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CRSP Count

CRSP Count™ counts stocks in different market capitalization segments – Mega, Mid, Small and Micro – using CRSP Investible Indexes methodology. As the universe of securities changes, CRSP Count™ helps track the changes in numbers of securities by market cap segments through time.

Click here to view the Q2 2020 presentation(Posted 7/22/2020)
Click here to view the Q1 2020 presentation(Posted 4/23/2020)
Click here to view the Q4 2019 presentation. (Posted 2/25/2020)


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. 

New Industry Classification Methodology Impact on Crsp Us Sector Indexes

As CRSP adopted the Enhanced FTSE ICB® (EICB) Methodology for its Sector Indexes, our analysis, based on 11-year backtest, indicates a strong similarity between EICB and the predecessor ICB-based CRSP Sector Indexes with notable changes in Real Estate, Telecommunications and...

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.

Announcements

CRSPMI Changes & Updates

CRSP Index Methodology Changes Notice - August 2020
Since the last Methodology Guide Update in April 2020, changes have been made to include documentation for CRSP’s Foreign Currency IndexesClick here to view the updated Methodology Guide. 

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.