WRDS

Finding a Time Series of Financial Data in Compustat

Choose Database

• "Compustat North America"
• From list of Annual Updates on left choose "Fundamentals Annual"

Step One: Date Range

• Set Date Variable to "Datadate".
• Set Beginning month and year.
• Set Ending month and year.

Step Two: Search

• Set "Search By" to GVKEY (a unique, proprietary Compustat identifier).
• Select Method #1 "Company Codes".
• Click on "Code Look Up" link.
• "Code Look Up" window will open.
• Type "General Electric" into search box.
• Hit "Find" button.
• Copy and paste the GVKEY for General Electric back into the "Company Codes" box on the WRDS page.
• Enter multiple codes by leaving a single space between them.
• Leave all other boxes as is.

Step Three: Variables

• In "Identifying Information" section check "Company Name" and "CUSIP".
• In "Income Statement Items" section scroll down to "SALE -- Sales/Turnover (Net)" and highlight (For additional data items hold Ctrl key and highlight).

Step Four: Output

• Choose "Tab-delimited text (*.txt)" as the format.
• Leave all other boxes as is.

Click "Submit Request" button

• "Data Request Summary" window will open.
• Follow the "Download instructions" provided.
• Save as a .txt file to your computer.

Open File in Excel

• Use the "Text Import Wizard" to convert text to columns.
• The spreadsheet should have a column for each variable selected.