index weightings

  1. 1,200 Posts.
    I suppose most people realise that a small number of stocks commonly set the direction of major Oz-indices. More recently I have been intrigued with the ease a movement in the banks appears on intraday-indice charts..
    NAB CBA ANZ WBC SGB Bank
    Index Weight Weight Weight Weight Weight Totals
    S&P/ASX 20 14.95% 10.32% 8.51% 8.54% 2.70% 45.02%
    S&P/ASX 50 11.05% 7.63% 6.29% 6.31% 1.99% 33.27%
    S&P/ASX 100 9.66% 6.67% 5.50% 5.52% 1.74% 29.09%
    S&P/ASX 200 9.12% 6.29% 5.19% 5.21% 1.65% 27.46%
    S&P/ASX 300 9.02% 6.23% 5.14% 5.15% 1.63% 27.17%
    All Ords 7.58% 5.24% 4.32% 4.33% 1.50% 22.97%
    Banks-200 32.58% 22.48% 18.55% 18.55% 5.88% 98.04%
    Banks-300 32.58% 22.48% 18.55% 18.55% 5.88% 98.04%
    S&P/ASX 100 Indus 11.36% 7.84% 6.47% 6.46% 2.05% 34.18%
    S&P/ASX 200 Indus 10.72% 7.40% 6.10% 6.10% 1.94% 32.26%
    S&P/ASX 300 Indus 10.63% 7.34% 6.05% 6.05% 1.92% 31.99%

    BHP NCP RIO TLS WOW WSF Grand
    Index Weight Weight Weight Weight Weight Weight Totals
    S&P/ASX 20 10.50% 4.98% 2.93% 8.02% 3.99% 1.82% 77.26%
    S&P/ASX 50 7.76% 3.68% 2.16% 5.92% 2.95% 1.34% 57.08%
    S&P/ASX 100 6.78% 3.22% 1.89% 5.18% 2.58% 1.17% 49.91%
    S&P/ASX 200 6.40% 3.04% 1.79% 4.89% 2.43% 1.11% 47.12%
    S&P/ASX 300 6.34% 3.01% 1.77% 4.84% 2.41% 1.10% 46.64%
    All Ords 5.32% 3.61% 2.40% 4.07% 2.02% 1.28% 41.67%
 
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