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Auditing data

Ideagen Audit Analytics premium intelligence services provides audit information from public company disclosures, compliance, governance, corporate actions, and federal litigation. Audit Analytics is available in WRDS

To create a WRDS-account visit: https://wrds-www.wharton.upenn.edu/register/ 
Use your RUG e-mail address and under 'subscriber' select University of Groningen

Analysts' Forecasts & Recommendations

I/B/E/S - or the Institutional Brokers' Estimate System - is an historical earnings estimate database containing analyst estimates for more than 20 forecast measures. The database also includes buy-hold-sell recommendations. I/B/E/S has forecasts information on 60,000 companies across 100+ markets, with data going back to 1975 for summary data (or 1982 for detailed data).

Bond Issuance

SDC Platinum offers the dealmaking community 25+ years of comprehensive data in the industry with deals information on everything from M&A to private equity to project finance. SDC Platinum is provided by LSEG Workspace that contains the following sub-modules: Global New Issues, Mergers & Acquisitions, Municipal Bonds, Corporate Governance, Infrastructure, and Private Equity.

SDC Platinum is a product of LSEG Workspace. Click here for more information

 

Eikon is a financial database that includes company data, market data, news, country and economic data, analytics and tools. The Eikon Excel add-in also grants access to Datastream. Eikon/Datastream contains global coverage of equities, indices, derivatives, commodities, futures, currencies, bonds, financials, ownership data, and economic data. 

Via the Screener application in Eikon you've got access to extensive data on various deals, including: M&A, IPO, Bond issues, etc.

Eikon is a product of LSEG Workspace. Click here for more information.

Corporate Finance - M&A, Joint Ventures & Deals

SDC Platinum offers the dealmaking community 25+ years of comprehensive data in the industry with deals information on everything from M&A to private equity to project finance. SDC Platinum is provided by LSEG Workspace that contains the following sub-modules: Global New Issues, Mergers & Acquisitions, Municipal Bonds, Corporate Governance, Infrastructure, and Private Equity.

SDC Platinum is a product of LSEG Workspace. Click here for more information

Eikon is a financial database that includes company data, market data, news, country and economic data, analytics and tools. The Eikon Excel add-in also grants access to Datastream. Eikon/Datastream contains global coverage of equities, indices, derivatives, commodities, futures, currencies, bonds, financials, ownership data, and economic data. 

Via the Screener application in Eikon you've got access to extensive data on various deals, including: M&A, IPO, Bond issues, etc.

Eikon is a product of LSEG Workspace. Click here for more information.

 

The Zephyr database contains information on M&A, IPO, PE and VC deals and rumors. The database includes over 2mln deals.

The Federation of European Security Exchanges (FESE) is an industry association representing 36 exchanges from 30 countries (EU + Iceland, Norway, Switzerland & UK). The FESE IPO Database includes detailed information of individual IPOs on these exchanges. 

Corporate Governance & ESG Ratings

ISS Incentive Lab provides access to Executive Compensation performance metrics, goals, and payout structure.

ISS Governance data provide data on classic takeover defense and other corporate governance provisions, including: classified boards, cumulative voting, golden parachutes, poison pills, state takeover laws

ISS Voting analytics provide data on: U.S. mutual fund voting records for all institutions filing the SEC form N-PX - Global institutions covered by ISS outside SEC U.S. disclosures

ISS data products are available in WRDS

To create a WRDS-account visit: https://wrds-www.wharton.upenn.edu/register/ 
Use your RUG e-mail address and under 'subscriber' select University of Groningen

The BoardEx dataset consists of compensation, employment, and relationship data for over 20,000 companies and 1,5 million executives/directors from 1999-present. The database is accessible through WRDS.

Eikon is a financial database that includes company data, market data, news, country and economic data, analytics and tools. The Eikon Excel add-in also grants access to Datastream. Eikon/Datastream contains global coverage of equities, indices, derivatives, commodities, futures, currencies, bonds, financials, ownership data, and economic data. 

Eikon is a product of LSEG Workspace. Click here for more information.

Through Eikon (or Datastream) we have access to the Refinitv / Thomson Reuters ESG Scores - these are an updated and extended version of the ASSET4 ratings. With coverage of over 7000 companies and over 400 different metrics, Eikon offers one of the most extensive ESG databases. The data goes back to 2002, but the start date varies per securities (depending on which index they are a constituent of). For more information on the coverage and methodology, see the 'ESG Scores Methodology' PDF file.

Compustat Execucomp provides executive compensation data including salary, option and stock grants, and pension benefits. The dataset contains around 3500 companies, mainly consisting of S&P1500 constituents (including delisted and inactive companies). Data for the S&P1500 goes back to 1994, although there is data for S&P500 companies going back to 1992. Execucomp is available through WRDS.

Credit Ratings

Moody's Analytics' BankFocus is a database that contains detailed financial data for more than 46,000 banks worldwide. The data includes credits ratings, CDS spreads, stock data, key risk metrics and more.

Eikon is a financial database that includes company data, market data, news, country and economic data, analytics and tools. The Eikon Excel add-in also grants access to Datastream. Eikon/Datastream contains global coverage of equities, indices, derivatives, commodities, futures, currencies, bonds, financials, ownership data, and economic data. 

Eikon is a product of LSEG Workspace. Click here for more information.

Derivatives

Eikon is a financial database that includes company data, market data, news, country and economic data, analytics and tools. The Eikon Excel add-in also grants access to Datastream. Eikon/Datastream contains global coverage of equities, indices, derivatives, commodities, futures, currencies, bonds, financials, ownership data, and economic data. 

Eikon is a product of LSEG Workspace. Click here for more information.

Moody's Analytics' BankFocus is a database that contains detailed financial data for more than 46,000 banks worldwide. The data includes credits ratings, CDS spreads, stock data, key risk metrics and more.

Exchange Rates

FRED, or Federal Reserve Economic Data, is a database created by the Federal Reserve Bank of St. Louis. It consists of data time series on commercial credit, interest rates, CPI, exchange rates, and others.

For exchange rates, FRED carries all the pairs in currency units per U.S. dollar (e.g. €/$).

The FED FX database is derived from the Federal Reserve Bank Reports and contains data of over 30 currency pairs. The database exists of daily prices dating back to 1971. WRDS carries all of these FX rates in currency units per U.S. dollar (e.g. €/$).

The Eurostat historical exchange and interest rate database contains data on the exchange rates (and interest rates) for currency pairs with the Euro/ECU, going back to 1971. Data is available on a daily, monthly, quarterly, or annual basis.

Eikon is a financial database that includes company data, market data, news, country and economic data, analytics and tools. The Eikon Excel add-in also grants access to Datastream. Eikon/Datastream contains global coverage of equities, indices, derivatives, commodities, futures, currencies, bonds, financials, ownership data, and economic data. 

Eikon is a product of LSEG Workspace. Click here for more information.

Macroeconomic & Indicators

For more than forty years WIIW has been a leading source of timely, reliable and unbiased analysis of the economies of Central, East and Southeast Europe (CESEE). The WIIW-databases can be accessed within the UWP with this link.

News Analytics

Using over 40,000 sources, RavenPack provides real-time news analytics, including sentiment analysis and event data focused on business and financial applications. Data includes news and social media content, allowing for comprehensive analysis of financial markets.

RavenPack is available in WRDS

To create a WRDS-account visit: https://wrds-www.wharton.upenn.edu/register/ 
Use your RUG e-mail address and under 'subscriber' select University of Groningen

 

Securities - Prices, Returns & Volume

Compustat North America is a database of U.S. and Canadian fundamental and market information on active and inactive publicly held companies. It provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items. For most companies, annual history is available back to 1950 and quarterly history back to 1962 with monthly market history back to 1962.

Additionally, Compustat Global is a database of global fundamental and price data. For most companies, annual and quarterly fundamental data is available from 1987, whereas daily security prices are available from 1984.

The CRSP database contains daily prices and corporate action information on primary listings for the NYSE, NYSE MKT, ARCA and NASDAQ. The listings include, stocks, certificates, ETFs, closed-end mutual funds, REITS, trusts, indices, and beta-based and cap-based portfolios. Data coverage:

  • NYSE series begin on 31-12-1925
  • NYSE MKT series begin on 02-07-1962
  • NASDAQ series begin on 14-12-1972
  • Arca series begin on 08-03-2006

The CRSP database is available through WRDS.

Eikon is a financial database that includes company data, market data, news, country and economic data, analytics and tools. The Eikon Excel add-in also grants access to Datastream. Eikon/Datastream contains global coverage of equities, indices, derivatives, commodities, futures, currencies, bonds, financials, ownership data, and economic data. 

Eikon is a product of LSEG Workspace. Click here for more information.

Securities, companies, industries

FactSet provides financial data and market intelligence on securities, companies, and industries: FactSet Revere maps company exposures, competitors, and supply chain relationships; FactSet Ownership provides information on institutional and insider ownership of publicly traded companies. Access to Revere and Ownership alternates every year. 

FactSet is available in WRDS

To create a WRDS-account visit: https://wrds-www.wharton.upenn.edu/register/ 
Use your RUG e-mail address and under 'subscriber' select University of Groningen

 

Compustat North America is a database of U.S. and Canadian fundamental and market information on active and inactive publicly held companies. It provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items. For most companies, annual history is available back to 1950 and quarterly history back to 1962 with monthly market history back to 1962.

Additionally, Compustat Global is a database of global fundamental and price data. For most companies, annual and quarterly fundamental data is available from 1987, whereas daily security prices are available from 1984.

Through the Financial Ratios Suite by WRDS, Compustat NA also provides 70 pre-calculated financial ratio's for U.S. equities, on both the firm and industry level. These ratios are available from 1970 onwards.

Eikon is a financial database that includes company data, market data, news, country and economic data, analytics and tools. The Eikon Excel add-in also grants access to Datastream. Eikon/Datastream contains global coverage of equities, indices, derivatives, commodities, futures, currencies, bonds, financials, ownership data, and economic data. 

Eikon is a product of LSEG Workspace. Click here for more information.

Orbis is an extensive database that contain information on over 400million companies and entities worldwide. For over 40mln companies Orbis has financial data available. The database is especially useful to analyze non-listed companies, but also includes extensive data on listed companies. Data is available through their online database over the last 10 years.

Securities - Indices, Funds & ETFs

The CRSP database contains daily prices and corporate action information on primary listings for the NYSE, NYSE MKT, ARCA and NASDAQ. The listings include stocks, certificates, ETFs, closed-end mutual funds, REITS, trusts, indices, and beta-based and cap-based portfolios. Data coverage:

  • NYSE series begin on 31-12-1925
  • NYSE MKT series begin on 02-07-1962
  • NASDAQ series begin on 14-12-1972
  • Arca series begin on 08-03-2006

The CRSP database is available through WRDS.

Compustat North America is a database of U.S. and Canadian fundamental and market information on active and inactive publicly held companies. It provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items. For most companies, annual history is available back to 1950 and quarterly history back to 1962 with monthly market history back to 1962.

Additionally, Compustat Global is a database of global fundamental and price data. For most companies, annual and quarterly fundamental data is available from 1987, whereas daily security prices are available from 1984.

The Chicago Board Options Exchange (CBOE) volatility index is a key measure of market expectations of near-term volatility of stock index options. The dataset contains daily OHLC prices going back to January 1986. Data is available for the following indices: S&P100, S&P500, NASDAQ, DJIA.

Eikon is a financial database that includes company data, market data, news, country and economic data, analytics and tools. The Eikon Excel add-in also grants access to Datastream. Eikon/Datastream contains global coverage of equities, indices, derivatives, commodities, futures, currencies, bonds, financials, ownership data, and economic data. 

Eikon also offers access to the Lipper fund databases, which includes over 30 year of history on a range of measures. Additionally, there are over 700 indices available for benchmarking. These allow you to analyze an individual's fund performance against an index. 

Eikon is a product of LSEG Workspace. Click here for more information.

Miscellaneous

The J.P. Morgan Depositary Receipts database is a free online resource that includes data on ADR's. The data includes ADR listings, corporate actions, book closures, and fees.

The WRDS European Short Database contains all significant short positions reported by institutional investors under the EU236 rule, implemented after the '08 global financial crisis. The data is available starting 01-01-2010.

This dataset includes end-of-day pricing data on 10K securities that trade on the following over-the-counter markets: OTCQX, OTCQB and OTC Pink Marketplaces. Data is available for the last 10 years.

The Securities and exchange commission's Market Information Data Analytics System (MIDAS) provides data that promote better understanding of equity markets and equity market structure. The dataset includes variables like Odd lot/hidden trade volume, cancel-to-trade ratios, trade-to-order volume and others. Data is available from 2012 onwards.

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Subjects: Faculty of Economics and Business