Charter Oak Thomson Reuters Add-On Database

The Thomson Reuters Fundamentals is delivered in an XML format that while versatile to accommodate additional structures and data items, the format can be difficult and time consuming to abstract the values and create a functional research ready database.

Add-On Database

The Thomson Reuters Fundamentals Point in Time Add-On database is an inclusive global offering based upon what the market knew. Thus, analysis can reflect market reactions by back testing strategies utilizing the release date of companies' financials and its correlation to fluctuating stock prices.

Product Highlights

• Global Coverage.
• Annual and Quarterly Data.
• Integrated Preliminary and Finalized Data. See How the Data Appears.
• Daily frequency when statements were released to each company's perspective reporting agencies (i.e. for US companies, the day when the financials are filed with the SEC).
• Four different data collection models based upon Thomson Reuters company classification: Industry, Utility, Bank, and Insurance.
• Detailed data items specific to each company classification.
• Data changed by companies is captured from the Income Statement, Balance Sheet and Cash Flow Statement which allows the ability to back test strategies using a combination of sheets during the same time periods. See Why Data Changes.
• Time series of exchange rates.
• Daily Price Returns both including and excluding dividends and stockholder cash equivalent distributions.