CRSP U.S. Equity Indexes Methodology Guide

CRSP U.S. Equity Indexes offer the following features and benefits:

  • New approach to migration called “packeting”
  • Emphasis on cost efficiency
  • Quarterly reconstitution
  • Objective and transparent rule-based methodology
  • Breakpoints based on cumulative market capitalization
  • Partial weighting
  • Investability screens
  • Float-adjusted market cap

Emphasis is placed on minimizing unnecessary index turnover while maintaining “style purity.”

The CRSP U.S. Equity Indexes Methodology Guide is reviewed and updated annually in December to reflect any methodology refinements or changes.

Upcoming CRSP Index Methodology Changes Notice - July 2019

A number of methodology rules will be enhanced concurrently with the anticipated implementation of CRSP’s new back office system.  The changes will be implemented when the migration date is confirmed. Read more >>