Where can I receive fundamental historical data

Discussion in 'Data Sets and Feeds' started by Sky123987, Feb 21, 2008.

  1. Hi,

    Where can you receive fundamental historical data on stocks. I've posted this before but got no answer. I have to imagine that someone provides it
     
  2. Corey

    Corey

    They provide it ... but for a hefty fee.

    CompuStat quoted me something like $60,000 for 20 years of quarterly historical data on 300 stocks for about 25 different measures (PE, Yield, ROC, Debt, FCF, etc...). Oh, and that was a one year 'lease' on the data. Thomson financial was quite similar ... and I already pay them a hefty annual fee for other services.

    All in all, it's a monopoly market and the big boys don't want to play nice with us little guys.
     
  3. Listen to this guy. You need to have contacts for that kind of information. It isn't just given out to anyone.
     
  4. Valueline has a product with historical fundamental data, I think it is called investment analyzer. Not as good as compustat but much cheaper.

    There is an old thread somewhere where we talked about this several months ago, you might want to search for it and see what we came up with there.
     
  5. thank you very much,

    I just called valueline, 1700 stock $500 per year. Still none the less a rip off
     
  6. Sky,

    What, in particular, are you looking for? If the answer is "20+ years of survivor bias free, point in time, backfill bias free, lookahead bias free data with complete financial statement variables and analysts' forward estimates to boot", then forget about getting it for cheap. In fact, count on spending hundreds of thousands of dollars.

    If the answer is something much less ambitious ("a few years of financial statement data for all active issues") then something like the AAII Stock Investor Pro (a non-profit educational outfit) service might suit you fine, for much, much cheaper.

    If the answer is somewhere in-between, there are other options. They will all involve money, a lot of work on your side, or both. Alas, good things never come for free.