Compustat Global and Emerging Markets on WRDS

Description     Access & Installation     Documentation

Description

Latest Compustat data is available only through WRDS. For more information on WRDS account and accessibility information, please click here.

Global

Standard & Poor's COMPUSTAT Global is a database of financial and market information covering non-US and non-Canadian marketplace. Compustat recognizes the importance of a thorough company coverage in the emerging markets of Asia Pacific region due to increased attention to these markets and the various challenges faced in this region with respect to financial transparency, company intelligence and regulatory issues. The number of total active companies in the global database is over 28,500 companies which represents over 90% of the world's market capitalization, including 90% of the Asian market cap, 90% of the Indian market cap, 95% of the Taiwanese market cap and 95% of the European market cap. 

Since accounting standards are not the same across different countries, Compustat Global data is normalized to provide comparability across different global accounting practices. Instead of adopting one country's set of principles as the standard, Compustat have created consistent sets of financial data items by examining financial statements from a variety of countries and identifying items that are commonly reported by companies regardless of their geographical location, business activity or accounting standards. Furthermore, to make more meanigful comparisons among industries and countries,the data within these uniform data sets is normalized to local accounting standards, disclosure methods and data item definitions. 

Note that Global data is now reported in the native currency, not US Dollars.

Global Legacy Data (FTP version)

Before July 2008, S&P provided the update in FTP format. These data files are available on WRDS under "Global FTP Legacy". However, this version has not been updated or maintained after July 2008. When using this version, please remember that financial data items are not stored in SINGLE SCALE due to variation in company size and reporting currency. Therefore, when using the legacy version, refer to the SCALING FACTOR to extract and analyze data. 

Emerging Markets Data Base (EMDB)

EMDB started collecting information since 1975 and has since earned recognition as the world's premier source for comprehensive information and statistics on stock markets in developing countries. As of January 2003, EMDB tracked 53 stock markets in Asia, Latin America, Eastern Europe, Africa and the Middle East, providing daily, weekly, monthly, quarterly, and yearly data on more than 2,200 stocks by company, industry, country, region, and more. EMDB calculates indices of stock market performance using a selected sample of stocks in each market,designed to serve as benchmarks consistent across national boundaries. 

As of January 2003, the S&P/IFCG and 0S&P/IFCI index series covered 53 and 22 discrete markets, respectively. Indices are calculated on a daily basis for 33 markets in the S&P/IFCG index series and 22 markets in the S&P/IFCI index series. Also, there are seven S&P/IFCG and S&P/IFCI regional indices, and a composite index for each providing the most accurate representation of the available emerging market universe. Each month, an extended S&P Frontier index is calculated for all 20 smaller markets. In addition, Standard & Poor's calculates sector and industry indices across emerging markets. 
S&P is also constantly evaluating new markets for coverage as the focus of international investors continues to broaden and as more markets open their doors to foreign investment 

EMDB is available under two different categories on WRDS. For more information on these two please refer to the documentation and Data Year

- Emerging Markets (from August 2008)
- Emerging Markets Legacy (before July 2008) 

For more COMPUSTAT data information, go to documentation or the vendor site.

Data Year

Global
  • Global Fundamentals Annual (Quarterly updates)   June 1987 - April 2010; about 30,958 companies
  • Global Fundamentals Quarterly (Quarterly updates)   December 1995 - April 2010; about 28,402 companies
  • Global Security Daily (Quarterly updates)   January 1989 - April 2010; about 49,011 securities
Emerging Markets
  • EMDB Indices - Daily   January 1995 - December 2008
  • EMDB Indices - Monthly   January 1975 - December 2008
  • EMDB Constituent Details - Daily   January 1995 - December 2008
  • EMDB Constituent Details - Monthly   January 1975 - December 2008
  • EMDB Index Corporate Actions   January 1995 - December 2008
Emerging Markets Legacy
  • EMDB Daily Index   January 2005 - December 2007; 47 indices
  • EMDB Daily Stock   January 1995 - December 2008; 4,519 companies
  • EMDB Monthly Stock   January 1975 - December 2008; 6,754 companies
  • EMDB Monthly S&P Global Indices   January 1975 - December 2008; 71 indices
  • EMDB Monthly Market   January 1975 - December 2008; 60 markets
       
       

Access & Installation

Compustat Global and Emerging Markets data is available only through WRDS. For more information on WRDS account and accessibility information, please click here.

WRDS datasets can be accessed directly through SAS and FORTRAN programs. Access to sample programs is available with WRDS account. Directory information for some of the datasets is given below, complete information on datasets is available on WRDS:
Global
  • /wrds/comp/sasdata/global/g_funda : Merged Global Fundamental Annual File
  • /wrds/comp/sasdata/global/g_fundq : Merged Global Fundamental Quarterly File
EMDB
  • /wrds/comp/sasdata/emdb/dixall : Daily Index Level
  • /wrds/comp/sasdata/emdb/mixmerged : Monthly Index Series
EMDB old
  • /wrds/comp/sasdata/emdb/old/dindex : Daily Index Series
  • /wrds/comp/sasdata/emdb/old/mgindex : Monthly GLobal Index Series
  • /wrds/comp/sasdata/emdb/old/mmarket : Monthly Market Series
There are many more datasets in each category and beyond. For complete list of datasets, please refer to WRDS/support.

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Compustat Online Manual
(Last update 06/10/2010)     (back to top)

Documentation