Weightage of Each stock based on Stock value change and index points change

abcdabcd

New member
Joined
Oct 26, 2019
Messages
7
I have group of 12 stocks which form Index(E.g: BANK). Each stock has different WEIGHTAGE, totalling 100%. I know the 12 stock change amount and Total index amount in a given day. However, I don’t know the WEIGHTAGE of each stock or how many points each stock contribute to the index. My question is, Can we find WEIGHTAGE of each stock or how many points each stock contribute to the index?

Other Data I have: Index Base Value was 1000, when the index was first started and it value as of 1st Nove'19 is: 30330.55. I also provided 12 days stock change amount in $ and total index points change.

DateStock 1 $ ChangeStock2 $ ChangeStock3 $ ChangeStock4 $ ChangeStock5 $ ChangeStock6 $ ChangeStock7 $ ChangeStock8 $ ChangeStock9 $ ChangeStock10 $ ChangeStock11 $ ChangeStock12 $ ChangeIndex Points Incre/Decre
16-Oct-191.675-0.35-1.35-0.9751.7250.3751.125-5.025-0.275-2.8-1.20.225-16.3
17-Oct-198.450.851.05-0.552.650.37532.8-0.50.8515.8754.73.175450.65
18-Oct-19-0.3750.4-0.1754.5-1.4-0.1251.2755.350.62.5252.12130.8
22-Oct-191.60.175-0.2255.156.6750.05-0.8256.80.25-4.150.4250.2290.9
23-Oct-191.051.15-0.1251.151.975-0.075-4.2-7.60.275-13.92.475-0.348.45
24-Oct-19-3.575-1.275-1.15-2.75-0.175-0.4-24.8-0.225-0.775-3.725-6.475-1.45-351.65
25-Oct-190.450.825-0.375-3.557.1750.9-5.475-12.30.4754.3259.5251.925288
27-Oct-190.750.0250.34.350.2250.52.32.20.125-0.550.1251.3120.35
29-Oct-1914.1750.7250.6252.43.9250.0519.325-8.7250.58.575-0.5751.7356.75
30-Oct-194.4751.25-0.0252.925-3.1250.375-9.051.6750.8756.0254.625-0.675114.45
31-Oct-195.525-0.825-0.87594.05-1.075-82.2-0.825-10.825-11.25-6.878.75
01-Nov-195.9751.41.1254.85-0.4-0.37533.3252.70.90.1750.575-1.9264.3
 

Attachments

  • MathQuestion.txt
    1.1 KB · Views: 0
I tried inverse matrix method, it gave wrong output, that is totally different. Any suggestion or advise is much appreciated.
 
Last edited:
Top