CRSP U.S. Equity Indexes Methodology Guide

CRSP U.S. Equity Indexes offer the following features and benefits:

  • New approach to migration called “packeting”
  • Emphasis on cost efficiency
  • Quarterly reconstitution
  • Objective and transparent rule-based methodology
  • Breakpoints based on cumulative market capitalization
  • Partial weighting
  • Investability screens
  • Float-adjusted market cap

Emphasis is placed on minimizing unnecessary index turnover while maintaining “style purity.”

The CRSP U.S. Equity Indexes Methodology Guide is reviewed and updated annually in December to reflect any methodology refinements or changes.

CRSP Index Methodology Changes Notice - January & April 2020

A number of methodology rules have been enhanced concurrently with the implementation of CRSP’s new back office system.  The changes were implemented after the close of business on Friday, January 10 and effective Monday morning, January 13. 

Clarifications regarding announcements, and actions regarding Exchange Closures were also made on April 6, 2020. 

Enhanced ICB Notice - April 28, 2020