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 Value Index includes the stocks classified as value stocks.
1,641.43
As of 09/11/2017
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