Timeline for How can I calculate the fair value of an ETF using the current price of each of its holdings?
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 9, 2016 at 16:07 | vote | accept | Steve Lorimer | ||
| Jun 9, 2016 at 4:16 | comment | added | John M | @SteveLorimer - Right, everything has to be double checked. For all we know, the PCF file might be out of date due to some corporate actions. | |
| Jun 8, 2016 at 13:37 | comment | added | Steve Lorimer | @AlexC The list of stocks in the PCF tab is different to those listed in the Holdings tab. The PCF shows 383 stocks, whereas the Holdings tab shows 379. How does one account for this discrepancy? | |
| Jun 7, 2016 at 23:18 | comment | added | Alex C | Look at the link given, under the Portfolio Composition File tab. It gives you exactly the number of shares of each stock needed to make up 25000 shs of the ETF. This is the most correct method to do it. And its updated daily. All you need to do is to supply the per share prices of the stocks using any live pricing service. Then you do $\frac{\sum p_i Q_i}{25000}$ | |
| Jun 7, 2016 at 20:11 | comment | added | Steve Lorimer | Please could you give an example of how to use CU=25000 to get to the price of the ETF? | |
| Jun 7, 2016 at 19:30 | review | First posts | |||
| Jun 8, 2016 at 9:22 | |||||
| Jun 7, 2016 at 19:28 | history | answered | John M | CC BY-SA 3.0 |