>Suche Link über die Gewichtung des Nasdaq COMPOSITE (am besten mit allen Aktien-Symbols)
>Im weiteren, wer hat weitere Bilder zu Crash 1929 / 1987. Könnte die Bibliothek vervollständigen.
>Vielen Dank im voraus für die Hilfe!
Hallo Frank1,
Ich habe vorhin mal gegoogelt und auch nicht viel konkretes zum Nasdaq Composite gefunden. Nur soviel:
"All Nasdaq Indices are market value weighted except the Nasdaq-100 Index which is weighted using a modified market capitalization method. The representation of each security in the Index is proportional to its last sale price times the total number of shares outstanding, relative to the total market value of the respective index.
The formula used for determining the Index values is as follows:
Index Level = Current Market Value X Base Value
_____________________
Adjusted Base Period
Market Value
Adjusted Base Current Market Value Previous Base
Period Market = After Adjustments X Period Market Value
Value _____________________
Current Market Value
Before Adjustments
The level of an Index will only change as a result of price changes occurring between the opening and closing of the market. Adjustments for securities being added to or deleted from The Nasdaq Stock Market, Inc., or capitalization changes, are adjustments which take place during the systems maintenance process which occurs after the market has closed. These adjustments will result in value changes to the current market value and adjusted base period market value, but will not in and of themselves alter the level of an Index.
Stock splits and stock dividends are likewise adjusted for during the system maintenance process. However, the system makes a price adjustment to account for the increased number of shares with the result being that the current market value does not change. As an example, assume that ABC Corp. has 1,000,000 shares outstanding with a last sale price of 20 (market value - $20,000,000) The company has declared a 2 for 1 stock split. During system maintenance on the day prior to the effective date of the split, the system will adjust the shares outstanding to 2,000,000 and will correspondingly adjust the price to 10. Result, the same current market value of $20,000,000.
In the case of cash dividends, no system adjustment is made. The index formula relies on market forces to determine the level of the Index. Neither the Current Market Value nor the Adjusted Base Period Market Value are adjusted to reflect cash dividends."
Die einzelnen Titel im Nasdaq Composite (über 5000) sind somit nach ihrer Marktkapitalisierung relativ zur Gesamtmarktkapitalisierung gewichtet. Von dem her kann man sich eigentlich auch mit dem Nasdaq 100 begnügen. Beim Nasdaq 100 habe ich mir aber nicht die Mühe gemacht die Gewichtungsregeln näher zu betrachten, scheinen aber im Vergleich zum Composite verändert worden zu sein. Auf Yahoo sieht man die Zusammenstellung des Nasdaq 100 Index (klick), aber das wusstest du wahrscheinlich schon.
Weitere Informationen sollte man auf der Nasdaq Site erhalten.
mfg
Pancho
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