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. 

Notable items with this release include: - Value outperformed Growth across all cap segments - Smaller companies had a great month, with Micro cap returning 10.17% over Total Market - [...]
CRSP US Total Market Index includes most of the new IPOs within five trading days of listing. This new report looks at the trends in IPOs and their impact on [...]
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. [...]

“Antti Petajisto contributed to the literature on the risks of concentrated positions with his June 2023 study, “Underperformance of Concentrated Stock Positions.” His data sample was from CRSP and covered [...]

In this article on private equity’s quest for IPO alternatives, Bloomberg notes, “The number of public companies in the US has almost halved since it peaked at around 7,500 in [...]

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. [...]

“In the boom years of the 1950s, the 10 biggest companies, including AT&T, DuPont, and General Motors, regularly exceeded 30% of the value of all U.S. stocks. In July 1955, [...]

Professor Nagel served as Executive Editor of the Journal of Finance, one of the leading academic finance journals in the world, from 2016 to 2022. Previously, he was an editor [...]

CRSP would like to congratulate Lubos Pastor on being elected to Vanguard’s Board of Directors. Lubos will be stepping down from CRSP’s Fiduciary Board, but will be remain on CRSP’s [...]

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