SPPR

Overview

Share Price And Price Relative Database

The Share Price and Price Relative (SPPR) data base is an historical record from December 1973 to present of ASX monthly share prices and calculated price relatives of all Australian listed and previously listed companies with fully paid shares.

For each company, the share price, dividends including franking credits, adjustments for share issues and reconstructions, number of shares on issue and price relatives are held on a monthly basis. Pertinent company name information is also supplied

Access database comprises three tables of Australian Data.

  1. Company - contains all company name, industry, list and delist dates and link information.
  2. Prices - contains monthly price and return records for each company, stored by both a company name segment identifier and a company group name code. The company group name code spans company name changes. The same codes are also present within company.
  3. Indices - contains copies of all indices. Like the company return data, these are in price relative format. All indices except the Risk Free index (13 Week Treasury Note rates) and the Equal-weighted index, are value-weighted company price relatives.

Annual Report Records Database

Access Database of Australian historical Balance Sheet Data

The Annual Report Record (ARR) data base is a historical record of the published annual accounts of Australian listed companies. All significant Balance Sheet and Profit and Loss data is recorded for each company. This is the most comprehensive summary of Australian corporate financial data available to 1995. It is useful for a variety of purposes including equity selection for portfolio management and time series and cross-sectional analysis of companies.

The ARR coverage begins in 1951 with approximately 200 companies to over 1000 by 1985. 750 were listed, including almost full coverage of the top 500 by market capitalisation. Up to 124 balance sheet and income statement items are extracted from each annual report. The ARR retains delisted companies and covers an extended time period to allow pure and applied research to be carried out. The file has been maintained by trained research staff within CRIF up to December 1985.

Access database comprises two tables of Australian Data.

  • Company - contains all company name, industry, list and delist dates and link information.
  • Annual Report Records - annual report records for each company, stored by both a company name segment identifier and a company group name code. The company group name code spans company name changes. The same codes are also present within company.

Location

The SPPR databases are accessible from PCs in the Research Data Laboratory (Room 3.08, Level 3, Spot Building ) accessible by faculty and postgraduate students.