Compustat variable names. csv; Processes signals from signals.

Compustat variable names Therefore, the variable name for this series is DATA56. Each column of data array is treated as a SAS variable. TA = total assets (ATQ) in millions of dollars. While the specific methodology behind this extraction is unclear (e. Bureau of Economic Analysis) Important types of data in Compustat Compustat provides more than 500 company-level fundamentals, including items such as Income Statements, Balance Sheets, and Flow of Funds. For COMPUSTAT data files, the series variable names are constructed by concatenating the name of the data array DATA and the column number containing the required information. Not all codes are still in use. CRSP maintains the description history by linking successive iterations of Compustat data using the Compustat Status Reports. 0g fixlbl reason for recoded assignee type pdpass long %12. See data CRSP uses permno for stocks, while Compustat uses gvkey to identify firms. ROA = operating income after depreciation (OIADPQ) divided by TA. csv”, which contains lists of 76 annually updated and 35 quarterly updated COMPUSTAT variables and that is the value of this parameter by default. (2017), which covers patents granted by 2010. Step 4: Select query output: Checkmark file format, e. So I calculated three market values: MV1 = PRCCQ * CSHOQ. finsets. With the exception of roughly a dozen data items, the mnemonics of Compustat data items used in the CCM database match the name provided by Compustat. We then construct variables X1-X4 of the models from accounting variables. Sources: Compustat (variable names) unless otherwise stated. Dataset List: Compustat (COMP) Dataset List Compustat (COMP) Merged Fundamental Annual File (FUNDA) Position Variable Name Type Length Description 1 gvkey Char 6 Global Company Key 2 datadate Num 8 Data Date 3 fyear Num 8 Data Year Fiscal 4 indfmt Char 5 consol Char 2 Level of Consolidation Company Annual Descriptor 6 popsrc Char 1 Population Source 7 datafmt Char 8 tic Char 8 Ticker Symbol 9 prompt = f"Create a descriptive and short name, as well as an acronym for a financial signal where the signal type is '{signal_type}'. ) about each matched observation within COMPUSTAT from WRDS, CRSP provides data of the highest integrity and transparency to ensure the strongest foundation for economic forecasting, stock market research and financial analysis conducted by academic organizations, investment banks, brokerage firms, corporations and government agencies. csv; Processes signals from signals. sas7bdat extension FileASCIIName File ASCII Name File name with . (Does not appear to match values in the 10-K. and b. NEW ISSUE MARKER USED Jun 10, 2022 · Firm characteristics measured at the end of the most recent fiscal quarter preceding loan origination unless otherwise stated. The stata script /code/prepare_panel. S. 1. For complete definitions, codes, and formulas for Compustat items, see the documentation and resources provided What is Standard & Poor’s COMPUSTAT® (North America) data? A CRSP-provided name history record with historical Compustat identifying information. Size = the natural logarithm of TA. Does anyone know where I can find the meaning of this 3-digit code. Customer Name (COMPUSTAT Business Information Files) 59 Customer Revenues (COMPUSTAT Business Information Files) 61 Customer Type (COMPUSTAT Business Information Files) 62 Customer Type Classifications 62 CUSIP Issue Number and Check Digit (COMPUSTAT Business Information Files) 62 CUSIP Issuer Code (COMPUSTAT Business Information Files) 63 Jan 3, 2023 · The github repo includes a file, “COMPUSTAT Variable Names. Name & Address File 7 Perm Number/CUSIP Cross Reference File 7 Trends & Projections 7 Value/Growth File 7 Compustat Prices, Dividends and Earnings (PDE) File 7 Compustat Prices, Dividends and Earnings (PDE) Research File 8 Compustat Bank 8 Compustat Utility 8 Sources of Data 9 Compustat Documentation 10 What’s in this Guide? 10 Standard Industrial Classification (SIC) names that correspond to the SIC variables included on the COMPUSTAT Business Information – Segment NAICS file. • The example program below may be used to extract variables from COMPUSTAT or other data files on WRDS. Their new corresponding mnemonics in the Xpressfeed inputs are SPEQA/SPEQQ, and SPNOA/SPNOQ. The Reference File of NAICS Codes provides a source for the North American Industry Classification System (NAICS) codes and a textual description of each code included on the COMPUSTAT Business Jan 2, 2020 · This section describes the CRSP Link and Compustat variables and structures supported by the CRSP/Compustat Merged database. As on other WRDS pages you can use “Ctrl-F” to search for specific word. Compustat Big4 an indicator variable coded one if the firm engages a Big 4 auditor in year t, and zero otherwise. Excel or other. For data item descriptions and usage of the Compustat data files, variable names and codes, refer to the Compustat® User’s Guide and the Compustat® Technical Guide, distributed exclusively by Standard & Poor’s Institutional Market Services. g. • You may copy the code into SAS. Compustat Stock exchange codes: the list is a Compustat list of (historical) international stock exchange codes. 5-turbo to generate descriptive names and acronyms for financial signals Standard Industrial Classification (SIC) names that correspond to the SIC variables included on the COMPUSTAT Business Information – Segment NAICS file. )? CRSP/Compustat Merged Database – Release Notes – 2023 – 06 – Monthly: Download: CRSP/Compustat Merged Database – Release Notes – 2023 – 07 – Quarterly: Download: CRSP/Compustat Merged Database – Release Notes – 2023 – 10 – Quarterly: Download: CRSP/Compustat Merged Database – Release Notes – 2023 – 07 – Monthly Translating Financial Statement Variables Into COMPUSTAT Data Items: Financial Statement Variable: COMPUSTAT Data Number: Long Term Debt: DATA9: Property Plant and Equipment (PPE): Wrong Sign! DATA30: Current Portion of Long Term Debt: DATA44: Sale of Property Plant and Equipment. For example, CUSIP refers to the CUSIP Agency identifier, while Variables compustat - Free download as PDF File (. Compustat Execucomp is introduced, with a discussion of the: Data, including details about coverage, where the data is sourced from, and the different datasets that make up Execucomp; Compensation items, including total compensation, cash compensation, and stock & option compensation For example, if you are merging annual data from Compustat with monthly data from CRSP, first extract the year variable from the date variables in the CRSP dataset. Conditional Statements (Optional): Use to limit output data by specific criteria. Apr 2, 2012 · Variable Description Source Automate an indicator variable coded one if the firm is in an automate industry IT role, and zero otherwise. reg marketcap_end96 data12 begin_asset96 acq_cash_assets i. 80 4 days ago · This Python script processes the COMPUSTAT variables and generates meaningful names for financial signals: Connects to OpenAI's API (requires API key) Loads COMPUSTAT variable dictionary from compustat_variable_dictionary. This section describes the CRSP Link and Compustat variables and structures supported by the CRSP/Compustat Merged database. Treasury Bill K Federal Home Loan Bank L Federal Home Loan Mortgage Corporation (FHLMC) debenture variable name type format label variable label-----cod byte %34. 0g codlbl Expanded assignment code for PDP data cod_fix int %77. o For instance, company AMR Corp (entity_id = 100004) has one outstanding issue “US$100 mil 9. There is also the Complete Financial Statements form under Compustat Tools. csv; Uses GPT-3. Fortunately, a curated matching table on WRDS allows us to merge CRSP and Compustat, so we create a connection to the CRSP-Compustat Merged table (provided by CRSP). 0g New PDPASS standard_name str150 %150s standardized assignee name and hence the dataset name Issue/Maturity. This document contains a list of over 200 variable names along with their data types and descriptions. Data preparation. 18 Jan 12, 2018 · I have the above data in a table in SAS; there are a total of 441 unique observations. . Fortunately, a curated matching table on WRDS allows us to merge CRSP and Compustat, so we create a connection to the CRSP-Compustat Merged table (provided by variable name type format label variable label-----cod byte %34. e. 0g New PDPASS standard_name str150 %150s standardized assignee name • Linked patent-Compustat data from the NBER Patent Data Project, which covers only patents granted by 2006. Variable Name Definition Age Number of years since CRSP listing (Source: CRSP) Valuation Market Cap/GDP Market Cap divided by GDP (series GDPA from the U. Will you need to filter by country for your research? Step-by-step instructions are provided. Nov 1, 2018 · According to Casey et al. You switched accounts on another tab or window. StdROA = May 16, 2019 · Compustat has upgraded to XpressFeed (2008). Retrieve and process data from WRDS Compustat Annual. prefixes to variable names to feed For COMPUSTAT data files, the series variable names are constructed by concatenating the name of the data array DATA and the column number containing the required information. In some rare instances, CRSP must provide a different name from Compustat’s in order to maintain uniqueness across the Compustat data groups and all CRSP products supported by CRSPAccess. NAICS2002), or it is the most recent NAICS classification for that year (e. txt) or read online for free. CRSPAccess Description Dec 10, 2024 · Compustat Translation table: file lists old codes for the data variables from the legacy versions (FTP) of Compustat databases and matches them to the new names for these variables. The variables relate to financial reporting concepts such as assets, liabilities, equity, income, expenses and other accounting items. 7 Quarterly COMPUSTAT Data Files. The relevant variables include Compustat firm ID (gvkey), firm name, firm website. Match the variable names in both datasets. The linking table contains links between CRSP and Compustat identifiers from various approaches. non-FIRE companies between 1987 Customer Identifier (COMPUSTAT Business Information Files) 58 Customer Name (COMPUSTAT Business Information Files) 58 Customer Revenues (COMPUSTAT Business Information Files) 59 Customer Type (COMPUSTAT Business Information Files) 60 Customer Type Classifications 60 CUSIP Issue Number and Check Digit (COMPUSTAT Business Information Files) 60 Hi Everyone. Treasury Note I U. Sep 2, 2018 · * Some bogus regressions using firm's end-of-year market capitalization (in $1996 constant dollars) on some variables I had handy. Series names are internally constructed from the data array names documented in the COMPUSTAT manual. Our key variables are invest-ment, cash ows, and Tobin’s Q, which we construct following standard approaches to Compustat data in the literature. This gives the Mar 17, 2015 · I encountered a problem today: I had to calculate market value of equity. However, they can be easily changed to match variable names from any other database. So, if the year variable is named fyear in the Compustat dataset, rename the year variable as fyear in the CRSP dataset as well. , the extent to which the extraction is manual versus automated), the auditor variable has a high potential for miscoding in some circumstances. Step 3: Query / Choose Variables: Select data items for output report. Supporting over 75,000 commercial, academic, and government users at 500+ institutions in 37 countries, Wharton Research Data Services (WRDS) is the global gold standard in data management, innovative tools, analytics, and research services — all backed by the credibility and leadership of the Wharton School. Available at this web site are: (1) AMADEUS, which includes over 5,000,000 European private and public companies, (2) BankScope, which has financial data on 13,000 banks worldwide, and (3) OSIRIS with financial data on over 38,000 globally listed companies. MV2 = MKVALTQ Example 12. Does anyone know if the NAICS code used in Compustat to identify industry code is based on the 2002 definition (i. August 2, 2002 iii ALPHA Calculation. Please be sure to modify the program (e. How to identify if a variable has header data Check database documentation (data manual) Run an example of several companies where the variable chosen should have changed Headquarters example: Boeing changed their headquarters from Seattle to Chicago in the early 2000s. Feb 21, 2014 · Selecting the Variable Descriptions link at the top of the request online form gives an alphabetic list of these variable (item) names and their descriptions (see screenshot). WRDS; compa; {LIBRARY}. You signed in with another tab or window. variable name type format label variable label-----cod byte %34. Our time variable is the Compustat variable fyear and our rm identi er is the Compustat variable gvkey. However, as can be seen above, my code consists of 3 digits. Jan 2, 2020 · Thank you for your response. • Text in green in the document below indicates comments and will not be executed by SAS. Names in parentheses are wrds variable names. I want to use GKVEY and FILEYEAR (table variables), matched to gvkey and datadate (COMPUSTAT variables), to pull other information (e. Select compression type,or date format We first create the total accruals from accounting variables. • Linked patent-CRSP data from Kogan et al. CRSP uses permno for stocks, while Compustat uses gvkey to identify firms. It looks like this in my dataset:. The old variable names in the index fundamental data period details structure are pctrep and numcomp. yeara i. do replicates the selection of the sample. Compustat's documentation indicates that this code runs from 0 to 20. Missing values use four codes. It also offers an even larger number of supplemental data items for more than 47,000 active and 37,000 inactive companies. We consider only rms with headquarters located in the United States (Compustat variable LOC is \USA"). name. Crsp/Compustat mergeD Database guiDe • page 1 ChAPTER 1: DATA DEfInITIOnS This section describes the CRSP Link and Compustat variables and structures supported by the CRSP/Compustat Merged database. pdf), Text File (. CHE, AT, etc. • Compustat North America. Apr 18, 2024 · Screening Variables: Review output format for a number of pre-selected variables. • SDC Platinum. Unfortunately, CRSP and Compustat use different keys to identify stocks and firms. We use the Compustat variable names. These names include variable names, parameter names, subroutine names, subprogram names, function names, library names, and keywords. On Compustat Quarterly I found three variables that seemed to be what I need: PRCCQ, CSHOQ, and MKVALTQ. We also create the two-digits SIC industry codes. Coverage: 93% or 652,772 of 701,435 of all lender-facility observations in which DealScan loans were issued by U. {COMPANY_TABLE} table and adds a. sic2 * omitted year==1996; omitted sic2 = 35 (Computer Hardware) * data12 was sales under old Compustat variable names Source | SS df MS Number of obs = 13,610 -----+----- F(16, 13593) = 678. You signed out in another tab or window. Treasury Bond J U. With historical data for North America as far back as 1950 and point-in-time snapshots beginning in 1987, Compustat provides you with insight into company financial performance across many different economic cycles not available anywhere else. (2016), Compustat's data collection efforts include extraction of information from the financial statement notes. Data G Convertible preferred H U. Compustat variables names are shown in all capital letters. 0g New PDPASS standard_name str150 %150s standardized assignee name Documentation on COMPUTER Data Variable Name Variable Description Annual Financial Data Financial Performance Measures ROS annual return on sales (net income / revenues) ROA annual return on assets We use cookies to improve security, personalize the user experience, enhance our marketing activities (including cooperating with our marketing Jul 17, 2023 · • All names that occur within CRSP’s FORTRAN-95 and C sample programs and include files are printed using a con-stant-width, Courier font. The Reference File of NAICS Codes provides a source for the North American Industry Classification System (NAICS) codes and a textual description of each code included on the COMPUSTAT Business contains 263101 observations from 24412 rms. Supplementary CRSP Variable/Construct Data Item(s) Data Source(s) Book Value on Equity PRCC_C∗CSHO PRCC_C: CRSP/Annual Update/CRSP/Compustat Merged/Fundamental Annual/Supplemental Data Items CSHO: CRSP/Annual Update/CRSP/Compustat Merged/Fundamental Annual /Miscellaneous Items CAPEX CAPX CAPX: Compustat/Fundamentals/Cash Flow Items Capital Intensity CAPX AT Oct 29, 2024 · CRSP/COMPUSTAT MERGED DATABASE GUIDE: FOR SAS, ASCII & R PAGE 6 COLUMN HEADER ITEM NAME ITEM DESCRIPTION FileSASName File SAS Name File name with . Compustat Financials includes: the November 2007 cut of the CRSP/Compustat database that were not populated are now populated in the December 2007 cut. Audit Analytics Breach an indicator variable coded one if the firm reports a data breach in Merging CRSP with Compustat. Home - COMPUSTAT - Manuals and Overviews - North America - Variable Translations [direct link WRDS Compustat manuals and overviews, requires WRDS access] Files can be linked with this table using the variables RSSD (the FDIC and FED identifier), companyid or ultimateparentid (the DealScan identifiers), plus the year variable for all files involved. Avoid using the words ratio and difference in the name. For complete definitions, codes, and formulas for Compustat items, see the documentation and resources provided to you by Compustat. dat extension FileColumnCnt File Column Count Number of columns in the file – includes keys and data columns Series names are internally constructed from the data array names documented in the COMPUSTAT manual. a. No further definition is provided in this guide except clarification on mnemonics and usage for a data item that may be used differently by Compustat in different files. Compustat’s data only shows Chicago. For example, for quarterly files the common stock data is in column 56. Unless otherwise noted, data are from the Compustat’s Fundamentals Annual data on wrds. , library names, variable names, GVKEY’s) according to your needs. Dataset List: Bureau van Dijk (BVD) Bureau van Dijk Electronic Publishing provides an extensive suite of financial databases. Reload to refresh your session. On CRSP, I found two variables: PRC and SHROUT. 75% nts due 03/15/2000” (instr_id = 77614) reported long term rating of Dec 8, 2023 · CRSP item names match the Compustat mnemonic names wherever possible. This example shows how to extract data from a 48-quarter Compustat Database File. NAICS2007 for 2007-2011, NAICS2012 fir 2012-2017 etc. In order to construct gure 1, we add to this baseline sample the Fama-French 49 industrial classi cation. The names of these variables are generated by concatenating the corresponding column numbers to the array name. For details of the mapping between old data variables and the new XpressFeed data variables, try: Company variable translation (excel file) from. Data Organization Begins with an overview of Compustat Global, highlighting the database's coverage and available variables. The variable [exchg] means exchange code. yxmdh ajsqpx csffd cefupiyl iyqhj msidao ujost uuwx pgkyfkp ljjj