s2t2 / msfo-833-prep

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Open s2t2 opened 1 year ago

s2t2 commented 1 year ago
Screenshot 2023-01-12 at 11 34 56 PM
s2t2 commented 1 year ago

XLSX File URLs

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Getting Compustat Data

https://wrds-www.wharton.upenn.edu/pages/get-data/compustat-capital-iq-standard-poors/

https://wrds-www.wharton.upenn.edu/pages/get-data/compustat-capital-iq-standard-poors/compustat/north-america-daily/fundamentals-annual/

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After cleaning the file, here are the remaining vars:

'gvkey', 'datadate', 'fyear', 'indfmt', 'consol', 'popsrc', 'datafmt', 'tic', 'cusip', 'conm', 'curcd', 'act', 'at', 'che', 'dd1', 'dltt', 'ebitda', 'revt', 'sale', 'costat', 'mkvalt', 'city', 'loc', 'sic', 'cusip6'

Here is a data dictionary:

Variable Name Type Description
DATADATE    
DATAFMT    
GVKEY string GVKEY -- Global Company Key (GVKEY)
CONM string Company Name (CONM)
TIC string Ticker Symbol (TIC)
CUSIP string CUSIP (CUSIP)
CUSIP-6    
FYEAR    
LOC string LOC -- Current ISO Country Code - Headquarters (LOC)
CITY string CITY -- City (CITY)
CURNCD string CURNCD -- Native Currency Code (CURNCD)
ACT double ACT -- Current Assets - Total (ACT)
AT double AT -- Assets - Total (AT)
CHE double CHE -- Cash and Short-Term Investments (CHE)
DD1 double DD1 -- Long-Term Debt Due in One Year (DD1)
DLTT double DLTT -- Long-Term Debt - Total (DLTT)
EBITDA double EBITDA -- Earnings Before Interest (EBITDA)
MKVALT double MKVALT -- Market Value - Total - Fiscal (MKVALT)
REVT double REVT -- Revenue - Total (REVT)
SALE double SALE -- Sales/Turnover (Net) (SALE)
CONSOL    
COSTAT    
CURCD    
INDFMT    
POPSRC    
SIC    

Working with Big Data

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