Key Data Items
Key Data Items
- Daily and monthly data item frequency
- Individual security data includes PERMNO®, name, price, share count, returns, property type, and REIT type
- Summary statistics – Total value, beginning count, add count and value, drop count and value, observed count and value
- Herfindahl-Hirschman Index (HHI) and concentration ratio
REIT Universe
REIT Universe
- All REITs that have traded on the NYSE, NYSE American, and NASDAQ exchanges since 1980
- Nearly 650 REIT securities of which over 200 are actively trading
- Indexes built on all REITs, REIT type, and REIT property type
Delivery & Format
Delivery & Format
CRSP stock data is delivered via the Cloud utilizing MOVEit Managed File Transfer cloud software.
- Released quarterly, monthly, and annually
- Available as daily or combined daily/monthly
- Available on WRDS
- Available as SAS datasets, ASCII and R flat file format or a Microsoft Access database
- Supported on Windows and Linux
Knowledge Base
Knowledge Base
Why are the values of Concentration Ratio (conratio) and Herfindahl-Hirschman Index (hhi) the same for the equal-weighted and value-weighted indexes in CRSP/Ziman Real Estate Data Series?
Concentration ratio (conratio) and Herfindahl Hirschman Index (hhi) are not dependent on the weighting of the stocks in a portfolio. They are dependent on the market cap of the different REITS that are eligible for the portfolio. The EW and VW indexes are created from the same universe of stocks, so the conratio and hhi values are the same.
