Combining stock price and returns data with carefully researched information regarding the population, characteristics, and history of REITs, the CRSP/Ziman database provides firm-specific information and indexes essential to analyses of REITS.
Daily and monthly indexes are computed with both equal- and value-weighting for subsets defined by type of REIT and the types of properties predominately held by equity REITs. This database includes several qualitative measures detailing market capitalizations, concentrations, and changes in index composition. These measures are useful in evaluating the index series during periods when they were thinly populated.
Key Features Include
- All REITs that have traded on the NYSE, NYSE MKT, and NASDAQ exchanges since 1980
- Indexes based on all REITs, REIT type, and REIT property type
- Daily and monthly data item frequency
- Individual security data includes PERMNO, name, price, share count, returns, property type, and REIT type
- Summary Statistics - Total value, beginning count, add count and value, drop count and value, observed count and value
- Herfindahl-Hirschman Index (HHI) and concentration ratio
Delivery & Format Options
- CRSP data delivery for all products is available through the "Cloud." By utilizing IPSwitch's MOVEit Cloud product ( https://crsp.moveitcloud.com), you can download data products either on demand, or with scheduled processes.
- Product released as the Daily database or combined Daily/Monthly
- Annual, quarterly, and monthly releases
- SAS datasets, ASCII format files, or as a Microsoft Access database
- Supported on Windows, Linux, and Sun Solaris
- Download the CRSP/Ziman Real Estate Data Series Guide (PDF)
For additional information on the CRSP/Ziman REIT Data Series or purchasing subscriptions, please contact Stephen D. Cauley, Project Manager, Ziman/CRSP REIT Data Series, at:
email@example.com or subscriptions@crsp.ChicagoBooth.edu