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:

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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News & Updates

CRSPMI

CRSP Market Indexes US Market Update – October 2024

CRSP continues with it’s monthly series for October 2024.

November 12, 2024

CRSPMI

CRSP Count™ Quarterly Update – September 2024

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.

November 1, 2024

CRSPMI

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.

October 16, 2024

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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ESG 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