I am trying to use:
DateListPlot[FinancialData["GE", "Jan. 1, 2006","PERatio"]]
but it's not working. Any ideas?
The syntax is not correct. You may have noticed that FinancialData gives an error. That is because the date comes last:
FinancialData["GE", "PERatio", "Jan. 1, 2006"]
FinancialData returns Missing, meaning that no data exists for the PE ratio from that time.
You can sometimes get FinancialData from Wolfram|Alpha. See here for a tutorial: http://support.wolfram.com/kb/7357
Sometimes, you just can't get the financial data you want from free sources. This is why people pay for a bloomberg or reuters subscription.
Sorry. More accurately I meant that Yahoo, the provider of the free data isn't providing that data. They still sometimes provide data on their website that they won't provide through their services. Data licensing issues are complicated and annoying.
Thank you Sean.
I tried this, but it says data not available: WolframAlpha["Microsoft pe ratios 2011"]
Any other ideas before I look for an API somewhere else?
In the past I've had success with Quandl. There is a Mathematica package online for working with it, although it's fairly easy to use without it as well.