CRSP Count™ Quarterly Update – March 2023

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.

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    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 [...]
    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 [...]

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