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Data Sources


Overview

There are many data sources you can use when analyzing stocks. The differences between the data sources may be a cause for confusion to you and others reading your stock analysis. So it is essential that you understand and can explain any differences to others when necessary.

For example, earnings-per-share (EPS) may seem like a straight-forward measurement, but Value Line and Standard & Poor’s (S&P) Stock Reports define and calculate EPS differently which may (and probably will) result in different EPS numbers for the same company.

Some of the available data sources are easier to use than others and depending upon the tool you are using, such as the NAIC Investor's Toolkit, much of your information gathering effort can be reduced to a couple of seconds! This does not mean that the quickest option is the most efficient or best option for your individual or club stock selection process. Your decision of which data source to use may depend upon your club's or personal budget, needs, and wants.

For an investment club, a good practice would be for everyone to use the same data sources consistently when presenting stocks. This will ensure everyone is applying the same business rules when presenting candidate investments. This will make the decision-making process a lot simpler and avoid confusion.

Primary Data Sources

Data Source Differences

One of the primary reasons for differences between data sources is that the data was designed to accommodate the needs of the primary or majority consumer. For instance, the SEC requires all publicly held companies in the United States to file company reports according to "Generally Accepted Accounting Principles" (GAAP), and an investor may be more interested in calculations based upon GAAP, such as EPS excluding special items.

Features

The features we will compare include:
  • # of Companies - This is the latest number of companies that are covered by that data source.
  • Cost - The cost, if any, of the data source.
  • Financial Strength Indicator - Any quantitative measurement of financial quality that may be provided for reference when analyzing the stock.
  • Analyst Forecast - Earnings, sales, and/or price forecasts provided by financial analysts that are included with the data source.
  • Analyst Text - Commentary from an analyst on the prospects of the company.
  • Industry Comparison - Comparisons provided that highlight how this company compares to its competition.
  • Accessibility - How easy is the information to obtain and share with other members who may be interested. Is the information available in an electronic format or only paper.
Data Source
Features
# of CompaniesCost Financial Strength IndicatorAnalyst ForecastAnalyst TextIndustry ComparisonAccessibility
SEC Filings
1
Free
None
None
N
N
Online or in print from company or SEC website
S&P Stock Data Service
> 7,000
$25 / yr
S&P Quality Rank
EPS Analyst Consensus Estimates
N
N
Online data file for SSG program
S&P Stock Reports
> 3,000
Free
S&P Quality Rank
S&P STARS; 12-mo Target Price; FY EPS; EPS and P/E Analyst Consensus Estimates
Y
Y
Online through a broker or in print at library
Value Line
> 1,700
Paper – Free; Online - $538 / yr
Company’s Financial Strength
3-5 yr Target Price, Sales, Earnings, Per Share Ratios, Shares Outstanding, Gross Margin, Operating Margin, Net Profit, Working Capital, L-T Debt, ROC, ROE; FY-1 yr Quarterly Sales and Earnings and the other measures previously mentioned.
Y
N
Online for a fee from Value Line website or in print at library

Applied Business Rules

Depending upon the primary customer for a data source, there are different preferred methods to present financial data. The first consideration to understand is the differences between original and restated data.
  • Original data is as it was originally reported at the closing of the period for which the data applies.
  • Restated data (often referred to as "pro-forma" data) refers to data that has been retroactively altered to show what "might have been" had the company operated in the configuration it now operates; i.e., after spinning off a division or discontinuing the operation of a portion of the company. This data is an educated estimate of value to the analyst.
The second consideration is the difference between as reported and data that has been modified by the data provider.
  • As reported data is what the company reports at the end of a fiscal period. What may be confusing is that FASB (the Financial Accounting Standards Board - the private sector organization in charge of establishing standards of financial accounting and reporting) requires that companies alter their past reports to conform to the accounting practices that are currently imposed.
  • The data provider may modify data reported by a company to best suit its clientele. Two examples of modified data are "standardized" data and "normalized" data.
    • Standardized data has been modified by the provider to place income and expense items in common categories in order to permit meaningful comparisons between companies. Data "buried" in footnotes may be assigned to those categories as well.
    • Normalized data has been modified to exclude the effect of "non-recurring gains or losses“.
Data Source
Differences
Adjustment to Data
Sales
Bank Revenue
Pre-Tax Profit
EPS
Fiscal Year
Comments
SEC Filings
Orig
may be Rstd
AsRp
Can be Rstd
AsRp
User must sum Net Interest Income + Non-Interest Income and deduct Loan Loss Provision
Can be Rstd
AsRp
AsRp
Stdz
Bas
Shows Balance Sheet date; Does not set data year
"Old" Annual and Quarterly reports (whether paper or electronic) cannot be revised by the company to reflect stock splits after the date of the report.
S&P Stock Data Service
Orig
Stdz
Orig
Stdz
GROSS Interest Income + Fees and Commissions. Loan Loss Provision not deducted.
Orig
Stdz
Orig
Nmlz
generally Dil
FY ends Jan 1 - May 31 uses prior calendar year. FY ends Jun 1 –Dec 31 uses current calendar year as data year.
None
S&P Stock Reports
Orig
generally AsRp
Orig
generally AsRp
User must sum Net Interest Income + Tax Equiv. Adj. + Non-Interest Income and deduct Loan Loss Provision
Orig
generally AsRp
Orig Dil
Data year set as the year in which the fiscal year ends (current calendar year assigned)
None
Value Line
Orig
Nmlz
Orig
User must sum Net Interest Income + Non-Interest Income and deduct Loan Loss Provision
Not reported. Can be calculated.
Orig
Nmlz
generally Dil
FY ending Jan 1 – May 15 uses prior calendar year to assign data year. FY ends May 15 - Dec 31 uses current calendar year to assign data year
None
Please Note: 
Original (Orig). Data is the original numbers picked up by the data source; not changed with later reports.

Restated (Rstd). Data from prior years are restated from what was originally reported to show the effect of significant events such as an acquisition or divestiture.

As Reported (AsRp). Data is shown as the company shows on their financial statements.

Normalized (Nmlz). Company reported data might have been modified to remove the effect of pretax, non-recurring items. (Shown net of taxes.)

Standardized (Stdz). Company reported data might have been assigned to more generic categories to remove the effect of differing accounting practices followed by companies, especially within the same industry. This often includes data that had been footnoted. Most often applied to income and expense items.

Basic (Bas). EPS calculated as simple Net Income Available to Common Shareholders divided by the weighted average number of common shares outstanding. Basic EPS replaces "Primary EPS", which included effects of some common stock equivalents. Primary EPS is shown prior to Dec. 15, 1997

Diluted (Dil). Diluted EPS: Calculated as net income available for common shareholders plus adjustments for Common Stock Equivalents and other potentially dilutive securities, divided by the weighted average of common shares plus the weighted average of Common Stock Equivalents and other potentially dilutive securities. Diluted EPS replaces Fully Diluted EPS prior to Dec. 15, 1997. They both represent the maximum dilution however they are calculated somewhat differently due to changes in definitions. Companies are no longer exempt from reporting dilution based on the "3% materiality" rule and must report all dilution.

References

 




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Last Modified 2007-01-11

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