Sector Indexes

CRSP developed and maintains Sector Indexes for all stocks included in the CRSP US Total Market Index segmented by the business characteristics of each issuing company. CRSP uses ICE Uniform Entity Sectors (UES) codes to assign issuing companies and their stock to the appropriate sector.

Market Cap Indexes

CRSP Market Cap Indexes are a suite of broad US equity benchmarks that employs CRSP’s proprietary cap-segmentation methodology. To ensure the character of each cap segment is consistent through time, the methodology is based on a percentage-weight of the total US equity market instead of simple fixed constituent counts to represent each capitalization segment. CRSP Market Cap indexes also utilize CRSP’s unique index maintenance tools such as migration packeting, banding and transitional reconstitution to mitigate transaction costs from index changes.

Value Indexes

Money managers and other practitioners use multiple metrics to identify and measure investment styles – Value and Growth. CRSP scores each security and determines its weight in the appropriate Value index using the following factors:

Growth Indexes

Money managers and other practitioners use multiple metrics to identify and measure investment styles – Value and Growth. CRSP scores each security and determines its weight in the appropriate Growth index using the following factors:

Future long-term growth in earnings per share (EPS)
Future short-term growth in EPS
3-year historical growth in EPS
3-year historical growth in sales per share
Current investment-to-assets ratio, and return on assets.

ESG Indexes

The CRSP ISS ESG Indexes are a unique, proprietary suite of “paired” indexes employing ESG performance ratings from Institutional Shareholder Services (ISS) to separate the CRSP US Large Cap Index universe into “Qualifying” (ESG) and “non-Qualifying” (Remainder) index pairs. Each index pair provides investors with a transparent, distinct, and representative partition of the entire US Large Cap equity market by the ESG rating of each underlying company.

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Announcements

Celebrate with Us: CRSP Nominated for ETF.com’s Index Provider of the Year Award!

We are excited to share that CRSP’s research datasets were used in ~2,100 research papers published in 2024.

February 4, 2025

CRSPMI

CRSP Market Indexes US Market Update – December 2024

Notable items with this release include:
– December was rough for nearly all Indexes with Value and Smaller Caps taking the brunt of the hit
– Mega and Large Growth were the only style Indexes to post gains for December
– Despite December’s performance, all cap and style Indexes ended the year with double digit returns

January 15, 2025

CRSPMI

CRSP IPO Report Q3 2024

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 CRSP Market Indexes.

December 23, 2024

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

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Sector Indexes

Sector Indexes

Market Cap Indexes

Value Indexes

Growth Indexes

Money managers and other practitioners use multiple metrics to identify and measure investment styles – Value and Growth. CRSP scores each security and determines its weight in the appropriate Growth index using the following factors:

ESG Indexes

Sector Indexes

Market Cap Indexes

Value Indexes

Growth Indexes

Money managers and other practitioners use multiple metrics to identify and measure investment styles – Value and Growth. CRSP scores each security and determines its weight in the appropriate Growth index using the following factors:

ESG Indexes