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June 11th, 2009, 01:29 AM   #1
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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)
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June 11th, 2009, 05:43 AM   #2
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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.
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June 11th, 2009, 07:44 AM   #3
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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.
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June 11th, 2009, 09:13 AM   #4
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Re: Find previous weights from current weights & percent change

So divide.
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June 15th, 2009, 11:26 PM   #5
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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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