Most of this information is in the public domain, and it should be fairly easy to collect for most markets. In the US, public companies need to file data via the SEC and this data is freely available at the SEC web site (http://www.sec.gov). You will also find a number of services that hold much of this information, in an analysed format. An example is Hoovers, at http://www.hoovers.com.

In many countries there is a legal obligation to file this kind of information even for private companies. In most of Europe, for example, annual sales and number of employees can be found in the company accounts of all but the smallest businesses. A source to find the company registries for many countries in Europe is the European Business Register at http://www.ebr.org. This holds links to the registries for Austria, Belgium, Denmark, Finland, France, Greece, Italy, Norway, Sweden, Latvia, Germany (although German data is generally poor). The UK registry is held at http://www.companies-house.gov.uk.

Even where such information is not available from company registries, company information agencies such as Dun & Bradstreet usually obtain such data as part of their overall business reporting operations. Thus D&B reports typically include year established, number of employees, annual sales over 3 years (allowing you to get a growth rate) and more. An excellent general resource that combines a number of country services, including D&B, is Skyminder at http://www.skyminder.com.

Market share information will need to be calculated using knowledge of the total sales of all your competitors – although there are frequently detailed market and industry reports available which include estimates of total market size. From this, the market share of any individual company can often be estimated. Such reports are held in the major business libraries and can usually be purchased online from the producer. It is also possible to download selected parts from host database companies such as Factiva, Lexis-Nexis or Dialog.

The only questionable information from your list is budget information - which may be internal to the company and not readily available. (I'm assuming you mean internal departmental budgets or purchasing/investment budgets). It is sometimes possible to assess investment budgets by identifying purchases and investments over a fixed period using details held in the cash flow statements and balance sheets filed in the publicly available sources. You may also obtain this kind of information from primary research and direct competitor interviews, although you will need to be careful not to overstep ethical boundaries when conducting this kind of in-depth research.