CRSP News & Updates - Center for Research in Security Prices

CRSPRDP

Important Notice: CRSP US Stock & Indexes Databases Flat File Format 2.0 (CIZ)

As communicated previously, CRSP is migrating to a new back office. This requires that subscribers migrate to the Stock & Indexes Flat File Format 2.0 (CIZ), which was made available in summer 2022. The December 2024 data which will be released in January 2025, is scheduled to be the last release of datasets produced in the Legacy (FIZ) and Flat File Format 1.0 (SIZ) formats. Subscribers may refer to several documents to become familiar with the Flat File Format 2.0 (CIZ) files.

November 11, 2024

CRSP in the News

The Picker’s Penance

In The Picker’s Penance, CRSP data analyzes the long-term results of active stock-picking strategies. The article explores challenges investors face in consistently outperforming the market, with CRSP’s reliable datasets offering valuable insights into historical strategy outcomes. Read the full article.

November 6, 2024

CRSPMI

CRSP Count™ Quarterly Update – September 2024

Using CRSP Market Indexes Methodology, CRSP Count™ tracks changes in the number of securities by market cap segments – Mega, Mid, Small and Micro – through time.

November 1, 2024

News

CRSP at EFA 2024

CRSP had the pleasure of sponsoring and exhibiting at the European Finance Association (EFA) 2024 Annual Conference in Bratislava, Slovakia. Engaging with our global community and sharing insights on the future of finance made for an inspiring experience. Special thanks to our advisory board members, Douglas Diamond, for his keynote speech, and Lubos Pastor, EFA 2024 Program Chair, for their valuable contributions. To everyone who joined us at our Get Together Event and helped make this a success—thank you! We look forward to building on these important conversations.

October 28, 2024

Doug Diamond delivering the keynote speech on stage

News

CRSP Board Member Douglas Diamond Delivers Keynote Speech

This year, members of the CRSP team had the privilege of attending the 51st Annual Meeting of the European Finance Association in Bratislava, Slovakia. We were proud and excited to hear CRSP Advisory Board member, Douglas Diamond, deliver the keynote speech.

October 24, 2024

CRSPMI

CRSP Market Indexes US Market Update – September 2024

Notable items with this release include:

– Energy continues its lag in performance, there is not a single point in the past 1 Year where Energy’s cumulative monthly performance was not the worst performing sector
– Growth outperformed value across all cap segments except mid (where value’s out-performance was only 1 basis point), which is what we would expect following the Fed’s mid-September rate cut.

October 16, 2024

News & Updates