Linkedin-in

Request Subscription Information

Comment on CRSP CIZ Monthly Return

Wharton WRDS logo

“While this methodology change indeed leads to different computed monthly returns in some cases, I find that the vast majority of the monthly returns in the CIZ format matches up with the SIZ version. And for the ones that are impacted due to the methodology change, the CIZ approach appears to handle distribution and trading gaps in a more reasonable fashion.”

Read the full paper>

News & Updates

Watch the ETFGI US Summit Panel: Are Index ETFs Still Relevant?

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. [...]

CRSP Market Indexes US Market Update – Q3 2025

Notable items with this release include: - Markets continued their positive momentum in Q3, with all Indexes besides Consumer Staples in the green. - Growth outperformed Value in all cap [...]

Lessons from the Markets

Mark Carhart, PhD ’95, reflects on his Booth experience, his research that led to the CRSP Mutual Fund Database, and why index investing remains the best long-term strategy. [...]

Seeing Through the Fog of Market History

“The farther backward you can look,” Winston Churchill once famously said, “the farther forward you can see.” It’s a sentiment that’s as true for investors and market researchers as it [...]

Morningstar Plans to Acquire CRSP

We are pleased to share some exciting news about the Center for Research in Security Prices (CRSP): The University of Chicago, home to CRSP, and Morningstar, Inc. today signed an [...]

What “Owning the Market” Really Means

While the debate surrounding the merits of passive investing has long been settled—as more money continues to reside in index funds than actively managed ones—the argument over what it means [...]

ETFGI TV Interview: Paul Lohrey on Index Representation

As markets evolve, so too must the tools we use to measure them. In this exclusive segment with ETFGI TV, Paul Lohrey, Managing Director of Strategy and Analytics at CRSP, [...]

CRSP Market Indexes – Micro Cap Securities to be Removed from Sector Indexes

Beginning with the December 2025 ranking, the CRSP US Core Cap Index will replace the CRSP US Total Market Index as the parent index for all CRSP US Sector Indexes. [...]

CRSP Market Indexes Breakpoints for Q3 2025

CRSP Market Indexes (CRSPMI) announces the market cap breakpoints and effective ranking dates for its September 2025 quarterly index rebalancing. [...]
Scroll to top