CRSP - The Center for Research in Security Prices

Stock Indices and Data

CRSP provides comprehensive historical stock databases.

By using CRSP's unique and permanent security and company identifiers, PERMNO® and PERMCO® securities can be tracked across time, regardless of identifier changes to CUSIP, ticker, company name, SIC Code, and exchange.

Utility software and sample FORTRAN and C programs are provided to access the data.

Data are available through network or server access.

Security level data include price, volume, return, distribution and name history data. Severla market indices included for use with the stock data.

Data Availability

NYSE - monthly data begins December 1925, daily July 1962
AMEX - monthly and daily data begin July 1962
Nasdaq - monthly and daily data begin December, 14 1972
Data is updated in February for the previous calendar year.

CRSP/Compustat Merged(CCM)

CCM provides concurrent database access for CRSP and Compustat data.

Data are matched using the databases with CRSP Link® which tends to be more reliable than matches by CUSIPs alone, because CUSIPs may change over time. The databases each contain a historical link history that supports complex relationships.

CRSP Link maps CRSP's permanent, unique identifiers, PERMNO® (permanent issue identification number) and PERMCO® (permanent company identification number), with COMPUSTAT's permanent, unique company identifier, GVKEY.

Data may be retrieved using ts_print or cst_print, CRSP's report writer utilities or through Fortran or C programs.

CRSP Survivor-Bias Free US Mutual Fund Database

The CRSP Survivor-Bias Free US Mutual Fund Database contains live funds active and "dead" funds for a more accurate analysis of performance over time.

The database contains 21,400 open-ended funds of all objectives; approximately 7,000 dead funds, and 14,400 live ones with data beginning in January 1962.

The data is available in Microsoft ACCESS format or SAS format upon request.