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Research Data Products CRSP Cap-Based Portfolio Index

CRSP Cap-Based Portfolio Index

Provides reports with information on portfolio count, portfolio weight, total return, capital appreciation, and income return

  • 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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Reports with information on breakpoints, performance, and rebalancing are generated from the CRSP Cap-Based Portfolio Indexes.

Key Features

Documents & Resources

Overview

Data Access Tools

Information on data access for this product

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

Bridging Theory and Practice with Trusted Solutions

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