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I am trying to build and validate a quantitative model to help me with stock selection, looking at valuation metrics (P/E, P/FCF, etc) as well as profitability metrics and historic price changes (to assess volatility, momentum, etc).
Is there a large publicly available dataset that covers these metrics over a sustained period (say, 10+ years) for a large sample of equities?
I’ve looked around and asked AI, which point towards a service called Sharadar, but that looks like an API, which since, but I’m curious if any ready made product exists to just download and play with in Excel or R. Appreciate any advice folks can offer.