CRSPSift (CRSP/Compustat) Information
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Table of Contents
Table of Contents
WSU CRSP/Compustat Information Sessions Top
Later this semester, I will be giving an introduction to this software in FIN 377: Investments and one or two public introductions in the evening. I will update this page as further information is available.
WSU CRSP/Compustat Access Top
CRSPSift is available on the first three computers in the library.
You may also download the software onto a WSU PC (but not Mac) laptop. WSU instructions are here.
CRSPSift User Guide Version 4.3.13 (Updated March 10, 2016): User guide and basic introduction to the software
CRSP Sample Data & Software Guide (Updated June 6, 2013)
Data Descriptions Guide CRSP US Stock & US Index Databases (Updated June 23, 2016)
COMPUSTAT (Global) Data Guide (2002): This guide is dated but it should still help with the definition of data items.
CRSP Documentation Page: This page at http://www.crsp.com lists all available documentation.
CRSPSift Administrator's Guide Version 4.3.13 (Updated March 10, 2016)
CRSP/Compustat Merged Database Guide (Updated May 14, 2013): This documentation contains the data definitions, database structure, the CRSP-Compustat links, etc.
CRSP Utilities and Program Libraries Guide: CRSP US Stock & US Index Databases and CRSP/Compustat Merged Database Version 3.86 (Modified March 10, 2016)
Prepare and execute a query in CRSPSift (YouTube)
Input Files Top
These are text files (.txt) containing activation keys for firms in select indices. (The activation key used in each file is listed after the file name.)
S&P 100 (.txt file, Ticker, 2016)
S&P 500 (.txt file, GVKEY, 2016)
S&P 1500 (.txt file, GVKEY, 2016)
Russell 2000 (.txt file, Ticker, 2015)
Russell 3000 (.txt file, Ticker, 2011)
Wilshire 5000 (.txt file, Ticker, 2016)
Sample Queries Top
Criteria and Settings: Apple, 2010-2015 (Fiscal Calendar), Annual Data, Output to Screen
Data Items: Anything under Income Statement, Balance Sheet or Cash Flow Statement
Apple Sample Queries (right click on link, then 'Save link as...')
● Balance Sheet Query (.kls file)
● Income Statement Query (.kls file)
● Cash Flow Statement Query (.kls file)
Generic Annual Financial Statements (Under Construction)
These are CRSP/Compustat Access (ccm) queries containing the data items for simple financial statements. A list of the included data items can be found here (docx).
Financial Statements (Income Statement, Balance Sheet, Statement of Cash Flows) Sample Query (.kls file) (right click on link, then 'Save link as...')
Income Statement Sample Query (.kls file)
Balance Sheet Sample Query (.kls file)
Statement of Cash Flows Sample Query (.kls file)
Filtering for Firms with Specific Criteria Top
CRSPSift does not have the capacity to select a subset of firms according to the value of data items, i.e., you could not use it to construct a list of all firms that have more than $200 million in annual sales and spend less than $10 million on R&D. But you can filter by SIC code in a time series access query (Tsquery). So you could use the Tsquery to find all the firms in the relevant SIC code, then download their financial statements and do the filtering in Excel or some other software.
Tsquery Example Using an SIC Filter (.kls file) (right click on link, then 'Save link as...')
Updated: April 20th, 2017