Take the 2-minute tour ×
Quantitative Finance Stack Exchange is a question and answer site for finance professionals and academics. It's 100% free, no registration required.

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.

share|improve this question

5 Answers 5

up vote 3 down vote accepted

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

share|improve this answer

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). ;-)

share|improve this answer
    
I suspect practically, unless you have an army of analysts you will not be able to use Edgar systematically ? –  BlueTrin Apr 9 '13 at 10:19
    
@BlueTrin - All of the recent EDGAR material is available in XML. I did a search for Microsoft, here is the top result as an example: sec.gov/Archives/edgar/data/1193103/000120919114000981/doc4.xml. Since the data is available in a computer readable format, it should be usable systematically (generally speaking). –  Peter Jan 15 at 17:39

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)

share|improve this answer

wallstreethorizon.com has historical EPS and lots of historical earnings and dividend date files. They track both the pre-announcements and the actual earnings announcements. Excellent for backtesting earnings announcement signals. They don't do valuations.

share|improve this answer
1  
This looks interesting. Do you have any affiliation with them? I notice you've listed their associate service in another answer. –  chrisaycock Oct 2 '13 at 13:12

ycharts is a reliable source for historical eps and other balance sheet stats (i.e. a/r, capex) but data beyond five years back requires a subscription.

share|improve this answer

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.