Research shows US index trackers lose out on nearly $4bn a year due to price moves created by front-running.
CRSP Managing Director and Director of Indexes dive into this topic in this article by Financial Times.
CRSP US Total Market Index includes most of the new IPOs within five trading days of listing. This new report looks at the trends in IPOs and their impact on CRSP Market Indexes.
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.
CRSP Market Indexes (CRSPMI) announces the market cap breakpoints and effective ranking dates for its December 2024 quarterly index rebalancing. To view the full chart, click here.
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