CRSP classifies securities in the CRSP U.S. Mega Cap Index (about 280 stocks) as either growth or value stocks. CRSP classifies growth securities using the following factors: future long-term growth in earnings per share (EPS), future short-term growth in EPS, 3-year historical growth in EPS, 3-year historical growth in sales per share, current investment-to-assets ratio, and return on assets. CRSP classifies value securities using the following factors: book to price, forward earnings to price, historic earnings to price, dividend-to-price ratio and sales-to-price ratio. The CRSP U.S. Mega Cap Growth Index includes the stocks classified as growth stocks. The number of growth stocks can change with each rebalance, and totalled 142 stocks as of June 23, 2017.
1,813.59
As of 09/11/2017
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