Reply To: Market Capitalization

Optuma Forums Optuma General Discussion Market Capitalization Reply To: Market Capitalization

#67003
Donald
  • Topics: 3
  • Replies: 2
  • Posts: 5

Hi,

There are two ways you could do this.  The first would be to find a source for the official weightings for the NASDAQ 100 / SP500 Constituents, then import those as EDF’s (if available on your edition): https://help.optuma.com/kb/faq.php?id=725

The other option would be to build a custom breadth code that sums all of the constituents market caps together.  You can then set up a custom column in the Watchlist which references the breadth code and the current market cap value to find the current weightings.

An example of the script you could then use would be:

The final set up would look like this:

Ex2

  • This reply was modified 2 months ago by Matthew.

AM i right to sum all of the constituents market caps (SPX) together?

Because i want to show the cap weight that you post on this post, thanks
Market Cap

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