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Financial Data Databases

About this database

CRSP is renowned for its expertise in building and maintaining historical, academic, research-quality stock market databases. The CRSP US Stock Databases provide a unique research source characterized by unmatched breadth and depth. They include CRSP’s unique permanent identifiers allowing for clean and accurate backtesting, research utilizing time-series and event data, performance measurement, benchmarking, and securities analysis.

The CRSP US Stock Databases contain daily and monthly market and corporate action data for securities with primary listings on the NYSE, NYSE MKT, NASDAQ, and Arca exchanges and include CRSP broad market indexes. CRSP databases are characterized by their comprehensive corporate action information and highly accurate total return calculations.

Available resources:

  • US Stock 

Database provides a unique research source characterized by its unmatched breadth, depth, and completeness. It includes CRSP’s unique permanent identifiers allowing for clean and accurate backtesting, time-series and event studies, measurement of performance, accurate benchmarking, and securities analysis.

The CRSP US Stock Database contains end-of-day and month-end prices on all listed NYSE, Amex, and NASDAQ common stocks along with basic market indices, and includes the most comprehensive distribution information available, with the most accurate total return calculations.

  • CRSP US Index History

Generated by the investable CRSP Indexes, provides additional market data for scholarly research. The introductory time series provides the base for future product expansion, including additional index data as well as index holdings, Intraday, and end-of-day security data.

  • Mutual Funds

As the provider of the only complete database of both active and inactive mutual funds, CRSP leads the way in mutual fund research. The CRSP Survivor-Bias-Free 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. Created according to clear, unbiased and systematic processes, this database undergoes rigorous procedures employed to promote data accuracy, timeliness and consistency.

The CRSP Survivor-Bias-Free US Mutual Fund Database was initially developed by Mark M. Carhart of Goldman Sachs Asset Management for his 1995 dissertation (Chicago GSB) entitled, “Survivor Bias and Persistence in Mutual Fund Performance”, to fill a need for lacking survivor-bias-free data coverage.

  • CRSP/COMPUSTAT Merged Database

The database allows for concurrent database access to CRSP’s stock data and Compustat’s fundamental data. The CRSP Link accurately 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. CRSPLink is a product and is trademarked by CRSP.