Finding a Time Series of Financial Data in Compustat

You can search for financial data using Compustat in WRDS.

Choose Database

• Select Compustat - Capital IQ

• Under Other Compustat on left select North America – Annual Updates

• Choose Fundamentals Annual

Step One: Date Range

• Set Date Variable to Data date

• Set Beginning Date month and year

• Set Ending Date month and year

Step Two: Search

• Set code format to GVKEY

• Click Code Lookup under Manually enter insider codes; a new window will open

• Type company name, e.g. General Electric, into search box; click Starts with

• Copy and paste the company's GVKEY back into the Company Codes box on the main WRDS search page

• Enter multiple codes by leaving a single space between them

• Leave all other boxes in this step as is

Step Three: Variables

• In Identifying Information  check Company Name and CUSIP

• In Income Statement Items check SALE -- Sales/Turnover (Net) (You may select additional data items)

Step Four: Output

• Choose Tab-delimited text (*.txt) format

• Leave all other boxes in this step as is

• Click Submit Query 

• Data Request Summary window will open

• Right mouse click on the highlighted file name

• Choose Save Target As option

• Save as a .txt file to your computer

• Open file in Excel