Sentence examples for capitalization weighting from inspiring English sources
Most of the other major stock indexes, like the Standard & Poor's 500, the Russell 2000 and the Wilshire 5000 Total Market, are also skewed by capitalization weighting.
Based on market capitalization weighting, Kalinowski says tech companies are missing their earnings consensus estimates by 1% in the second quarter.
If you invest in a mutual fund or ETF that mirrors the S&P 500, such as iShares Core S&P 500 ETF or the Vanguard 500, you're using a strategy known as market capitalization weighting.
Market capitalization weighting makes no sense.
The index fund communitys preoccupation with market capitalization weighting may have a strong theoretical basis, but to me it is contrary to common sense.
Stocks and sectors increasing their capitalization weighting in this cycle have represented the stocks that have participated in the global build-out.
"Using economic rather than market capitalization weights could tilt a global portfolio towards these countries in expectation of higher returns".
HCB is the ratio of home mutual fund investment weight in home stocks over the stock market capitalization weight in the world market estimated by Lau et al., 2010.
HB Home bias, defined as the logarithm value of the ratio of home mutual fund investment weight in home stocks over the home stock market capitalization weight in the world market.
Even tough the years 2012 and 2013 are not part the sample I analyze, I include them when constructing my market capitalization weights as they might act as a counterbalance to the exceptional years of 2008 to 2010.
For example, in the aftermath of the collapse of the Internet securities in the year 2002, within the context of the Nasdaq, companies like Microsoft, Intel, Cisco and Oracle were the dominant influences in terms of market capitalization weight.
