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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

CRSP/Compustat Merged Database

July 2020 Quarterly Release Notes
July 2020 Annual Release Notes
July 2020 Monthly Release Notes
April 2020 Quarterly Release Notes

CRSP US Index History Files - Intraday

June 2020 Quarterly Release Notes
March 2020 Quarterly Update

CRSP Survivor-Bias-Free US Mutual Funds

June 2020 Quarterly Release Notes
May 2020 Release Notes
March 2020 Quarterly Release Notes

CRSP US Stock Databases

June 2020 Quarterly Release Notes
June 2020 Monthly Release Notes
March 2020 Quarterly Release Notes

CRSP/Ziman Real Estate Database

May 2020 Monthly Release Notes
June 2020 Monthly Release Notes
June 2020 Quarterly Release Notes
March 2020 Quarterly Release Notes

CRSP US Treasury Database

June 2020 Monthly Release Notes
March 2020 Monthly/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.

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 

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. 

CRSP-Linked Assets Grow Steady in June


Assets under management linked to CRSP investable indexes increased by 1.5% to about $1,473 billion in June. CRSP-linked assets in ETFs posted gains of over 2% in June growing to around $377 billion.

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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.

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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 Indexes. Click here to view the updated Methodology Guide. 

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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. 

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