Can a data vendor's filer numbers tie at least 85% of our shares to their old company filings?
Study 26 · Changed a rule or plan · recorded 1 October 2026 · answer: Not at the size tested · full paper with figures
Correction, 1 October 2026. The outcome label now follows the study's value record, which counts this study as having changed a rule or a plan.
Correction, 15 October 2026. This text was written and reviewed after the study finished, in a catch-up of the earliest studies; the result, outcome and dates are unchanged.
The question
Six planned questions ask what company filings say about the companies behind our shares, and each needs every old filing tied to the right share. The regulator's current list of filers by share lies beyond our data boundary, so we ask whether a data vendor's filer numbers and the regulator's filing indexes for 2014 to 2022 can make the tie.
Rules fixed before the result
Before any filing index was read we fixed the shares studied, the two ways of matching, the three periods and the bars. The tie counted as working if at least 85% of shares matched, at least 80% in each period, and the two ways agreed on at least 95% of at least 200 shares; as working with gaps at 60% or more; and as not working below that. Five side checks were set, none deciding.
Data and method
No price or return was read. For each share we took the filer number the vendor lists and looked for at least one filing under it, dated inside the share's own years, in the regulator's 36 quarterly filing indexes for 2014 to 2022. As a check, we matched each share's company name against the filer names in the same indexes after standardising both: upper case, punctuation removed, and endings such as Inc, Corp and Holdings dropped.
Main estimate
0.515 fraction
What it changes
It changed the filing plans. The six questions about company filings are not planned on the vendor's filer numbers; each first needs another way of matching shares to filers, registered and tested on its own.
How it was made
Run took 22 minutes; independent code review: approve.
Fingerprints
plan fa00acf1df741c9f2dc9e8acd3a6591a2eebd2d697eeae23b05a9d35d8496e30 result not recorded
Exploratory work on development data; not a performance claim.