Datasets and Analytics

The WRDS Difference:

WRDS provides clients with the broadest collection of financial, economic, healthcare, marketing data, analytics, and the most robust computing infrastructure available, making it the global gold standard for integrated research systems — all backed by the credibility and leadership of the Wharton School..

Data sources from third-party data vendors include S&P Global Market Intelligence, NYSE, CRSP, and Thomson Reuters, as well as more specialized sources like FactSet, Markit, Hedge Fund Research, Inc., IHS Global Insight and GSIOnline.

In addition, WRDS hosts many datasets available to researchers at no additional cost.
View list here>>

 

Coming Soon

Bureau vank Dijk ORBIS Bank Focus Access information on 40,700 banks (28,000 US and 12,700 Non-US).



2iQ

2IQ provides the most accurate global insider trading data Use the predictive power of insider transaction for your investment research. WHY INSIDER/DIRECTOR TRANSACTION DATA? Full global coverage Categorize significance of trades and level of Insider Link to the original filing Transaction labels (capturing footnotes and events) Validate Insider positions and relationships to reporting entity Learn More » For pricing information please contact: Email: [email protected] Read More

American Hospital Association

Data collected by the American Hospital Association represents the single best source for credible, consistent information about the nation’s hospitals. AHA Data provides easy, streamlined access to multiple data sets that cover demographic, operational, financial and IT characteristics of the nation’s hospitals. DATA AVALIABLE AHA Annual Survey Database (ASDBs) AHA Annual Survey Databases (ASDB) with Financial Data ...Read More

Analytics Tools

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

Audit Analytics and OIA (Other Independent Audits)

Audit Analytics is a premium company intelligence service providing independent research to the investment, accounting, insurance, legal, regulatory and academic communities. Learn More >> For pricing information please contact: Tom Hardy Phone: 508-667-4597 Email: [email protected] Read More

Bank Regulatory

The Commercial Bank Database, from the Federal Reserve Bank of Chicago (FRB Chicago), contains data of all banks filing the Report of Condition and Income (named “Call Report”) that are regulated by the Federal Reserve System, Federal Deposit Insurance Corporation (FDIC), and the Comptroller of the Currency. These reports include balance sheet, income statements, risk-based ...Read More

BoardEx

Access extensive data on the boards of publicly listed and notable private companies in all regions of the world WHY BOARDEX? Access educational background, prior employment, and connections of directors and executives Analyze proportion of politically connected directors, using CEO-level controls such as age, gender, and experience Extract executive stock option holdings Learn More » For pricing information please contact: http://www.BoardEx.com | [email protected] ...Read More

Bureau van Dijk

Bureau van Dijk is widely recognized as a specialist provider of both public and hard to reach private company information within the academic community. Orbis – Flagship product, information on over 220 million public and private companies worldwide Amadeus – European public and private company information Orbis Bank Focus – Detailed information on 38,000 banks (28,000 US and 10,000 ...Read More

Calcbench

RESEARCH FINANCIAL & ACCOUNTING DATA LIKE NEVER BEFORE WRDS has partnered with Calcbench to create original datasets derived from the footnotes of SEC filings. Access data parsed out of the footnotes of SEC filings—fully harness the power of the new government mandated data standard XBRL, yielding an unprecedented direct line into the SEC’s corporate financial data repository. All data points can ...Read More

CBOE (Chicago Board Options Exchange)

CBOE (Chicago Board Options Exchange) Volatility Index® (VIX®) is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices. The New VIX still measures the market’s expectation of 30-day volatility, but in a way that conforms to the latest thinking and research among industry practitioners. The New VIX ...Read More

comScore

comScore offer Web-wide visitation and transaction behavior based on a random sample from a cross-section of more than 2 million Internet users in the United States who have given comScore explicit permission to confidentially capture their Web-wide activity. Includes panelist-level browsing and buying behavior from tens of thousands of Internet users. Learn More » For pricing information ...Read More

Cortellis Life Sciences Healthcare Data

Enable impactful research with the world’s most comprehensive suite of Life Sciences data INVESTIGATIONAL DRUGS DATA Investigational Drugs comprises key competitive intelligence information on 67,700 + drugs, 53,300+ deals, 152,600+ companies & 158+ diseases. • Research backgrounds for key diseases with profiles of key targets and supporting bibliographic references PATENTS DATA View the 99 structures per patent from ...Read More

The Center for Research in Security Prices (CRSP)

The Center for Research in Security Prices (CRSP) maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX and NASDAQ stock markets. Additional CRSP files provide stock indices, beta-based and cap-based portfolios, treasury bond and risk-free rates, mutual funds, and real estate data. US…Read More Read More

CSMAR

The China Stock Market & Accounting Research (CSMAR) Database offer data on the China stock markets and the financial statements of China's listed companies. Learn More » For pricing information please contact: Tracy Wu Phone: 86-755-83948063 Email: [email protected]Read More

CUSIP

CUSIP is operated by Standard & Poor's for the American Bankers Association, exists for the primary purpose of uniquely identifying issuers and issues of financial instruments within a standard framework, and disseminating this data to the financial marketplace via various media. Learn More » For pricing information please contact: Email:…Read More Read More

Direct Marketing Educational Foundation (DMEF)

Direct Marketing Educational Foundation (DMEF) consist of four individual data sets, each containing customer buying history for about 100,000 customers of nationally known catalog and non-profit database marketing businesses are available through DMEF to approved academic researchers for use within academic situations. Learn More »Read More

Dow Jones Average & Total Return Indexes

The Dow Jones Industrial Average, the best known U.S. stock index, and the Dow Jones Transportation Average, the oldest U.S. stock index were created by Charles Henry Dow, co-founder of Dow Jones & Company, and maintained and reviewed by the editors of The Wall Street Journal. Dow Jones Indexes is…Read More Read More

ETF Global

Exchange-traded funds — pursue return, manage risk, utilize investment analysis, and generate investment ideas on over 1900 U.S. listed products. Learn More » For pricing information please contact: Phone: 212 223-ETFG ( 3834) Email: [email protected] Read More

Eurekahedge

Access Eurekahedge’s suite of 29,000+ interactive hedge funds and 200+ alternative fund indices. Learn More>>   For pricing information please contact: Eurekahedge Email: [email protected] US & Europe: +1 212 706 7020 | Asia: +65 6212 0925 Read More

Event Study by WRDS

Event Study is free for academic subscribers with current S&P Capital IQ, CRSP, and/or IHS Global Insight subscriptions MEASURE THE IMPACT ON THE VALUE OF A FIRM RESULTING FROM AN EVENT Instant visualization of the effect of events on stock returns – U.S. and Global Extract detailed, back-end data for analysis. Retrieve…Read More Read More

Eventus

Eventus performs event studies using data read directly from CRSP stock databases or pre-extracted from any source. The Eventus system includes utility programs to convert calendar dates to CRSP trading day numbers, convert CUSIP identifiers to CRSP permanent identification numbers, and extract event study cumulative or compounded abnormal returns for cross-sectional analysis. Learn More » For pricing ...Read More

FactSet

FactSet is a leading provider of financial data for investment management and investment banking professionals around the globe. FactSet’s business is built on the creative use of technology and an unwavering dedication to client service. FactSet Ownership: Considered the market standard, FactSet Ownership provides global institutional, mutual fund, stakeholder, and…Read More Read More

Fama-French Portfolios & Factors

Eugene Fama and Kenneth French showed that their factors capture a statistically significant fraction of the variation in stock returns (see “Common Risk Factors in the Returns on Stocks and Bonds”, Journal of Financial Economics 33, 1993). The Fama-French data source is Kenneth French’s web site at Dartmouth. The Pastor-Stambaugh Liquidity series are described by L. ...Read More

Federal Reserve Bank Reports

The Federal Reserve Bank Reports in WRDS contain three databases collected from Federal Reserve Banks: two of them come from Reports published from the Federal Reserve Board; the other one comes from the Federal Reserve Bank of Philadelphia. Learn More »Read More

FTSE Russell Indexes

Access comprehensive coverage of equity and fixed income markets Daily Index Holdings Russell Indexes for each closing day (Comparable to Comp Index Constituent History) Monthly Contributions to Return Analysis of each sector and industry contributing to the overall return of a Russell Index (Comparable to Comp Index Prices) Monthly Historical Sector Weights Sector weight history (All Indexes) Highlights • Russell ...Read More

GMI Ratings

This corporate governance historical dataset (formerly GMI Ratings) is updated annually and contains approximately 225 unique data points organized into four primary categories (1. Companies; 2. Directors; 3. CEO Compensation; 4. Takeover defenses) for approximately 3,000 US companies. The dataset is updated annually and dates back to 2001. Here is a list of the primary data ...Read More

GOVPX

GOVPX ICAP Information Services (IIS) is the market data division within interdealer broker ICAP. All GovPX branded services are distributed thru ICAP Information Services in real-time, End-of-Day and historical format.   For pricing information please contact: [email protected] (212) 704-5470 Read More

GSIOnline

Thomson Reuters (formerly GSI Online) is an award-winning specialty provider of public-record business transaction information to law and accounting firms, investment banks, corporations and the business press. By specializing within the securities information sector, GSI offers unmatched breadth, accuracy and currency of relevant information. Thomson Reuters databases deliver real-time access to comprehensive securities and financial ...Read More

Hedge Fund Research, Inc. (HFR)

Hedge Fund Research, Inc. (HFR) is the global leader in the alternative investment industry. Established in 1992, HFR specializes in the areas of indexation and analysis of hedge funds. HFR Database, the most comprehensive resource available for hedge fund investors, includes fund-level detail on historical performance and assets, as well as firm characteristics on both ...Read More

IHS Global Insight

IHS Global Insight offers the most comprehensive economic coverage of countries, regions and industries available from any source. Their collection of U.S. and international financial, economic and industry data is complimented by more than 225 analysts, researchers and economists whose expertise covers over 120 industries and 200 countries. Learn More » For pricing information please contact: Donna Judish ...Read More

Infogroup

With Infogroup, you have the data to research and analyze community growth and market trends. RESIDENTIAL HISTORICAL DATA Analyze community growth and general population differences Access household income, home value, years in residence and location Expose shifts in overall household economic levels HISTORIC BUSINESS DATA Analyze market trends, economic growth, or specific industries Access categories including Company Name, Geocodes, SIC/NAICS codes, Census ...Read More

Information Resources, Inc. (IRI)

Information Resources, Inc. (IRI) Academic researchers have made extensive use of IRI gathered point-of-sale information from more than 11,300 grocery stores, as well as some 7,500 drug stores. The Marketing Fact Book contains data on grocery store purchases from a representative sample of static qualifying U.S. panelist households to help make intelligent inferences for strategic planning ...Read More

Institute for the Study of Security Markets (ISSM)

The Institute for the Study of Security Markets (ISSM) database contains tick-by-tick data covering the NYSE and AMEX between 1983 and 1992, and NASDAQ between 1987 and 1992. Each year of data is divided into two files, one for trades and one for quotes. Learn More » For pricing information please contact: Bob Wood Phone: 801-796-6401 Cell: 801-380-7338 Email: [email protected] Read More

ISS (formerly RiskMetrics)

ISS’ special focus and commitment to meeting the needs of academics involves several key governance datasets, proprietary analytics, and expertise to help uncover risks and understand the key issues in the areas of board, audit, compensation, shareholder rights, and more. Access the ISS Incentive Lab, Historical Governance, Historical Directors data, Voting Results data, Voting Analytics with ...Read More

KLD Research & Analytics, Inc. (KLD)

KLD Research & Analytics, Inc. (KLD) is the leading authority on social research for institutional investors. To meet the needs of social investors, KLD provides research, benchmarks, compliance, and consulting services analogous to those provided by financial research service firms. Learn More » For pricing information please contact: MSCI ESG…Read More Read More

ktMINE

Research trends around patents and intellectual property Track ownership records with over 6,900,000 patent assignments—each patent record linking to historical assignees. Analyze 95,000,000+ global patent records from worldwide patent authorities. Learn More » For pricing information please contact: WRDS Email: [email protected] Read More

Levin Associates Health Care M&A

Access the most comprehensive data source devoted to health care and senior care: Gauge developments in every key segment of the health care service and technology markets Extract key financial indicators and senior care acquisitions Target company, price, revenue, net income Track mergers, acquisitions, equity & debt financings, bankruptcies and corporate shake-ups in the senior care market Evaluate 22,000 Healthcare ...Read More

The London Share Price Database (LSPD)

The London Share Price Database (LSPD) is a unique, comprehensive database of UK stock returns covering over 9,000 UK shares from 1955 to date. It is an invaluable resource for both academic researchers and investment practitioners. The LSPD provides a record of total returns to investors, incorporating dividends and capital changes, and includes companies whether ...Read More

Markit

Markit Securities Finance Data Gain insight into the market of security lending — valuable tool for understanding market efficiency and limits to arbitrage Markit Credit Indices data Global credit default swap indices covering loans, corporate, municipal and sovereign debt across Europe, Asia, North America and Emerging Markets Markit CDS data…Read More Read More

Mergent Fixed Income Securities Database (FISD)

Mergent Fixed Income Securities Database (FISD) for academia is a comprehensive database of publicly offered U.S. bonds. FISD contains issue details on over 140,000 corporate, corporate MTN (medium term note), supranational, U.S. Agency, and U.S. Treasury debt securities and includes more than 550 data items. FISD provides details on debt…Read More Read More

Morningstar CISDM

The Morningstar CISDM Database (formerly the MAR Database) is the oldest Hedge Fund and CTA database in the market. Tracking qualitative and quantitative information for more than 6,000 hedge funds, funds of funds and CTAs since 1994, the Morningstar CISDM Database is highly recognized as a research tool by academics in their studies and in ...Read More

MSRB

The MSRB data are available to WRDS academic subscribers at no additional cost. The MSRB’s daily municipal market trade data are available to support the study of recent and historical municipal securities price trends, trade frequency and other characteristics of municipal bond transactions. Learn More » For additional information please contact: WRDS Email: [email protected] Read More

Mutual Fund Links (MFLINKS)

MFLINKS has been developed with Professor Russ Wermers (University of Maryland's Robert H. Smith School of Business) as a contributor and ongoing consultant to the project. A good example of how MFLINKS can be used is his article, "Mutual Fund Performance: An Empirical Decomposition into Stock-Picking Talent, Style, Transactions Costs,…Read More Read More

Nasdaq Trade and Quote (NASTRAQ)

Nasdaq Trade and Quote (NASDAQ) database provides intraday trades and quotes for all Nasdaq stocks. Learn More » For pricing information please contact: Frank Hatheway Phone: 301-978-8220 Email: [email protected] Sharrion White Phone: 301-978-8231 Email: [email protected]Read More

NYSE Trade and Quote (TAQ)

NYSE Trade and Quote (TAQ) database contains intraday transactions data (trades and quotes) for all securities listed on the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX), as well as Nasdaq National Market System (NMS) and SmallCap issues. Learn More » For pricing information please contact: NYSE Product…Read More Read More

OptionMetrics

OptionMetrics is the premier provider of historical options data for use in empirical research and econometric studies. Quantitative researchers and financial professionals leverage OptionMetrics data for purposes such as analyzing market movement before mergers and acquisitions; exploring the relationship between option prices and daily stock return serial correlation; and investigating possible cases of insider trading. OptionMetrics’ ...Read More

OTC Markets Group

Free to all academic WRDS users Access the most comprehensive, timely and accurate data available on the 10K securities that trade on the OTCQX, OTCQB and OTC Pink Marketplaces. WHY USE OTC DATA? The data may be used for portfolio pricing and valuation, investment accounting, clearing and settlement, and client statement preparation. BENEFITS Closing quote and trade data on the ...Read More

OTC Corporate Bond Transaction Data (TRACE)

OTC Corporate Bond Transaction Data (TRACE) - Trade Reporting and Compliance Engine is FINRA's over-the-counter (OTC) corporate bond market real-time price dissemination service. Bringing transparency to the corporate bond market, it helps create a level playing field for all market participants by providing comprehensive, real-time access to corporate bond price…Read More Read More

Pacific-Basin Capital Markets

The Pacific-Basin Capital Markets Research Center creates, maintains, and distributes comprehensive, computerized databases which track capital markets data for eight Pacific-Basin countries on a continuous and systematic basis. PACAP Databases contain extensive information on all listed companies from each country's major stock exchange including: daily security prices and returns, capital…Read More Read More

Penn World Tables

The Penn World Tables provides national income accounts-type of variables converted to international prices. The homogenization of national accounts to a common numeraire allows valid comparisons of income among countries. Learn More »Read More

Peters and Taylor Total Q

Extract data on firms’ “Total q” ratio and the replacement cost of firms’ intangible capital. Researchers must currently have access to Compustat. Total q = improved Tobin’s q proxy that includes intangible capital in the denominator Compustat firms, 1950 – 2015 Learn More » For additional information please contact: WRDS Email: [email protected] Read More

Philadelphia Stock Exchange (PHLX)

Philadelphia Stock Exchange (PHLX) founded in 1790 is the oldest organized stock exchange in the nation. As one of North America’s primary marketplaces for the trading of stocks, equity options, index options and currency options, the PHLX continues to be a market leader in the development and introduction of innovative…Read More Read More

ProPublica

Access ProPublica’s award-winning data, enabling research on Physician prescribing habits and medical industry payment. Prescriber Checkup data includes Medicare Part D, offering a detailed look at individual providers’ prescribing habits. Analyze an individual providers’ prescribing habits using ProPublica’s version of the Medicare Part D data. SOURCE: Center for Medicare and Medicaid Services COVERAGE: 2011-2015 Dollars for Docs data covers nearly ...Read More

RavenPack

  Enhance quantitative research with data derived from traditional and social media. RavenPack analyzes the unstructured content from thousands of publications to extract information on named entities and financially relevant events in the public eye. Enhance quantitative research with data derived from traditional and social media. RavenPack analyzes unstructured content…Read More Read More

RepRisk

Access the most comprehensive database on environmental, social, and governance (ESG) risks. For additional information, please contact [email protected] WHY DOES ESG DATA MATTER? Environmental, social, governance (ESG) issues—environmental degradation, child labor, corruption, etc.—can translate into reputational, compliance and financial risks. The management of ESG issues is directly linked to a company’s operational excellence and its social license to ...Read More

Research Quotient

Free to all WRDS academic institutions with a current S&P Capital IQ Compustat subscription Analyze and measure the effectiveness of a firm’s R&D WHAT IS RQ? Research Quotient = percentage increase in revenue from a 1% increase in R&D. RQ is the output elasticity of R&D. RQ offers a universal, uniform, and reliable measure of a firm’s R&D ...Read More

S&P Global Market Intelligence

S&P Global Market Intelligence, formerly S&P Capital IQ and SNL Financial, is a division of S&P Global (NYSE:SPGI). The firm is a leading provider of financial and industry data, research, news and analytics to investment professionals, government agencies, corporations, and universities worldwide. S&P Global Market Intelligence integrates news, comprehensive market and sector-specific data and analytics ...Read More

SK&A Healthcare data

Physicians reference data — understand trends in physicians’ practice environment. Access doctor and practice specialties, including independent and hospital- affiliated practices Utilize NPI as an identifier for linking Track Hospital affiliations and ownership Identify electronic medical record (EMR) usage Review news reports of merger and acquisition activity Learn More » For pricing information please contact: SK&A | www.skainfo.com | [email protected] | +1 949-255-1242 Read More

SAS®

Through innovative analytics, SAS® enables researchers to make better decisions faster — WRDS is SAS® powered. WRDS and SAS share the commitment to delivering valuable solutions and improving our researchers’ experience. Learn more about SAS on WRDS Why SAS Visual Analytics? Learn More » SAS Visual Analytics Demo » SAS Blog » For information please contact: WRDS | http://whartonwrds.com | [email protected] SAS | ...Read More

Sustainalytics

Company environmental, social, and governance (ESG) data. Learn More » For pricing information please contact: WRDS [email protected] Read More

Thomson Reuters

Thomson Reuters is the world's leading source of intelligent information for businesses and professionals. We combine industry expertise with innovative technology to deliver critical information to leading decision makers in the financial and risk, legal, tax and accounting, intellectual property and science and media markets, powered by the world's most…Read More Read More

Toyo Keizai

WRDS is pleased to welcome its first Japanese data provider. Access the most comprehensive earnings information for all listed companies in Japan. Learn More >>       For pricing information please contact: WRDS Email: [email protected] For universities located in Japan: Toyo Keizai Email: [email protected] Read More

U.S. Department of Health & Human Services

Public Healthcare Data on WRDS is provided by the Agency for Healthcare Research and Quality Healthcare Cost and Utilization Project (HCUP) Diagnosis Procedures Medical Expenditure Panel Survey (MEPS) Expenditure by Healthcare Service Insurance National Tables Expenditure by Medical Condition Top Prescribed Drugs Expenditure per Event by Healthcare Service Expenditure per Event by Length of Hospital Stay Top Therapeutic Drug Classes For additional information please contact: BEA – Bureau ...Read More

WRDS SEC Analytics Suite

WRDS SEC Analytics Suite with NEW SEC Sentiment data is positioned for broad business usage – from due diligence and forensic accounting to disclosure research and investment management. Simplify research—quickly and easily develop tailored datasets from all SEC filings, parsing millions of regulatory reports based on custom criteria.  The ready-to-use…Read More Read More

Zacks

Zacks Investment Research, based in Chicago, IL., has been a leading provider of research, market data and quantitative models to institutional investment management firms in the U.S. and Canada for over 30 years. Recognized for quality, consistency and reliability, Zacks provides institutional and individual investors with the analytical tools and…Read More Read More