Various searches in Wharton WRDS.
Preface: the nice thing about a website like Wharton WRDS is that it combines multiple financial
databases into one search interface. Once you have figured out the interface you will be able to
search through the entire Wharton website. Great thing is also that you can use it from home and
that it can generate files for Stata etc.
This assignment is purely meant to show you the different ways of searching in Wharton. Not to
show you each separate database.
Search steps in Wharton WRDS
Step 1 = Period of time
Step 2 = Company selection
Step 3 = Output variables
Step 4 = Output format
Step 5 = Submit
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Log on to Wharton WRDS http://wrds-web.wharton.upenn.edu/wrds/
Go to http://uvalibraryfeb.wordpress.com and open the three Word files. Save them on your
desktop as a .txt file. Wharton only works with identifiers in .txt files.
Example I Compustat North America with code lookup
Click Compustat
First read the information about the contents of Compustat North America and Compustat Global to
get an idea of what it contains.
Click Compustat Monthly Updates – North America
Click fundamentals annual
And fill out the screen as follows
Step 1: Jan 2006 to Dec 2013
Step 2: in this example we use the code lookup to search our needed companies
Click code lookup
Search for: Google
Select the row of the company
Select identifier Ticker and Add code to list
Now search a second company: Apple
Select the one with ticker AAPL and Add code to list
Now search a third company: Facebook
And add it to your list
Now you have a list of three companies that you can add to your search by clicking: Add codes to
query
Step 3: Compustat contains a huge amount of annual financial variables. An easy way to search
through the hundreds of variables is using CTRL F.
First select some identifying information as Company name, Ticker and SIC industry classification
Now press CTRL F and search for Assets, keep pressing next until you come to AT Assets total and
select this one. Now search with CTRL F for Sales and keep pressing next until you can select SALE
Sales / Turnover (net). The last one you search is Employees.
Step 4: Select Excel spreadsheet
Step 5: Submit
Now your query is being processed in the Wharton database. Once the results are finished you can
click a link to open or save an Excel file.
Example II Compustat Global with conditional statement
Go back to Wharton WRDS home
Now Click Compustat and click Global
Click Fundamentals annual
Step 1: Jan 2006 to Dec 2013
Step 2: Now we are going to search a number of companies that have a certain shared characteristic.
Like all companies in one country or all companies in one industry etc.
Select Search entire database
At Screening variables you see Industry format INDL and FS. Here you can include or exclude
financial companies in your search. In this case include them and select both INDL and FS.
At Country code in this case select BRA for Brazil
Step 3: select 3 variables of your own choice by using CTRL F and Company name of course
Step 4: choose Excel
Step 5: Submit
Example III Compustat Global with .txt list
A third option to select your companies in Wharton WRDS is uploading a list with company
identifiers. Not all databases in Wharton use the same identifiers so have a good look which
identifier to upload in a particular database. Ticker? CUSIP? ISIN? Etc.
Go to Wharton WRDS Home and click Compustat, Global, Fundamentals Quarterly
Step 1: Jan 2008 to dec 2013
Step 2: Previously you have to prepare a .txt file in Notepad with identifiers that you got from
Datastream, Thomson One, the internet, etc.
Click Upload a file containing company codes and upload the text file called GB0000031285
And select ISIN at “What format are your company codes?”
Step 3: Select company name and select Total Assets and Total Liabilities
Step 4: select Excel
Step 5: Submit
Example IV Compustat Global , stock prices
Go to Wharton WRDS Home
Click Compustat, Global
Click Security daily
Step 1: 01/01/2013 to 12/31/2013
Step 2: Select ISIN and upload the file FR0000120404
Step 3: Select Company name, Shares outstanding and Price close daily
Step 4: Choose Excel
Step 5: Submit
Example V Stock data in CRSP
Go to Wharton WRDS Home
Click CRSP and read the background information about the CRSP® US Stock Database to get an idea
of its contents.
There is an annual update of the dataset and a quarterly update. The quarterly update gives more
recent data, because it is updated more frequently.
Select: Quarterly Update Stock / Security Files
Select: Daily stock file
Step 1: 01/01/2014 to 12/31/2014
Step 2: Select Ticker and upload the file MMM (this contains all ticker symbols of S&P500 companies)
Step 3: Select CUSIP, NCUSIP, Ticker and Company name. As variables select Price, Share volume and
Number of shares outstanding
Step 4: Choose Excel
Step 5: Submit
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Lost in Wharton WRDS? Use the search function