“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.
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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