File Notes

  • There are two sets of each category of indexes, Total Return, and Price Only.
  • For future reference: In the CRSP historic products, our internal identifier, INDNO includes both total return and price only data. Tickers, CUSIPS, and other identifiers for CRSP products will serve as descriptor fields and not as access keys.
  • Consistently for all indexes and for the full series, the End-of-Day value and the following day 9:30am (ET) values do not match. This is due to the application of cash dividends.
  • For capitalization price-only indexes, prior to August 2, 2012, roughly 15% of the End-of-Day values do not match the 9:30 ET open values. These differences are related to the handling of late corporate actions. Data processing was improved, eliminating the mismatches after the August 2nd date.
  • CRSP Restated Indexes for September 30 and October 1: CRSP restated end-of-day index levels for September 30 and October 1 due to a closing price error for Leidos Holdings, ticker: LDOS (from $43.977143 to $45.52), resulting in minor changes to the Price and Total Return index levels for the following six indexes: Total Market, Mid-Cap, Large-Cap, Technology, Mid-Cap-Value and Large-Cap-Value Indexes.
  • An additional day is tacked onto the beginning of the files to allow for an end-of-day return on the first trading day.