资源简介:
## 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 database provides the historical matching of CRSP market and corporate action data with Compustat fundamental data
- CRSPLink® maps complex relationships over time between CRSP's PERMNO® and Compustat identifiers allowing a superior level of accuracy over other linking methods
- CRSP data contains security-level historical descriptive information and market data on more than 32,000 securities for both inactive and active companies from the NYSE, NYSE American, NASDAQ, and NYSE Arca exchanges
- The CRSP database consists of over 20 tables with historical security data including delisting information (stkdelists), distribution data (stkdistributions), and price data (stkdlysecuritydata)
- Compustat data contains thousands of annual and quarterly income statement, balance sheet, cash flow, pension, supplemental, and descriptive data items for active and inactive companies
- The Compustat database consists of over 90 tables with historical company level financial data including income statements (incomestatementquarterly), operating segments (operatingsegmentdetail), and balance sheets (balancesheetquarterly)
- Reference data items include economic indicators and daily and monthly exchange rate history
- Individual data items like security total return (DLYRET), index total return (DLYTOTRET), company earnings per share (EPSFISA), and company revenue (REVT) are available for portfolio model building and comparing results to an index benchmark
提供机构:
Center for Research in Security Prices, LLC