CRSP Market Indexes US Market Update – September 2024

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 not the worst performing sector
  • Growth outperformed value across all cap segments except mid (where value’s out-performance was only 1 basis point), which is what we would expect following the Fed’s mid-September rate cut.

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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 excited to share that CRSP’s research datasets were used in ~2,100 research papers published in 2024. [...]
We are excited to share that CRSP’s research datasets were used in ~2,100 research papers published in 2024. [...]
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CRSP is excited to announce our collaboration with OptionMetrics, a leader in options data and analytics. This agreement enhances academic research by providing seamless integration of CRSP U.S. equities data [...]

CRSP data is featured in a Review of Accounting Studies paper showing that firms linked to “superstar” industry leaders face higher financial distress and bankruptcy risk. Read the full research [...]

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 [...]
Notable items with this release include: - November was a great month for all cap segments, but smaller companies look to have taken the spotlight. - All Sectors had positive [...]

CRSP Market Indexes (CRSPMI) announces the market cap breakpoints and effective ranking dates for its December 2024 quarterly index rebalancing. To view the full chart, click here.

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