This provides reports with information on breakpoints, performance, rebalancing, portfolio count, portfolio weight, total return, capital appreciation, and income return of the CRSP Cap-Based Portfolio Indexes.
Examines the relationship between the size of the market capitalization and returns
The universe contains NYSE, NYSE American, and NASDAQ common stocks of US companies
All NYSE securities are ranked into decile portfolios on the last trading day of the quarter.
Capitalization-based breakpoints to determine next quarter portfolio assignments
NYSE American and NASDAQ National Markets securities added into deciles created from NYSE breakpoints
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