CRSP Market Indexes are used by asset owners, fund sponsors and other financial institutions to measure the performance of the overall US equity market and various market segments (market cap, style, sector, ESG).

Currently nearly $3 trillion of fund assets are linked to CRSP Market Indexes.

Market Cap Indexes

CRSP Market Cap Indexes are a suite of broad US equity benchmarks that employs CRSP’s proprietary cap-segmentation methodology. To ensure the character of each cap segment is consistent through time, the methodology is based on a percentage-weight of the total US equity market instead of simple fixed constituent counts to represent each capitalization segment. CRSP Market Cap indexes also utilize CRSP’s unique index maintenance tools such as migration packeting, banding and transitional reconstitution to mitigate transaction costs from index changes.

Value Indexes

Money managers and other practitioners use multiple metrics to identify and measure investment styles – Value and Growth. CRSP scores each security and determines its weight in the appropriate Value index using the following factors:

Growth Indexes

Money managers and other practitioners use multiple metrics to identify and measure investment styles – Value and Growth. CRSP scores each security and determines its weight in the appropriate Growth index using the following factors:

Future long-term growth in earnings per share (EPS)
Future short-term growth in EPS
3-year historical growth in EPS
3-year historical growth in sales per share
Current investment-to-assets ratio, and return on assets.

Sector Indexes

CRSP developed and maintains Sector Indexes for all stocks included in the CRSP US Total Market Index segmented by the business characteristics of each issuing company. CRSP uses ICE Uniform Entity Sectors (UES) codes to assign issuing companies and their stock to the appropriate sector.

ESG Indexes

The CRSP ISS ESG Indexes are a unique, proprietary suite of “paired” indexes employing ESG performance ratings from Institutional Shareholder Services (ISS) to separate the CRSP US Large Cap Index universe into “Qualifying” (ESG) and “non-Qualifying” (Remainder) index pairs. Each index pair provides investors with a transparent, distinct, and representative partition of the entire US Large Cap equity market by the ESG rating of each underlying company.

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News & Updates

CRSPMI Monthly Market Update

CRSP Market Indexes US Market Update – Q1 2025

Notable items with this release include:
– 2025 started out with short rally in January, but poor performance in Feb and March has erased those gains and left most Indexes in the red for the year
– Value has outperformed across the board
Large Cap has outperformed Small Cap over the past decade

April 23, 2025

CRSPMI

CRSP Has Moved!

As of Monday, April 7, 2025, CRSP offices are now located at:

500 W Madison St, Ste 2900
Chicago, IL 60661

April 7, 2025

CRSPMI

Building a Better Market Index

How Academic Research Shaped an Industry Standard

CRSP’s Market Indexes were built on a foundation of rigorous research—now, Chicago Booth Magazine is telling that story.

Discover how Booth faculty’s groundbreaking work led to the creation of CRSP’s investable indexes, culminating in the 2010 launch of the CRSP US Total Market Index.

March 28, 2025

Our investable indexes blend advancements in academic research with industry practice under the premise that an index must reflect the way that money managers actually invest.

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