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CRSP Research Data Products CRSP Cap-Based Portfolio Indexes

CRSP Cap-Based Portfolio Indexes

This provides reports with information on breakpoints, performance, rebalancing, portfolio count, portfolio weight, total return, capital appreciation, and income return of the CRSP Cap-Based Portfolio Indexes.

  • Examines the relationship between the size of the market capitalization and returns
  • The universe contains NYSE, NYSE American, and NASDAQ common stocks of US companies
  • All NYSE securities are ranked into decile portfolios on the last trading day of the quarter
  • Capitalization-based breakpoints to determine next quarter portfolio assignments
  • NYSE American and NASDAQ National Markets securities added into deciles created from NYSE breakpoints

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Additional Info: 

Product Overview

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Data Access Tools

Key Features

  • Quarterly Performance Reports
  • Monthly Performance Reports
  • Breakpoint Report
  • Security List

Documents & Resources

CRSP Cap-Based Portfolio Indexes Overview

User guide for separate product for our Cap-Based Portfolio files, a set of monthly time series indexes with quarterly ranking periods

Data Access Tools

Discover supported platforms for accessing CRSP data, including our Windows interface, flat file formats, command line tools and programming libraries, and several third-party partnerships

CRSP databases are characterized by their comprehensive corporate action information and highly accurate total return calculations.

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