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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.

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

The difference is clear.

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