Comprehensive Data

Be it financial statement items balance sheets, income statements, or cash flow reports valuations; ratios; market conditions institutional ownership, short interest, or insider ownership high, low, close, volume, and daily open pricing; or just basic macroeconomics information, Equities Lab has access to an enormous quantity of high-quality market data. The financial and price data comes from Morningstar, while the macroeconomic data comes from Quandl.

We have fields for a variety of data collected by Morningstar: Accrued Investment Income to Water Production, from Acquired In Process R&D to Write off and Write down. These more granular fields let you see what others cannot, and make more sense of the market.

Over 25 Years of Data

Our data changes daily, and covers each trading day from January 1, 1995 to present. Morningstar takes a few days to clean and process the data they get from the SEC, while they update the price data after the close of the market. Quandl updates and data vary based on the fields you choose.

Survivorship Bias Free Data

We have about 20,000 stocks in our database, of which almost half are delisted. We have them there so you can see how the defunct companies performed before their demise. On the other hand, we automatically limit the view in the screener to companies in which you can actually invest, which narrows us to about 3500 stocks. You can, of course, configure this.