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There are a variety of different mechanisms and rules used by each fundamentals data provider to standardize and report company fundamentals. For example, the transformation of reported statements to quarterly statements.

Is there a study comparing the quality and tradeoffs of the techniques employed by the various fundamentals data providers?

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  • $\begingroup$ Let me know if this helps! $\endgroup$
    – Ted Taylor of Life
    Commented Jul 26, 2016 at 13:15

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I could not find a study about it.

BUT

"COMMERCIAL HISTORICAL DATA

HIGHER RESOLUTION AND MORE COMPLETE DATASETS ARE GENERALLY NOT AVAILABLE FOR FREE. BELOW IS A LIST OF VENDORS WHICH HAVE PASSED OUR QUALITY SCREENING (IN TOTAL, WE SCREENED OVER A DOZEN VENDORS). TO QUALIFY, THE VENDOR MUST AGGREGATE DATA FROM ALL US NATIONAL/REGIONAL EXCHANGES AS ONLY COMPLETE DATASETS ARE SUITABLE FOR RESEARCH USE

Caltech did a good job of breaking down what was good and what was not. "Ctrl-F" "errors" or "refresh rate"

CalTech: Quality of Stock Data

Also this Answer did a great job source of historical stock dataexplaining it.

Edit:

Quant QuoteQuantQuote: See 7,8,9

SP Capital IQ SPCapitalIq(Compustat)

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    $\begingroup$ Unfortunately, both of those links are for stock market price data. The question refers to company fundamentals (or financials) data as a company would report annually on SEC Form 10-K and quarterly on SEC Form 10-Q. Specifically, the question concerns the techniques providers of this data employ to transform, for example, year-to-date to quarterly data (e.g. cash flow statements). $\endgroup$
    – Christopher Lewis
    Commented Jul 27, 2016 at 15:15
  • $\begingroup$ "Higher resolution and more complete datasets are generally not available for free. " Invite me to a chat so I can show you why that was a good answer. I cannot do all of your work for you. I will edit mine to show you what I was talking about. Please bold what you want, I understand you wanted fundamental equity, but there were 3 sources in there that provided it. $\endgroup$
    – Ted Taylor of Life
    Commented Jul 27, 2016 at 15:21
  • $\begingroup$ Did that help at all? $\endgroup$
    – Ted Taylor of Life
    Commented Jul 28, 2016 at 19:22

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