policies

15-minute reporting delay. CRSP Indexes recalculated every second. Index values can be refreshed, upon request, every 15 seconds.

ABOUT CRSP INDEXES 

Total Market Index Methodology 

Total Market Index Performance 

 

Market data provided by Interactive Data.  Powered and implemented by Interactive Data Managed Solutions. Terms & Conditions.


2
Chicago Booth

New from CRSP - may 2013

Heads Up!  New Delivery Method on the Horizon!

CRSP will soon begin offering data delivery via the “Cloud” and shifting away from monthly DVDs.  Utilizing IPSwitch’s MOVEit Cloud product (http://www.ipswitchft.com/Products/MOVEit/Cloud.aspx), CRSP subscribers will be able to effortlessly download data products on demand or with scheduled processes.   Stay tuned for more information as rollout begins in the next several months.

CRSP Indexes - Our key concepts

Development of the CRSP Indexes has been driven by rigorous academic research, practitioner insights, and industry best practices. Some of the underpinnings for the CRSP Indexes will be familiar to many, and some new aspects require an introduction.

To help readers and investors better understand these drivers, CRSP presents our Key Concepts. The third in the series is a discussion of our Banding and Migration. Read here.

The first two Key Concepts of the series, can be found here.

CRSP welcomes your feedback, as well as ideas for additional topics. Please email us at Indexes@crsp.chicagobooth.edu.

Visualize historical risk and return data with CRSP

This new series begins with a comparison of the long-run return performance of major asset classes. CRSP data underpin the 87-year history for stock and treasury bill performance beginning with 1926.

The commonly used 1926 starting point for historical data is a result of the initial study by Chicago Booth Professors James Lorie and Lawrence Fisher and their seminal research paper Rates of Return on Investments in Common Stock. More information about the development of CRSP can found here.

To learn more about their digital and print-based financial illustration services, please contact Investments Illustrated.

job opportunities at crsp

Despite the challenging economy, CRSP is growing! We have opportunities located in our Chicago Loop Financial District office. See more here. >>

Chicago Booth Blog

The Chicago Booth faculty recently created a blog on the Bloomberg website called Business Class.  This blog is written by a variety of Chicago Booth faculty members. The blog discusses money, the market, and public policy. Click here to view the blog. >>

in the news

CRSP Board members

FOX BUSINESS TELEVISION.  Professor John Cochrane discussed his proposal for an alternative maximum tax.  His plan would cap the amount a taxpayer owes when federal, state and local taxes are added up.   Professor Cochrane says the total tax burden should not exceed 50 percent of income for the wealthiest people.   Such a plan would give incentives for businesses to invest and would sharply lower the redundancies of taxation, he said.  Watch the video >>

FOREIGN AFFAIRS.  Professor Steven Kaplan published an op-ed titled The Real Story Behind Executive Pay; The Myth of Crony Capitalism, in the May/June issue   “Americans are understandably worried about economic inequality,” he wrote, “but CEOs’ salaries have not been the driver of that inequality.  Rather, they have been buoyed by the same forces that have increased pay for others.  Policymakers who want to narrow the gap between the rich and the poor by regulating corporations are likely to be disappointed and could even do unintended damage by undermining the ability of top public companies – important engines of the American economy – to attract and retain the best people.”  Read the article >>

THE WALL STREET JOURNAL.  Professor Steven Kaplan was named a member of the founding advisory board of the Private Equity Research Consortium, according to a news release.  The consortium will focus on the interaction of scholars and industry professionals to improve data on and understanding of private equity.  Read the article >>

MARKETPLACE RADIO.  Professor Steven Kaplan was featured in a story titled Why Apple – cash-rich and debt-free – is going to borrow money.   It’s less expensive to borrow, he said.  “Some of this cash is sitting offshore, and because of the complicated tax law that we have, when they bring some of the money back into the United States, they pay an additional tax.”    Listen to the broadcast >>

 

month

May 16 Monthly Stock and Index Databases Ships
May 29 Monthly CRSP/Compustat Merged Database Ships
May 31 Monthly CRSP/Ziman Real Estate Data Series Ships
June 12-14 FMA 2013 European Conference - Luxembourg City, Luxembourg
June 18 Monthly Stock and Index Databases Ship
June 26-29 EFMA 2013 Annual Meeting - Reading UK
June 28 Monthly CRSP/Compustat Merged Database Ships
Monthly CRSP/Ziman Real Estate Data Series Ships