Analytics Tools

WRDS developed a variety of powerful analytics tools to support you in your research. Get more out of your data with less effort.

Our deep knowledge of database functionality allows us to create and then share established code with clients so they don’t have to reinvent the wheel on common queries. Navigate essential information and create data models that work.

Beta Suite by WRDS
Calculate Beta and other stocks’ loading on various risk factors. Daily, weekly and monthly frequencies.

Bond Returns
Monthly bond characteristics and returns from cleaned TRACE and Mergent FISD data. Returns using different alternative definitions. Also provides a linking table tracing bonds and linking to same company’s equity.

Classroom Tools by WRDS
Real-world applications of principles, using actual company data in place of hypothetical examples.

Daily Stock Indicators from Intraday Data
Different liquidity and trade volume indicators obtained from intraday data. One observation per ticker per day.

Efficient Frontier
Select portfolio composition and calculate corresponding Efficient Frontier, Optimal Complete Portfolio, Optimal Risky Portfolio.

Event Study by WRDS
Measure the impact on the value of a firm resulting from an event — instant visualization of the effect of events on stock returns. Suite includes three versions of Event Studies: U.S. Daily, International Daily and U.S. Intraday. Users can upload own event files or rely on Key Development and RavenPack database for firm events.

Financial Ratios Suite by WRDS
Obtain both firm-level and industry-level ratios as characteristics for controls in empirical research — delivering 70+ pre-calculated financial ratios for all U.S. companies across eight categories.

Linking Tables
Link across different databases of companies and individuals.

Options Suite
Option and equity level indicators derived from underlying option pricing data.

SAS® Studio
Complements SAS on Unix, SAS Connect on a PC, and the SAS Share interface to R, Matlab, and other languages.

World Indices by WRDS
Historical country total return indices (with dividends) as well as index constituents. 40+ countries. Daily and monthly frequencies.

WRDS SEC Analytics Suite
Search through the contents of millions of SEC filings. Access Readability and Sentiment scores and Linking Tables.

WRDS-subscribing institutions can log in to access the Analytics tools here>>

For information please contact:

Email: [email protected]