“Antti Petajisto contributed to the literature on the risks of concentrated positions with his June 2023 study, “Underperformance of Concentrated Stock Positions.” His data sample was from CRSP and covered U.S. stocks over the period 1926-2022.”
Read the full article at Financial Advisor Magazine.
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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