Stkprint IN A FEW EASY STEPS. C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H stkprint is a command line program used to.

stkprint IN A FEW EASY STEPS

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H stkprint is a command line program used to facilitate analysis of event and time series data sets. stkprint can be used to browse and extract CRSP’s daily and monthly US stock data. stkprint : STOCK PRINT REPORT WRITER

C L E AN, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H stkprint includes two utilities: dstkprint accesses Daily data mstkprint accesses Monthly data At the command line, stkprint and dstkprint may be used interchangeably. Both will access Daily data. stkprint : STOCK PRINT REPORT WRITER

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H BEFORE WE CAN GET STARTED To use stkprint, you must enter a key identifier. Identifiers are: PERMNO ® – CRSP’s permanent and unique security identifier that follows an entity through name and CUSIP changes, mergers & acquisitions PERMCO ® – CRSP’s permanent and unique company identifier that follows an entity through name changes CUSIP TICKER SIC CODE

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H BEFORE WE CAN GET STARTED stkprint runs in a DOS window. For ease of use, we recommend that the screen buffer be set to 5000 lines. To check this setting and change it, if necessary, click on the upper left corner of the DOS prompt window. Select Properties Layout Screen Buffer Size Height. Change to 5000, and click OK to close the window. Click here for menu options, then select Properties.

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H BEFORE WE CAN GET STARTED We may look up an identifier in two ways: stksearch – a namelist search utility that will return header information for a security “Find” option in the ts_print interface – search on what is known to find unknown identifiers. Example: search on company name to return PERMNO, Ticker or CUSIP

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H FIND A PERMNO USING stksearch At a DOS prompt, type and enter: stksearch “microsoft”

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H The results are as follows: FIND A PERMNO USING stksearch The PERMNO for Microsoft  is 10107.

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H To find a PERMNO using the Find option in the ts_print interface, open ts_print from your Start Programs CRSPAccess menu. Click on the Find button in the Entity Tab, to begin your PERMNO search. FIND A PERMNO USING ts_print Select One Security, and PERMNO to insure that “Find” is enabled.

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H FIND A PERMNO USING ts_print In the Find window, enter your criteria as follows: To Find a PERMNO: Select your search criteria. Enter the Company Name in the form field. Select the type of information for which you are searching. Click on the Locate button. Make note of the PERMNO when it is located. FIND WINDOW ts_print SEARCH RESULTS

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H CRSP Command Prompt will open a DOS window and set the path for CRSP utilities to run from the command line. CRSPAccess Menu options DstkPrint for daily data and MstkPrint for monthly data You can enter criteria for stkprint in two ways from the CRSPAccess Menu: ACCESSING stkprint

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H From the CRSP Command Prompt: ACCESSING stkprint

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H ACCESSING stkprint From the CRSPAccess Menu:

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H Accessing Prices, Returns and Shares Data stkprint - EXAMPLE: Through example, we will explore various access commands and options. Using Microsoft as our sample entity, we will access the following data:   current identifying information   prices, adjusted prices and shares, returns, shares outstanding   single items and group items   dividend information

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H Commands for this example: stkprint - EXAMPLE: /hh –Header data, current identifying information on an issue /pp – Price data /pr – Return data /dx for the group /ps – Shares Outstanding /dt YYYYMMDD-YYYYMMDD – Select the Date Range. /djYYYYMMDDn – Toggle for Adjusted Prices and Shares Outstanding, accounting for stock splits. /du – Toggle for unadjusted Prices and Shares Outstanding. /di – Toggle for Dividend Array Information

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H EXAMPLE: /hh - Browse Header Data Header data contains current, security-level identifying information. Header fields, available with the /hh option include: PERMNOCUSIPPERMCONASDAQ Company No. NASDAQ Issue No.Exchange CodeSIC codeNo. of Name Listings No. of DistributionsShare ClassDelist CodeNASD Code Date Ranges of DataTicker Symbol*Delete CodeCompany Name *Available for active issues only

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H EXAMPLE: /hh - Header Data from the CRSP Command Prompt 1. 1.At C:\>, type dstkprint. 2. 2.Type /hh as the option. 3. 3.Keep previous data options? (y/n) Select Y to keep previous options or N to browse the newly specified data. Select N. 4. 4.Enter PERMNO 10107 as the identifier. 1. 1. 2. 2. 3. 3. 4. 4.

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H EXAMPLE: Header Following is a snapshot of Microsoft’s header data. PERMNO CUSIP PERMCO Compno Issuno EX SIC Name Dist Share Dlst Nasd 10107 59491810 8048 60008001 10539 3 7370 2 15 109 1 1302 Begdt - Enddt HTick DEL Latest Company Name 19860313-20050331 MSFT 100 MICROSOFT CORP

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H EXAMPLE: /pp - Browse Price Data 1. 1.Type /pp as the command. 2. 2.Type N to not keep previous options. 3. 3.Enter PERMNO 10107 or S to use the same identifier you previously used. Note that the default date range is three months. You will learn how to change the date range later in the tutorial with the /dt command.

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H EXAMPLE: /pp - Price Data Output Date PRICES 20050103 26.74000 20050104 26.84000 20050105 26.78000 20050106 26.75000 20050107 26.67000 20050110 26.80000 20050111 26.73000 20050112 26.78000 20050113 26.27000. 20050323 24.18000 20050324 24.28000 20050328 24.20000 20050329 23.92000 20050330 24.16000 20050331 24.17000 Daily price data for Microsoft

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H EXAMPLE: /pr - Browse Return Data To browse Total Return Data, we continue in the same manner: 1. 1.Type /pr as the command. 2. 2.For this example, select Y to return Prices along with Returns. 3. 3.Enter PERMNO 10107 or S to use the same identifier you used previously.

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H EXAMPLE: /pr - Return Data Output Date PRICES RETURNS 20040430 26.13000 -0.013218 20040503 26.35000 0.008419 20040504 26.33000 -0.000759 20040505 26.30000 -0.001139 20040506 26.12000 -0.006844 20040507 25.78000 -0.013017. 20040727 28.44000 -0.007676 20040728 28.58000 0.004923 20040729 28.48000 -0.003499 20040730 28.49000 0.000351 Daily time series return data for Microsoft, keeping previously selected options.

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H EXAMPLE: /ps Shares Outstanding Data To browse Shares Outstanding: Type /ps as the command. Select Y and a second time select N to view the difference between the two options. Enter PERMNO 10107 or S to use the same identifier you used previously.

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H EXAMPLE: /ps - Shares Outstanding Output Daily shares outstanding data for Microsoft, keeping previously selected options. Date PRICES RETURNS SHARES 20040430 26.13000 -0.013218 10794693 20040503 26.35000 0.008419 10794693 20040504 26.33000 -0.000759 10794693 20040505 26.30000 -0.001139 10794693 20040506 26.12000 -0.006844 10794693 20040507 25.78000 -0.013017 10794693. 20040727 28.44000 -0.007676 10794693 20040728 28.58000 0.004923 10794693 20040729 28.48000 -0.003499 10794693 20040730 28.49000 0.000351 10794693

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H EXAMPLE: /ps - Shares Outstanding Output If you selected N, your output would contain only the newly selected data item: Date SHARES 20040430 10794693 20040503 10794693 20040504 10794693 20040505 10794693 20040506 10794693 20040507 10794693. 20040727 10794693 20040728 10794693 20040729 10794693 20040730 10794693

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H EXAMPLE: /dx - Price, Return and Shares Outstanding Data Some commonly used commands are available as groups using stkprint. One group includes Price, Return and Shares Outstanding data using the /dx command. 1. 1.Type /dx as the option. 2. 2.Select N. 3. 3.Enter PERMNO 10107 or S to use the same identifier you used the previous time.

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H Daily price, shares outstanding and returns data for Microsoft: Date PRICES SHARES RETURNS 20050103 26.74000 10880222 0.000749 20050104 26.84000 10880222 0.003740 20050105 26.78000 10880222 -0.002235 20050106 26.75000 10880222 -0.001120 20050107 26.67000 10880222 -0.002991 20050110 26.80000 10880222 0.004874 20050111 26.73000 10880222 -0.002612 20050112 26.78000 10880222 0.001871 20050113 26.27000 10880222 -0.019044 20050114 26.12000 10880222 -0.005710 20050118 26.32000 10880222 0.007657. 20050324 24.28000 10880222 0.004136 20050328 24.20000 10880222 -0.003295 20050329 23.92000 10880222 -0.011570 20050330 24.16000 10880222 0.010033 20050331 24.17000 10880222 0.000414 EXAMPLE: /dx - Price, Return and Shares Outstanding Data

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H Example: /dt - Set Date Range The default date range is the most current 3-months. You can change the date range with the /dt command. Dates can be entered in YYYY-YYYY, YYYYMM- YYYYMM, or YYYYMMDD-YYYYMMDD formats with the most historic date listed first. To change the date range to output data between June 2001 and March 2004, enter the following options: 1. 1.Type /dt 200403-200501. 2. 2.Select N to browse only the newly specified data. Note: Saying No to previous options does not revert to the old date range. The date range will remain constant until it is actively changed again.

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H EXAMPLE: /dt - Date Range Change Once you have changed the desired date range, your screen will display the following:

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H /djYYYYMMDDn – Adjusted Price and Shares Outstanding Data To view adjusted Prices, Volume and Shares Outstanding using the The /djYYYYMMDDn command returns Adjusted Prices and Shares Out data. You provide two inputs for this command: YYYYMMDD is the begin date to adjust data. n represents the factor used to adjust the data: 0 – Stock splits and dividends only 1 – All distribution factors available

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H /djYYYYMMDDn – Adjusted Price and Shares Outstanding Data We will look at one of Microsoft’s splits for this example. 1. 1.Enter /pp and /ps options to Browse Price and Shares Outstanding data, and change your date range to /dt 19980218-19980225. 2. 2.Type /dj199801010 as the date to adjusting the data for splits. 3. 3.Keep previous data options? (y/n) Select Y to keep previous options. 4. 4.Enter PERMNO 10107 or S to use the same identifier you used the previous time.

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H /djYYYYMMDDn – Adjusted Price and Shares Outstanding Data Output for both Adjusted and Unadjusted Prices and Shares for Microsoft. Adjusted Prices/Shares Unadjusted Prices/Shares Date PRICES SHARE 19980218 154.62500 1207000 19980219 154.87500 1207000 19980220 155.12500 1207000 19980223 163.25000 1207000 19980224 164.25000 1207000 19980225 169.87500 1207000 Date PRICES SHARES 19980218 154.62500 1207000 19980219 154.87500 1207000 19980220 155.12500 1207000 19980223 81.62500 2414000 19980224 82.12500 2414000 19980225 84.93750 2414000

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H Next use the Find option to select and add Daily Total Returns. STOCK SPLITS - Data Items /djYYYYMMDDn – Adjusted Price and Shares Outstanding Data You can use the /du option to toggle back to raw data. 1. 1.Select N to only browse the Type /du to toggle back to unadjusted data. 2. 2.Newly specified data. 3. 3.Enter PERMNO 10107 or S to use the same identifier you used the previous time. Reminder! Once you have set adjusted data, you must use /du to toggle back to unadjusted data.

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H Browsing for Distribution information is key functionality of stkprint. Header information for Microsoft includes the number of rows in the distribution array for the security. /di - Distribution Information

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H The Distribution Array contains corporate action information. Follow these steps to browse Distribution information: /di - Distribution Information 1. 1.Type /di as the command. 2. 2.Keep previous data options? (y/n) Select N to browse only the newly selected data. 3. 3.Enter PERMNO 10107.

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H /di - Distribution Information The Distribution Event Array includes:   Code - Codes describing the event (Distribution Code)   Divamt - Cash value per share (Dividend Cash Amount)   Facpr - Factor to Adjust Price   Facshr - Factor to Adjust Shares Outstanding Dates - Distribution Declaration Date (Dclrdt), Ex-Distribution Date (Exdt), Record Date (Rcrddt), and Payment Date (Paydt) Links to securities or companies related to the event - Acquiring PERMNO (Aperm), Acquiring PERMCO (Acomp)

C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H stkprint Congratulations! You have successfully browsed header, price, return, shares outstanding, and distribution data using stkprint. Please refer to the Utilities Guide for CRSP Stock and Indices Databases or contact the CRSP Client Services Group for User Support and additional training. Utility Manual – www.crsp.chicagogsb.edu/support/documentation/database_guides User Support – Email: Support@crsp.ChicagoGSB.edu Phone: 312.263.6400

Stkprint IN A FEW EASY STEPS. C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H stkprint is a command line program used to.

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Stkprint IN A FEW EASY STEPS. C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H stkprint is a command line program used to.

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Presentation on theme: "Stkprint IN A FEW EASY STEPS. C L E A N, Q U A L I T Y D A T A F O R E X C E L L E N C E I N R E S E A R C H stkprint is a command line program used to."— Presentation transcript:

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