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CRSP Research Data Products CRSPMI Historical Database

CRSPMI Historical Database

The new CRSPMI Historical Database provide a rich foundation through which to explore actual US equity market performance.

  • Pro forma data from CRSP Market Indexes from 2012 to present day
  • Day-by-day index levels
  • Opening and closing constituents
  • Includes capitalization-based, industry sector, value and growth style, and ESG indexes

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Additional Info: 

User Guide

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Data Access Tools

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Knowledge Base

Key Features

  • Day-by-day index levels
  • Opening and closing constituents
  • Capitalization-based, industry sector, value and growth style, and ESG indexes
  • Pro forma data from CRSP’s suite of investable Market Indexes from 2012 to present day

Documents & Resources

CRSPMI Historical Database Guide

A detailed user guide

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.

The difference is clear.

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