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I'm looking for financial data sets of private companies that state their annual revenue, market value..etc. I'm doing so to be able to research their revenue vs their purchase history from us so I can build a predictive model.
Not sure if this is what you're looking for. But if by purchase history you mean acquisitions or merger, you could have a look at crunchbase.
They will show an overview about acquisitions and known details such as acquisition price.
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