Index Calculation

Formula

MVt=∑i∈CStCNi,t⋅Pi,twi,t=CNi,t⋅Pi,tMVtwi,t=CCi,t⋅Pi,t∑i∈CStCCi,t⋅Pi,tMVt=Market Value at tCSt=Constituent Set at tCNi,t=Constituent’s nominal units at tCCi,t=Constituent’s circulating supplyPi,t=Constituent’s price at twi,t=Constituent’s index weighting/dominance\begin{gather*} MV_{t} = \sum_{i \in CS_{t}} CN_{i,t} \cdot P_{i,t} \\ w_{i,t} = \frac{CN_{i,t} \cdot P_{i,t}}{MV_{t}} \\ w_{i,t} = \frac{CC_{i,t} \cdot P_{i,t}}{\sum_{i \in CS_{t}} CC_{i,t} \cdot P_{i,t}} \\\\\\ MV_{t} = \text{Market Value at } t \\ CS_{t} = \text{Constituent Set at } t \\ CN_{i,t} = \text{Constituent's nominal units at } t \\ CC_{i,t} = \text{Constituent's circulating supply} \\ P_{i,t} = \text{Constituent's price at } t \\ w_{i,t} = \text{Constituent's index weighting/dominance} \end{gather*}

PreviousAMKT Methodology CalculationNextNetwork Distributions

Last updated