Jon Spinney
Jon Spinney
Market cap groupings (Large Cap, Mid Cap, Small Cap, Micro Cap) were apparently assigned by ??? and were not official data pulled by from CRSP or S&P Global Markets. Two...
factorsSPGMI and stocksCRSP do not use official GICS naming conventions in sector names. In addition, several securities have obvious misspellings in Sector assignment, resulting in incorrect groupings. For example: `unique(factorsSPGMI$Sector)...
A subset of securities have incorrect Sectors and GICS data. This appears to be the result of human error in creating data sets...my best guess is that S&P used the...