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CRSP Market Indexes Market Cap Indexes

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.

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.

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.

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News & Updates
CRSPMI

Tune Out the Noise

CRSP is pleased to recommend the latest documentary by award-winning filmmaker Erroll Morris.

Featured in The Wall Street Journal, The Economist, and spotlighted in an exclusive CNBC interview, it follows a group of academics and financial pioneers whose groundbreaking research revolutionized finance.

By challenging traditional methods, they helped usher in a new way of investing – ultimately helping to lower costs and improving investment outcomes for millions of investors.

Read More »
April 28, 2025
CRSPMI

CRSP Market Indexes US Market Update – Q1 2025

Notable items with this release include:
– 2025 started out with short rally in January, but poor performance in Feb and March has erased those gains and left most Indexes in the red for the year
– Value has outperformed across the board
Large Cap has outperformed Small Cap over the past decade

Read More »
April 23, 2025
CRSPMI

CRSP Has Moved!

As of Monday, April 7, 2025, CRSP offices are now located at:

500 W Madison St, Ste 2900
Chicago, IL 60661

Read More »
April 7, 2025

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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