Introducing Standard & Poor's Compustat® Snapshot
The world's first global backtest database—allowing you to expand the scope of your historical analysis to international markets.
Now you can have access to a snapshot of global companies' reporting history at any observation date!
This new non-traditional database enables you to conduct research beyond your borders, giving you the edge to get ahead of your competition. When using Compustat Snapshot, you'll get the following benefits:
- Expand your Knowledge with a Precise Data Picture
- Gain More Efficiencies with a Complete History
- Recognize Changes with an Extra Dimension of Time
- Access Extensive Coverage with Greater Frequency
- Broaden Data Analysis to Produce Accurate Results
- Expedite Implementation using Xpressfeed Loader
Get the total solution for your complex backtesting needs—a global data solution in a single package with fundamental financial data to view data over time or on your observation date to simplify your work process.
Learn more. . .
Compustat Point-In-Time: equips backtesters with a consistent view of historical North American financial data the way it appeared at the end of any month. Researchers finally have access to a monthly snapshot of companies’ reporting and restatement history, answering not only the question “What did investors know?” but more importantly “When did they know it?” This allows for greater control by researchers who perform historical quantitative analyses and long-term backtesting, specifically when focusing on between-period statistics like sales growth, profitability growth and sales momentum or any four-quarter trailing calculations.
Compustat Point-in-Time contains quarterly fundamental financial data from the income, balance sheet and cash flow statements for active and inactive U.S. and Canadian companies. Each month from March 1987 forward, there is a rolling twenty-quarter history of the most recently reported finalized quarters as they appeared in Compustat at the end of the month. Thus, originally reported data and any subsequent restatements are retained in a meaningful way. A significant amount of the quarterly standard Compustat data is restated because a restatement affects not just the quarter in which the restatement happened but can affect the data for the prior quarters.
In addition to the Point-in-Time database, Standard & Poor’s provides additional databases for backtesting purposes.
- The Compustat Unrestated Quarterly database provides data the way it was originally reported, filtering out the influences of restatements, giving you a true picture of past data the way the markets first saw it. The monthly file provides coverage on active and inactive North American companies, showing both unrestated quarterly data and restated quarterly data for easy comparison, as well as unrestated finalized quarterly numbers back to Q1Y87.
- The Compustat Preliminary History database provides files that go back in time, showing preliminary company information that was known before the company filed with the SEC. This data includes annual and quarterly historical preliminary data from 1987 forward with weekly updates.
Analytic services and products provided by Standard & Poor’s are the result of separate activities designed to preserve the independence and objectivity of each analytic process. Standard & Poor’s has established policies and procedures to maintain the confidentiality of non-public information received during each analytic process.
