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CRSP Market Indexes ESG Indexes

ESG Indexes

  • icon of a handshake ESG Indexes

  • 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.

  • Blue globe outline icon Market Cap 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.

  • database icon with dollar sign in front of it Value Indexes​

  • 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:

    • Book to Price
    • Forward Earnings to Price
    • Historical Earnings to Price
    • Dividend-to-Price Ratio
    • Sales-to-Price Ratio
  • icon of a vertical bar chart and an arrow above the chart showing an upward trend Growth 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:

    • 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.
  • Gray pie chart with 3 pieces outline icon Sector Indexes​

  • 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.

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:

  • Book to Price
  • Forward Earnings to Price
  • Historical Earnings to Price
  • Dividend-to-Price Ratio
  • Sales-to-Price Ratio

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.

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CRSPMI

CRSP Launches Five New Indexes

Concurrent with the December quarterly ranking period, the Center for Research in Security Prices LLC (CRSP) is announcing the expansion of its CRSP Market Index (CRSPMI) product suite with the introduction of five new indexes, designed in accordance with the innovative and distinctive CRSPMI methodology, to provide investors with additional benchmarks for the U.S. equity market. The following table shows the new index products and their symbology.

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December 4, 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.​

The difference is clear.

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