CRSP Market Indexes are used by asset owners, fund sponsors and other financial institutions to measure the performance of the overall US equity market and various market segments (market cap, style, sector, ESG). Currently over $2 trillion of fund assets are linked to CRSP Market Indexes.

Our investable indexes blend advancements in academic research with industry practice under the premise that an index must reflect the way that money managers actually invest.

Market Cap Indexes

CRSP Market Cap indexes are a suite of broad US equity benchmarks that employs CRSP’s proprietary cap-segmentation methodology, which uses a percentage-weight of the total US equity market instead of simple fixed constituent counts to represent each cap-segment. CRSP Market Cap indexes also utilize CRSP-specific index maintenance tools such as migration packeting, banding and transitional reconstitution, to mitigate transaction costs from index changes and better reflect investment practices.

Value Indexes

CRSP classifies value securities using the following factors:

Growth Indexes

CRSP classifies growth securities using the following factors:

Future long-term growth in earnings per share (EPS)
Future short-term growth in EPS
3-year historical growth in EPS
3-year historical growth in sales per share
Current investment-to-assets ratio, and return on assets.

Sector Indexes

CRSP developed the set of Sector Indexes listed below in order to highlight industry segment-specific characteristics of all companies included in the CRSP US Total Market Index. To accomplish that objective, CRSP uses ICE Uniform Entity Sectors (UES) codes to assign companies to the appropriate industry.