Sources for Historical Company Earnings and Valuation Data

Summary

This discussion surveys possible sources for historical company fundamentals, responding to a question about earnings and valuation data that extend beyond the few years commonly available from free price or balance sheet tools. Suggestions include a site with US company fundamentals reaching back to 1994, historical filings from the SEC, an API offering five years of balance sheet and income statement data, and subscription sources for longer histories. One source is described as useful for historical earnings per share and balance sheet measures, while another tracks both pre-announcements and actual announcement dates, which may support research on earnings announcement signals.

The answers are recommendations rather than a comparative study: they provide no systematic checks of coverage, accuracy, survivorship bias, adjustment conventions, or current availability and pricing. Some options require parsing web pages or building a data retrieval tool, while other services have subscription costs. For event research, the discussion specifically points to announcement timing data; for valuation research, users would still need to confirm that a source supplies the desired historical metrics and definitions. These leads can help form a data search, but the document does not establish that any one source is comprehensive or suitable for a particular backtest.

Key ideas

• Historical fundamentals can be assembled from commercial data providers, public filings, APIs, and websites.
• Some suggested sources offer several years of statements for free, while longer histories may require a subscription.
• SEC filings provide a historical record, but extracting structured data may require additional work.
• Historical earnings announcement dates can support research on announcement related signals.
• Researchers should verify coverage, metric definitions, data quality, and access terms before relying on a source.

Tags

# Earnings and valuation data sources online


# Earnings and valuation data sources online












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.

## Answer by joshayers (score 4, accepted)

https://quant.stackexchange.com/a/1218

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

## Answer by Joshua Ulrich (score 3)

https://quant.stackexchange.com/a/1208

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). ;-)

## Answer by relativeview (score 2)

https://quant.stackexchange.com/a/29621

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.

## Answer by Eugene Osovetsky (score 0)

https://quant.stackexchange.com/a/1315

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)

## Answer by Barry Star (score 0)

https://quant.stackexchange.com/a/9065

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.

## Answer by File_Not_Found (score 0)

https://quant.stackexchange.com/a/9954

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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