New answers tagged index
A committee at the exchange reviews the composition of the DAX quarterly. In practice there are relatively few and infrequent changes. Current and past weights are given here dax-indices.com/EN/index.aspx?pageID=4 , but the old data only goes back to 2009. Look for spreadsheet files called "Composition DAX".
Depends on what you want to measure. Personally, as these are all tech stocks, I would go with the NASDAQ. So then you have the betas relative to other tech stocks. However, if you are a truly global investor then you could best proxy the market by MSCI world.
As the six different stocks belongs to different indices, first you need to calculate separate betas for each of them. Now considering that the the six different stocks belong to same portfolio, you need to calculate portfolio beta, standard deviation and expected return at portfolio level by assigning weights to each of the stock. In this way you can have ...
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