CRSP Market Indexes US Market Update – August 2024

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 of 12.01%.
  • Energy was the only sector with negative returns in August, it’s lag in performance compared to the other sectors over the past 12 months created a fair sized gap in 1 year cumulative returns.
  • Value continued to outperform the growth counterparts within each cap segment.

View the full report >

We are delighted to invite Ph.D. students, faculty members, and friends to a WRDS webinar on the newly released CRSP CIZ (Version 2) data format. [...]
CRSP Market Indexes (CRSPMI) announces the market cap breakpoints and effective ranking dates for its June 2025 quarterly index rebalancing. [...]
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. [...]
We are delighted to invite Ph.D. students, faculty members, and friends to a WRDS webinar on the newly released CRSP CIZ (Version 2) data format. [...]
As communicated previously, CRSP is migrating to a new back office. This requires that subscribers migrate to the Stock & Indexes Flat File Format 2.0 (CIZ), which was made available [...]

In “Market Timing and Managerial Talent”, Keming Li’s exploration of how firms’ equity issuance strategies relate to executive talent is supported by CRSP US Stock Data. The study sheds light [...]

CRSP is proud that our historical data supports Barclay’s annual publication of their Equity Gilt Study. This year’s 70th edition continues to provide one of the most respected long-term views [...]

CRSP is pleased to recommend the latest documentary by award-winning filmmaker Erroll Morris. Featured in The Wall Street Journal, The Economist, and spotlighted in an exclusive CNBC interview, it follows [...]
Notable items with this release include: - 2025 started out with short rally in January, but poor performance in Feb and March has erased those gains and left most Indexes [...]
Scroll to top