SecurityStockWatch.com 100 Index
Equal-Dollar Weight Index:
Structure and Methodology
We selected an equal-dollar weighted method for the calculation of the
SecurityStockWatch.com 100 Index as the best method available for the relatively
small size of our Index of 100 stocks.
The weighted-average methods applied to the really broad indexes of today
(S&P 500, NASDAQ, and various Russell 000’s), whereby every stock movement
only impacts the index by its market capitalization relative to the entire
index, is ideal, since no one, or two, or even three big stocks can really
distort the average by much.
Our equal-dollar weighted method gives us the ability to monitor the effect of
relative sizes of stock prices, but avoids the tyranny of a really large-market
cap company or two causing major fluctuations when it or they run counter to the
trend of the group.
Our method sets a market value for each company at the same amount. We used
$10,000 for each company, which gave us $1 million total market value. Each
company is then assigned the number of shares that gives it a $10,000 market
value and the calculating begins with assigning each index a starting value of
100, and adjusting it by the impact of closing prices each day.
To keep the indexes from getting out of equilibrium, each is rebalanced
quarterly on the third Friday of the quarter-ending month, which coincides with
the triple witching of index futures, index options and stock options.
>>SecurityStockWatch.com 100 Index Calculation Algorithms
>>SecurityStockWatch.com 100 Index Adjustments
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