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DATABASES in Accounting and Finance IMTRIF 24.1.2012 Jaakko Tyynelä

DATABASES in Accounting and Finance IMTRIF 24.1.2012 Jaakko Tyynelä. Structure of this lecture. Databases for financial statements stock markets Other databases Guidelines and terms for using the databases. Databases for financial statements. ETLA’s database (TE 500)

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DATABASES in Accounting and Finance IMTRIF 24.1.2012 Jaakko Tyynelä

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  1. DATABASES in Accounting and Finance IMTRIF 24.1.2012Jaakko Tyynelä

  2. Structure of this lecture • Databases for • financial statements • stock markets • Other databases • Guidelines and terms for using the databases IMTRIF 24.1.2012 Jaakko Tyynelä

  3. Databases for financial statements ETLA’s database (TE 500) • more than 500 biggest Finnish companies • period 1986-2010 • adjusted financial statements • a lot of ratios • long time-period IMTRIF 24.1.2012 Jaakko Tyynelä

  4. Databases for financial statements Voitto+ • almost 173.000 active and about 7.700 non-active Finnish companies • 5 latest fiscal years in online version • historical data from early 1990’s • some ratios • contact details • a big amount of companies, easy to use • access in class rooms IMTRIF 24.1.2012 Jaakko Tyynelä

  5. Voitto+ IMTRIF 24.1.2012 Jaakko Tyynelä

  6. Voitto+ IMTRIF 24.1.2012 Jaakko Tyynelä

  7. Databases for financial statements Annual reports for listed companies • annual reports can be found from Aalto University’s server up to about 2008 (see link on our web page) • old annual reports, contact advising assistant • In annual reports there are many additional numbers compared to ready-made databases • also information in text format IMTRIF 24.1.2012 Jaakko Tyynelä

  8. Annual reports IMTRIF 24.1.2012 Jaakko Tyynelä

  9. Annual reports IMTRIF 24.1.2012 Jaakko Tyynelä

  10. Databases for financial statements Thomson Reuters Large collection of data for financial statements and also some market data. Several databases, e.g.: • Worldscope • I/B/E/S History IMTRIF 24.1.2012 Jaakko Tyynelä

  11. Worldscope Worldscope • provides annual and interim/quarterly data, detailed historical financial statement content, per share data, calculated ratios, pricing and textual information • 57,000 companies with up to 20 years of historical data available • world’s leading public and private companies represents over 95% of global market value IMTRIF 24.1.2012 Jaakko Tyynelä

  12. I/B/E/S History Thomson Reuters I/B/E/S •  I/B/E/S provides detailed and consensus estimates • GAAP and pro-forma EPS, revenue/sales, net income, pre-tax profit and operating profit, and price targets and recommendations • Over 60.000 companies in 67 countries • US data from 1976, international data from 1987 IMTRIF 24.1.2012 Jaakko Tyynelä

  13. Orbis Europe Orbis Europe • Orbis covers around 46 million European companies • Company financials in a standard format • Financial strength indicators • Directors and contacts • Original filings/images • Stock data for listed companies • Detailed corporate structures • Business and company-related news • M&A deals and rumours IMTRIF 24.1.2012 Jaakko Tyynelä

  14. Audit Analytics Audit Analytics • Audit Analytics provides detailed research on over 20,000 public companies and more than 1,500 accounting firms • US firms • data source for tracking and analysis of public company disclosures related to the audit, compliance, governance, corporate actions and federal litigation. • Data from year 2000 IMTRIF 24.1.2012 Jaakko Tyynelä

  15. Databases for stock markets End of a day data for Helsinki Stock Exchange • Close, high, low, bid and ask price for each day • Volume (shares traded and euros) for each day • period 1987-2010 (2011) • Stocks, warrants, subscription rights… IMTRIF 24.1.2012 Jaakko Tyynelä

  16. Databases for stock markets Intradaily data for Helsinki Stock Exchange • All trades made at the HSE • price, volume, time, broker code • period 1987-2010 (2011) • Stocks, warrants, subscription rights… IMTRIF 24.1.2012 Jaakko Tyynelä

  17. Databases for stock markets Stock market announcements • All official announcements given by listed firms and HSE • E.g. interim reports, share issues, splits, co-operation negotiations, corporate acquisitions, big orders… • From july 1992 to 2010 (2011) IMTRIF 24.1.2012 Jaakko Tyynelä

  18. Other databases Datastream • Up to 50 years of history on many series • Over 6,5 million global financial instruments and indicators • over 85.000 active and 80.000 inactive securities • Covering 175 countries in 60 global markets • Totaling over 140 million time series • Equities, equity indices, unit trusts, bonds, bond indices, exchange rates, interest rates, futures, options… IMTRIF 24.1.2012 Jaakko Tyynelä

  19. Other databases Global Financial Data • Long time-series around the world • Equity indices, commodities, economic data… • More than 200 global markets • Coverage back to year 1265! IMTRIF 24.1.2012 Jaakko Tyynelä

  20. Other databases Nordpool’s database • Nord Pool Spot runs the leading power market in Europe • Nordpool’s database provides a wide selection of time-series IMTRIF 24.1.2012 Jaakko Tyynelä

  21. Other databases ETLA’s macroeconomic database • Over 40.000 numerical time-series from Finland and other countries • Nowadays almost replaced by Datastream IMTRIF 24.1.2012 Jaakko Tyynelä

  22. Other databases Thomson Reuters Deals • Mergers and Acquisitions More than 400,000 Global Transactions since 1977 • Equity More than 80,000 Global Transactions since 1970 • Fixed Income More than 260,000 Global Transactions since 1970 • Syndicated Loans More than 92,000 Global Transactions since 1982 • Project Finance More than 3,800 Global Transactions since 1990 IMTRIF 24.1.2012 Jaakko Tyynelä

  23. Other databases Bankscope • Global database of banks’ financial statements, ratings and intelligence • 30.000 banks, 16 years of detailed accounts • Detailed financials, interim data, ratings, stock data for listed banks, directors, news, M&A deals IMTRIF 24.1.2012 Jaakko Tyynelä

  24. How to use the databases? • Only for researchers and students of accounting and finance in University of Vaasa. For non-commercial use only. • Students have direct access to Voitto+, Orbis and Bankscope • Other databases: • Data request to Jaakko Tyynelä • Send email or visit at office hour (wed 9.30-10.30) • Decide variables and time period • See pages http://lipas.uwasa.fi/~jaty/dbases.html • You can get the data using email, USB stick, CD… • You must prepare to wait for one week! IMTRIF 24.1.2012 Jaakko Tyynelä

  25. See web pagehttp://lipas.uwasa.fi/~jaty/dbases.html IMTRIF 24.1.2012 Jaakko Tyynelä

  26. Links to free databases IMTRIF 24.1.2012 Jaakko Tyynelä

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