Data Definitions

This section describes the data tables and fields available, and installation and technical file specifications.

Alphabetic Listing of Variables

The following tables contain all variables in the database, sorted by the variable code. See the Table Definitions for variables organized by the data set.

* Variable Description Map

  • Column 1 – As defined by CRSP and available in CRSP stock databases
  • Column 2 – Available in both CRSP and CRSP/Ziman databases with differences in definition
  • Column 3 – Unique to CRSP/Ziman
 
Variable Code Variable Name Description Table Location Variable Type 1* 2* 3*
addcnt Add Count Number of Added Securities in the index. To be counted, a security must not be included in the previous period. CRSP/ZIMAN Monthly/Daily Indexes Integer     x
addval Add Value Market value of the securities identified in Add Count (above) CRSP/ZIMAN Monthly/Daily Indexes Real     x
aind Index Appreciation Value Capital Appreciation Return Index Value CRSP/ZIMAN Monthly/Daily Indexes Real   x  
aret Index Appreciation Return Capital Appreciation Return of the Index CRSP/ZIMAN Monthly/Daily Indexes Real x    
begcnt Beginning Count Number of securities available in the index with Good or Soft Prices at the beginning of the current period. These securities may be an Unused Price at the end of the period. CRSP/ZIMAN Monthly/Daily Indexes Integer     x
begdt Beginning Date (Header) Beginning Date for header information Header Table Integer x    
begdt Beginning Date
(REIT info)
REIT Information beginning date Ziman REIT Info Integer     x
caldt Calendar Date Calendar Date for which data applies CRSP Monthly/Daily Data,CRSP/ZIMAN Monthly/Daily Indexes Integer x    
cap Market Capitalization Month End Market Capitalization calculated using Used Price and CRSP Shares Outstanding CRSP Monthly/Daily Data Real   x  
comnam Company Name Company Name Header Table,CRSP Names Text x    
conratio Concentration Ratio Concentration Ratio is the ratio of the market value of the largest four securities in the portfolio versus the market value of the entire portfolio computed using the beginning of period market caps. CRSP/ZIMAN Monthly/Daily Indexes Real     x
convcd Reserved Reserved CRSP Names Text x    
cumfp Cumulative Price Factor Cumulative Price Factor between period and most recent period. Divide actual price by cumulative price factor to calculate adjusted price. CRSP Monthly/Daily Data Real   x  
dropcnt Drop Count Number of Dropped Securities in the index. To be counted, a security must have been present in the index in the previous period, but not in the current period. CRSP/ZIMAN Monthly/Daily Indexes Integer     x
dropval Drop Value Market value of the securities dropped from an index in each period CRSP/ZIMAN Monthly/Daily Indexes Real     x
enddt End Date (Header) Ending Date for header information Header Table Integer x    
enddt End Date (REIT info) REIT Information ending date Ziman REIT Info Text     x
enddt_reason Enddate Reason (REIT) Reason for enddate Ziman REIT Info Text     x
exchcd Exchange Code Exchange Code: 1 = NYSE, 2 = NYSE MKT, 3 = NASDAQ, 31 = NYSE When-Issued, 32 = NYSE MKT When-Issued, 33 = NASDAQ When-Issued, 0 = Unknown, -1 = Suspended, -2 = Halted CRSP Names Integer x    
facpr Price Factor Price factor in period. Factor used in returns formula to apply to current price to put on the same basis as previous period. CRSP Monthly/Daily Data Real   x  
fyrend Fiscal Year end Fiscal year end month Ziman REIT Info Integer     x
hdlstcd Header Delisting Code Header Delisting Code Header Table Integer x    
hhi Herfindahl Index Herfindahl-Hirschman Index is the sum of the squares of the market share percentages of all the individual components in an index computed using beginning of period market caps. CRSP/ZIMAN Monthly/Daily Indexes Real     x
iind Index Income Value Income Return Index Value CRSP/ZIMAN Monthly/Daily Indexes Real   x  
index list Index List List of indexes for which a REIT is eligible. See Index Type Map Ziman REIT Info Text     x
indno INDNO® CRSP Index identifier code Index Type Map,CRSP/ZIMAN Monthly/Daily Indexes Integer   x  
iret Index Income Return Income Return for the Index (Dividend Yield) CRSP/ZIMAN Monthly/Daily Indexes Real x    
issuercd Reserved Reserved CRSP Names Text x    
namebegdt Name Info Begin Date Beginning Date for name information CRSP Names Integer x    
namedesc Reserved Reserved CRSP Names Text x    
nameenddt Name Info End Date Ending Date for name information CRSP Names Integer x    
ndiv Non-Ordinary Dividends Total value of non-ordinary dividends in period CRSP Monthly/Daily Data Real   x  
obscnt Observed Count Number of securities used in the index with a Good Price at the beginning of the current period and an Observed Price at the end of the current period. CRSP/ZIMAN Monthly/Daily Indexes Integer     x
obsval Observed Value Market value of the securities that are included in the Observed Count (obscnt) CRSP/ZIMAN Monthly/Daily Indexes Real     x
odiv Ordinary Dividends Total Value of ordinary dividends in period CRSP Monthly/Daily Data Real   x  
permco PERMCO® CRSP Permanent Company Identifier Header Table Integer x    
permno PERMNO® CRSP Permanent Security Identifier Header Table,CRSP Monthly/Daily Data,CRSP Names, Ziman REIT Info Integer x    
prc Price Closing Price or Negative Bid/Ask Average on Calendar Date CRSP Monthly/Daily Data Real x    
primexch Primary Exchange Primary Exchange Traded: N = NYSE, A = NYSE MKT, Q = NASDAQ CRSP Names Text x    
psub Property Subtype Property subtype – See Sub Property Type file. Ziman REIT Info Integer     x
ptype Property Type Type of Property - See Property Type file Ziman REIT Info Integer     x
rtype REIT Type Type of REIT: Unknown = 0, Unclassified = 1, Equity = 2, Mortgage = 3, Hybrid = 4 Ziman REIT Info Integer     x
secstat Security Status Security Status: R = Regular Way, W = When-Issued, Q = Reorganization, recapitalization, or bankruptcy CRSP Names Text x    
shrcd Share Code Share Code: First Digit: 1 = Ordinary Common shares, 3 = ADR, 4 = Shares of Beneficial Interest, 7 = Unit or Limited Partnership. Second Digit: 0 = No special status found, 1 = No special status necessary, 2 = Foreign incorporated, 4 = Closed End Fund, 8 = REIT CRSP Names Integer x    
shrcls Share Class Share Class CRSP Names Text x    
siccd SIC Code Standard Industrial Classification Code CRSP Names Integer x    
ticker Ticker Ticker Symbol CRSP Names Text x    
tind Index Total Return Value Total Return Index Value CRSP/ZIMAN Monthly/Daily Indexes Real   x  
totcnt Total Count Number of securities eligible for inclusion in the index. To be eligible, the security must be a Valid Security at the beginning of the current period, but need not have a Good Price. CRSP/ZIMAN Monthly/Daily Indexes Integer   x  
totval Total Value Market value at the time of purchase of all securities available in the index. To contribute to the total value, the security must be a Valid Security and have a Good or Soft Price at the beginning of the current period. CRSP/ZIMAN Monthly/Daily Indexes Real   x  
trdstat Trading Status Trading Status: A = Active, H = Halted, S = Suspended, X = Unknown CRSP Names Text x    
tret Index Total Return Total Return for the Index CRSP/ZIMAN Monthly/Daily Indexes Real x    
tsymbol Ticker Symbol- primary exchange Trading Ticker Symbol on Primary Exchange CRSP Names Text x    
usdcnt Used Count Count of the securities used in the index. To be in an index, the security must be a Valid security and have a Good Price at the beginning of the current period and an observed or Soft Price at the end of the current period. CRSP/ZIMAN Monthly/Daily Indexes Integer   x  
usdprc Used Price Used Price - combination of various good and soft prices used in an index according to index methodology rules CRSP Monthly/Daily Data Real   x  
usdprcdt Used Price Date Date associated with the Used Price CRSP Monthly/Daily Data Integer   x  
usdprctype Used Price Type Flag used to describe the Used Price - see Price Type Table for codes. CRSP Monthly/Daily Data Integer     x
usdret Used Price Total Return Monthly Total Return based on Used Prices and Used Dates and the CRSP distribution history CRSP Monthly/Daily Data Real   x  
usdretx Used Price Return (no dividends) Monthly Return without Dividends based on Used Prices and Used Dates and the CRSP distribution history CRSP Monthly/Daily Data Real   x  
usdshr Shares Outstanding Number of Shares Outstanding CRSP Monthly/Daily Data Integer x    
usdval Used Market Value Market value at the beginning of the current period of securities used in the index that period. CRSP/ZIMAN Monthly/Daily Indexes Real   x  
valid Valid Flag indicating a security eligibility for index membership CRSP Monthly/Daily Data Integer     x

Missing Value Codes for Returns

A series of special return codes specify the reason a return is missing. Both ASCII and Access display as expected: -66.-77, and -99. For SAS there have been codes inserted for these values.

Code SAS Reason for Missing Return
-66.0 C Valid current price but no valid previous price. Either first price, unknown exchange between current and previous price, or more than 10 periods between time t and the time of the preceding price t’.
-77.0 B Not trading on the current exchange at time t.
-99.0 . Missing return due to missing price at time t; usually due to suspension in trading or trading on unknown exchange.