Stocks in the CRSP U.S. Small Cap Index (about 1,400 stocks) are scored and ranked for both value and growth factors. CRSP generally categorizes each stock as either a value or a growth stock, but some stocks may be split between the two style assignments. When determining value, CRSP’s model calculates a composite value factor using future earnings-to-price ratio (16%), historical earnings-to-price ratio (16%), book-to-price ratio (33%), sales-to-price ratio (16%), and dividend-to-price ratio (16%).
1,753.06
As of 09/11/2017
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