CRSPSCV1 CRSP US Small Cap Value Index

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%).

As of 09/11/2017

Index Information
Provider:     CRSP
Category1:  US Equity
Category2:  Broad market
Category3:  Small cap
Country:      USA
Currency:    USD
Inception date:  09/10/2012
Backtesting data exists:   No
Weighting methodology:   Market capitalization
Number of holdings:  839  (as of 08/31/2017)
Total return version:  CRSPSCVT

As explained in what is an index, there is no universal system of giving an index a symbol. You can search for indexes using our index symbol lookup.

2022 © Stock Market MBA, Inc. Terms of use | Privacy policy