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Monthly CRSP US Stock and Indexes Database Release

June 18, 2024

CRSP Market Indexes (CRSPMI) announces the market cap breakpoints and effective ranking dates for its March 2026 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. [...]
Notable items with this release include:
- December returns were fairly flat for Cap and Style Indexes
- Value outperformed Growth across the board in Q4, however, [...]