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 over $2 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.

Our Sign Up Process

Learn More

Sample Data

Try it out for yourself.
98% of users who do go on to become subscribers

Sign License

Take the next step and subscribe for our services

Access Data

Access your subscription through your preferred vendor

Documents & Resources

Methodology Resources

Key Concepts

Index File Description Guide

Levels & Constituents

Linked Asset Values

Breakpoints Chart

Calendar

Data Access Tools

Investments Illustrated

Index Materials Archive

News & Updates

CRSPMI

CRSP Count™ Quarterly Update – June 2023

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.

June 30, 2023

CRSPMI

CRSP Count™ Quarterly Update – March 2023

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.

March 31, 2023

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.

Scroll to top

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 over $2 trillion of fund assets are linked to CRSP Market Indexes.

Market Cap Indexes

Value Indexes

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:

Sector Indexes

ESG Indexes

Market Cap Indexes

Value Indexes

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:

Sector Indexes

ESG Indexes