What kind of information would help you grow your business?

If you would know X, would that help to grow your business (in terms of income, audience, reach etc.)?

What would that X be?

Examples:
Information about pricing in your sector and it's changes?
Information about your competition? What kind of information?
Overall day-to-day information about product landscape you are in?
Knowing interests of your customers better?

Is there something you do today to gather this information? How?

Or maybe you just use internal analytics and think that this is enough? (Survey your existing customers, analyze your web traffic)

It applies more to 'active' development than a passive income from small SaaS products.