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Changes in CRSP Data

Please note that in 2005, CRSP completed the compilation and merging of daily data between 1925 and 1962 for securities that traded on NYSE in that period. The addition of these new daily data results in changes to month-end prices and to dividend ex-dates. These changes have resulted in many small changes to historical returns on my website.
     

Please note that in 2014, CRSP completed the project to backfill shares outstanding data for some stocks prior to 1947. These changes affect the early history of the return series on the website. In addition, CRSP also completed a review of shares outstanding data for securities with acquisitions having stock distributions as part of their merger terms. For details, please refer to CRSP December 2014 Monthly Release and CRSP June 2014 Monthly Release documentation.
     

Please note that CRSP's Stock and Indexes Legacy Format (FIZ) files were discontinued after the December 2024 data release. Beginning with the January 2025 data release, we use the new Stock and Indexes Flat File Format 2.0 (CIZ) files to generate US research returns. More details of the new Flat File Format 2.0 (CIZ) and the differences with the Legacy (FIZ) format can be found in the executive summary and the cross reference guide provided by CRSP.
     

 

 

 

 
Copyright Kenneth R. French