Your topic is a tough one. There are no easy
nor quick answers on how to best research.

Attaining good factual data is challenging.
However, your greatest challenge is in making
good interpretations of that data.

You mention SEC filings. Those are critically
important. SEC filings will contain the most
truthful information. Nonetheless, do not
assume all you read in those filings, is true.
It is not uncommon for companies to practice
deceit in those filings, hoping to not be
reported and caught. Read _all_ SEC filings,
not just some. Read all of them. Takes hours
but will save you lots of money, or make you
lots of money.

Company sponsored news is a good source but
this type of news will almost always have
a positive spin. Company sponsored news is
often outright deceitful. Company news which
presents bad news as it truly is, indicates
a company prone to being truthful, thus a
possible "safer" investment.

Internet search engines are very useful. You
may run searches for news, articles, comments
and other information about a company. Those
engines also provide a method to find data
on individuals, as well. It is important to
find data on a CEO, on board directors or
other major players. You can look at their
background histories, track record and such.
This includes periodically finding actions
by the SEC or U.S. Attorney's office, against
some individuals involved in a company. Do
not dismiss lenders, consultants and others
like this. They are involved. Check them
carefully, even if they "seem" unimportant.

Fundamentals, company financial status, is
important for long term projections. Use of
technicals is somewhat better for short term
projections. You should use both, always.

Visit all message boards and read what others
are writing about a stock. Most messages are
mule manure, but you will find some sincere
messages offering good information.

Pay attention to world events, national events, and local events. Keep in touch
with those events which may affect a given
"sector" (specific industry). For example,
when oil prices rise, so do oil stock prices.

Collect all the data possible, regardless of
how insignificant. Read all that data to
generate a big picture. Compare data for
inconsistencies, you will find a lot of
this. Contradictory data is a warning.
Inconsistencies means written statements
which contradict other statements. Many
companies use Slippery Semantics to hype
you. However, they often fail to keep
track of what has been written before.

Never believe what anyone writes until you
prove what is written, to be true. Never
believe what is presented on websites about
a company. Almost always, website information
is a result of a person being paid to provide
a positive profile.

There are hundreds of tutorials online for
you, free of cost. Visit each and every.
Research, read and learn. Don't be foolish
by not learning. Our stock markets are very
complex, very hard to understand and you do
need to hold great knowledge about the stock
markets, business, economics and importantly,
consumer trends.

Be sure to learn about "perception" and
bandwagons. A majority of investments are
based on personal perception, based on
bandwagons, based on very little, actually.
A lot of psychology is involved and very
little actual market analysis. Most investors
buy into hype, not facts.

Avoid being a follower. Work at becoming
an independent investor who makes prudent
investments based on good research, rather
than on "hot picks" and hype.

Keep in mind, the stock market and associated
"things" are rampant with fraud. Treat all
as out to take your money through deceit.

Learn about Market Makers, headtraders and
brokers. Treat all as outright crooks.

Research, read and learn. You won't go wrong.