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.
We are excited to share that CRSP’s research datasets were used in ~2,100 research papers published in 2024.
Notable items with this release include:
– December was rough for nearly all Indexes with Value and Smaller Caps taking the brunt of the hit
– Mega and Large Growth were the only style Indexes to post gains for December
– Despite December’s performance, all cap and style Indexes ended the year with double digit returns
CRSP is excited to announce our collaboration with OptionMetrics, a leader in options data and analytics. This agreement enhances academic research by providing seamless integration of CRSP U.S. equities data with OptionMetrics options data, offering new possibilities for comprehensive market analysis.
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