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. 

In Business Insider’s latest feature, CRSP data highlights the 27 best-performing stocks of the past century. Hendrik Bessembinder’s research, using CRSP’s historical stock data, showcases enduring growth stories from [...]

CRSP continues with it's monthly series for October 2024. [...]

In The Picker’s Penance, CRSP data analyzes the long-term results of active stock-picking strategies. The article explores challenges investors face in consistently outperforming the market, with CRSP’s reliable datasets offering [...]

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 had the pleasure of sponsoring and exhibiting at the European Finance Association (EFA) 2024 Annual Conference in Bratislava, Slovakia. Engaging with our global community and sharing insights on the [...]

This year, members of the CRSP team had the privilege of attending the 51st Annual Meeting of the European Finance Association in Bratislava, Slovakia. We were proud and excited to [...]

Notable items with this release include: - Energy continues its lag in performance, there is not a single point in the past 1 Year where Energy’s cumulative monthly performance was [...]

The Vanguard Value ETF seeks to track the performance of the CRSP U.S. Large Cap Value Index, which measures the returns of large-cap value stocks. The fund holds about 350 [...]

Notable items with this release include: - Smaller companies out-performance in July was reversed in August, with Micro Cap experiencing a -1.45% return in August compared to last month's return [...]
Scroll to top