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.

Methodology Guide Updated January 2019

The January 2019 refresh of the Methodology Guide is now available.   .