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CRSP Historical Indexes Database

Essentials

Document Library

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Product Guide

SAS, ASCII & Excel User Guide

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Key Features

A Foundation for Academic Research

The CRSP Historical Indexes are a comprehensive collection of research-grade theoretical indexes that benchmark US equity and US Treasury performance, including nominal and inflation-adjusted returns. 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.

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Key Data Items

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Indexes Provided

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Stock File Indexes

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Cap-Based Portfolios

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S&P 500 and NASDAQ Indexes

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US Treasury and Inflation Series

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Select Index Series

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Delivery & Format

Permanent Identifiers. Proven Precision.

PERMNO® is a proprietary, permanent identifier used to track US-listed equities over time. Fixed for the life of a security, it allows researchers and analysts to follow securities with historical continuity and accuracy.

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Documents and Resources

CRSP Historical Indexes Guide

User guide which includes CRSP Stock Indexes, Cap-Based Portfolios, CRSP Select Treasury Indexes and more in Excel, SAS, ASCII and R file formats.

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Data Access Tools

Discover supported platforms for accessing CRSP data.

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Contact Us

Learn about CRSP Research Data

Find out what CRSP research data can do for your organization.

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CRSP research databases are designed for and delivered to licensees at academic institutions, government agencies, and investment practitioners.

 
 
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