Siblis Research – Data Solutions for Modern Investors

Siblis Research Ltd is an enterprise-level data provider focusing on global equity valuation data.

We provide historical fundamental financial data on multiple markets around the world, including North American, European and Asian stock markets. Our data gathering methods and tools have allowed us to build an unique database with thousands of public corporations.

In addition to fundamental valuation data, we provide equity index specific data, including historical index constituent and weightings information.

In addition to our standard data subscriptions, we are also conducting custom data collection projects for our clients. Our team of data gathering professionals has years of experience with challenging research assignments that involve a lot of manual data validation. We are specialized in projects that are difficult to complete using automatic data scraping but require a considerable amount of labor-intensive data collection effort. The projects we are undertaking are ranging from a few hours of work to weeks of full-time research.

To learn more about how to outsource some of your data collection or research work to Siblis Research, don’t hesitate to be in touch so we can discuss more about our services.

We have put serious effort to ensure our datasets are presented in a simplest format possible without sacrificing the comprehensiveness of the data. Our datasets are subject to extensive quality control and multiple rounds of validation, both rule-based and manual checks.

Siblis Research was founded in January 2015. The company is based in Helsinki, Finland, with a data scraping and quality assurance team operating from Manila, the Philippines. We serve both individual investors and institutions and our data solutions are used by financial advisors and research departments around the globe. Contact us to find out more about our data collection and quality assurance methods.

Academic/working/white papers published utilizing our data:

More Stories of Unconventional Monetary Policy” by Evan Karson, and Christopher J. Neely
Federal Reserve Bank of St. Louis Working Paper, October 2020

Does Joining the S&P 500 Index Hurt Firms?” by Benjamin Bennett, René M. Stulz & Zexi Wang
National Bureau of Economic Research, NBER Working Paper Seriest, July 2020

Modern Portfolio Theory And The Efficient Markets Hypothesis” by Jim Fischer
12th Economics and Finance Conference, International Institute for Social and Economic Sciences, October 2019

S&P 500 Affiliation and Stock Price Informativeness” by Shinhua Liu
Journal of Behavioral Finance, October 2019

Es-CAPE Velocity: Value-Driven Sector Rotation” by Corey Hoffstein
Newfound Research, August 2019

Buy High and Sell Low with Index Funds” by Rob Arnott, Vitali Kalesnik & Lillian Wu
Research Affiliates, June 2018

Equity Valuation Science, Art, or Craft?” by Frank J. Fabozzi, Sergio M. Focardi & Caroline Jonas
CFA Institute Research Foundation Publications, December 2017, Volume 2017, Issue 4