DATABASES in Accounting and Finance IMTRIF 24.1.2012 Jaakko Tyynelä

DATABASES

in Accounting and Finance

IMTRIF 24.1.2012

Jaakko Tyynelä

IMTRIF 24.1.2012 Jaakko Tyynelä 2

Structure of this lecture Databases for

financial statements stock markets

Other databases

Guidelines and terms for using the databases


Databases for financial statements

ETLA’s database (TE 500) more than 500 biggest Finnish companies period 1986-2010 adjusted financial statements a lot of ratios long time-period



Voitto+ almost 173.000 active and about 7.700 non-active Finnish

companies 5 latest fiscal years in online version

historical data from early 1990’s some ratios contact details a big amount of companies, easy to use access in class rooms


Voitto+


Voitto+



Annual reports for listed companies annual reports can be found from Aalto University’s server

up to about 2008 (see link on our web page) old annual reports, contact advising assistant In annual reports there are many additional numbers

compared to ready-made databases also information in text format


Annual reports


Annual reports



Thomson Reuters

Large collection of data for financial statements and also some

market data.

Several databases, e.g.: Worldscope I/B/E/S History


Worldscope

Worldscope provides annual and interim/quarterly data, detailed

historical financial statement content, per share data, calculated ratios, pricing and textual information

57,000 companies with up to 20 years of historical data available

world’s leading public and private companies represents over 95% of global market value


I/B/E/S History

Thomson Reuters I/B/E/S

I/B/E/S provides detailed and consensus estimates

GAAP and pro-forma EPS, revenue/sales, net income, pre-tax profit and operating profit, and price targets and recommendations

Over 60.000 companies in 67 countries

US data from 1976, international data from 1987


Orbis Europe

Orbis Europe

Orbis covers around 46 million European companies

Company financials in a standard format

Financial strength indicators

Directors and contacts

Original filings/images

Stock data for listed companies

Detailed corporate structures

Business and company-related news

M&A deals and rumours


Audit Analytics

Audit Analytics Audit Analytics provides detailed research on over 20,000

public companies and more than 1,500 accounting firms US firms data source for tracking and analysis of public company

disclosures related to the audit, compliance, governance, corporate actions and federal litigation.

Data from year 2000


Databases for stock markets

End of a day data for Helsinki Stock Exchange Close, high, low, bid and ask price for each day Volume (shares traded and euros) for each day period 1987-2010 (2011) Stocks, warrants, subscription rights…



Intradaily data for Helsinki Stock Exchange All trades made at the HSE

price, volume, time, broker code period 1987-2010 (2011) Stocks, warrants, subscription rights…



Stock market announcements All official announcements given by listed firms and HSE E.g. interim reports, share issues, splits, co-operation

negotiations, corporate acquisitions, big orders… From july 1992 to 2010 (2011)


Other databasesDatastream

Up to 50 years of history on many series Over 6,5 million global financial instruments and indicators over 85.000 active and 80.000 inactive securities Covering 175 countries in 60 global markets Totaling over 140 million time series Equities, equity indices, unit trusts, bonds, bond indices,

exchange rates, interest rates, futures, options…

Other databases

Global Financial Data Long time-series around the world Equity indices, commodities, economic data… More than 200 global markets Coverage back to year 1265!



Other databases

Nordpool’s database Nord Pool Spot runs the leading power market in Europe Nordpool’s database provides a wide selection of time-

series


Other databases

ETLA’s macroeconomic database Over 40.000 numerical time-series from Finland and other

countries Nowadays almost replaced by Datastream


Other databases

Thomson Reuters Deals Mergers and Acquisitions More than 400,000 Global Transactions

since 1977 Equity More than 80,000 Global Transactions since 1970 Fixed Income More than 260,000 Global Transactions since 1970 Syndicated Loans More than 92,000 Global Transactions since

1982 Project Finance More than 3,800 Global Transactions since 1990

Other databases

Bankscope Global database of banks’ financial statements, ratings and

intelligence 30.000 banks, 16 years of detailed accounts Detailed financials, interim data, ratings, stock data for listed

banks, directors, news, M&A deals



How to use the databases? Only for researchers and students of accounting and finance in

University of Vaasa. For non-commercial use only.

Students have direct access to Voitto+, Orbis and Bankscope

Other databases: Data request to Jaakko Tyynelä Send email or visit at office hour (wed 9.30-10.30) Decide variables and time period

See pages http://lipas.uwasa.fi/~jaty/dbases.html You can get the data using email, USB stick, CD… You must prepare to wait for one week!


See web pagehttp://lipas.uwasa.fi/~jaty/dbases.html


Links to free databases

Documents

DATABASES in Accounting and Finance IMTRIF 24.1.2012 Jaakko Tyynelä