Current Release Notes Most Viewed Guides CRSP in Action

Includes data definitions, calculations, methodologies, and more.

Includes data definitions, link information, access functions, and cross reference information.

Note: We are in the process of updating the online versions of our product guides. For the most current information, please download the PDF via the link below:

CRSP/Compustat Merged Database Guide

CRSP/Compustat Merged Database for SAS, ASCII & R 

Includes installation, data access, and tool usage

Includes file formats, data definitions and calculations. 

CRSP-linked Assets Rise Above $1.4T


Assets under management linked to CRSP investable indexes increased by 5.2% to about $1,451 billion in May. CRSP-linked assets in ETFs posted gains of over 6% in May growing to around $368 billion. This is the second largest monthly total of CRSP-linked EFF assets in 2020 and exceeds the 2019 year-end figure by 0.2%. AUM of CRSP-linked mutual funds expanded by about 5% in May to $1,082 billion.

CRSP-linked Assets Rebound - April 2020

Assets under management linked to CRSP investable indexes rebounded in April and stood at about $1,380 billion. CRSP-linked assets in ETFs posted gains of over 15% growing to about $347 billion which is above the February level. AUM of CRSP-linked mutual funds expanded by around 12% to $1,032 billion.

Announcements

Enhanced ICB Code Implementation

FTSE’s Industry Classification Benchmark (ICB®) standard underwent significant restructuring. CRSP will switch its sector indexes to the new standard beginning with the June 2020 ranking. 

New Calendar Frequency Files Introduced for CRSP Stock Databases

CRSP has created a new set of tables that will accompany all SAS, ASCII, and R Stock database files.  Monthly, Quarterly, and Annual frequency tables are built from aggregated daily time series data to facilitate ease of use for subscribers.