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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.

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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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January 15, 2025
Announcements

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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January 9, 2025

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