Source
r/SecurityAnalysis•
MASSPro

Can anyone recommend a source of Financial Information (tabular quarterly report data going back 5 years+)

I have been investing for some time now with a style that follows Buffet / Munger. It has served me well.

However, it disappoints me to no end that there are no tools (that I can find) that serve fundamental inclined investors. Everything I discovered seems to be focused on 'trading' with every 'technical' tool in the book.

So I have decided to write my own analysis software (I'm a retired developer) for my own use, however not necessarily exclusively.

The problem I am having is that I would like to see listed companies financials (quarterly preferably; also dividends, dates etc would be nice as well) but am having trouble locating a suitable data source. Surely this must exist somewhere.

What irks me is that it is available via the publicly filed documents - I just can't find a nice machine readable data structure anywhere.

Any thoughts?

Posted Apr 22, 2012, 3:57 PM UTC

917
hantek•

Check out Marketsmith. It has plenty of fundamentals-oriented capabilities, including screens that mimic the investing styles of value investors such as Buffet.

On an unrelated note, if you are interested in developing some investing related software, shoot me a message.

3
moojo•

I am not a US investor but I think that you get machine readable data from the SEC website for US stocks.

2
MASSProOP•

Ideally, it would include at least U.S. and CDN markets although the major globals would be great as well (I have only about 40% invested in the U.S.) I looked into the SEC but it seemed a little cumbersome to parse out the data as it was applied to each particular report but perhaps I was in the wrong area. I will check again

1
Moric•

Do you know of Sedar.com, CDN market data. Don't think it's machine readable but definitely has the information you are talking about.

1
rippersid•

I think you might want to try out something along the lines of Morningstar Direct or a Bloomberg terminal.

2
MASSProOP•

Hmm, looks like morningstar is $16,000 for a single user license. I imagine that's an annual fee to boot. Do you know of any other providers? I'm not adverse to paying but not sure I'm ready to commit to that kind of number at this point.

1
rippersid•

I am using Morningstar and Bloomberg at the moment.

Some other sources you might want to try are

  1. S&P Capital IQ
  2. Datastream
  3. Hoovers Online
  4. Thomson One

I hope those help.

2
[deleted]•

If you pick one of these, feel free to follow up and let us know what you did. I went looking around for something similar a few months ago and didn't find anything so I started just scraping the data from MSN money.

4
wildkilliams•

Find out if local university students get access to services like this. If so, you could possibly register for the cheapest class available and basically get the service for 1/16th of the price.

2
MASSProOP•

This is an interesting premise. I've been toying around with attending the local U to pick up some courses of interest. This might get me jumpstarted on that as well. Of course, I may never see the sun again =p

1
star_pilot•

Maybe globalfinancialdata.com, they have a ton of historical financial data beyond share prices. Not sure on cost though. Marketbrief.com has an API that might be worth looking into.

2
1kGarand•

Valueline is one of the oldest source of historical financial information. They do not have quarterly numbers, but have annual data going back 10 or 12 years for the largest 1000 companies. The subscription is pricy (~$500/yr?), but you can get a $60/5week trial which should be enough to get you started. The data is shown in tabular form, but pdf's though, not excel. Still, it's much easier than going through 10-K's.

2
MASSProOP•

Sorry, been sqamped at work the last few days (still there actually) and haven't a chance to get on Reddit (read: contributed to the GDP)

This a great list to start - I'm going to start researching each one and report back my results if anyone is interested.

Thanks for all the suggestions

2
Mr_You•

NinjaTrader offers the following fundamental data. I assume the source is your data provider (Kinetick, Interactive Brokers, etc.):

AverageDailyVolume

Beta

CalendarYearHigh

CalendarYearHighDate

CalendarYearLow

CalendarYearLowDate

CurrentYearsEarningsPerShare

FiveYearsGrowthPercentage

High52Weeks

High52WeeksDate

HistoricalVolatility

Low52Weeks

Low52WeeksDate

NextYearsEarningsPerShare

PercentHeldByInstitutions

PriceEarningsRatio

SharesOutstanding

1
[deleted]•

Interactive Brokers has something called IBIS you can subscribe to without having an account there. It is supposed to be Bloomberg on a budget. Never tried it myself so please give me a review of it if you do.

1
MASSProOP•

Will check this out (just got back from 3 week vacation...) and if it's reasonable and does multi-market let you know how it works.

1
[deleted]•

Great please do so!

1