Current Release Notes Most Viewed Guides CRSP in Action

Includes data definitions, calculations, methodologies, and more.

Includes data definitions, link information, access functions, and cross reference information.

Note: We are in the process of updating the online versions of our product guides. For the most current information, please download the PDF via the link below:

CRSP/Compustat Merged Database Guide

CRSP/Compustat Merged Database for SAS, ASCII & R 

Includes installation, data access, and tool usage

Includes file formats, data definitions and calculations. 

CRSP Indexes US Market Update - September 2020

CRSP continues with its new monthly series for September 2020. To view the full report, click here.

CRSP Large Value vs. Large Growth Indexes in Perspective

With market recovering from the drop in Q1 2020, we look at CRSP Style indexes performance, and what may have contributed to the difference between Value and Growth.

Announcements

CRSPMI Changes & Updates

CRSP Index Methodology Changes Notice - August 2020
Since the last Methodology Guide Update in April 2020, changes have been made to include documentation for CRSP’s Foreign Currency IndexesClick here to view the updated Methodology Guide. 

New Calendar Frequency Files Introduced for CRSP Stock Databases

CRSP has created a new set of tables that will accompany all SAS, ASCII, and R Stock database files.  Monthly, Quarterly, and Annual frequency tables are built from aggregated daily time series data to facilitate ease of use for subscribers.