Conduct Accurate
Historical Fundamental Analysis

The world's leading quantitative researchers use Compustat Point-in-Time data for rigorous historical fundamental and backtesting analysis. Our accurate, comprehensive, and timely data provides a monthly snapshot of finalized company fundamentals and restatement history, and presents the data that was known to investors at a historical point in time, thus eliminating reporting lag assumptions. Realize greater control while performing historical quantitative analyses and long-term backtesting, specifically when focusing on between-period statistics, including sales growth, profitability growth, and sales momentum, or any four-quarter trailing calculations.

Key Advantages:

  • Eliminate survivorship and look-ahead biases to reliably recreate historical investment scenarios
  • Reduce time period discontinuities and intra-company, cross-sectional distortions that can result from quarterly data restatements
  • Determine the impact of market-moving preliminary data on your models
  • Accelerate research and evaluation of specific data points companies revise between the preliminary announcement and the subsequent SEC filing

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Coverage Stats

  • U.S. history from March 1987
  • Canadian history from March 1993
  • Over 25,000 North American companies
Who We Help