2018 Big Picture Chart Released

CRSP partners with Investments Illustrated, the leading financial illustration firm, to present a series of charts on long-run risk and return performance. They are presented here in an interactive format.

The 1926 starting point for historical data is a result of the initial study by Chicago Booth Professors Jim Lorie and Larry Fisher  found in their seminal research paper Rates of Return on Investments in Common Stock. More information about the development of CRSP can found here.

To learn more about their digital and print-based financial illustration services, please contact Investments Illustrated.  

Release Notes Most Viewed Guides CRSP in Action

CRSP/Compustat Merged Database

November 2018 Monthly Release Notes
October 2018 Quarterly Release Notes

CRSP/Ziman Real Estate Database

October 2018 Monthly Release Notes

CRSP US Treasury Database

October 2018 Monthly Release Notes
September 2018 Monthly/Quarterly Release Notes

CRSP US Stock Databases

October 2018 Monthly Release Notes
September 2018 Quarterly Release Notes

CRSP US Index History Files - Intraday

September 2018 Quarterly Release Notes

CRSP Survivor-Bias-Free US Mutual Funds

October 2018 Quarterly Release Notes
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CRSP US Stock and Index Databases Data Descriptions Guide

Includes data definitions, calculations, methodologies, and more.

CRSP/Compustat Merged Database Guide

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

CRSPSift 4.3.13 User Guide

Includes installation, data access, and tool usage

CRSP Survivor-Bias-Free US Mutual Fund Database Guides

Includes file formats, data definitions and calculations. 

Keeping Tesla Shares May Not Be an Option for Some Big Funds

U.S. News

Elon Musk wants to take Tesla Inc private, but some of his big investors may not be able to follow. Most passive funds would have to drop Tesla if it were removed from stock indexes, experts said on Monday.

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Latest Chicago Booth Review Features CRSP Board Members

Chicago Booth Review

The Chicago Booth Review recently spoke with CRSP Board member Douglas Diamond regarding lessons learned from the 2007-10 financial crisis and whether or not the ensuing regulation has made our economy less vulnerable to another crisis. In the “Footnotes” section of the magazine, CRSP Board Chairman Eugene Fama weighs in on market efficiency, active management, and corporate governance among other topics, and explains why investors shouldn’t buy hedge funds.

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Announcements

Bats Exchange added to CRSP Research Databases

Published 07/03/2018

As of July 2018, the Bats Exchange data has been added to CRSP’s Stock and Index research databases. The CRSP US Stock databases are accessed through Sift and Command line tools as well as in the SAS and ASCII file versions of the stock product. The addition of this exchange adds 301 new PERMNOs to the CRSP universe, primarily ETFs, and opens the door for any future new securities listed on Bats.  

Due to Bats primary listing, history for the securities added begins January 24, 2012.

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Upcoming Conference Schedule

CRSP will be attending and exhibiting at the following conferences. Please come by our booth and say hello!

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