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CRSP Market Indexes US Market Update – July 2024

CRSP continues with its monthly market update series.

    Click here to view the full report.

    CRSP Market Indexes (CRSPMI) announces the market cap breakpoints and effective ranking dates for its September 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. [...]
    Why do some mid- and small-cap ETFs outperform others? A recent article from ETF.com highlights how benchmark index construction and methodology—especially market cap definitions—can significantly impact ETF performance. [...]
    Passive Foreign Investment Companies (PFICs), as defined by the IRS, will no longer be eligible for inclusion in the CRSP US Market Indexes. [...]
    Notable items with this release include: - Markets broadly rallied throughout Q2, with every Cap and Style Index posting gains over the previous 3 months. - Growth largely outperformed Value [...]
    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. [...]
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