What is the CRSP Compustat Merged Database?
The CRSP/Compustat Merged Database is a CRSP product that contains Compustat data items. The database is structured so that Compustat items can be accessed using CRSP’s PERMNO/PERMCO identifiers and Compustat’s GVKEY identifiers. Requires a subscription to CRSP and Compustat.
Is GVKEY the same with PERMNO?
Because PERMNO is a security identifier and GVKEY is a company identifier, the linking could be a many to one relationship. More than one PERMNO may be linked to a single GVKEY.
What is PERMNO CRSP?
PERMNO. PERMNO is a unique permanent security identification number assigned by CRSP to each security. The user may track a security through its entire trading history in CRSP’s files with one PERMNO, regardless of name or capital structure changes. The Stock Data are sorted and indexed by this field.
How do I access Compustat data?
Follow these steps:
- Go to WRDS.
- Select “account request”
- Select “request a user account”
- Select the appropriate “account type”
- Fill out and submit the form.
- You will receive an email after your request is approved with login instructions.
Can a permno belong to more than one permco?
One PERMNO belongs to only one PERMCO. One PERMCO can have one or more PERMNOs. Prior to the introduction of Xpressfeed, Compustat included only one security per record. The links between CRSP and Compustat were between CRSP PERMNO and Compustat GVKEY.
How are data items defined in CRSP and Compustat?
Data definitions include data items provided by Compustat as well as structures and supplementary data items provided by CRSP. All data items include a mnemonic and field name. With the exception of roughly a dozen data items, the mnemonics of Compustat data items used in the CCM database match the name provided by Compustat.
What is the stock price of permno 75104?
On December 24, 2018 the closing price of shares with PERMNO 75104 was $42.440 and shares with PERMNO 76226 closed at $42.020. GVKEY (Global Company Key) is a unique number assigned to each company in the Compustat-Capital IQ database.
Which is the permanent issue identifier for Compustat?
IID Compustat’s permanent issue identifier. An identifying relationship exists between IID and GVKEY. Both must be accessed as a pair to properly identify a Compustat security. One GVKEY can have multiple IIDs.