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Chicago Booth

Location: Documentation » US Stock and Indices Databases

 

Index Methodologies

CRSP provides a wide range of indices that can be used as benchmarks of market performance. Broad market indices are provided with CRSP stock files. Additional market indices, stock portfolios, bond indices, and inflation series are provided with CRSP indices files. The combination of portfolio results and assignment data provided with CRSP indices files added to the security data in CRSP stock files allows a comparison of securities against comparative benchmarks with a historical perspective.