Tuesday, November 25

Market Indexes and Factors ot costruct index

Market indexes:
· to represent the behaviour of the market
· to track the market movements,
· to construct market-tracking (index) portfolios,
· to evaluate the performance of actively-managed funds
· to calculate market risk premium and betas

Factors to construct index:
· sample be representative of population
· weighting by price, total value or equal weight
· maths & computation method

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