NOTICE: As of 2/2/2026, Morningstar has completed the acquisition of the Center for Research in Security Prices (CRSP). Learn more >>

Building a Better Market Index

How Academic Research Shaped an Industry Standard

CRSP’s Market Indexes were built on a foundation of rigorous research—now, Chicago Booth Magazine is telling that story.

Discover how Booth faculty’s groundbreaking work led to the creation of CRSP’s investable indexes, culminating in the 2010 launch of the CRSP US Total Market Index.

Read the full article. 

Using CRSP Market Indexes Methodology, CRSP Count™ tracks changes in the number of securities by market cap segments - Mega, Mid, Small and Micro - through time. [...]
Notable items with this release include:
- December returns were fairly flat for Cap and Style Indexes
- Value outperformed Growth across the board in Q4, however, [...]
The 2026 CRSP Market Indexes Methodology Guide is now available. [...]
CRSP Market Indexes (CRSPMI) announces the market cap breakpoints and effective ranking dates for its December 2025 quarterly index rebalancing. [...]
We’ve updated our methodology to exclude Passive Foreign Investment Companies (PFICs) from our CRSP Market Indexes—helping mitigate tax implications and improve investor outcomes. [...]
CRSP is pleased to be recognized in Andrew Ross Sorkin’s new book, 1929: Inside the Greatest Crash in Wall Street History – And How It Shattered a Nation. [...]
As U.S. equity markets evolve, so should the way they’re measured. In an article published by ETF.com, CRSP explores why traditional, fixed-constituent benchmarks may no longer capture the full dynamics [...]
Using CRSP Market Indexes Methodology, CRSP Count™ tracks changes in the number of securities by market cap segments - Mega, Mid, Small and Micro - through time. [...]
CRSP was proud to join industry leaders at the 6th Annual ETFGI US Summit in New York for a thoughtful discussion on the continued relevance and innovation of index ETFs. [...]
Scroll to top