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 [...]

“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 [...]

“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, [...]

“While the Agg is often viewed as representing ‘the U.S. bond market,’ it in fact captures just 52% of the U.S. public bond market. Compare that with equity indices like [...]

Research shows US index trackers lose out on nearly $4bn a year due to price moves created by front-running. CRSP Managing Director and Director of Indexes dive into this topic [...]

“The behemoths of the stock market have become so big that they’re distorting gauges that define company size. CRSP’s definition of large stocks includes those in the top 85% of [...]

“Vanguard’s Total Stock Market Fund, at $1.3 trillion in assets, is a market unto itself – powered by an unassuming index called CRSP.” Read the full article at the Wall [...]