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CRSP Market Indexes Market Cap Indexes

Market Cap Indexes

  • 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.

  • 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.

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

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.

Read More »
October 16, 2024
CRSPMI

CRSP Market Indexes US Market Update – August 2024

Notable items with this release include:

– Smaller companies out-performance in July was reversed in August, with Micro Cap experiencing a -1.45% return in August compared to last month’s return of 12.01%.
– Energy was the only sector with negative returns in August, it’s lag in performance compared to the other sectors over the past 12 months created a fair sized gap in 1 year cumulative returns.
– Value continued to outperform the growth counterparts within each cap segment.

Read More »
September 16, 2024
CRSPMI Monthly Market Update

CRSP Market Indexes US Market Update – July 2024

Notable items with this release include:

– Value outperformed Growth across all cap segments
– Smaller companies had a great month, with Micro cap returning 10.17% over Total Market
– Technology was the only Sector with a negative return for July

Read More »
August 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.​

The difference is clear.

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