The CRSP Indexes
CRSP provides a wide range of indexes that can be used as benchmarks of market performance. Broad market indexes are provided with CRSP stock files. Additional market indexes, stock portfolios, bond indexes, and inflation series are provided with the CRSP Index files. The combination of portfolio results and assignment data provided with CRSP Index files added to the security data in CRSP stock files allows a comparison of securities against comparative benchmarks with a historical perspective.
A full listing of CRSP Indexes is available in Appendix A at the end of this document. Indexes are listed by INDNO®, CRSP’s permanent index identifier.
Groups of Indexes include:
CRSP Stock File Indexes, including:
- CRSP Market Indexes
- Published S&P 500 and NASDAQ Composite Index Data
- CRSP Stock File Capitalization Decile Indexes
- CRSP Stock File Risk-Based Decile Indexes
- CRSP Cap-Based Portfolios
- CRSP Indexes for the S&P 500 Universe
- CRSP US Treasury and Inflation Series
- CRSP Select (Formerly the Andex Series)