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Finding data

A companium to financial and socio-economic data such as Compustat, Factset, SDC Platinum, WRDS, and CRSP

CRSP

Access is provided through the WRDS platform. The WRDS platform can be accessed using a Day Pass. In the video the use of the Day Pass is explained.

Content

Center for Research in Security Prices, LLC is a wholly-owned subsidiary of the University of Chicago. CRSP retains a strong affiliation to the both the University of Chicago and its Booth School of Busines. The following CRSP databases are licensed from CRSP.

  • CRSP 1925 US Stock Database
    CRSP data contains security-level historical descriptive information and market data on more than 32,000 securities for both inactive and active companies from the NYSE, NYSE American, NASDAQ, and NYSE Arca exchanges. The data concerns common stocks along with basic market indices, and includes distribution information and calculated total returns.
  • CRSP 1925 US Indices Database
    CRSP Indices database contains five groups of CRSP indices: the CRSP Stock File Indices, the CRSP Cap-Based Portfolios, the CRSP Indices for the S&P 500 Universe, the CRSP Treasury and Inflation (CTI) Indices, and the CRSP Select Treasury Indices.
  • CRSP/Compustat Merged Database
    Database allows for concurrent database access to CRSP’s stock data and Compustat’s fundamental data. The CRSP Link maps complex, many-to-many relationships over time between CRSP’s unique permanent identifiers (PERMNO and PERMCO), and Compustat’s unique permanent identifier (GVKEY). This link permits the seamless time series examination of CRSP and of Compustat companies and securities side by side, regardless of CUSIP or ticker changes.
  • CRSP Mutual Fund Database
    Database of both active and inactive mutual funds. The CRSP US Mutual Fund Database serves as a foundation for research in and benchmarking for this asset class. Central to this work is the use of survivor-bias-free data to insure the accuracy of performance benchmarks, and the validity of analyses. The database currently contains complete historical information for over 64,000 open-ended funds of which more than 33,000 are active and over 31,000 are delisted. Included are: Equity funds, Taxable and municipal bond funds, International funds, Money market funds, Variable annuity underlying funds, and ETFs and ETNs. The data begin at varying times between 1962 and 2008 depending on availability.

Documentation and manuals