What Data is in WRDS?

Assignment Log in to the WRDS (Wharton Research Data Services) Platform Understand the different types of data on WRDS

What is WRDS? WRDS stands for Wharton Research Data Services. WRDS is hosted at the Wharton School of the University of Pennsylvania, and aggregates and standardizes financial data into a standard format and then makes it available to subscribers. WRDS is a single destination for many of the leading research databases Variety of disciplines: Accounting, Banking, Economics, Finance, Insurance, Marketing, Statistics Data linking: e.g. CRSP (stock prices, dividends, splits) & COMPUSTAT (income statements, balance sheets). WRDS is Internet-based with multiple access options Web queries: Easy-to-use, point-and-click interface. PC SAS CONNECT remote libraries. UNIX X-Windows and batch job power. WRDS provides full-time research and technical support Robust online tools for self-help Email-based support

What Data is Available Through WRDS? WRDS is a subscription service Institutions subscribe to different data sets All subscribed datasets are visible in the left menu

How is Data Organized in WRDS? Data is organized by data vendor, and then within each vendor by type of data Vendors are Standard and Poors, CRSP, New York Stock Exchange, etc. This is useful if you already know which vendor provides your data This is less useful if you are looking for data and don’t know the vendor You can also browse the WRDS data by subject: Finance, Economics, Marketing, etc.

Financial Data on WRDS Company Financials Financial Statements: BS, IS and CF Data Items Industry-Specific, Segment, and Pension Data Point In Time Accounting Data Index Fundamentals and Constituents Audit and Regulatory Filings Data Banks

Financial Data on WRDS (cont.) Financial Markets, Prices, and Returns Stock Prices Intraday Trades and Quotes Market Indices and Factors Bonds and Fixed Income Data Mutual Fund/Hedge Fund Returns Derivatives/Options REITs FX Currencies

Financial Data on WRDS (cont.) Corporate Governance and Ownership Data Company Management and Executive Compensation Board of Directors, Governance Provisions and Voting Data Social Responsibility Insiders and Blockholders Ownership Mutual Fund Ownership 13F Institutional Ownership

Financial Data on WRDS (cont.) SEC Filings Earnings Forecasts and Ratings Analyst Forecasts and Recommendations Company, Issues, and Bond Ratings Mergers and Acquisitions

Economics Data FRB H10 and H15 Interest Rate Data FRB State Coincident Indexes Global Insight Macroeconomic Data Federal Reserve Bank Regulatory (Call Reports) Penn World Tables FDIC (Legacy)

Marketing Data IRI Marketing Fact Book CENTRIS comScore Web Behavior Database DMEF Academic (Legacy)

Publicly Available Data Bureau of Economic Analysis Govtrack Healthcare Hurricane

For any questions, you can email: wrds-support@wharton.upenn.edu Additional Help For any questions, you can email: wrds-support@wharton.upenn.edu