Overview
Data Libraries
Compustat(from Standard & Poor) provides follow data libraries with updates of different frequences.
- Compustat North American
- Daily updates
- Monthly updates
- Annual updates
- Compustat Global
- Daily updates
- Monthly updates
- Compustat Bank
- Daily updates
- Monthly updates
- Compustat Historical segments
- Daily updates
- Monthly updates
- Execucomp
- Quarterly updates
- Legacy Compustat*
- RatingXpress
- Legacy - North America FTP
- Legacy - Global FTP
- Legacy - EMDB
- Other
- S&P filings dates
- Snapshot
- Marginal Tax Rates
- Preliminary History
- Unrestated Quarterly
- Point in Time
As is shown above, Compustat Updates the datasets with different frequency.
| Dataset Name | Data libary | Path on WRDS Server | Files |
|---|---|---|---|
| Daily updates | North American | wrds/comp/sasdata/nam | - |
| Monthly updates | North American | wrds/comp/sasdata/nam | transparency, security, rating, pension, institution, insider, industry, economy, dictionary, currency, company |
| Annual updates | North American | - | - |
| Monthly updates | Global | wrds/comp/sasdata/global | security, index, economy, currency, company |
| Monthly updates | Bank | wrds/comp/sasdata/bank | - |
| Monthly updates | Execcomp | wrds/comp/sasdata/execcomp | - |
| Monthly updates | Filings | wrds/comp/sasdata/filings | - |
| Monthly updates | Marignaltax | wrds/comp/sasdata/marginaltax | - |
| Monthly updates | Seghist | wrds/comp/sasdata/seghist | - |
Tools
It also provides several tools
- Complete Financial Statements
- Data and Ratios
- Financial statements - Monthly updates
- Cusip Converter
Identifier and Key Variables
Gvkey is the unique identifier of firms in compustat.
Frequently Used Datasets
North American
The most frequently used dataset in Compustat North American library is shown in the below tale.
| Dataset Name | Description |
|---|---|
| Funda | Fundamentals Anual |
| Fundq | Fundamentals Quarterly |
| SECD | Security Daily |
| SECM | Security Monthly |
Global
Compustat Global provides data covering publicly traded companies in more than 80 countries, representing over 90% of the world\'s market capitalization, including coverage of over 96% of European market capitalization and 88% of Asian market capitalization.
| Dataset Name | Description |
|---|---|
| g_Funda | Fundamentals Anual |
| g_Fundq | Fundamentals Quarterly |
| g_SECD | Security Daily |