Sector 11: Sixteen Years in the Making

Real Estate Investment Trusts (REITs) were recently moved from the GICS financial sector to the new real estate sector, while Mortgage REITs remained part of the financial sector under a new sub-industry group. To provide some perspective on investment performance for REITs, the CRSP Analytics Group used the CRSP/Ziman Real Estate Database to produce a comparison of REITs for the past 15 years. Read Sector 11: Sixteen Years in the Making >


1926-2016

Any time you hear an investment professional mention the year 1926, he's telling you he's gotten his data from CRSP.

In 1960, Chicago Booth embarked on development of the world’s first comprehensive database for historical security prices and returns information. The research-quality data created by this transformational project established a vast amount of scholarly research for several generations of academics. Visit the special 90 Years of Data page to view a historical timeline, read a few factoids, and utilize our related graphic resources.

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

Access tools and programming libraries for the CRSP US Stock & US Index Databases and CRSP/Compustat Merged databases.

Includes installation, data access, and tool usage

A Look Back at Modern Finance

Journal of Applied Corporate Finance

A casual conversation between Eugene Fama, CRSP Chairman of the Board and Robert R. McCormick Distinguished Service Professor of Finance, and Joel Stern, Chairman and CEO of Stern Value Management.

Stock Fact Banter

Before 2016, the last time the Chicago Cubs played a World Series Game in Chicago was on Wednesday, October 10, 1945, when they lost Game 7 of that series to the Detroit Tigers.

Humble Giants – Vanguard’s Gerry O’Reilly and Jim Rowley

In this Podcast, Author/Portfolio Manager Patrick O’Shaughnessy of CFA interviews Vanguard Portfolio Manager Gerry O’Reilly and Jim Rowley, a Senior Investments Analyst, about indexing, ETFs, and CRSP.

Announcements

Methodology Guide Updated December 2016

The CRSP U.S. Equity Indexes Methodology Guide has been updated to reflect methodology refinements that will be effective after the March 2017 reconstitution. The guide also reflects transitional reconstitution, which will be implemented with the September 2017 ranking. The technical notice summarizes these refinements.

Sun Solaris Support Has Ended

In order to ensure that our subscribers continue to have robust and dependable data access, CRSP has retired big-endian databases for use on Solaris platforms following publication of the December 2016 data cut that was made available in January 2017.