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Archive for October, 2005


09
Oct

Capital Weight Vs Equal Weight

It has bothered me for quite some time, that indexes and ETFs are generally calculated in a manner different than composite data.  The inescapable question was, are we comparing apples and oranges?  There was only one way to find out and that was to recalculate each index and ETF using an equal weight methodology.

Although this [...]


09
Oct

Recalculated Equal Weight Index and ETF Datafiles Reformulated

A final method of recalculating all followed indexes and ETFs as equal weight is now in place. The results incur no “drift” and values relate directly to real market values. Additionally, since, as a part of the process, all values relate to a percentage scale, indexes and ETFs may be readily compared without further computation. [...]

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