Market Cap Indexes

Our indexes blend advancements in academic research with industry practice under the premise that an index must reflect the way that money managers actually invest.

CRSP Market Cap indexes are a suite of broad US equity benchmarks which employ CRSP’s proprietary cap-segmentation methodology, which uses a percentage-weight of the total US equity market instead of a simple fixed constituent count to represent each cap-segment. CRSP Market Cap indexes also utilize CRSP-specific index maintenance tools such as migration packeting, banding and transitional reconstitution, to mitigate transaction costs from index changes and better reflect industry practices.

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