# How to correctly construct a value- and equally weighted portfolio consisting of property-types?

A problem of which I couldn’t find the answer on the forum is about the construction of equally-weighted and value-weighted portfolio. I want to compute the equally-weighted property-type portfolio by expressing a company's type of segment exposure by the sum of all the net asset values and then aggregate the percentages of each property-type to get the equally weighted property-type exposure. As for the value-weighted component, I use the company's percentage of market capitalization compared to the total market capitalization of the sample and subsequently use these percentages to correct segment exposure. So W1Eoffice + W2Eoffice … W17Eoffice and divide this sum by a value-weighted total net asset value.

Is this a correct way of calculating a value- and equally weighted portfolio?

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