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Research Data Sources: Finance

Directory of subscribed and open access data sources.

Finance data

Please note that the list is not exhaustive and we are working on it to include more entries.

(Click the data categories below to see more information) collapse all Bonds Issued Bloomberg: In Bloomberg, use the CORP ticker of the company to find the bonds issued. Bond Rating Bloomberg: In Bloomberg. After you have identified the bond ticker, enter CRPR for the credit rating profile of the specified bond. Company Beta Bloomberg: Identify and enter the ticker symbol of the company of interest, press the <EQUITY> key, type beta, hit <GO>. Datastream: Select Static Request, select Equities as Data Category, select your series, go to Datatype Navigator, search for beta. Company Bond Yield CEIC: Chosen the country of interest, the time series for the government & corporate bond yield can be found under the heading: Interest and Foreign Exchange Rates (Global database) or Government & Other Securities (Daily database). Datastream: Trigger Time Series Request, then Series Selection, choose Bond Indices & CDS, use the Explorer to choose the wanted series. Click Datatype Mnemonic Picker, search for yield. Choose the appropriate time period. Change the Freq if necessary. Submit request. Company Bonds Bloomberg: In Bloomberg, use the CORP ticker of the company to find the bonds issued. Company Identifiers CRSP via WRDS: Goto CRSP --> Annual Update --> Stock/Security Files --> Monthly Stock File, do a full database search or use company names to search for Cusip, Ticker, Trading Symbol and other identifiers as you wish. Bloomberg Company Stock Identifier Bloomberg: Using company name to search for trading symbol via Bloomberg site. CRSP via WRDS: Goto CRSP --> Annual Update --> Stock/Security Files --> Monthly Stock File, using company names to search for Cusip, Trading Symbol or do a fulldatabase search for those identifiers. Corporate Governance DataRiskMetrics via WRDS: Registration required for access to WRDS platform.

Cost Breakdown OneSource: Use the company search box and look up the company you want. Credit Ratings of Bonds Bloomberg: In Bloomberg. After you have identified the bond ticker, enter CRPR for the credit rating profile of the specified bond. Earnings/Sales Estimates Bloomberg Exchange Traded Funds Datastream: Set Data Category to Equities. Set Instrument Type to Exchange Traded Funds. Set Exchange or other parameters accordingly to obtain the list of ETFs. Financial Ratios/Status Bloomberg: In Bloomberg, add FA after the company EQUITY ticker to display all the fundamental analysis of the company. OneSource Fund Manager Bloomberg Government Bond Yield CEIC: Choose the country of interest, the time series data can be found under: Interest and Foreign Exchange Rates (Global database) or Government & Other Securities (Daily database). Datastream: Use Time Series Request --> Series Selection: Bond Indices & CDS, use the Explorer to choose the wanted series. Click Datatype Mnemonic Picker, search for yield. Choose the appropriate time period. Change the Freq if necessary. Submit your request. Index Options Bloomberg: After the index ticker, enter OMON <GO>. This Options Monitor will list all the options of the index. Industry Identifiers Bloomberg Compustat via WRDS: Goto Compustat --> Compustat Monthly Updates --> Global --> Fundamentals Annual, choose SIC and NAIS, set other criteria and search. Interest Rate of Government Bond Datastream: Use Datastream Excel Add-In, submit a time-series request, then follow this path to select series: Bond indices & CDS > Bond indices & CDS Explorer > Market analysis by source > Datastream > Benchmark > click the country > Select 10 year > Select the appropriate Mnemonic, Yield–Interest (Mnemonic is IY) for datatype. Select the year and frequency then click the Submit button. Intraday Stock Trading TAQ via WRDS: Goto NYSE TAQ --> Consolidated Quotes under Trade and Quote, select data items of interest and set other criteria to search. LIBOR Datastream: Datastream --> Interest Rates --> Search for UK Interbank. Bloomberg: Bloomberg --> BBAM. Market Return Bloomberg CRSP via WRDS: Goto CRSP --> Annual Update --> Stock/Security Files --> Daily Stock File --> look into the Market Information box, set other criteria and search. Members of Equity Index Bloomberg: After index ticker, enter MEMB then <GO>. Datastream: Criteria Search or Equity Indices Explorer to browse for the equity index, S&P 500 Composite, click on the arrow next to the mnemonic, S&PCOMP, select Display Constituent Equities. Mergers & Acquisitions SDC platinum MSCI Indices Bloomberg: In Bloomberg, type MSCI. Datastream: Use Datastream Excel Addin, select Static/Time Series Request, click on the Datastream Navigator button, for Data Category, select Equity Indices, click on the Equity indices Explorer, click on the + sign beside the By Source and find MSCI. New Stock Issues SDC platinum: Goto Global New Issues Databas --> choose Common Stock --> set time span --> Report: New Custom, and choose data items in the Deal panel--> save custom report and output format, using "save as" and choosing excel to export the data --> execute query. For more information can checkout this mini tutor from Harvard University. Country Risk Rating EIU market indicators & forecasts: Choose "Data Selection", choose Countries, Series (Country credit risk, select an data item in the sub list) and Years. Security Identifier Bloomberg: Using company name to search for security trading symbol via Bloomberg site. CRSP via WRDS: Goto CRSP --> Annual Update --> Stock/Security Files --> Monthly Stock File, using company names to search for Cusip, Trading Symbol or do a fulldatabase search for those identifiers. Sharpe Ratio Datastream: You can find Sharpe Ratio 3 Years Weekly (ie. Annualised Total Returns/Annualised Volatility) in DataStream by entering 445E in the Datatype search box. Short Interest
Compustat via WRDS: Goto Compustat --> Compustat Monthly Updates --> North America --> Supplemental Short Interest File, choose data items of interest, set other criteria and search. Sovereign Credit Ratings Bloomberg EIU market indicators & forecasts: Use "Data Selection", choose Countries, Series (Country credit risk, Sovereign Debt risk (100=high) - S001 [Y]) and Years. Data covers earliest to year 1997. Stock Price CRSP via WRDS: Goto CRSP --> Annual Update --> Stock/Security Files --> Daily Stock File --> choose Price and any other items in the Time Series Information box, set other criteria and search. Bloomberg Stock Return CRSP via WRDS: Goto CRSP --> Annual Update --> Stock/Security Files --> Daily Stock File --> choose Holding Period Return, Return without Dividends, and any other items in the Time Series Information box, set other criteria and search. Treasury Bill Returns CEIC: Goto Global Database --> select country of interest --> Interest and Foreign Exchange Rates --> Treasury Bill and Government Securities Rates. Datastream: Look into Data Category --> Bonds & convertibles, or Interest rates, or Bond Indices & CDS --> Enter Series: treasury bill --> Find Series. Venture Capital Statistics SDC platinum: Goto VentureXpert --> look into Industry Statistics, select Statistics --> Search Menu --> Venture Capital Funds --> close the Search Items window and go for Report (in the top menu) --> New Custom… --> select data items of interest --> save the search session and result. Weighted Average Cost of Capital (WACC) Bloomberg: In Bloomberg, you can find weighted average cost of capital by typing WACC <GO>.

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