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CRSP - Centre for Research in Security Prices

Founded more than 40 years ago, The Centre for Research in Security Prices (CRSP) has been the leading provider of historical research-quality stock market data to nearly 500 institutions. CRSP maintains some of the largest, most comprehensive proprietary historical databases in the industry. Academic researchers and investment professionals rely on CRSP for accurate, survivor-bias-free information which provides a foundation for their research and analyses.

CRSP’s flagship databases include: common stocks on the NYSE (from 1926), AMEX (from 1962) and NASDAQ (from 1972); CRSP Indices; NASDAQ and S&P 500 Composite Indices; NASDAQ and AMEX Industry Indices; US Treasury Bonds; Survivor-Bias-Free Mutual Funds; market capitalisation reports; proxy graphs for 10K SEC filings; and custom datasets.

Additionally, in partnership with Compustat, CRSP provides the CRSP/Compustat Merged Database, and in partnership with the Ziman School of Real Estate at UCLA's Anderson School of Business, the CRSP/Ziman REIT Data Series.

• CRSP Stocks - The "platinum standard" in historical stock market databases offering the most comprehensive US daily corporate actions, price, volume, return, and shares outstanding data available for the NYSE, NASDAQ, and AMEX. CRSP’s unique and permanent security and company identifiers, PERMNO® and PERMCO®, enable uninterrupted time series analysis.
• CRSP Indices - CRSP has developed unique decile indices based on the CRSP US Stock database and the CRSP US Treasury databases, which include Equal and Value-Weighted Indices (with & without dividends) for various markets, market capitalisation indices, composite indices, and treasury and inflation series indices.
• CRSP/COMPUSTAT Merged -The gold standard in academic research, the CRSP/COMPUSTAT Merged 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.
• CRSP US Mutual Fund - 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.
• CRSP US Treasury - The CRSP US Treasury and Inflation Series contain returns and index levels on the US Government Bond Fixed Term Index Series, the Risk Free Rates File, and the US Government Consumer Price Index. The US Treasury database begins in 1925 for month-end data and in 1961 for daily data. Over 1.6 million end-of-day price observations for 3,350 US Treasury bills, notes, and bonds and over 101,500 prices for 5,300 month-end issues are included in the databases.

Key Features and Coverage

To find out more, please contact us, or visit http://www.crsp.com