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New Industry Classification Methodology Impact on CRSP US Sector Indexes

New Industry Classification Methodology Impact on CRSP US Sector Indexes

Aug 11, 2020

The paper compares performance of CRSP Sector Indexes using FTSE Industry Classification Benchmark (ICB®) to CRSP US Sector Indexes using enhanced FTSE Industry Classification Benchmark (EICB) based on backtested data for the past 11 years. The paper further explores impact of the new industry classification methodology, enhanced FTSE Industry Classification Benchmark (EICB), on specific CRSP Sector Indexes – Real Estate, Telecommunications, Consumer Discretionary and Consumer Staples.

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