Impressum
Kundeninformation
| |
|
|||
Center for Research in Security Prices (CRSP) Databases |
Kontakt/Bestellung |
|
Online |
|
|
Inhalt :: Content Online-Service mit Zugang zu einer umfangreichen Sammlung von Aktienmarkt- und Firmendaten für über 32.000 aktive und inaktive Wertpapiere mit Primärnotierungen an den Börsen NYSE, NYSE American, NASDAQ, NYSE Arca und Bats sowie CRSP-Breitmarktindizes, darunter:
Die Verknüpfung von Bilanzdaten aus Compustat mit Marktdaten aus CRSP ist über die CRSP/Compustat Merged Database möglich. |
|
|
Verlag :: Publisher Center for Research in Security Prices (CRSP) - University of Chicago |
|
|
Preis :: Price Preise auf Anfrage / Prices on request |
|
|
Das Angebot richtet sich nicht an Verbraucher i. S. d. § 13 BGB und Letztverbraucher i. S. d. PAngV. |
|
|
Bestellnummer bei digento :: digento order number 107909 |
|
|
Verlagsinformation :: Publisher's information More than 500 entities for whom data quality, accuracy and completeness are essential rely on CRSP data products. Our portfolio of stock, indexes, mutual fund, treasury, and REIT market databases is relied on by academicians whose research and publications must withstand rigorous analysis for accuracy. Quantitative analysts in the commercial market depend on CRSP's historical depth and unrivaled quality in order to perform backtesting and modeling calculations. In the government sector, regulators and policy makers value CRSP's complete data sets as the basis for financial and economic research. CRSP US Stock Databases CRSP is renowned for its expertise in building and maintaining historical, academic, research-quality stock market databases. The CRSP US Stock Databases provide a unique research source characterized by unmatched breadth and depth. They include CRSP's permanent identifiers allowing for clean and accurate backtesting, research utilizing time-series and corporate event data, performance measurement, benchmarking, and securities analysis. The CRSP US Stock Databases contain daily and monthly market and corporate action data for over 32,000 active and inactive securities with primary listings on the NYSE, NYSE American, NASDAQ, NYSE Arca and Bats exchanges and include CRSP broad market indexes. CRSP databases are characterized by their comprehensive corporate action information and highly accurate total return calculations. CRSP Historical Indexes CRSP's unique historical indexes serve as benchmarks for the investment community and as a foundation for academic research. Created according to clear and unbiased methodologies, these indexes undergo rigorous review to ensure data accuracy, timeliness, and consistency. Each CRSP index is offered as a series that contains portfolios ranked in deciles. The CRSP Index Database product contains five groups of CRSP indexes: CRSP Stock File Indexes, CRSP Cap-Based Portfolios, CRSP Indexes for the S&P 500 Universe, CRSP Treasury and Inflation (CTI) Indexes, and the CRSP Select Treasury Indexes. CRSP/Compustat Merged Database The CRSP/Compustat Merged Database provides CRSP and Compustat subscribers the ability to access CRSP's stock data and Compustat's Xpressfeed fundamental data within a single linked database. The CRSPLink® maps complex relationships over time between CRSP and Compustat company and security permanent identifiers. The level of accuracy is superior to that found when linking by other methods, such as by CUSIP* or Ticker. New file formats available! CRSP/Compustat Merged Database is now available in SAS, ASCII, and R formats! These files are intended for use with the CRSP SAS and ACII stock files and Compustat data files that contain GVKEYs and IIDs CRSP/Ziman Real Estate Database The CRSP/Ziman Real Estate Data Series represents a collaborative effort between the Richard S. Ziman Center for Real Estate at the UCLA Anderson School of Management and The Center for Research in Security Prices at the University of Chicago. The REIT data series is a unique research resource whose development merges CRSP's experience in academic-quality financial database and index creation with the Ziman Center's expertise in real estate markets and the collection of real estate data. Combining stock price and returns data with carefully researched information regarding the population, characteristics, and history of REITs, the CRSP/Ziman database provides firm-specific information and indexes essential to analyses of REITS. Daily and monthly indexes are computed with both equal- and value-weighting for subsets defined by type of REIT and the types of properties predominately held by equity REITs. This database includes several qualitative measures detailing market capitalizations, concentrations, and changes in index composition. These measures are useful in evaluating the index series during periods when they were thinly populated. By providing a specialized REIT and REIT index database, the CRSP/Ziman Real Estate Data Series allows for time-series and events studies, measurement of performance, accurate benchmarking, and in-depth analysis at both the security and industry levels. CRSP Cap-Based Portfolio Index The CRSP Cap-Based Portfolios examine the relationship between the size of market capitalization and returns. Reports with information on breakpoints, performance, and rebalancing are generated from the CRSP Cap-Based Portfolio Module. The universe contains NYSE, NYSE American, and NASDAQ common stocks of US companies. All NYSE securities are ranked into decile portfolios on the last trading day of the quarter. Capitalization-based breakpoints used to determine the next quarter portfolio assignments are derived from these decile rankings. The NYSE American and NASDAQ National Markets securities are then added into the deciles created from the NYSE breakpoints. Portfolio returns are value-weighted and calculated monthly. Security weights are determined using market capitalizations based on the shares outstanding and closing price for the last trading day of the previous month. New securities are added to the decile portfolios based on their initial market capitalization relative to the breakpoint. Delisted securities are researched to determine a final value for their final return. Quarterly portfolio returns are obtained by compounding the three monthly returns. CRSP 10 CRSP is pleased to introduce CRSP10, a variation of our research-quality stock database. CRSP10 holds 10 years of monthly history for active and inactive securities. The full dataset, delivered in a single Excel workbook, contains the time series and event history data for which CRSP is renowned. CRSP10 is intended for use in the classroom or workshops to facilitate teaching simple concepts and calculations, to demonstrate the impact of complex corporate actions, or to expose students and new users to high quality research data with a familiar tool. CRSP US Index History Files - Intraday CRSP is pleased to introduce the CRSP US Index History Files - Intraday, a new historical data product generated by the investable CRSP Indexes. Our primary goal in generating the CRSP Indexes is to provide additional market data for scholarly research. While we are pleased with the trust that Vanguard and its investors have placed in the CRSP Indexes*, we are now taking the first step toward achieving that goal. CRSP US Treasury Database The CRSP US Treasury and Inflation Series is comprised of 1.7 million end-of-day price observations for nearly 7000 US Treasury bills, notes, and bonds, as well as supplemental files including fixed-term indexes, maturity portfolios, discount bonds, term structure and CPI files. The database begins in 1925 for month-end data, and in 1961 for daily data. CRSP Survivor-Bias-Free US Mutual Funds As the provider of the only complete database of both active and inactive mutual funds, CRSP leads the way in mutual fund research. The CRSP Survivor-Bias-Free US Mutual Fund Database serves as a foundation for research and benchmarking for this asset class. The survivor-bias-free nature of the database ensures accurate performance benchmarks and valid analysis. The CRSP Survivor-Bias-Free US Mutual Fund Database was initially developed by Mark M. Carhart of Goldman Sachs Asset Management for his 1995 dissertation (Chicago Booth) entitled, "Survivor Bias and Persistence in Mutual Fund Performance." This also filled a need for survivor-bias-free data coverage. CRSP Customized Data & Media Permits As a value-add for our subscribers, CRSP is able to provide clients with small customized data sets from the products which they license. CRSP also provides assistance to media outlets such as the Wall Street Journal, Smart Money, Fortune, and CNN. CRSP provides data to support journalists such as stock performance in the Depression, valuation of employee satisfaction, the market capitalization of car companies over time, and more. |
|
