Dataframe: P01:compustat - Compustat Fundamentals

Dataframe: P01:compustat - Compustat Fundamentals#

Annual accounting data from Compustat including book equity components (seq, ceq, at, lt, pstk, txditc). Contains 593K records for 46,655 unique firms from 1950-2026.

DataFrame Glimpse#

Rows: 595360
Columns: 22
$ gvkey                      <str> '370994'
$ datadate          <datetime[ns]> 2024-12-31 00:00:00
$ at                         <f64> 4772.024
$ lt                         <f64> 4371.585
$ sale                       <f64> 1182.783
$ cogs                       <f64> 631.295
$ xsga                       <f64> 78.52
$ xint                       <f64> None
$ pstkl                      <f64> 0.0
$ txditc                     <f64> None
$ pstkrv                     <f64> 0.0
$ seq                        <f64> 381.906
$ pstk                       <f64> 0.0
$ ceq                        <f64> 381.906
$ ni                         <f64> 127.893
$ sich                       <i64> None
$ dp                         <f64> 26.652
$ ebit                       <f64> 446.316
$ csho                       <f64> 789.269
$ prcc_f                     <f64> None
$ year                       <i32> 2024
$ __index_level_0__          <i64> 95359


Dataframe Manifest#

Dataframe Name

Compustat Fundamentals

Dataframe ID

compustat

Data Sources

Compustat

Data Providers

WRDS

Links to Providers

https://wrds-www.wharton.upenn.edu/

Topic Tags

Accounting Data, Book Equity, Compustat

Type of Data Access

S,u,b,s,c,r,i,p,t,i,o,n, ,(,W,R,D,S,)

How is data pulled?

WRDS Python API

Data available up to (min)

2026-01-31 00:00:00

Data available up to (max)

2026-02-28 00:00:00

Dataframe Path

C:\Users\Zara\Documents\GitHub\FINM-Winter\full-stack-quant\p01_kelly_pruitt_2013_data\Compustat.parquet

Download Data as Parquet

Parquet

Download Data as Excel

Excel

Linked Charts

P01:compustat_coverage

Pipeline Manifest#

Pipeline Name

Market Expectations in the Cross-Section of Present Values

Pipeline ID

P01

Lead Pipeline Developer

Zara and Dylan

Contributors

Zara, Dylan

Git Repo URL

zaranip/p01_kelly_pruitt_2013

Pipeline Web Page

Pipeline Web Page

Date of Last Code Update

2026-03-05 23:55:41

OS Compatibility

Linked Dataframes

P01:crsp_monthly_stock
P01:crsp_market_returns
P01:compustat
P01:ccm_link
P01:ken_french_ff_factors
P01:ken_french_25_portfolios