WRDS Tutorial

WHARTON RESEARCH DATA SERVICES (WRDS) provides comprehensive sources of financial, accounting, economic, management, marketing, banking, and insurance data. The Boston University subscription includes the following datasets:

Audit Analytics
Compustat Global
Compustat North America
CRSP – Center for Research in Security Prices
CRSP/Compustat Merged
CRSP – Mutual Fund
CUSIP Master File
Eventus
I/B/E/S from Thomson Reuters
KLD
Thomson Reuters

WRDS FAQs

Below is a list of some commonly asked research questions:

How do I get access to WRDS?

Boston University students, faculty and staff may access WRDS.

Boston University doctoral students, master’s degree students, faculty and staff may access WRDS by either of the following two options:

  1. Click on this WRDS link in Pardee Library: http://wrds-web.wharton.upenn.edu/wrds/connect. (Link only accessible in Pardee Library)Then enter your BU email address in the “Enter Your Email Address” box and click on the “Sign In” button. WRDS will then send an email message to your email account to verify that the account is valid.This email will contain an “Access Pass” link which you can click on to get direct access into WRDS. The link is valid for a one day pass to WRDS and can only be accessed in Pardee Library.
  2. Request a WRDS account. Click on this WRDS link: http://wrds-web.wharton.upenn.edu/wrds/?register=1
    Under the Register tab, select Boston University from the list of institutions. Select the account type and enter a Boston University email address and a username.

Boston University undergraduate students may access WRDS by clicking on this WRDS link in Pardee Library:

  1. Click on this WRDS link in Pardee Library: http://wrds-web.wharton.upenn.edu/wrds/connect. (Link only accessible in Pardee Library)Then enter your BU email address in the “Enter Your Email Address” box and click on the “Sign In” button. WRDS will then send an email message to your email account to verify that the account is valid.This email will contain an “Access Pass” link which you can click on to get direct access into WRDS. The link is valid for a one day pass to WRDS and can only be accessed in Pardee Library.

Where can I find historical betas for companies?

See our Beta Tutorial to learn how to find historical betas for a company using CRSP.

Where can I find historical stock prices?

From the CRSP database choose either the monthly stocks or daily stocks data file.

Once in the Daily/Monthly Stock File fill out the template.

  1. Select your date range.
  2. Search the dataset by ticker.
  3. Manually enter the ticker symbol.
  4. Select the identifying information (either company name or ticker).
  5. Stock price is available through time series information.
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  6. Select the time series variables that you would like to include in your search.
  7. Choose XML Excel Spreadsheet (*.xls) as the output format.

How can I find information on Mutual Funds?

From WRDS website choose CRSP Mutual Funds – Summary

1. Set your date range.
2. Choose the  format are you Mutual Fund Codes: Example, Fund NASDAQ Ticker.

Mutual Fund Code

3.  Choose Summary Period: Example, Annual.
4. Select the descriptive items you want in your search: Example, Fund Name, NASDAQ Ticker Symbol.

Fund Descriptive

5. Select Variable for Fund Summary: Example, Latest Month-end NAV.

Fund Summary

6. Select Capital Gains/Loses.
7. Select Asset Composition: Example, Common Stock.

Fund Asset Composition

8. Select Fund Style.
9. Select Fund Fees: Example, Expense Ratio as of Fiscal Year-end.

Fund Fees

10. Select query output: Example, Excel Spreadsheet.

 

Where can I find projected IBES estimates?

From the WRDS website choose the IBES dataset.

For adjusted data select “Detail” under “Detail History” and for unadjusted data (data not adjusted for stock splits) select “History” under “Unadjusted Detail.”

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Once in the Detail or History file fill out the template.

  1. Select your date range
  2. Search the dataset by official ticker.
  3. Manually enter the ticker symbol
  4. Select your earnings variables
  5. Under Forecast Period Indicator (FPI), select Fiscal Years 1-10 and Fiscal Year without an actual or >10 years in the future.wrds
  6. Select the identifying information (either company name or ticker).wrds
  7. Under “Other Variables” use selected defaults.
  8. Under “Output format” choose XML Excel Spreadsheet (*.xls)

Where can I find information on social ratings of companies?

You can find information on company social ratings through KLD Stats. KLD Stats is a statistical summary of KLD’s in-depth research available in ESG Manager on Campus (formerly known as Global Socrates) and KLD PASS.

To access a query form from the KLD Stats dataset choose Social Ratings (Full)

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  1. Choose your date range.wrds
  2. Search for company information by ticker symbol.
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  4. Select your variables (community, corporate governance, diversity, employee relations, etc) and chooseXML Excel spreadsheet as the query output.
  5. Click the submit button.

Where do I find information on compensation?

From the WRDS homepage choose Compustat scroll down to Execucomp. Choose annual compensation.

  1. Choose your date range
  2. Choose ticker symbol as your company code
  3. Enter the company ticker symbol
  4. Select your company information, include company name
  5. Select your executive information variables
  6. Select your compensation datawrds
  7. Select XML Excel Spreadsheet (*.xls) as query output

Where do I find information on insiders?

From the WRDS homepage choose Thomson Reuters and then insiders data.

Select Form 144 (Insider Filing – Form 144. Proposed Sale File).

  1. Select your date range
  2. Choose ticker symbol as your company code
  3. Enter the company ticker symbol
  4. Select you insider information
  5. Select your company information, include company name
  6. Select your transaction informationwrds
  7. Select XML Excel Spreadsheet (*.xls) as query output