=================================================================================================================
Data Set Name: MZ.CAL Observations: 817
Member Type: DATA Variables: 12
Engine: V609 Indexes: 2
Variable Type Format Description
-----------------------------------------------------------------------------------------------------------
CALDT Num DATE7. CALENDAR DATE
EWRETD Num EQUAL-WEIGHTED RETURN
EWRETX Num EQUAL-WEIGHTED RETURN - EXCLUDING DIVIDENDS
INDEX Num CRSP TRADING DAY COUNTER
SPINMZ Num LEVEL OF THE STANDARD AND POORS COMPOSITE INDEX
SPRTRN Num RETURN ON THE STANDARD AND POORS COMPOSITE INDEX
TOTCNT Num TOTAL MARKET COUNT
TOTVAL Num TOTAL MARKET VALUE
USDCNT Num COUNT OF SECURITIES USED
USDVAL Num MARKET VALUE OF SECURITIES USED
VWRETD Num VALUE WEIGHTED RETURN (INCLUDING ALL DISTRIBUTIONS)
VWRETX Num VALUE WEIGHTED RETURN (EXCLUDING DIVIDENDS)
-----Alphabetic List of Indexes and Attributes-----
# Index
----------
1 CALDT
2 INDEX
=================================================================================================================
Data Set Name: MZ.DELIST Observations: 7448
Member Type: DATA Variables: 10
Engine: V609 Indexes: 2
Variable Type Format Description
-----------------------------------------------------------------------------------------------------------
DLASK Num DELISTING ASK
DLBID Num DELISTING BID
DLPRC Num DELISTING PRICE
DLRET Num DELISTING RETURN
DLSTCD Num DELISTING CODE
DLSTDT Num DATE7. DELISTING DATE
DLVOL Num DELISTING VOLUME
NEXTDT Num DATE7. DATE OF NEXT AVAILABLE INFORMATION
NWPERM Num NEW CRSP PERMANENT NUMBER
PERMNO Num CRSP PERMANENT NUMBER
-----Alphabetic List of Indexes and Attributes-----
# Index
----------
1 PERMNO
2 NWPERM
=================================================================================================================
Data Set Name: MZ.DISTS Observations: 339813
Member Type: DATA Variables: 9
Engine: V609 Indexes: 1
Variable Type Format Description
-----------------------------------------------------------------------------------------------------------
DCLRDT Num DATE7. DECLARATION DATE
DISTCD Num DISTRIBUTION CODE
DIVAMT Num DIVIDEND CASH AMOUNT
EXDT Num DATE7. EX-DISTRIBUTION DATE
FACPR Num FACTOR TO ADJUST PRICE
FACSHR Num FACTOR TO ADJUST SHARES OUTSTANDING
PAYDT Num DATE7. PAYMENT DATE
PERMNO Num CRSP PERMANENT NUMBER
RCRDDT Num DATE7. RECORD DATE
-----Alphabetic List of Indexes and Attributes-----
# Index
----------
1 PERMNO
=================================================================================================================
Data Set Name: MZ.HEADER Observations: 7448
Member Type: DATA Variables: 27
Engine: V609 Indexes: 1
Variable Type Format Description
-----------------------------------------------------------------------------------------------------------
BEGBXS Num DATE7. BEGINNING OF BETA EXCESS RETURN DATA
BEGDAT Num DATE7. BEGINNING OF DATA
BEGPRC Num DATE7. BEGINNING OF PRICE DATA
BEGRET Num DATE7. BEGINNING OF RETURN DATA
BEGSP Num DATE7. SUBSCRIPT OF THE FIRST SECONDARY PRICE
BEGSXS Num DATE7. BEGINNING OF EXCESS RETURN DATA
BEGVOL Num DATE7. BEGINNING OF VOLUME DATA
BEGYR Num SUBSCRIPT OF THE FIRST YEAR OF DATA
COMPNO Num NASDAQ COMPANY NUMBER
CUSIP Char CUSIP IDENTIFIER
ENDBXS Num DATE7. END OF BETA EXCESS RETURN DATA
ENDDAT Num DATE7. END OF DATA
ENDPRC Num DATE7. END OF PRICE DATA
ENDRET Num DATE7. END OF RETURN DATA
ENDSP Num DATE7. SUBSCRIPT OF THE LAST SECONDARY PRICE
ENDSXS Num DATE7. END OF EXCESS RETURN DATA
ENDVOL Num DATE7. END OF VOLUME DATA
ENDYR Num SUBSCRIPT OF THE LAST YEAR OF DATA
HEXCD Num HEADER EXCHANGE CODE
HSICCD Num HEADER SICCD
ISSUENO Num NASDAQ ISSUE NUMBER
NUMDEL Num NUMBER OF DELISTING STRUCTURES
NUMDIS Num NUMBER OF DISTRIBUTION STRUCTURES
NUMNAM Num NUMBER OF NAME STRUCTURES
NUMNDI Num NUMBER OF NASDAQ INFORMATION STRUCTURES
NUMSHR Num NUMBER OF SHARE STRUCTURES
PERMNO Num CRSP PERMANENT NUMBER
-----Alphabetic List of Indexes and Attributes-----
# Index
----------
1 PERMNO
=================================================================================================================
Data Set Name: MZ.NAMES Observations: 17460
Member Type: DATA Variables: 9
Engine: V609 Indexes: 3
Variable Type Format Description
-----------------------------------------------------------------------------------------------------------
COMNAM Char COMPANY NAME
EXCHCD Num EXCHANGE CODE
NAMEDT Num DATE7. NAME DATE
NCUSIP Char NAME CUSIP
PERMNO Num CRSP PERMANENT NUMBER
SHRCD Num SHARE CODE
SHRCLS Char SHARE CLASS
SICCD Num STANDARD INDUSTRIAL CLASSIFICATION CODE
TICKER Char EXCHANGE TICKER SYMBOL
-----Alphabetic List of Indexes and Attributes-----
# Index
----------
1 PERMNO
2 SICCD
3 EXCHCD
=================================================================================================================
Data Set Name: MZ.PRTNUM Observations: 113423
Member Type: DATA Variables: 5
Engine: V609 Indexes: 1
Variable Type Description
-----------------------------------------------------------------------------------------------------------
BETA Num BETA PORTFOLIO ASSIGNMENT
CAP Num YEAR END CAPITALIZATION PORTFOLIO ASSIGNMENT
PERMNO Num CRSP PERMANENT NUMBER
SDEV Num STANDARD DEVIATION PORTFOLIO ASSIGNMENT
YEAR Num DATA YEAR
-----Alphabetic List of Indexes and Attributes-----
# Index
----------
1 PERMNO
=================================================================================================================
Data Set Name: MZ.SHARES Observations: 193055
Member Type: DATA Variables: 4
Engine: V609 Indexes: 1
Variable Type Format Description
-----------------------------------------------------------------------------------------------------------
PERMNO Num CRSP PERMANENT NUMBER
SHRFLG Num SHARE FLAG
SHROUT Num NUMBER OF SHARES OUTSTANDING
SHRSDT Num DATE7. DATE OF SHARES STRUCTURE
-----Alphabetic List of Indexes and Attributes-----
# Index
----------
1 PERMNO
=================================================================================================================
Data Set Name: MZ.TSDATA Observations: 1310469
Member Type: DATA Variables: 8
Engine: V609 Indexes: 1
Variable Type Format Description
-----------------------------------------------------------------------------------------------------------
ASKHI Num ASK OR HI
BIDLO Num BID OR LOW
CALDT Num DATE7. CALENDAR DATE
PERMNO Num CRSP PERMANENT NUMBER
PRC Num CLOSING PRICE OR BID/ASK AVERAGE
RET Num HOLDING PERIOD RETURN
RETX Num HOLDING PERIOD RETURN - without dividend
VOL Num SHARE VOLUME
-----Alphabetic List of Indexes and Attributes-----
# Index
----------
1 PERMNO
=================================================================================================================
Data Set Name: MZ.YRVAL Observations: 113423
Member Type: DATA Variables: 5
Engine: V609 Indexes: 1
Variable Type Description
-----------------------------------------------------------------------------------------------------------
BETA Num BETA PORTFOLIO ASSIGNMENT
CAP Num YEAR END CAPITALIZATION PORTFOLIO ASSIGNMENT
PERMNO Num CRSP PERMANENT NUMBER
SDEV Num STANDARD DEVIATION PORTFOLIO ASSIGNMENT
YEAR Num DATA
-----Alphabetic List of Indexes and Attributes-----
# Index
----------
1 PERMNO