The Center for Research in Security Prices (CRSP) has been the recognized leading provider of research-quality, historical market data and returns for over 60 years. Founded in 1960 to develop the first definitive measurement of long-run market returns, CRSP has long been an integral part of the academic and commercial world of financial and economic research. Since its inception, CRSP has partnered with the investment industry to develop and maintain databases and market indexes that are widely used by academics and commercial practitioners.
The logical extension of those core products are CRSP’s investable capitalization-based, industry sector, value and growth style, and ESG indexes, known as the CRSP Market Indexes (CRSPMI). These indexes blend advancements in academic research with industry practice in a fundamentally sound manner under the premise that an index must reflect the way that money managers actually invest. CRSPMI’s series of transparent and investable indexes serve as benchmarks for investment vehicles such as mutual funds and ETFs. All the indexes are sourced from securities traded on NYSE, NYSE Market, NASDAQ or ARCA.
The schedule for Ranking Days (the days on which eligibility rules are applied and on which pro-forma indexes are created) and subsequent Transitional Reconstitution can be found here.
The CRSP Market Indexes detailed below are published on NASDAQ GIDSSM (Global Index Data ServiceSM) and the data is distributed by a number of authorized third-party distributors.