Databases in WRDS
| Included with WRDS subscription | Descriptions |
| Bank Regulatory | The Bank Regulatory Databases provide accounting data for Bank Holding Companies, Commercial Banks, Savings Banks, and Savings and Loans Institutions. The source of the data comes from the required regulatory forms filled for supervising purposes. |
| Blockholders | This dataset contains standardized data for Blockholders of 1,913 companies. The data was cleaned from biases and mistakes usually observed in the standard source for this particular type of data. Blockholders' data is reported by firm for the period 1996-2001. |
| CBOE | The CBOE (Chicago Board Options Exchange) Volatility Index (VIX) is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices. The VIX measures the market's expectation of 30-day volatility. The VIX is based on S&P 500 index option prices and incorporates information from the volatility skew by using a wider range of strike prices rather than just at-the-money series. |
| CUSIP | For Academic Institutions only: The CUSIP Master Files provide CUSIP numbers, standardized descriptions and additional data attributes for over 5 million corporate, municipal and government securities offered in North America. |
| DMEF | Direct Marketing Educational Foundation: Four individual data sets, each containing customer buying history for about 100,000 customers of nationally known catalog and non-profit database marketing businesses are available through DMEF to approved academic researchers for use within academic situations. |
| Dow Jones | The Dow Jones Averages are comprised of The Daily and Monthly Dow Jones Composite (DJA), The Dow Jones Industrial (DJI), The Dow Jones Transportation (DJT), The Dow Jones Utility (DJU), the Dow 10, and The Dow 5. |
| Fama French | The Fama-French Portfolios are constructed from the intersections of two portfolios formed on size, as measured by market equity (ME), and three portfolios using, as proxy for value, the ratio of book equity to market equity (BE/ME). Returns from these portfolios are used to construct the Fama-French Factors. |
| FDIC | The Federal Deposit Insurance Corporation dataset contains financial data and history of all entities filing the Report Of Condition and Income (Call Report) and some savings institutions filing the OTS Thrift Financial Report (TFR). These entities include commercial banks, savings banks, or savings and loans. |
| Federal Reserve Bank Reports | The Federal Reserve Bank Reports contains three databases collected from Federal Reserve Banks. Two of them (Foreign Exchanges and Interest Rates) come from reports published for the Federal Reserve Board (H.10 and H.15 reports). The other one contains the Coincident State Indexes from the Federal Reserve Bank of Philadelphia. |
| IRI | Information Resources, Inc. (IRI) is the leader in providing point-of-sale information from more than 11,300 grocery stores, as well as some 7,500 drug stores. Please contact wrds-support@wharton.upenn.edu for access information. |
| Penn World Tables | The Penn World Tables provides national income accounts-type of variables converted to international prices. The homogenization of national accounts to a common numeraire allows valid comparisons of income among countries. Data comes from Alan Heston, Robert Summers and Bettina Aten, Penn World Table Version 6.1, Center for International Comparisons at the University of Pennsylvania, October 2002 |
| Philadelphia Stock Exchange | The Philadelphia Stock Exchange's United Currency Options Market (UCOM) offers choice of expiration date, strike (exercise) price, premium payment and any combination of 10 currencies currently available for a total of 100 possible currency pairs. |
| SEC Disclosure of Order Execution | As a result of Rule 11Ac1-5, market centers that trade national market system securities must make monthly, electronic disclosures of basic information concerning their quality of executions on a stock-by-stock basis. |
| TRACE | TRACE consolidates transaction data for all eligible corporate bonds - investment grade, high yield and convertible debt. As a result, individual investors and market professionals can access information on 100 percent of OTC activity representing over 99 percent of total U.S. corporate bond market activity in over 30,000 securities. |
Additional access available to universities holding current licenses to databases from the following data providers:
| Additional Subscription Databases | Descriptions |
| Bureau van Dijk | Bureau van Dijk Electronic Publishing provides an extensive suite of financial databases, including over 5,000,000 European private and public companies contained in the AMADEUS database. BANKSCOPE is a database containing financial information on over 28,000 banks worldwide. Up to 16 years of detailed information are available for European banks, North American banks, all Japanese commercial and sogo banks, and over 4,100 other major banks. ISIS is a comprehensive database of detailed reports on public and private insurance companies around the world. ISIS contains information on 5,250 non-life companies (back to 1992), 2,400 life companies (to 1995), and 610 composites (to 1995) in over 120 different countries. Each company report typically contains the following: income statements and balance sheets, ratios, shareholder, and subsidiaries. OSIRIS is a database containing financial information on globally listed public companies, including banks and insurance firms from over 190 countries. The combined industrial company dataset contains standardized and as reported financials, including restated accounts, for up to 20 years on over 55,000 companies. The bank financials in OSIRIS offers up to 8 years of financial data for more than 3,350 listed banks. |
| CAPITAL IQ | COMPUSTAT (from Standard & Poor's) provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items on more than 24,000 publicly held companies. The COMPUSTAT databases on WRDS include Industrial, Full Coverage, Research; Prices, Dividends & Earnings; Segments; Bank; Canadian; Global Vantage; and EXECUCOMP.
Capital IQ:
Capital Structure provides extensive debt capital structure for over 60,000 global public and private companies and equity capital structure data on over 80,000 active and inactive companies worldwide. Key Developments provide structured summaries of material news and events that may affect the market value of securities. It monitors over 100 Key Development types including executive changes, M&A rumors, changes in corporate guidance, delayed filings, SEC inquiries, and many more. People Intelligence covers over 4.5 million professionals and over 2.4 million people including private and public company executives, board members, and investment professionals, globally. |
| comScore | The comScore panelist-level database captures detailed browsing and buying behavior by one hundred thousand Internet users across the United States. |
| Corporate Library |
GMI Ratings is the leading independent provider of global corporate governance and ESG ratings for companies worldwide. Ratings are built on extensive research and modeling that incorporates a broad spectrum of Environmental, Social and Governance (ESG) metrics as well as incorporating accounting transparency issues, to support the goal of identifying companies at risk. Please contact info@gmiratings.com or + 1 212-949-1313
|
| CRSP | The Center for Research in Security Prices maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX and NADSAQ stock markets. Additional CRSP files provide stock indices, beta- and cap-based portfolio, treasury bond and risk-free rates, and mutual fund databases. CRSP also provides CRSP/COMPUSTAT Merged Database, a database that simplifies matching COMPUSTAT financial data to the CRSP security price data. |
| CSMAR | The CSMAR Database System encompasses data on the China stock market and the financial statements of China's listed companies. There are several databases: Trading, Financial Statement, Trade and Quote, Mutual Fund, IPO, Event Dates.
|
| CUSIP | The CUSIP Master Files provide CUSIP numbers, standardized descriptions and additional data attributes for over 5 million corporate, municipal and government securities offered in North America. |
| Eventus | Eventus Software performs event studies that compute abnormal returns for specific corporate actions or events using data directly from the CRSP stock database. |
| FactSet |
FactSet Fundamentals is a comprehensive global database, providing users with a firm foundation for financial analysis. In April 2008, FactSet won the right to purchase a copy of the Thomson Worldscope Database. As of May 2010, FactSet Fundamentals has been solely collected by FactSet. When first acquired from Thomson, Fundamentals data had over 43,000 companies and history back to 1980. FactSet has added over 2,000 new dually listed securities and adding nearly 9,700 new securities to the database on a net basis. |
| Global Insight | Global Insight/DRI databases provide data on national income accounts, balance of payments, foreign debt, exchange rates, money supply and employment - among other national level categories. They provide data on the IMF series and the OCDE series as well. |
| GOVPX | The GovPX Treasury Benchmark prices are for all active and off-the-run Treasury issues. Data includes high, low, open, work-ups, volume, and more. |
| GSIOnline | The Mergers and Acquisitions (M&A) Database from GSIOnline covers change in control transactions, as well as, significant acquisitions or sale of assets, equity, subsidiaries or business divisions. |
| Hedge Fund Research (HFR) |
The most comprehensive resource available for hedge fund investors includes fund-level detail on historical performance and assets, as well as firm characteristics on both the broadest and most influential hedge fund managers. |
| IBES | Thomson Reuters' Institutional Brokers Estimates System provides consensus and detail forecasts from security analysts, including earnings per share, revenue, cash flow, long-term growth projections and stock recommendations. |
| ISSM | The Institute for the Study of Security Markets (ISSM) database contains tick-by-tick data covering the NYSE and AMEX between 1983 and 1992, and NASDAQ between 1987 and 1992. Each year of data is divided into two files, one for trades and one for quotes. |
| IVES AuditAnalytics and OIA | Access detailed audit information on over 1,200 accounting firms and 15,000 publicly registered companies. Know who is auditing whom and how much they are paying for what services. Create reports by auditor, fees, location, industry. |
| KLD | KLD Research & Analytics, Inc. (KLD) is the leading authority on social research for institutional investors. To meet the needs of social investors, KLD provides research, benchmarks, compliance, and consulting services analogous to those provided by financial research service firms. KLD has been providing research products and services to the financial services market since 1988. Featuring the largest corporate social research staff in the world, KLD produces high-quality consistent research that institutions have come to rely on. |
| Mergent FISD/NAIC | The Fixed Income Securities Database for academia is considered the most comprehensive collection of publicly-offered U.S. Corporate bond data. |
| MFLinks | The MFLINKS tables provide a reliable means to join CRSP Mutual Fund (MFDB) data that covers mutual fund performance, expenses, and related information to equity holdings data in the TFN/CDA S12 datasets. Using MFLINKS allows a researcher to gather detail on holdings for either particular funds or fund families and groups of funds at specific points in time. Please contact wrds@wharton.upenn.edu for additional information. |
| Morningstar CISDM |
Tracking qualitative and quantitative information for more than 5000 hedge funds, funds of funds and CTAs since 1994, the Morningstar CISDM Database is highly recognized as a research tool by academics in their studies and in articles related to the hedge fund and CTA industries. |
| NASTRAQ | The NASDAQ Trade And Quote database provides intraday trades and quotes for all NASDAQ stocks. |
| NYSE Euronext TAQ | The Trade and Quote database contains intraday transactions data (trades and quotes) for all securities listed on the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX), as well as NASDAQ National Market System (NMS) and Small Cap issues. Both Monthly TAQ (whole-second level) and Daily TAQ (millisecond level) are available for access through WRDS. |
| OptionMetrics | OptionMetrics' IvyDB is a comprehensive source of historical price and implied volatility data for the US equity and index options markets. |
| PACAP | PACAP Databases contain extensive company information from 8 Pacific Rim countries (Hong Kong, Indonesia, Japan, Korea, Malaysia, Singapore, Thailand, Taiwan). Data items include daily security prices and returns, capital distributions, financial statements, market indices and returns, and economic statistics. |
| Riskmetrics/ISS | Riskmetrics provides independent research and data covering Corporate Governance, proxy voting and corporate responsibility issues. Riskmetrics’ Directors Dataset details the structure and practices of boards of directors for around 1,500 of the largest companies publicly traded in the U.S. |
| Thomson Reuters | The Thomson Reuters databases cover Mutual Funds Holdings (CDA/Spectrum s12) and 13f Institutional Holdings (CDA/Spectrum s34). The Insiders Filings database contains transaction and holdings information filed with the SEC. DealScan contains information on the global commercial loan market. For DealScan subscription information, please contact tr.datafeedsglobal@thomsonreuters.com |
| WRDS SEC Analytics Suite |
The WRDS SEC Analytics Suite simplifies research by allowing you to quickly and easily develop tailored datasets from all SEC filings, parsing millions of regulatory reports based on your custom criteria. WRDS SEC Analytics Suite is positioned for broad business usage from due diligence and forensic accounting to disclosure research and investment management. Through our robust web interface, the WRDS SEC Analytics Suite provides effortless retrieval and export customized subsets of the most common filing reports. Advanced data-mining is supported within our programming interface – with supplied sample programs that can be easily modified allowing you to parse and extract any entity that reported to the SEC’s EDGAR database since 1994.
|
| Zack's Investment Research |
Zacks Investment Research, based in Chicago, Ill., has been a leading provider of research, market data, and quantitative models to institutional investment management firms in the US and Canada for over 30 years. Recognized for quality, consistency and reliability, Zacks provides institutional and individual investors with the analytical tools and financial information necessary to the success of their investment process. Founded in 1978, Zacks' early contribution to investment analysis was the discovery that earnings per share estimate revisions are the most powerful force affecting stock prices. This discovery is built into the Zacks Rank proprietary methodology for predicting stock price performance. The Zacks Rank has produced average annual returns in excess of 28% since 1988. The premier source of analysts' earnings forecasts, today Zacks produces data feeds for estimates, ratings, earnings report data, fundamental data, and institutional holdings for US and Canadian traded equities, as well as investment research reports and research software tools for investors.
|