Research Guides: Data Sciences and Analytics: Data and Statistics

Financial Data

Financial data is available from a variety of sources including websites and Library databases. The following are a list of recommended places to get started.

Library Databases

Bloomberg Professional This link opens in a new window
- Up-to-the-minute news and prices from financial markets around the world.
- Subjects include, equities, money markets, currencies, bonds, commodities, mortgage-backed securities, and derivatives.
- Access provided by Goodman School of Business, Brock University.
- Permitted Uses
Wharton Research Data Services (WRDS) This link opens in a new window
- Provides access to Compustat, CRSP, Datastream, Eventus, I/B/E/S, as well as other relevant business databases.
- Current faculty, staff and students can register for a 24 hour day pass or create an account. After registering with your Brock email, you will receive a confirmation email with a link and instructions.
- Please see our WRDS access guide for more information.
- Permitted Uses
Factiva This link opens in a new window
- A current international news database from Dow Jones which provides access to premium content from 200 countries, in 28 languages.
- Users have access to a wide range of information from newspapers, newswires, industry publications, websites, company reports, and more.
- Permitted Uses
Mergent Online This link opens in a new window
- Contains global business and financial data including company and industry profiles and annual reports.
- Coverage: Current plus up to 15 years of historical data.
- Permitted Uses
S&P Capital IQ This link opens in a new window
- Contains financial data, analytics and research.
- Combines deep information on companies, markets and people worldwide with robust tools for analysis, idea generation and workflow management.
- Covers equities, fixed income, capital structure, credit ratings, transactions, private equity, ownership, macroeconomics and commodities.
- NOTE: Brock students, faculty, and staff must register individually as a New User using their Brock University email address & follow the directions to complete self-registration.
- Permitted Uses
TSX-CFMRC This link opens in a new window
- Find daily and monthly stock market data (price, volume, return, dividends, etc.) for all common and non-common equities traded on the Toronto Stock Exchange (TSX).
- Includes selected time series data for t-bill rates, bond rates and foreign exchange rates.
- Coverage: Monthly Data (1949-present), Daily Data (1975-present)
- Permitted Uses

Public Websites

EDGAR (United States)
This site, developed by the U.S. Securities and Exchange Commission, provides free access to all available electronic filings (10-Ks, etc.) from 1994 onwards.
SEDAR
Search for official public securities documents for public companies listed in Canada. Document types include annual reports, directors' circular, proxy circulars, management discussion & analysis, and financial statements.
FRED: Federal Reserve Economic Data (St. Louis Fed)
Rates & Statistics (Bank of Canada)
Kenneth R. French Data Library (Dartmouth University)
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The data sets are compressed and downloadable as .zip files.
Damodaran's Data Page
A variety of datasets useful in corporate finance and valuation, as collected by Professor Damodaran at the NYU Stern School. Topics covered include: corporate governance, discount rate estimation (beta, equity risk premium), performance measures, capital structure, multiples, option pricing models, and more.