Center for Research in Security Prices, LLC (CRSP)

The Center for Research in Security Prices, LLC (CRSP) maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX and NASDAQ stock markets. Additional CRSP files provide stock indices, beta-based and cap-based portfolios, treasury bond and risk-free rates, mutual funds, and real estate data.

The Center for Research in Security Prices, LLC (CRSP) maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX and NASDAQ stock markets. Additional CRSP files provide stock indices, beta-based and cap-based portfolios, treasury bond and risk-free rates, mutual funds, and real estate data.

US Stock Database provides a unique research source characterized by its unmatched breadth, depth, and completeness. It includes CRSP’s unique permanent identifiers allowing for clean and accurate backtesting, time-series and event studies, measurement of performance, accurate benchmarking, and securities analysis.

The CRSP US Stock Database contains end-of-day and month-end prices on all listed NYSE, Amex, and NASDAQ common stocks along with basic market indices, and includes the most comprehensive distribution information available, with the most accurate total return calculations.

Unique Historical Indices Databases serve as benchmarks for the investment community, and as a foundation for academic research. Created according to clear, unbiased and systematic processes, these indexes undergo rigorous procedures to promote data accuracy, timeliness and consistency. Each CRSP index is offered as a series that contains decile subsets for market analysis.

CRSP Indices database contains five groups of CRSP indices: the CRSP Stock File Indices, the CRSP Cap-Based Portfolios, the CRSP Indices for the S&P 500 Universe, the CRSP Treasury and Inflation (CTI) Indices, and the CRSP Select Treasury Indices.

CRSP US Index History, generated by the investable CRSP Indexes, provides additional market data for scholarly research. The introductory time series provides the base for future product expansion, including additional index data as well as index holdings, Intraday, and end-of-day security data.

CRSP US Treasury and Inflation Series contain returns and index levels on the US Government Bond Fixed Term Index Series, and the Risk Free Rates File. The US Treasury database begins in 1925 for month-end data and in 1961 for daily data. Over 1.6 million end-of-day price observations for 3,350 US Treasury bills, notes, and bonds and over 101,500 prices for 5,300 month-end issues are included in the databases.

Mutual Funds: As the provider of the only complete database of both active and inactive mutual funds, CRSP leads the way in mutual fund research. The CRSP Survivor-Bias-Free US Mutual Fund Database serves as a foundation for research in and benchmarking for this asset class. Central to this work is the use of survivor-bias-free data to insure the accuracy of performance benchmarks, and the validity of analyses. Created according to clear, unbiased and systematic processes, this database undergoes rigorous procedures employed to promote data accuracy, timeliness and consistency.

The CRSP Survivor-Bias-Free US Mutual Fund Database was initially developed by Mark M. Carhart of Goldman Sachs Asset Management for his 1995 dissertation (Chicago GSB) entitled, “Survivor Bias and Persistence in Mutual Fund Performance”, to fill a need for lacking survivor-bias-free data coverage.

CRSP/COMPUSTAT Merged Database allows for concurrent database access to CRSP’s stock data and Compustat’s fundamental data. The CRSP Link accurately maps complex, many-to-many relationships over time between CRSP’s unique permanent identifiers (PERMNO and PERMCO), and Compustat’s unique permanent identifier (GVKEY). This link permits the seamless time series examination of CRSP and of Compustat companies and securities side by side, regardless of CUSIP or ticker changes. CRSPLink is a product and is trademarked by CRSP.

CRSP/Ziman Real Estate Data Series represents a collaborative effort between the Richard S. Ziman Center for Real Estate at the UCLA Anderson School of Management and The Center for Research in Security Prices at the University of Chicago. The REIT data series is a unique research resource whose development merges CRSP experience in academic-quality financial database and indices creation with the Ziman Center’s expertise in markets and the collection of real estate data.

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Products

Product Description

Data Last Updated

crsp_a_ccm CRSP/Compustat Merged (Annual)

Last updated February 2nd, 2022. Data updated annually.

crsp_a_indexes CRSP Indexes (Annual)

Last updated July 29th, 2022. Data updated annually.

crsp_a_stock CRSP Stock (Annual)

Last updated July 31st, 2022. Data updated annually.

crsp_a_stock10 CRSP10 is a variation of the CRSP Stock database and holds 10 years of monthly history.

Last updated February 2nd, 2022. Data updated annually.

crsp_a_stock62 CRSP Stock 1962 (Annual)

Last updated August 1st, 2022. Data updated annually.

crsp_a_treasuries CRSP Treasuries (Annual)

Last updated February 2nd, 2022. Data updated annually.

crsp_a_ziman CRSP Ziman Real Estates (Annual)

Last updated February 2nd, 2022. Data updated annually.

crsp_m_ccm CRSP Compustat Merged (Monthly)

Last updated August 31st, 2022. Data updated monthly.

crsp_m_indexes CRSP Indexes (Monthly)

Last updated September 25th, 2022. Data updated monthly.

crsp_m_stock CRSP Stock (Monthly)

Last updated September 24th, 2022. Data updated monthly.

crsp_m_stock62 CRSP Stock 1962 (Monthly)

Last updated September 25th, 2022. Data updated monthly.

crsp_m_treasuries CRSP Treasuries (Monthly)

Last updated September 25th, 2022. Data updated monthly.

crsp_m_ziman CRSP Ziman Real Estates (Monthly)

Last updated August 31st, 2022. Data updated monthly.

crsp_q_ccm CRSP/Compustat Merged (Quarterly)

Last updated August 2nd, 2022. Data updated quarterly.

crsp_q_indexes CRSP Indexes (Quarterly)

Last updated August 2nd, 2022. Data updated quarterly.

crsp_q_indexhist CRSP Index History Intraday (Quarterly)

Last updated August 1st, 2022. Data updated quarterly.

crsp_q_mutualfunds CRSP Mutual Funds (Quarterly)

Last updated August 3rd, 2022. Data updated quarterly.

crsp_q_stock CRSP Stock (Quarterly)

Last updated August 2nd, 2022. Data updated quarterly.

crsp_q_stock62 CRSP Stock-1962 (Quarterly)

Last updated August 3rd, 2022. Data updated quarterly.

crsp_q_treasuries CRSP Treasuries (Quarterly)

Last updated August 2nd, 2022. Data updated quarterly.

crsp_q_ziman CRSP Ziman Real Estates (Quarterly)

Last updated August 2nd, 2022. Data updated quarterly.

crspsamp_mf CRSP Mutual Fund Sample

Data update frequency is not defined.

crspsamp_all CRSP Sample Sample

Last updated April 19th, 2021. Data update frequency is not defined.

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Address:
University of Chicago Booth School of Business 105 West Adams Street Suite 1700
Chicago, IL
United States

Additional Tools

Merging CRSP and Compustat Data

Advanced tutorial on two different approaches to merging CRSP and Compustat data:

  • Merging at the security level by CUSIP
  • Using the CRSP./Compustat Merged Database (CCM)

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CRSP Basics

Access a comprehensive overview of CRSP data on WRDS.

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