being less than five figures. If you only care about data for active issues (i.e. you aren't going to do any serious historic research or any backtesting on the data) then you can always just scrape ADVFN.com for financials and get the data for free; they keep 15 years of quarterly and annual fundamental data on all active US issues.