CRSP U.S. Equity Indexes Methodology Guide

CRSP U.S. Equity Indexes offer the following features and benefits:

  • New approach to migration called “packeting”
  • Emphasis on cost efficiency
  • Quarterly reconstitution
  • Objective and transparent rule-based methodology
  • Breakpoints based on cumulative market capitalization
  • Partial weighting
  • Investability screens
  • Float-adjusted market cap

Emphasis is placed on minimizing unnecessary index turnover while maintaining “style purity.”

The CRSP U.S. Equity Indexes Methodology Guide is reviewed and updated annually in December to reflect any methodology refinements or changes.

CRSP Index Methodology Changes Notice - January 2022

An updated CRSP U.S. Equity Indexes Methodology Guide has been posted. Methodology changes were effective on January 19, 2022. A summary of the changes is available in Appendix J of the Methodology Guide.