Methodology

CRSP U.S. Equity Indexes Methodology

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 December 2016

The CRSP U.S. Equity Indexes Methodology Guide has been updated to reflect methodology refinements that will be effective after the March 2017 reconstitution. The guide also reflects transitional reconstitution, which will be implemented with the September 2017 ranking. The technical notice summarizes these refinements.