RESEARCH DATABASES AT IVEY Craig Dunbar Friday April 23, 2004
Wharton Research Data Services (WRDS) <ul><li>Account setup </li></ul><ul><ul><li>http://wrds.wharton.upenn.edu/ </li></ul...
COMPUSTAT <ul><li>Standard & Poor’s Compustat North America  is a database of U.S. and Canadian fundamental and market inf...
SAMPLE COMPUSTAT APPLICATIONS <ul><li>Research projects </li></ul><ul><ul><li>Get historic financials for a set of firms <...
AN EXAMPLE
THE CENTER FOR RESEARCH IN SECURITY PRICES (CRSP) <ul><li>CRSP is a research center at the University of Chicago Graduate ...
SAMPLE CRSP APPLICATIONS <ul><li>Get stock price and return data for sample of firms </li></ul><ul><li>Use “tools” to get ...
I/B/E/S DATABASE <ul><li>I/B/E/S International Inc. (now part of First Call)  provides: </li></ul><ul><ul><li>summary and ...
SAMPLE I/B/E/S APPLICATIONS <ul><li>Find individual analyst forecasts of earning, sales (etc.) for a firm or set or firms ...
AN EXAMPLE
AN EXAMPLE
THOMSON FINANCIAL SECURITIES DATA (TFSD) <ul><li>TFSD was created in 1999 by the joining of The Investext Group, Securitie...
NEW ISSUES DATA  <ul><li>US NEW ISSUES (over 100,000 transactions) </li></ul><ul><ul><li>Data from 1970 to the present, up...
M&A DATABASE <ul><li>Data from 1979 to present for the US and 1985 to present internationally, updated daily.  </li></ul><...
VentureXpert <ul><li>Date from 1970 to present on private financings (e.g. venture capital) worldwide.  Data is obtained f...
Upcoming SlideShare
Loading in...5
×

RESEARCH DATABASES AT IVEY Craig Dunbar

403

Published on

Published in: Business, Economy & Finance
0 Comments
0 Likes
Statistics
Notes
  • Be the first to comment

  • Be the first to like this

No Downloads
Views
Total Views
403
On Slideshare
0
From Embeds
0
Number of Embeds
0
Actions
Shares
0
Downloads
1
Comments
0
Likes
0
Embeds 0
No embeds

No notes for slide

RESEARCH DATABASES AT IVEY Craig Dunbar

  1. 1. RESEARCH DATABASES AT IVEY Craig Dunbar Friday April 23, 2004
  2. 2. Wharton Research Data Services (WRDS) <ul><li>Account setup </li></ul><ul><ul><li>http://wrds.wharton.upenn.edu/ </li></ul></ul><ul><li>WRDS is an interface </li></ul><ul><ul><li>we separately subscribe to databases </li></ul></ul>
  3. 3. COMPUSTAT <ul><li>Standard & Poor’s Compustat North America is a database of U.S. and Canadian fundamental and market information on more than 24,000 active and inactive publicly held companies. </li></ul><ul><li>It provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items (information on industry segments, market prices and earnings) </li></ul><ul><li>Standard & Poor's offers data in both annual and quarterly formats. </li></ul><ul><ul><li>The industrial annual format offers both historical and restated data. </li></ul></ul><ul><ul><li>The industrial quarterly format offers restated data as reported by the company. </li></ul></ul><ul><ul><li>For most companies, annual and quarterly data is available for a maximum of 20 years and 48 quarters </li></ul></ul>
  4. 4. SAMPLE COMPUSTAT APPLICATIONS <ul><li>Research projects </li></ul><ul><ul><li>Get historic financials for a set of firms </li></ul></ul><ul><li>Case projects </li></ul><ul><ul><li>Get financial statements and ratios for a set of firms </li></ul></ul><ul><ul><li>Get financial data for comparison firms (e.g. firms in same SIC or NAICS industries) </li></ul></ul>
  5. 5. AN EXAMPLE
  6. 6. THE CENTER FOR RESEARCH IN SECURITY PRICES (CRSP) <ul><li>CRSP is a research center at the University of Chicago Graduate School of Business. It maintains the most comprehensive collection of standard and derived security data available for the NYSE, AMEX and Nasdaq Stock Market. </li></ul><ul><li>The CRSP US Government Daily Bond File contains data for about 3,100 marketable US Government securities traded in the secondary market and during the issued trading period from June 14, 1961 to the present. The monthly product contains data for approximately 5,000 bonds, notes, and bills since 1925. </li></ul><ul><li>Additional CRSP files contain data on stock indices, treasury bills, maturity portfolios, Risk Free rates, cap based portfolios, S&P 500, and bond, bills, and inflation. </li></ul>
  7. 7. SAMPLE CRSP APPLICATIONS <ul><li>Get stock price and return data for sample of firms </li></ul><ul><li>Use “tools” to get returns and prices around “events” </li></ul><ul><li>Get data on indices (CRSP stock indices, S&P 500, US Treasury bills and bonds, US inflation) </li></ul>
  8. 8. I/B/E/S DATABASE <ul><li>I/B/E/S International Inc. (now part of First Call) provides: </li></ul><ul><ul><li>summary and individual analyst forecasts of </li></ul></ul><ul><ul><ul><li>company earnings </li></ul></ul></ul><ul><ul><ul><li>cash flows </li></ul></ul></ul><ul><ul><ul><li>other important financial items </li></ul></ul></ul><ul><ul><li>buy-sell-hold recommendations </li></ul></ul>
  9. 9. SAMPLE I/B/E/S APPLICATIONS <ul><li>Find individual analyst forecasts of earning, sales (etc.) for a firm or set or firms </li></ul><ul><li>Find descriptive statistics (mean, median, min, max, standard deviation, etc.) for analyst forecasts on a firm or set of firms </li></ul><ul><li>Compare forecasts to “actuals” </li></ul><ul><li>Find individual brokerage recommendations (buy/hold/sell) on firm or set of firms </li></ul><ul><li>Find descriptive statistics on recommendations for firm or set of firms </li></ul>
  10. 10. AN EXAMPLE
  11. 11. AN EXAMPLE
  12. 12. THOMSON FINANCIAL SECURITIES DATA (TFSD) <ul><li>TFSD was created in 1999 by the joining of The Investext Group, Securities Data Company and CDA/Spectrum. </li></ul><ul><li>SDC Platinum™ is an interface that provides access to data on global financial transactions. Download from </li></ul><ul><ul><li>www.thomson.com/platinum </li></ul></ul><ul><li>Detailed information is available on </li></ul><ul><ul><li>New financial security issues </li></ul></ul><ul><ul><li>M&A transactions </li></ul></ul><ul><ul><li>Venture capital financings </li></ul></ul>
  13. 13. NEW ISSUES DATA <ul><li>US NEW ISSUES (over 100,000 transactions) </li></ul><ul><ul><li>Data from 1970 to the present, updated daily (we have one month lag) collected from SEC filings, prospectuses, news sources, wires, and daily surveys of underwriters and other corporate finance contacts </li></ul></ul><ul><ul><li>The database is divided into sub-databases based upon security type: </li></ul></ul><ul><ul><ul><li>Common stock (includes IPOs and secondary offerings) </li></ul></ul></ul><ul><ul><ul><li>Non-convertible debt </li></ul></ul></ul><ul><ul><ul><li>etc. </li></ul></ul></ul><ul><ul><li>For each transaction, there are over 800 data elements including: </li></ul></ul><ul><ul><ul><li>Offering terms, Issuer profile (e.g. financial information) </li></ul></ul></ul><ul><ul><ul><li>Book and co-managers, law firms, auditors and trustees </li></ul></ul></ul><ul><ul><ul><li>etc. </li></ul></ul></ul>
  14. 14. M&A DATABASE <ul><li>Data from 1979 to present for the US and 1985 to present internationally, updated daily. </li></ul><ul><li>Data is collected from over 200 English and foreign language news sources, SEC filings and their international counterparts, etc. </li></ul><ul><li>Transactions include: </li></ul><ul><ul><li>Mergers & acquisitions </li></ul></ul><ul><ul><li>Stock swaps </li></ul></ul><ul><ul><li>Asset sales & divestitures </li></ul></ul><ul><ul><li>Leveraged buyouts (LBOs) </li></ul></ul><ul><ul><li>etc. </li></ul></ul><ul><li>For each transaction there are more than 1400 data elements including the following: </li></ul><ul><ul><li>Target and acquiror profiles (e.g. financial information) </li></ul></ul><ul><ul><li>Deal terms (lock-ups, termination fees, acquisition techniques, percent acquired, consideration offered) </li></ul></ul><ul><ul><li>Deal value and stock premiums </li></ul></ul><ul><ul><li>etc. </li></ul></ul>
  15. 15. VentureXpert <ul><li>Date from 1970 to present on private financings (e.g. venture capital) worldwide. Data is obtained from industry surveys, quarterly and annual fund reports, news sources. </li></ul><ul><li>Over 110,000 financings of over 23,000 private equity backed companies are covered in the database </li></ul><ul><li>Data elements include: </li></ul><ul><ul><li>Name & Address Information </li></ul></ul><ul><ul><li>Investment Information (round numbers, dates, amounts, investors) </li></ul></ul><ul><ul><li>Company Industry </li></ul></ul><ul><ul><li>etc. </li></ul></ul>
  1. A particular slide catching your eye?

    Clipping is a handy way to collect important slides you want to go back to later.

×