This historical database offers US daily corporate actions, price, volume, return, and shares outstanding data for securities with primary listings on the NYSE, NASDAQ, AMEX, and ARCA exchanges. |
Decile indices are based on the CRSP US Stock database and the CRSP US Treasury databases. This includes Equal- and Value-Weighted Indices, with and without dividends. |
Cap-based portfolios organize information into reports, containing micro-, small-, mid-, and large-caps. |
CRSP Link® allows CRSP stock data to be retrieved concurrently with Compustat’s fundamental data files. The data include active and research stocks. |
These files contain historical descriptive information and market data using CRSP's identifier CRSPID. Supplemental files include the Fama Treasury bill term structures and maturity portfolio returns files, Fama-Bliss discount bonds, and risk-free rates file. |
Included are identification information, fund objectives, fees, total net assets, monthly and daily net asset values, returns, and distributions. This allows researchers to create performance benchmarks. |
Combines stock price and returns data with the population, characteristics, and history (from 1980) of REITs. Specialized REIT indices are included. |
CRSP provides custom data extracts and recurring custom projects. |
The CRSP Proxy Report includes a total return performance graph complete with data for 10K SEC filings, based on CRSP indices, NASDAQ industry indices, and AMEX industry indices. The report complies with SEC requirements. |