Linkedin-in
Request Subscription Information
Follow CRSP on LinkedIn
CRSP Market Indexes Growth Indexes

Growth Indexes

  • 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.
  • 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
  • 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.

  • 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.

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.

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

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

Contact us now to get started today

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 Market Indexes US Market Update – November 2024

Notable items with this release include:

– November was a great month for all cap segments, but smaller companies look to have taken the spotlight.
– All Sectors had positive returns, with Consumer Discretionary leading the pack at 12.63%.
– Micro’s recent out performance has brought its 12 month cumulative returns to the top of all the cap segments
– Growth outperformed value counterparts across the board.

Read More »
December 11, 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.​

The difference is clear.

Contact Us
Follow CRSP on LinkedIn
Join Our Mailing List

©2024 CENTER FOR RESEARCH IN SECURITY PRICES, LLC. ALL RIGHTS RESERVED.

Scroll to top