Fundamental Data for ASX: sourcing, screening, backtesting

[maxshram]

As many on this forum, I am trying to enhance my work with fundamental data of ASX listed companies (read: avoid the bloody manual work). However, I could not find a single thread, dealing with the issue of sourcing, screening, backtesting of ASX fundamental data. Instead there are numerous threads with different software/data solutions mentioned, which I think might be useful to store in one place. So here is my summary:

Relevant solutions:
http://asxiq.com - fundamental data screener with a set of fundamental ratios (ROE, ROA, PE etc.). Free of charge as of december 2011
http://markets.ft.com/screener/customScreen.asp - Ft.com provides a fundamental screener (several dozens of fundamental ratios) + allows to browse up to 5 years of pretty detailed fundamental data. Free of charge
http://www.aspecthuntley.com.au - fundamental data available (detailed balance sheets, major P&L, major Cash Flow for 10 years). There are screener and alerting features + nice pdf reporting feature and others. Free trial available. Subscriptions from 280 to 340 AUD /year
http://www.sharefilter.com - stock screener with a fundamental screen. Around 10 fundamental ratios (PE, EPS, EBITDA etc.) for screening. Partly free (only 3 first results are displayed). 197 AUD / year.
http://www.stockscan.com.au - very basic fundamental screener (couple of ratios). Allows backtesting. Partly free. Subscriptions from 100 to 1000 AUD.
http://www.lincolnindicators.com.au/StockMarketSoftware - Stock Doctor. 700 - 1800 AUD / year. Haven't tried it. Here are some comments from other members of the forum. Also here regarding backtesting of fundamental data.

Relevant forum threads:

Fundamental data for Australia?
Backtesting of Fundamental Data
Websites for fundamental analysis data
Free site for ASX stock screener?


If there are some other useful sources of fundamental data, please post in this thread.

Best regards,
Maxim

 

[maxshram]

In addition, here are some useful resources for fundamental research:

Directors connections

http://www.plugger.com.au/boardroom_connections/

Company info

http://www.asx.com.au/research/companies/index.htm
http://www.moneysmart.gov.au/tools-and-resources/check-asic-lists?referrer=fido.gov.au

Dividends

http://www.brr.com.au/partner/asx/calendar/2011/12

 

[Neural]

I know this thread is old but if people are interested in buying some historical data with stuff like PE Ratio, EPS, Dividends etc... we can get together a group of us and obviously save quite a bit of coin.

If we get 5 or so people the data should be sufficiently cheap that there should be no reason why we wouldn't do it!

 

[burrow]

Still can't find a chart for historic P/E range. Yahoo Finance used to do it for ASX stocks and lots of options for US shares, but where do I access info on a company's current P/E relative to its historical P/E range?

Cheers,

Burrow.

 

[lclfze]

Still can't find a chart for historic P/E range. Yahoo Finance used to do it for ASX stocks and lots of options for US shares, but where do I access info on a company's current P/E relative to its historical P/E range?

Morningstar has 10 years of historical P/E for a stock. See example at http://i802.photobucket.com/albums/yy310/sgrkbfiv/historicalPE_zps94f35d2c.jpg

I have Morningstar Premium (paid) but I think this might be available on free accounts.

The two figures which you might find useful are:

Average annual P/E ratio
Calculated on the basis of monthly closing prices and gives an indication of the company's P/E over time. It
is measured by dividing the monthly closing share price for that year by earnings per share.
Average annual P/E ratios can provide a useful benchmark for comparing the company's current P/E ratio.
Companies which are selling for much more than their historical P/E could be overvalued. It is important to
bear in mind, however, that other factors can influence the level of P/E ratios. In the current low interest rate
environment, for example, higher P/E ratios can be sustained.

Relative P/E Ratio
A comparison of the company's average P/E ratio with the market's P/E ratio. It is measured by dividing the
average P/E for the year by the average P/E for the All Ordinaries Index.
This is a further useful check on P/Es when used in conjunction with average P/Es. Overall P/Es will vary
over time, particularly with movements in interest rates. Using the relative ratio helps to adjust for these
overall factors which influence all companies. ​

You might also be interested in Market average P/E
http://www.afrsmartinvestor.com.au/share_table/
Look for Average P/E ratios and average dividend yield
Monthly back to January 2000.
CSV or XLS (not sure what the XLS is, but my Excel 2010 says it is not XLS but proceeds to open it anyway).

Reserve Bank has 3 years of monthly data and then back another 2 years or so with June figures.
http://www.rba.gov.au/statistics/by-subject.html
Look for Australian Share Market - F7 [PDF]
It's only in PDF unfortunately.

 

[noviceinvestor]

I know this thread is old but if people are interested in buying some historical data with stuff like PE Ratio, EPS, Dividends etc... we can get together a group of us and obviously save quite a bit of coin.

If we get 5 or so people the data should be sufficiently cheap that there should be no reason why we wouldn't do it!

Hi mate,

I would be very much interested in doing this. Let me know if you haven't found enough people and there still is a spot?