We are interested in benchmark RETURNS for these periods, so we do not care about an index level. The only thing you would use an index level for (besides stochastic modeling) would be to calculate the daily/monthly/annual returns! So when CRSP provides the returns, all the work is done for you! Just use the CRSP indexes and use their return calculations. The S&P website might be limited or require registration, but since CRSP has this data there is really no need.
Previous | Back to STAT 486/686 Assignments FAQ | Next |