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at the risk of over simplifying, if security A is a constituent of index X, with a weighting of 25%, does that mean at a 1% move in security A corresponds to a .25% in index X. or does the weight mean 25% of the index value is the value of security A.
reason i'm asking is i'm trying to translate moves in agricultural commodities to changhes in the Rogersons Commodity index, (RJA) , but i cant seem to find any sort of signifuicant correlation. thanks |
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