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Location: Documentation » US Stock and Indices Databases » Index Methodologies

 

CRSP Portfolio Types

Portfolio Type DescriptionRebalancing CalendarINDNODaily Portfolio TypeMonthly Portfolio TypeProduct Availability
NYSE/Amex/NASDAQ Capitalization DecilesAnnual100009211DA, MA, IX
NYSE/Amex Capitalization DecilesAnnual100005222IX
NASDAQ Capitalization DecilesAnnual100007233IX
NYSE Capitalization DecilesAnnual100001244IX
Amex Capitalization DecilesAnnual100003255IX
NYSE/Amex Beta DecilesAnnual10001126-IX
NYSE/Amex Standard Deviation DecilesAnnual10001327-IX
NASDAQ Beta DecilesAnnual10001528-IX
NASDAQ Standard Deviation DecilesAnnual10001729-IX
Cap-Based NYSE/Amex/NASDAQ National Market PortfoliosQuarterly1000357-6IX
Cap-Based NYSE PortfoliosQuarterly1000317-7IX
Cap-Based NYSE/Amex PortfoliosQuarterly1000337-8IX