Early Retirement Extreme Forums

A quick question to forum members
I am looking for free historical stock market data. There are many options such as ADVFN or Yahoo, but each has their own limits and likely errors. A Bloomberg terminal might have everything, but it costs more than 20K a year ... I'd honestly be happy to get the stock price and quarterly+annual statements.
Are there any such websites / databases one can access for free / nominal amount? How user friendly are they and do they allow for convenient data exporting?
Thanks!

I don't have a definitive answer, but you could try https://www.quantopian.com/

If you want historical stock prices and quarterly/annual statements, why can't you just use Yahoo! Finance and EDGAR?

@akratic - thx - will check it out
@secret - I could, but it would be very labor intensive ....

Robert Shiller, who wrote two editions of the book "Irrational Exuberance", has stock market data including stock prices, dividends, earnings and the consumer price index from 1871 to the present on his Yale website.
http://www.econ.yale.edu/~shiller/data.htm
Just download the excel file.

you might try Damodaran: http://pages.stern.nyu.edu/~adamodar/Ne ... /data.html
standard financial metrics on ~40000 companies and he's been adding international coverage. the US data covers about 6000 companies and goes back to 2001.

@ bibacula - thx, Shiller has total market data, but not security specific data
@ebast - Damodaran is awesome, agreed, but I am looking for data extending a bit earlier than 2001 I'm a tough customer
Keep them coming! and THANKS

Have you looked at getting ahold of Valueline data (where he's getting the US data now)? I think for individuals it is something like $600, but you may be able to find libraries with it. I think that goes back to 1986 or so.
I know, I know.. NEED MORE DATA...