I could have sworn I already posted this, but alas I am not sure I hit submit and I don't see the thread. I'm looking for historical data on fundamentals, like the various EPS, P/E, etc., primarily for NYSE and NASDAQ, going back at least 15 years. Is there a source for this that is not outrageously expensive?
Computstat but it's expensive. The cheap or free sources contain data that's been revised after the fact, so systems based on the data won't work. You need point in time to "as reported" data.
How long after the reported date are the revisions in the free sources made? I ask because I'm not looking for this so that I can gauge market reaction for trading strategies, but rather I'm looking for it for the purpose of short to long term investing, and so I want to look at a history of things like EPS to determine where the company's price has traded relative to true EPS.