CRSP Databases: CRSP US Stock and CRSP Historical Indexes

About these datasets

Datasets description
Current subscribers CRSP US Stock Current subscribers CRSP Hist. Indexes

Latest edition

2016 CRSP US Stock -new-
2016 CRSP Historical Indexes -new-

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Documentation

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CRSP Databases

CRSP US Stock

CRSP US Stock database provides access NYSE/AMEX/Nasdaq/Arca daily and monthly security prices and other historical data related to over 29,000 companies. The data is provided by the Center for Research in Security Prices at the University of Chicago Booth School of Business.

CRSP stock data includes data from NYSE, Amex, NASDAQ, and NYSE Arca stock exchanges. The following items are included in CRSP stock database:

  • Common Stocks
  • Certificates
  • ADRs
  • Shares of Beneficial Interest
  • Units (Depository Units, Units of Beneficial Interest, Units of Limited
  • Partnership Interest, Depository Receipts, etc.
  • Closed-End Mutual Funds
  • Foreigns on NYSE, Amex, NASDAQ, and NYSE Arca
  • Americus Trust Components (Primes and Scores)
  • HOLDRs Trusts
  • REITs (Real Estate Investment Trusts)

CRSP Historical Indexes

CRSP Historical Indexes database provides a wide range of indexes that can be used as benchmarks of market performance. The combination of portfolio results and assignment data provided with CRSP index files added to the security data in CRSP stock files allows a comparison of securities against comparative benchmarks with a historical perspective.

The following indexes classes are available:
  • Stock File Indexes
  • CRSP Cap-Based Portfolios
  • CRSP Indexes for the S&P 500 © Universe
  • CRSP US Treasury and Inflation Indexes
  • CRSP Select Series

CRSP @ CHASS is updated annually (end of January).