Does Compete, Alexa, Quantcast knows all this?

I am just really curious, how in the blue hell do sites like Alexa, Compete and Quantcast know so much about a website. And also the audience, their earning levels etc.. etc...

That is a good question the answer is that they do not know much ---- most of the data is aggregated and compared then if a URL comes into a sector or category - they drag in the aggregated data in and publish