“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 Market Indexes (CRSPMI) announces the market cap breakpoints and effective ranking dates for its March 2025 quarterly index rebalancing. To view the full chart, click here.
CRSP is excited to announce our collaboration with OptionMetrics, a leader in options data and analytics. This agreement enhances academic research by providing seamless integration of CRSP U.S. equities data with OptionMetrics options data, offering new possibilities for comprehensive market analysis.
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.
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