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标题: Market weighted return [打印本页]

作者: RoastBeef    时间: 2011-7-13 14:02     标题: Market weighted return

Guys,

I got screwed on a simple question in the mock. I calculated the market weighted return as sum of stock returns weighted by market cap. However, that was different from sum of market caps relative difference. If assume no splits/dividends, how can the two be different? Stock issue and repurchase I guess, which it means that the index adjusts for this.

Am I correct?

Thanks
作者: bboo    时间: 2011-7-13 14:02

Market weighted index is self rebalancing.

NO EXCUSES




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