Using Company and Index Data
1. Key Identifiers
Company and Index data provided by Compustat share some common data items, however, applicable header data and keysets are different. If data not applicable to the key type is selected, all missing values will be reported. Key options are provided to make it easy to select data of only one type. /ky gvkey accesses company data and /ky gvkeyx accesses index data. /ky ccmid can be used for either company or index data. All other keys will find company data.
2. Data Groups
Data groups /in and /ih, Index header and S&P Index header respectively, contain data for indexes only. Company and security data groups contain no data for indexes.
Annual and quarterly groups, including period descriptors, contain items available for both companies and indexes. If a keyset 1 is available for an item, it represents company data. If keyset 0 is available, it represents index data.