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June 11th, 2009, 01:29 AM  #1 
Newbie Joined: Oct 2008 Posts: 7 Thanks: 0  Find previous weights from current weights & percent change
Hi Say that I have a stock portfolio with stocks that at the end of the day have the following weights: Stock A : 10% Stock B : 15% Stock C : 40% Stock D : 35% The change in stock price during the day was: Stock A : +5% Stock B : +20% Stock C : 10% Stock D : +50% From this information, can I find what weights the stocks had in the portfolio at the beginning of the day? (by eg. using a spreadsheet) 
June 11th, 2009, 05:43 AM  #2 
Global Moderator Joined: Nov 2006 From: UTC 5 Posts: 16,046 Thanks: 937 Math Focus: Number theory, computational mathematics, combinatorics, FOM, symbolic logic, TCS, algorithms  Re: Find previous weights from current weights & percent change
Increase (or decrease) all stocks by the given percentages, then divide by the new total to get the new weights.

June 11th, 2009, 07:44 AM  #3 
Newbie Joined: Oct 2008 Posts: 7 Thanks: 0  Re: Find previous weights from current weights & percent change
But I want to go the other way  I know the new weights but want to find the old weights.

June 11th, 2009, 09:13 AM  #4 
Global Moderator Joined: Nov 2006 From: UTC 5 Posts: 16,046 Thanks: 937 Math Focus: Number theory, computational mathematics, combinatorics, FOM, symbolic logic, TCS, algorithms  Re: Find previous weights from current weights & percent change
So divide.

June 15th, 2009, 11:26 PM  #5 
Newbie Joined: Oct 2008 Posts: 7 Thanks: 0  Re: Find previous weights from current weights & percent change
Thanks, now I got it. The weights at the beginning of the day were: Stock A : 0.106053911 Stock B : 0.139195758 Stock C : 0.49491825 Stock D : 0.259832081 

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