CRSP (Center for Research in Security Prices)
CRSP provides security price, return, and volume data for the US stock markets dating back to 1925. Additionally, the data files include CRSP/Compustat Merged Database and US mutual fund data.
Compustat
Subject:
Company data:
- Financial statements
WRDS subscriptions
Keywords:
balance sheet, income statement, cash flow, earnings, fundamentals
Accessible to:
Aalto users, Aalto Students & Staff
Attention:
External account registration required; data reuse must comply with the WRDS Terms of Use.
Data source type
Third party data through data vendor
License
Academic and non-commercial research purposes only
Analysis unit
Company
Geographical coverage
Canada, United States
Time period coverage
1950-present, updated daily
Frequency
Quarterly
Format
CSV, DBF, GZ, HTM, SAV, ZIP, SAS7BDAT, DTA, TXT, XLSX
Encoding
UTF8
Description
Compustat North America contains hundreds of annual and quarterly Balance Sheet, Income Statement and Cash Flow Statement items for public companies in the United States and Canada. Annual data goes as far back as 1950 for most companies, quarterly history begins in 1961.
Additional files contain information on industry segments, pensions, index prices, short interest, dividends and earnings. Companies in the data are identified by GVKEY, TIC, CIK and CUSIP. Additionally, our subscription includes:
- Bank Fundamentals - financial statement information for the banking industry.
- Annual data begins in 1955, quarterly in 1961.
- Historical Segments - business segments (geographical, operational) and customer segments (e.g. local or foreign governments).
- Data begins in 1976.
- Execucomp - Executive and Director compensation, Equity Awards, Stock Option Grants and Pension Benefits.
- Data begins in 1992 or later.
- Marginal Tax Rates - non-parametric marginal tax rates developed by Professors Jennifer Blouin (Wharton), John Core (MIT), and Wayne Guay (Wharton).
- Data begins in 1980.
Compustat is maintained by S&P Global Market Intelligence, formerly S&P Capital IQ and SNL Financial, which is a division of S&P Global.
Distributor
Wharton Research Data Services (WRDS)
Acknowledgement
The Compustat subscription is financed by the Department of Finance at Aalto University School of Business.
Cite as
Wharton Research Data Services. "WRDS" wrds.wharton.upenn.edu, accessed YYYY-MM-DD.
WRDS Terms of Use requiers users to acknowledge them in publications and communication by stating the following:
'Wharton Research Data Services (WRDS) was used in preparing [identify research piece]. This service and the data available thereon constitute valuable intellectual property and trade secrets of WRDS and/or its third-party suppliers.'
Contact
Access to WRDS is managed by Nikolas Breitkopf, contact via [email protected]
Related data sources
S&P Capital IQ Pro
Previously, SNL Real Estate and S&P Global Market Intelligence. The combined S&P Capital IQ Pro contains real-time news, pricing, financial and property data.