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.

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CRSP Market Indexes US Market Update – December 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

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CRSP and OptionMetrics Announce Collaboration

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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