CRSP Historical Indexes

CRSP’s unique historical indexes serve as benchmarks for the investment community and as a foundation for academic research. Created according to clear and unbiased methodologies, these indexes undergo rigorous review to ensure data accuracy, timeliness, and consistency.

  • Stock File Indexes
  • Cap-based Portfolios
  • Indexes for the S&P 500 Universe​
  • Treasury and Inflation (CTI) Indexes​
  • Select Treasury Indexes​

Key Features

  • Equal- and value-weighted index returns, with and without distributions, levels, and counts
  • S&P Composite Index level and price-only returns
  • NASDAQ Composite Index level and returns
  • Risk-based indexes and decile portfolio equal-weighted returns, levels, and counts
  • Daily and monthly frequency index returns (calculations based on daily and monthly security holding period returns)
  • Quarterly and annual frequency index returns (calculated by compounding monthly index returns)

Documents & Resources

Knowledge Base

Additional notes and FAQ about this product

Data Access Tools

Access information for this product

CRSP databases are characterized by their comprehensive corporate action information and highly accurate total return calculations.

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