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.
CRSP data is featured in a Review of Accounting Studies paper showing that firms linked to “superstar” industry leaders face higher financial distress and bankruptcy risk. Read the full research paper.
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.
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.
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