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Questions tagged [market-indexes]

This is a metric for tracking a collection of securities. For example, among US stocks, a commonly referenced index is the S&P 500. An index may be price-weighted, market-capitalization weighted or some other way to determine how much of the index each security contributes.

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Building an index tracking portfolio

I want to track an index for my savings, but I wasn't able to find in my country (Argentina, if it matters) an Index Fund that's cheap, has a low tracking error and that I can expect won't be ...
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Cash Component in Index

In one of the office discussions today, it came up that index, for example, can have cash also. This information was new to me and I couldn't understand why an Index will have cash? Could someone ...
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What were quarterly values of the MSCI “WMA Private Investor Income Index” (TR) for the last 5-6 years?

In the UK, the WMA indices are quite popular with "wealth management" types for benchmarking performance of clients' multi-asset portfolios. I'm interested in finding the historic values of the WMA ...
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Bloomberg Ticker from Index ISIN and Index Key

Is there a way to find the Bloomberg Ticker for an Index given the Index ISIN and Index Key?
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77 views

How exactly does a broad-market ETF work?

So it's obvious that a broad-market ETF attempts to imitate the performance of the whole stock market, but what I still don't understand is how it works and exactly what you are investing in when you ...
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124 views

What is the meaning of ^ symbol for SPX

I've seen symbols SPX and ^SPX, is there any significance for the symbol "^"?
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How are ETF prices calculated after the market is closed

For example: Because the NASDAQ: DAX is tracking the index INDEXDB: DAX should its trading value be completely flat when the market the markets are open in the US, but closed in Germany? I'm not ...
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What are some strategies for profitable buying of naked options (call / put)?

I prefer naked options of the index and stocks for obvious reasons. I would like to know some strategies to remain profitable with it. Note: I choose first out the money (strike price) option ...
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442 views

Can I profit on Brexit having a modest amount of Pound Sterling?

Knowing the Brexit is coming, is there any way I can profit on that? I'm willing to speculate a small amount of money just for fun, but if there was a less risky way of profiting on Brexit, I'm ...
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89 views

Where can one download monthly index fund prices from the deep past (40+ years) until today? [closed]

In the Four Pillars of Investing (2002), p. 119, William Bernstein suggests that a portfolio divided 50/50 into the SP500 and EAFE indexes (respectively US domestic and foreign stocks) and rebalanced ...
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225 views

What happens when a stock drops out of the bottom of an index?

Many indexes around the world are the top X stocks on an exchange. What happens when the bottom stock is overtaken by a stock that isn't in the index? Presumably, all of the funds that track that ...
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61 views

net return versus gross return

I understand what those terms mean, however I am puzzled by why they are so different in value, for example: EURO STOXX 50, the net return is quoted at: 6979.38, while the gross return version is ...
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Volume of S&P500

According to the page on Yahoo Finance, the volume of S&P 500 is 1,813,371,531. What is the meaning of this "volume"?
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3k views

Where can I find Bitcoin Misery Index?

There has been a lot written about Bitcoin Misery Index: The index is called the Bitcoin Misery Index (BMI) and was designed as a trading tool for investors to take advantage of volatility in BTC ...
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Is Nasdaq stock an ETF?

Newb here. Is https://robinhood.com/stocks/NDAQ an ETF, aka if I buy this, is it a composite index (like QTEC)? Meaning if I buy NDAQ am I really buying a composite index, or am I just investing in ...
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64 views

How to calculate nifty 50 index?

I want to calculate the NSE Nifty 50 index on my own. It is a free floating index. The method I am following is I have a base value of index ie ( for all stocks, sum of [price_of_stock * ...
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Straddles and Index Calls

An investor owns a stock portfolio consisting of 200 stocks each from the S&P 500 index with a significant amount of unrealized gains. He then sells calls on the S&P 500 index at the money. ...
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What marks the beginning of a bear market?

I continue to hear that our "aging bull market" continues to plod along, but the indices are falling relative to their high point in late January. What is the metric by which one determines the ...
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How does a company get on the NASDAQ-100 index?

"The Nasdaq 100 Index is a basket of the 100 largest, most actively traded U.S companies listed on the Nasdaq stock exchange." How is this calculated and decided on?
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How are Vanguard's ETF's returns higher than the index's growth?

I tried comparing Vanguard's ETF returns to the index the ETF is tracking and it looks like their ETF highly outperformed the index? The S&P/ASX 300 index only grew less than 29% total in 5 years,...
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Trailing or forward earnings to calculate SP500?

If I have current earnings for the SP500 of $160, should trailing or forward P/E be used to calculate the SP500's price? What is the difference in using one over the other?
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Buying the CSE 25 Index (Canadian Securities Exchange)

The Canadian Securities Exchange (CSE) has an index http://thecse.com/en/news/canadian-securities-exchange-launches-cse25-index When an exchange creates an Index, what does it really mean? is it ...
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When using the VIX index, is it similar to calculating volatility?

Im trying to understand the VIX Index, it gives the implied volatility of the S&P500. Now if I was to calculate the volatility of the S&P500 using standard deviations of the returns over a ...
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777 views

Does net return index include dividends?

I recently made a small investment into a mutual fund operated in Luxembourg with net return index that has consistently outperformed its index in 1 year, 3 year and 5 year timescales (the fund ...
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What are the companies in the FTSE4Good UK 50?

I've been looking for a definitive and up-to-date (and reasonably regularly updated) source listing the companies included in the FTSE4Good UK 50 index (preferably by their LSE ticker code). This has ...
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World Indexes - Variance between representation of a country's stocks and the country's proportion of world GDP

As an example, over 50% of stocks listed in the FTSE All-World Index are USA based. (see bottom of page 3 in the index's fact sheet) or see image below. However, the USA only comprises of around 25% ...
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Market capitalization of BSE 100

What fraction of the monetary value of stocks is represented by BSE 100? (For comparison, I remember reading that NIFTY 100 represents market cap of 77%) I tried searching online, but could not ...
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How is the Dow divisor calculated?

When calculating the DJIA, there are two components, one divided by the other. How is the divisor calculated? I'm asking for speciifcs, which are strangely elusive on Wikipedia or other sites. They ...
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79 views

Difference between ETF value and baseline index value

I have been researching about ETFs, and have been looking a bit into different ones for the MSCI world index. I realized that there sometimes is a substantial difference in the development of the ETF ...
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Why does VOO pay less dividends than SPY?

I understand that the ETFs SPY and VOO were created at different times and that their payout dates are different and due to that, it is possible that the dividends may vary a little bit. In my logic ...
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82 views

How to continuously plot futures data

Since futures trade on a contract by contract basis, how can you plot the price over an extended period of time? As a reference I have included a plot of VX futures (VIX CBOE volatility index) from ...
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How has the country exposure of the FTSE All-World High Dividend Yield Index and the FTSE All-World Index changed with time?

I’m interested in how the country exposure of the FTSE All-World High Dividend Yield Index and the FTSE All-World Index have changed over time (if it has much at all). The index factsheets page here ...
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Why doesn't the emerging markets index reflect GDP growth?

The OECD long term growth forecast says emerging markets such as China have 6-8% growth currently. Meanwhile the MSCI Emerging Markets index doesn't seem to reflect that and indeed seems shows no ...
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445 views

Difference between Bull and Bear 2X ETF?

I am watching a couple of ETFs and their name looks something like this: xxx Daily yyy Bull 2X ETF xxx Daily yyy Bear 2X ETF I have obscured the names to minimize potential bias in the forth coming ...
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Why don't market indexes use aggregate market capitalization?

I am new to finance and find it difficult to understand how stock market indices are calculated and what they really represent. It seems like a more simple way to create an index would be to simply ...
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2k views

Does an index have a currency?

Does an index like the S&P 500 (or any index for that matter) have a currency? For example, does it make sense to say that the S&P 500 closed at $2,132.98? Or would denoting the currency of ...
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299 views

How does the S&P500 option chain relate to the S&P ETF options?

The S&P 500 itself seems straightforward enough: It's what you would get if you bought a little bit of the largest companies on the market. I understand that there are also options on the index, ...
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What's the simplest, cheapest way to reproduce the WMA private investor indices's “income index”?

I'm aware that some discretionary wealth management and advisor types use the WMA private investor indices as a benchmark and as a guideline for asset allocation. (Update: that link is now broken/...
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235 views

Historical components of the Nikkei 225 index over time (pre-2000)?

I'm looking for the historic components of the Nikkei 225 index as far back as 1995 in order to determine when different companies were in the index. I know Nikkei offers this data on one of their ...
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Capital gains tax on 1256 based options

If an investor writes a 1256 based option $1000 in January and the option expires worthless in February that is a capital gain. Is it true that, since it is 1256 based, that the capital gains are ...
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170 views

What happens to an index if one of its components fails?

This may seem like a contrived question, but from my perspective as a programmer, edge cases are everything. Ignoring the sheer improbabilities involved, what would happen to an index (say, the S&...
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Historic variation in FTSE100 total market capitalization as a proportion of the FTSEAllShare total market cap?

Many years ago (in ~2000, give or take a year?) I remember seeing some discussions on The Motley Fool UK's forums about how much more diversification investing in an FTSE-AllShare tracker instead of ...
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What can one derive, when a near month Index Futures contract price is trading lower than index spot price?

Usually Futures contract price for near month, next month and far month is higher than spot price. Yesterday in Nifty I came across a case wherein March 29-oct-2015 contract was trading at 8268.70 and ...
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Why don't SPY, SPX, and the e-mini s&p 500 track perfectly with each other?

These tickers (SPY, SPX, /ES) are all based off the S&P 500 yet the relative lows and highs diverge. Can someone provide a basic explanation what causes this to happen? I feel like it may stem ...
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How to get the historical components of the stock index constituents?

Does anyone know where to get the historical components of the stock indexes (NASDAQ,FTSE,SENSEX)? I want to see which companies existed in stock indexes in 1980 and to see which companies made it to ...
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S&P 500 - Current Constituent List

I'm getting different constituents from various places. An Excel sheet from the S&P website indicates 498 constituents in the S&P 500: Link to Excel Sheet on the S&P website, look at the "...
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939 views

What do the points in a stock market index epresent?

For instance after the GFC, the ASX All Ords fell to about 3200. It last closed at 5777.2 (http://www.asx.com.au/) But what do these points actually mean in terms of what they represent?
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How does the futures market affect the stock market?

For instance, at this current moment the SP500 index is at 2094 while the futures on this market, symbol /ES with a contract of June is at 2088. Can someone please explain how traders and investors ...
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How do market indices translate to dollar values?

I saw an article a few weeks ago about the Nikkei closing at a 15-year high. If I understand correctly that might mean something like: Feb. 15, 2000 close: 9000 Feb. 15, 2015 close: 8999 (the ...
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How to view performance history if we invested in the past?

I want to look at a scenario to see how the Getty Trust with $1.2 billion in 1982 would have performed had it stayed with just an index fund such as S&P 500. Bonus, if there is a way to take out 5%...