Compustat on WRDS
房麗萍(Yavi Fong)
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Copyright © 2011 Standard & Poor’s Financial Services LLC, a subsidiary of The McGraw-Hill Companies, Inc. All rights reserved.
主要内容
• 關於Compustat
• Compustat 數據在WRDS平台
• Compustat數據分類及覆蓋
• 在WRDS用Compustat數據
• 客服服務
• 問答
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關於Compustat
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關於Compustat
• Compustat 是一個提供全面財務和市場資料的數據庫. 包括全球超過 90,000只證券
,占全球市值的 99%以上
• 包含的數據類別有:
- 財務報表 (損益表, 資產負責表, 現金流量表)
- 股票的價格, 指數的價格
- 股東權益, 行業分類碼 (GICS, SIC) , 評級和其他與金融有關的數據等等
• 客戶群:
- 超過 30, 000 家大型投資公司,資產約$139trillion
- CFA Institute
- 四大會計公司
- 各地的商務學院
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關於Compustat
Xpressfeed
Xpressfeed
Compustat
數據
WRDS
Research Insight
Capital IQ platform
傳送方式
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用
户
Compustat數據分類及覆蓋
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Compustat 數據分類及覆蓋
• North America & Backdata
• Global
• Segment data (NA only)
• Bank specific data (NA only)
• Executive Compensation (NA only)
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North America & Backdata
• Compustat North America & Backdata 提供美國和加拿大上市公司
及已退市公司的基礎財務數據,市場交易數據,標普指数和標普評级
信息
• 數據覆蓋 - 34,000 家公司
• 數據更新频率 – 每月更新(monthly)
• 數據歷史 – 年度數據可以回溯到1979年,其中有35個科目年度歷史數據可回溯到1950
年
– 季度數據提供12年歷史,其中35個科目可追溯到1962年
– 月度交易價格追溯到1962年
• 數據科目
– 超過300個年度數據科目和100個季度數據科目,覆蓋利潤表、資產負責表
、现金流量表及附注科目
•
數據格式
– 年度:歷史格式和經調整的格式(Restated)
– 季度:經調整的格式
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North America & Backdata
• 特殊行業包括
- Airlines (航空)
- Gaming (賭博)
- Healthcares facilities (保健設備)
- Lodging (住宿)
- Managed Healthcares (保健
- Mining (礦業)
- Oil and Gas (油和天然氣)
- Retail (零售)
- Semi-conductors (半導體)
- Utility(電類公用事業)
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North America & Backdata
• 信用評級
- 月度數據
- 公司層面
- 數據科目科目包括
# SPLTICRM -- S&P本土長期發債人信用評級
# SPSDRM -- S&P債務行用評級
# SPSTICRM -- S&P 本土短期發債人信用評級
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North America & Backdata
• 6個主要制定報告的科目
- GVKEY: 公司唯一識別碼
- Datadate: 數據時間
- Consolidation:
- 描述報告是母公司數據or與子公司合併的數據
- C: 表示合併報告,摘錄於公司報告
- N: 表示母公司報告
- R: 表示從股東委托書中摘錄的數據,當公司有重大變化影響到財務報告時
- Data Format:
- 表示數據收集及呈現的格式
- 北美公司: STD, SUMM_STD, PRE_AMENDS, PRE_AMENDSS
- 全球公司:HIST_STD, RST_STD
- Industrial Format:
- 表示公司是金融類(FS)或者工業類(INDL)
- Population Source:
- 表示樣本的來源 本土(D) 還是國外 (I)
- D: 表示美國、加拿大和 ADR公司
- I: 表示北美以外的公司
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North America & Backdata
舉例:
JPMorgan 在2010財務年度資產總額摘錄的3個記錄
第一个是金融類的格式
第二个是工業類的格式
第三个是工業類的經調整過的格式
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Global data
• Compustat全球數據收錄北美以外的其他區域公司,包含
基礎財務數據及市場交易數據
• 數據调整: Compustat Global數據是經過標準化設定的,
以便在不同國家和不同會計準則下面做比較
• 數據覆蓋: 超過42,700 家公司,佔全世界市值的90%以上
• 歷史:
– 年度基礎財務數據可追溯到1979年
– 季度基礎財務數據可追溯到2003年第四季度
– 每天交易價格可追溯到1989年
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Segment
• 企業细分數據:提供美國和加拿大公司根據不同的業
務和區域细分數據
• 數據為年度數據
• 覆蓋面-超過 31,000 家公司
• 數據歷史-可回溯到1978
• 數據来源-企業披露的年報
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Segment
• 舉例
McGraw-Hill在2010年年報中披露的各業務部門和區域的銷售收入
按業務部門分
按區域分
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Bank File
• 銀行數據:包含銀行的存款和贷款數據
• 數據覆蓋 – 包含北美600多家银行的存贷信息
• 數據歷史
– 20年的年度歷史數據
– 12年的季度歷史數據
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ExecuComp
• ExecuComp數據- 提供透明高管薪酬數據,數據包含當前及
歷史的薪酬總额、期權激勵和行業類比薪酬
• 數據覆蓋
-2,900多家公司的高管薪酬數據
-32,000多位高管的薪酬信息
-220多個數據科目
• 數據歷史
-年度數據,可回溯到1992年
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在WRDS上使用Compustat 數據
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在WRDS平台的帳號注册
• http://wrds-web.wharton.upenn.edu/wrds/?register=1
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在WRDS上用Compustat 數據
• 網络上的數據查詢: 在網络平台上直接查詢數據
注意: 不是所有的數據都可以用網络平台查詢的
• WRDS其他傳輸方式 –可擴展的高性能計算與儲存
- PC SAS 連接 (客户端服務器)
- Unix 終端連接
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網络平台查詢
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網络平台查詢
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設置查詢數據集(How would you like to search this dataset?)
設置查詢時間段(What date range do you want to use?)
設置報告顯示科目(What variables do you want in your query?)
設置輸出報告格式(How would you like the query output?)
Permission to reprint or distribute any content from this presentation requires the prior written approval of S&P Capital IQ. Not for distribution to the public.
客户服務
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客户服務
• RESEARCH – 用於普通查詢,點擊按鈕即可看到數據
• SUPPORT – 用户手册,數據科目列表等等…
• E-LEARNING – 在线培訓錄音文件,培訓文件
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客户服務
• 客户服務
– [email protected]
• 劉麗莉 , Application Consultant
– [email protected]
Direct:
8610-6569 2958
• 房麗萍, Application Consultant
– [email protected]
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Direct: +852 2532 8074
Permission to reprint or distribute any content from this presentation requires the prior written approval of S&P Capital IQ. Not for distribution to the public.
謝謝 !
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