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If someone clicks a link on my website, and ultimately buys a product on the site that my site had directed it to, how can both parties track that information?

I am an investor with a focus on internet and tech companies and one of my research strategies for internet companies is to follow web site traffic to see if a company is growing or not. I have found that alexa.com seems to be not only inconsistent with the information analysts use but also with companies’ own internal metrics given at the end of each quarter. Is there a better free tool that moniters web traffic, and if not, what are the for-pay ones?