My Math Forum Find previous weights from current weights & percent change

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 June 11th, 2009, 02:29 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, 06:43 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, 08:44 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, 10:13 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 16th, 2009, 12:26 AM #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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