Quantitative Financial Model
Category: Business and Money > Finance
Asked by: stemjas45-ga
List Price: $40.00
18 Sep 2006 12:09 PDT
Expires: 18 Oct 2006 12:09 PDT
Question ID: 766334
I am looking to create a financial model using quantitative data from the last 10 years or so. Essentially I will be looking for correlations between stock price performance and certain financial metrics for individual firms. What I need to do this is financial data from the past (information like PE's, current ratios, interest coverage ratios, dividend yields, asset turnover ratios, leverage ratios, inventory turnovers, betas, etc). Does anybody know where I can find this data from the past? I realize it may cost money, but I just need to know where to find the data. If anyone can find this data for me at a reasonable price, it would be greatly appreciated. Thanks for the help!
Re: Quantitative Financial Model
Answered By: leader-ga on 18 Sep 2006 15:16 PDT
Dear stemjas45-ga: After evaluating your criteria, I highly suggest using the Zack?s Research Wizard v.4. You can try it for free for 2 weeks. After that, you may access it with a very low monthly rate that includes access to Zack?s other features. You can research a variety of ratios and other financial data going back 12 months. Even before signing for 2 weeks free trail, you can watch a free video. Zack?s Research Wizard v.4 http://www.zacks.com/researchwizard/index.php?site=screen Zack?s Home Page http://www.zacks.com -------------- I also remember using the Value line for such information, while I was working for New Jersey Small Business Administration. While it may not provide you with large number of rations, but it definitely gives you financial data in a very easy to use tabular format for the last 20 years. It is available for a low subscription fee. Exploring the Value line Page http://www.valueline.com/ed_vlpage.html Value Line Home Page http://www.valueline.com/index.html * At the time of writing, the product & services page was loading very slowly. I was able to access it a little earlier. ---------- If you are OK, with five years period and spending a little more money ($175) than I will highly recommend the Risk Management Association?s ?Financial Ratios Benchmark?. It covers 19 ratios for a five year period. http://www.rmahq.com/RMA/RMAUniverse/ProductsandServices/RMABookstore/StatementStudies/FRB.htm ---------- Another very useful but limited (5 years) Financial Research Associates Book & Software. One of its categories covers 90 ratios. I am not sure how extensive it is. CD can cover a lot more data so it might be more detailed. http://www.frafssb.com/order/index.html --------- If the above choices doesn?t meet your requirements than I will suggest going to a large metropolitan library in your city where you will be able to access such databases as D&B financial ratios and Factiva, beside others. You can also get your hands on archived versions of ?Almanac of Business and Industrial Financial Ratios? and ?Financial Studies of small business? that will easily fulfill your needs. See the link below for more info on various resources. GUIDE TO FINANCIAL AND OPERTING RATIOS (HARVARD BUSINESS SCHOOL) http://www.library.hbs.edu/guides/ratio/ ----------- Useful Search Terms ?Stock Financial Ratio research? ?Historical stock financial ratio? Please let me know if you have further questions. I will gladly help. Sincerely, Leader-ga
rated this answer:
thanks, very thorough
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