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CRSP US Indexes

Published in Equity Indices

The Center for Research in Security Prices (CRSP) provides research-quality, historical market data and returns. The CRSP Index offering captures broad U.S. equity market coverage and include securities traded on NYSE, AMEX, NASDAQ or ARCA. Constituents are represented across mega, large, mid, small and micro capitalizations. The CRSP Indexes represent nearly 100 percent of the U.S. investable equity market.

Key Features and Coverage on RIMES

RIMES currently hosts approximately 5500 companies and 32 indices for CRSP US indices, including capitalization-based indices, value and growth style indices and industry sector indices.

Some of the data items available include:

  • Index Items: Daily Price Return, Daily Total Return, Database Domain Code, Database Source, Database Symbol, Date of Portfolio, Description, Dividend Per Share Gross, Daily Hedged Gross Return in Canadian Dollars, Daily Hedged Return in Canadian Dollars, Daily Price Return in Canadian Dollars, Daily Price Return in US Dollars, Daily Total Return in US Dollars, Divisor Factor in Local Currency, Gross Index – RIMES Calculated, Gross Index in US Dollars – RIMES Calculated, Hedged Gross Index in Canadian Dollars, Hedged Price Index in Canadian Dollars, Next Day Divisor, Next Day Market Capitalization, Next Day Market Capitalization in US Dollars, Next Day Number of Constituents, Price Index in Canadian Dollars, etc.
  • Company Items: Bloomberg Ticker, Capping Factor, Country Code, Currency Code, Cusip Code, Database Symbol, (Source), Exchange Rate, Free Float Factor, Index Code/Description, Investable Factor, Investable Market Value in Local Currency, Investable Shares Outstanding, Investable Value, Investable Weight, ISIN Code, Market Identifier Code, Market Value, Market Value in Local Currency, Opening Investable Market Value in Local Currency, Opening Weight in Index, Sedol Code, Shares Outstanding, Ticker, Unadjusted Price, etc.


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