| MSF | |
| Variable | Definition |
| CUSIP | CUSIP Header |
| PERMNO | PERMNO |
| PERMCO | PERMCO |
| ISSUNO | Nasdaq Issue Number |
| HEXCD | Exchange Code Header |
| HSICCD | Standard Industrial Classification Code |
| DATE | Date of Observation |
| BIDLO | Bid or Low Price |
| ASKHI | Ask or High Price |
| PRC | Price or Bid/Ask Average |
| VOL | Volume |
| RET | Returns |
| BID | Bid |
| ASK | Ask |
| SHROUT | Shares Outstanding |
| CFACPR | Cumulative Factor to Adjust Prices |
| CFACSHR | Cumulative Factor to Adjust Shares/Vol |
| ALTPRC | Price Alternate |
| SPREAD | Spread Between Bid and Ask |
| ALTPRCDT | Alternate Price Date |
| RETX | Returns without Dividends |
| DSF | |
| Variable | Definition |
| CUSIP | CUSIP Header |
| PERMNO | PERMNO |
| PERMCO | PERMCO |
| ISSUNO | Nasdaq Issue Number |
| HEXCD | Exchange Code Header |
| HSICCD | Standard Industrial Classification Code |
| DATE | Date of Observation |
| BIDLO | Bid or Low Price |
| ASKHI | Ask or High Price |
| PRC | Price or Bid/Ask Average |
| VOL | Volume |
| RET | Returns |
| BID | Bid |
| ASK | Ask |
| SHROUT | Shares Outstanding |
| CFACPR | Cumulative Factor to Adjust Prices |
| CFACSHR | Cumulative Factor to Adjust Shares/Vol |
| OPENPRC | Price Alternate |
| NUMTRD | NASDAQ Number of Trades |
| RETX | Returns without Dividends |
| MONTHLY_RETURNS | |
| Variable | Definition |
| CRSP_FUNDNO | Fund Identifier |
| CALDT | Date |
| MRET | Total Return per Share as of Month End |
| MSI | |
| Variable | Definition |
| DATE | Date of Observation |
| VWRETD | Value-Weighted Return-incl. dividends |
| VWRETX | Value-Weighted Return-excl. dividends |
| EWRETD | Equal-Weighted Return-incl. dividends |
| EWRETX | Equal-Weighted Return-excl. dividends |
| SPRTRN | Return on the S&P 500 Index |
| SPINDX | Level of the S&P 500 Index |
| TOTVAL | Total Market Value |
| TOTCNT | Total Market Count |
| USDVAL | Market Value of Securities Used |
| USDCNT | Count of Securities Used |
| STOCKNAMES | |
| Variable | Definition |
| PERMNO | CRSP PERMANENT NUMBER |
| PERMCO | CRSP PERMANENT COMPANY NUMBER |
| NAMEDT | START DATE OF EFFECTIVE NAME |
| NAMEENDDT | END DATE OF EFFECTIVE NAME |
| CUSIP | CUSIP IDENTIFIER - HEADER |
| NCUSIP | CUSIP IDENTIFIER - HISTORICAL |
| TICKER | EXCHANGE TICKER SYMBOL - HISTORICAL |
| COMNAM | COMPANY NAME - HISTORICAL |
| HEXCD | EXCHANGE CODE - HEADER |
| EXCHCD | EXCHANGE CODE - HISTORICAL |
| SICCD | SIC Code as of Name Start Date |
| SHRCD | Share Code as of Name Start Date |
| SHRCLS | Share Class as of Name Start Date |
| ST_DATE | START DATE OF PRICE DATA |
| END_DATE | END DATE OF PRICE DATA |
| NAMEDUM | 1: DAILY ONLY, 2: DAILY AND MONTHLY |
| DPORT (Decile portfolio) | |
| Variable | Definition |
| PERMNO | CRSP PERMNO |
| CAPN | Year End Capitalization Portfolio Assignment |
| CAPV | Year End Capitalization |
| DATE | Date |
| YEAR | Year |
| FILE | Portfolio Type |