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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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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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  • $\begingroup$ I suspect practically, unless you have an army of analysts you will not be able to use Edgar systematically ? $\endgroup$ – BlueTrin Apr 9 '13 at 10:19
  • $\begingroup$ @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). $\endgroup$ – Peter Jan 15 '14 at 17:39
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You can get five years of balance sheet and income statement data for free from usfundamentals.com API in a convenient format. No need to parse html.

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  • $\begingroup$ This is the only answer that provides is free and up to date (historical quarterly) data in an easy to consume format. By far the best source. Can download whole database for free here (100M): usfundamentals.com/#section-download-data-zip $\endgroup$ – Simon Jul 13 '17 at 4:15
  • $\begingroup$ great answer. Still working in 2020, very difficult to find these data $\endgroup$ – 00__00__00 Apr 24 at 20:18
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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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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.

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    $\begingroup$ This looks interesting. Do you have any affiliation with them? I notice you've listed their associate service in another answer. $\endgroup$ – chrisaycock Oct 2 '13 at 13:12
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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.

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