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Are there any free/cheap sources for historical data on company earnings and valuations? I can get historical price data from Google and Yahoo, and it looks like I can get about five years of historical balance sheet data from Google using quantmod in R. Are there any longer-term sources of for these kind of data?

Bonus points for R packages or code examples.

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3 Answers

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If you don't mind parsing some html, AdvFN has fundamental data on US companies as far back as 1994.

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You can get historical SEC filing from EDGAR. You get bonus points if you write an R package to pull info from the database (assuming you can). ;-)

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I suspect practically, unless you have an army of analysts you will not be able to use Edgar systematically ? – BlueTrin Apr 9 at 10:19
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Take a look at http://www.mergent.com/servius - it should have many years of historical earnings data

(Disclosure: The API is managed by my company)

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