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CRSP Indices

Security price, return, and volume data for the NYSE, AMEX and NASDAQ stock markets. Additional CRSP files provide stock indices, beta-based and cap-based portfolios, treasury bond and risk-free rates, mutual funds, and real estate data.

Provides stock indices, beta- and cap-based portfolios, Treasury bond and risk-free rates of return on daily, monthly, quarterly, and annual basis for the NYSE and AMEX from 1925-present and from 1972-present for Nasdaq markets.

Includes these five groups of indices from Center for Research in Security Prices, LLC:

  • CRSP Stock File Indices
  • CRSP Cap-Based Portfolios
  • CRSP Indices for the S&P 500 Universe
  • CRSP Treasury and Inflation (CTI) Indices
  • CRSP Select Treasury Indices

Learn more about CRSP Stocks and Indices.

WRDS Access is available only to current UNC-CH faculty, students, and selected staff. 

Need access? Go to https://wrds-www.wharton.upenn.edu and click on “REGISTER” in the upper right corner of the page.

UNC-CH users with additional password

https://wrds-www.wharton.upenn.edu/pages/get-data/center-research-security-prices-crsp/