“While the Agg is often viewed as representing ‘the U.S. bond market,’ it in fact captures just 52% of the U.S. public bond market. Compare that with equity indices like the S&P 500, which covers 81% of the U.S. public equity market — or better yet, the CRSP U.S. Total Market Index, which covers 96%.”
Read the full article at JPMorgan.
As communicated previously, CRSP is migrating to a new back office. This requires that subscribers migrate to the Stock & Indexes Flat File Format 2.0 (CIZ), which was made available in summer 2022. The December 2024 data which will be released in January 2025, is scheduled to be the last release of datasets produced in the Legacy (FIZ) and Flat File Format 1.0 (SIZ) formats. Subscribers may refer to several documents to become familiar with the Flat File Format 2.0 (CIZ) files.
In The Picker’s Penance, CRSP data analyzes the long-term results of active stock-picking strategies. The article explores challenges investors face in consistently outperforming the market, with CRSP’s reliable datasets offering
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.
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