Research Databases

The Compustat databases provide standardized balance sheet and market data for active and inactive publicly listed companies. The database includes, among other things, general company information (headquarters, name, industry, S&P rating, CEO), balance sheet data, income statements, cash flow statements, financial ratios, market data (stock prices, dividends) and market indices, segment reporting (North America only), exchange rate time series for over 110 currencies, and macroeconomic data.

Compustat Global contains fundamental and market data for approximately 18,000 publicly listed companies from 80 countries, covering over 90% of global market capitalization. The database explicitly provides detailed balance sheet information, cash flow statements, income statement data, financial ratios, stock prices, dividends, market capitalization data, various macroeconomic indicators, index time series for more than 90 local market indices, and additional data fields for the period from 1993 onward, with a maximum lookback of 20 years. Overall, the database offers access to over 440 data fields.

Compustat North America contains up to 20 years of annual and monthly data, as well as up to 48 quarterly reports, for more than 30,000 U.S. and Canadian companies (active and inactive). Annual, quarterly, and monthly data are available from 1979 onward. The last seven years of segment data and daily market data from 1984 are also included.

Compustat Historical complements Compustat North America and contains historical data for U.S. and Canadian companies, dating back to 1950 on an annual basis and from 1962 on daily, monthly, and quarterly levels.

The CRSP (Center for Research in Security Prices) maintains the most extensive collection of capital market time series for securities traded on the main North American exchanges (NYSE, AMEX, and NASDAQ). The CRSP 1925 US Stock Database contains up-to-date market and corporate action data for securities listed on the NYSE (since December 1925), AMEX (since 1962), and NASDAQ (since 1972). The CRSP Index History Files provide real-time data for investable CRSP indices, including intraday data.

Dafne provides current and historical financial statement information for approximately 800,000 German and Austrian companies. Following the reporting practices of the companies, both individual and consolidated financial statements are available. International accounting standards (IAS/IFRS and US GAAP) as well as the German HGB are incorporated into the detailed data presentation. The database includes balance sheet and income statement data with up to 10 years of history, financial ratios, managing directors and contact details, original reports from the German Federal Gazette (Bundesanzeiger), stock prices for publicly listed companies, detailed corporate structures and interconnections, ownership information including shareholders and subsidiaries, business- and company-relevant press releases, M&A transactions and rumors, as well as micro-geographic identifiers.

Thomson Reuters Datastream is one of the leading global databases for financial market data. The database provides up-to-date, detailed historical time series on equities, international market indices, bonds, futures, interest rates, commodities, and derivatives, with data going back as far as 1973. For macroeconomic data, Datastream offers a wide range of indicators from various institutions (EIU, IMF, OECD, etc.), making them accessible to users from a single source. Datastream is a standard tool in financial research and is frequently cited as a data source in numerous academic publications. In addition, the software offers a wide selection of charting and reporting tools for data analysis, and add-ins allow direct access from Microsoft Excel.

The Institutional Brokers’ Estimate System (I/B/E/S) is a global database for analyst forecasts and assessments regarding earnings data, dividend payments, balance sheet information, and other metrics such as revenue, EBIT, and trading recommendations for publicly listed companies. I/B/E/S covers data for 22,000 companies across more than 80 countries. The analyst assessments are compiled from a variety of research institutions and companies.

The Worldscope database is integrated within the Datastream platform. This financial statement database contains historical data from 1980 for more than 22,000 companies across 52 countries. For these companies, 1,000 adjusted balance sheet items according to IAS are available, along with calculated financial ratios and revenue analyses. The database also includes income statements and company profiles, enabling comparisons across countries and markets.

Wharton Research Data Services (WRDS) at the Wharton School of the University of Pennsylvania is an online platform for accessing a variety of economic and financial databases. The available data can be queried through a unified interface and cross-referenced across databases. All query results can be exported in a standardized format. In addition to the databases included in the standard license (see the WRDS website), the following databases listed above are accessible via WRDS: Compustat Global, Compustat North America, Compustat Historical, CRSP Stock Database, and CRSP Indices.