CRSP

CRSP US Stock Databases with primary listings on the NYSE, NYSE MKT, NASDAQ, and Arca exchanges. 
CCM , CRSP Compustat Merged - The CRSP Compustat Merged database (CCM) / Subset North-America / links CRSP market and corporate action data with Compustat fundamental data.
 

CRSP   provides a unique research source

• including CRSP’s unique permanent identifiers (PERMNO®) allowing for research utilizing time-series,
• contains daily market data for securities with primary listings on the NYSE, NYSE MKT, NASDAQ, and Arca exchanges. Security level time series includes price, return, shares outstanding, and adjustment factors.
  • All time series are keyed by the CRSP Permanent Security Identifier, PERMNO®, and the calendar trading date. Only trading dates are included.
  • Price data includes the observed price or bid/ask data as well as the used price derived for the indexes. Used prices, a price type, and the date of a used price are provided.
  • Returns data includes a total return and capital appreciation based on the Used Prices.
  • Shares outstanding data is mapped from filings and adjustment events to each time series value. A capitalization is computed based on the used shares outstanding and the used price.
  • Adjustment data includes the effective ordinary dividend amount, non-ordinary dividend amount, period adjustment factor, and cumulative price adjustment factor. Prices can be divided by the cumulative price adjustment factor to get prices adjusted to the basis of the last available price.

See the Data Definitions for the full list of variables and used price type codes.CCM   The CCM database links CRSP market and corporate action data with Compustat fundamental data.
The CCM database offers a variety of benefits including:
 

• Comprehensive research: Many of the links can be easily recreated by comparing identifiers such as CUSIP, ticker, and company name. Through in-depth research CRSP adds to CCM additional links that are complicated due to mergers & acquisitions, multiple securities, cross-listed securities, and more. CRSPLink maps complex relationships over time between CRSP and S&P Capital IQ's Compustat security permanent identifiers. These identifiers permit a seamless time-series analysis of companies and securities, regardless of ticker or CUSIP changes.
• Multiple identifiers: The CCM database may be accessed through either CRSP or Compustat identifiers, (i.e. PERMNO, PERMCO, GVKEY).
• Coverage CCM includes Standard & Poor's Compustat data, reformatted into CRSP's proprietary CRSPAccess database format, along with link information. Even though CCM is a CRSP product, it does not include CRSP's stock market data.

Packages licenced:

• US Stock_1925_ANNSUB
• CRSP-Compustat_Merged_ANNSUB
• (4 indices are part of the package as well)
• NOT available are:
  • CRSP 10
  • CRSP Historical Indexes
  • CRSP US Index History Files - Intraday
  • CRSP US Treasury Database
  • CRSP/Ziman Real Estate Database
  • CRSP Survivor-Bias-Free US Mutual Funds
  • CRSP Cap-Based Portfolio Index
  • CRSP Customized Data and Media Permits