It provides more than annual and quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items. For most companies, annual history is available back to and quarterly history back to with monthly market history back to Compustat North America files also contain information on aggregates, industry segments, banks, market prices, dividends, and earnings.
Per item, you can follow a fixed procedure to select what type of data, for which period and in what format the data should be provided. To access CCM database. First, select CRSP from the available datasets at the top of the screen.
I used these codes:. First of all, take a look at the log. The NOTEs should only be of the nature "xxx records read from Crucial for a datastep merge is the relationship between the datasets.
It should be or 1:n, m:n are probably handled better with SQL. My next challenge is to calculate some variables at the end of the year fiscal year. My question is how to set the date right. You are merging annual with daily data. Given that it's Compustat, both dataset probably have identifiers gvkey and datadate, where datadate is the last date of the fiscal year for annual data,, and day of trading for the security data.
And also, are you going to allow for the fact that accounting data is not usually reported until about 45 days after the fiscal year? Look at your last step and notice how your final results have more than either of your original tables. You need to figure out why this occurs, where and if it makes sense given your data.
Why is there only about 43 daily records per annual record? There are typiically trading days per year. Do you have instance of annual accounting data for GVKEY's that do no appear in the daily security data file? If so, what do you want to do about it? Your program,merging by gvkey, will not produce what you want, unless for those gvkey's in both datasets you have precisely the same series of datadates in both datasets.
Here is a program that outputs every daily record from dataset SEC merged with the closest following annual record dataset ANN. Both files are sorted by gvkey datadate.
Thank you very much. WANT has observations and 45 variables. I noticed that the annual data has been matched against the daily data so that's good.
But I have to merge the 'want' data set with other annual data sets. Will a simple proc sort by fyear help?
Thank you very much for your time and patience. I don't know what I would done without this platform. No, it's not surprising that the daily data is more than the annual data.
From the information I have not all the firms are actively trading on the stock exchange. Yes, I can merge the annual data before merging with the daily data. My question still is: take for instance that I want the market value as of the end of a particular year.
If I still simply multiply share price by number of shares outstanding, I'm going to have different values since the daily stock prices have been matched against the annual shares outstanding. In this particular eg i want the share price at the end of the fiscal year times the closest annual number of shares outstanding which should give me one value.
I guess my question is : How do I need to do so that after matching annual and daily data sets I would get one value for an answer which should be the end of fiscal year value and not multiple values, which should be the same nonetheless. I was asking about the LOSS of. Compustat Global can be found in the overview of Compustat datasets.
Look for the appropriate Data Vendor Manual under Support, once you have logged in to www. Compustat North America is a database of U. For most companies, annual history is available back to and. Please Login. You must be logged-in to access that page.
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