administrator

CRSP Market Indexes US Market Update – November 2024

Notable items with this release include:

– November was a great month for all cap segments, but smaller companies look to have taken the spotlight.
– All Sectors had positive returns, with Consumer Discretionary leading the pack at 12.63%.
– Micro’s recent out performance has brought its 12 month cumulative returns to the top of all the cap segments
– Growth outperformed value counterparts across the board.

READ MORE

CRSP Market Indexes Breakpoints for Q4 2024

CRSP Market Indexes (CRSPMI) announces the market cap breakpoints and effective ranking dates for its December 2024 quarterly index rebalancing. To view the full chart, click here.

READ MORE

Important Notice: CRSP US Stock & Indexes Databases Flat File Format 2.0 (CIZ)

As communicated previously, CRSP is migrating to a new back office. This requires that subscribers migrate to the Stock & Indexes Flat File Format 2.0 (CIZ), which was made available in summer 2022. The December 2024 data which will be released in January 2025, is scheduled to be the last release of datasets produced in the Legacy (FIZ) and Flat File Format 1.0 (SIZ) formats. Subscribers may refer to several documents to become familiar with the Flat File Format 2.0 (CIZ) files.

READ MORE

CRSP Count™ Quarterly Update – September 2024

Using CRSP Market Indexes Methodology, CRSP Count™ tracks changes in the number of securities by market cap segments – Mega, Mid, Small and Micro – through time.

READ MORE

CRSP Market Indexes US Market Update – September 2024

Notable items with this release include:

– Energy continues its lag in performance, there is not a single point in the past 1 Year where Energy’s cumulative monthly performance was not the worst performing sector
– Growth outperformed value across all cap segments except mid (where value’s out-performance was only 1 basis point), which is what we would expect following the Fed’s mid-September rate cut.

READ MORE

CRSP Market Indexes US Market Update – August 2024

Notable items with this release include:

– Smaller companies out-performance in July was reversed in August, with Micro Cap experiencing a -1.45% return in August compared to last month’s return of 12.01%.
– Energy was the only sector with negative returns in August, it’s lag in performance compared to the other sectors over the past 12 months created a fair sized gap in 1 year cumulative returns.
– Value continued to outperform the growth counterparts within each cap segment.

READ MORE

CRSP Market Indexes US Market Update – July 2024

Notable items with this release include:

– Value outperformed Growth across all cap segments
– Smaller companies had a great month, with Micro cap returning 10.17% over Total Market
– Technology was the only Sector with a negative return for July

READ MORE

CRSP IPO Report Q2 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.

READ MORE

CRSP Count™ Quarterly Update – June 2024

Using CRSP Market Indexes Methodology, CRSP Count™ tracks changes in the number of securities by market cap segments – Mega, Mid, Small and Micro – through time.

READ MORE

CRSP Count™ Quarterly Update – March 2024

Using CRSP Market Indexes Methodology, CRSP Count™ tracks changes in the number of securities by market cap segments – Mega, Mid, Small and Micro – through time.

READ MORE
Scroll to top