CRSP Indexes Rank in ETFGI Update

According to ETFGI's latest global report, CRSP ranks fifth with over $210 billion of ETF assets linked to the CRSP US Equity Index benchmarks. See the list of the top 20 index providers below. You can also view the types of funds tracking CRSP indexes here

April is Financial
Literacy Month

In March 2004, the US Senate designated April as “Financial Literacy Month” with the Resolution published in S. RES. 316.  CRSP is proud to support the educational efforts of families, scholars, teachers and practitioners with the Big Picture - 2017. Underpinned with 91 years of data, this unique resource provides invaluable insights each month of the year.  Download a copy for your lesson plan here.

Release Notes Most Viewed Guides CRSP in Action

Includes data definitions, calculations, methodologies, and more.

Includes data definitions, link information, access functions, and cross reference information

Access tools and programming libraries for the CRSP US Stock & US Index Databases and CRSP/Compustat Merged databases.

Includes installation, data access, and tool usage

Vanguard Insights for Financial Advisors

ETF Perspectives

In the world of index providers, the Center for Research in Security Prices (CRSP), located in The University of Chicago Booth School of Business, is no longer a hidden gem.

Digging Deeper When Measuring Diversification

Morningstar

An index fund that follows a well-constructed benchmark and levies a low fee is usually a winning proposition. Market-cap-weighted indexes are particularly attractive, given that they outsource the work of price discovery to active market participants and tend to have low turnover.

Swedroe: A More Complex View On Value

ETF.com

Eugene Fama and Kenneth French’s 1992 paper, “The Cross-Section of Expected Stock Returns,” resulted in the development of the Fama–French three-factor model.

Announcements

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.

Sun Solaris Support Has Ended

In order to ensure that our subscribers continue to have robust and dependable data access, CRSP has retired big-endian databases for use on Solaris platforms following publication of the December 2016 data cut that was made available in January 2017.