Security & Portfolio

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CHAPTER 7

SECURITY-MARKET INDICATOR SERIES

Uses of Security Market Indexes

Benchmark to Judge Performance of Individual Portfolios Develop an Index Portfolio Examine Factors That Influence the Stock Market Technical Analysis of the Market Derivation of Systematic Risk for Securities

Differentiating Factors in Constructing Market Indexes

The Sample: Size, Breadth, and Source
Weighting of Sample Members: price-weighted, value-weighted, unweighted
Computational Procedures

Stock-Market Indicator Series

Price Weighted Series Dow Jones Industrial Average (30 stock average) Nikkei-Dow Jones Average (Nikkei Stock Average Index)

Value Weighted Series Standard and Poor's Indexes New York Stock Exchange Index NASDAQ Series American Stock Exchange Market Value Index Wilshire 5000 Equity Index Russell Indexes Financial Times Actuaries Indexes Tokyo Stock Exchange Price Index FT-Actuaries World Indexes Morgan Stanley Capital International Indexes Dow Jones World Stock Index Euromoney-First Boston Global Stock Index Salomon-Russell World Equity Index

Unweighted Price Indicator Series Value Line Averages Financial Times Ordinary Share Index
Style Indexes

Global Equity Indexes FT/S&P - Actuaries World Indexes Morgan Stanley Capital International (MSCI) Indexes Dow Jones World Stock Index Comparison of World Stock Indexes

Bond-Market Indicator Series

Investment-Grade Bond Indexes Lehman Brothers Merrill Lynch Ryan Treasury Salomon Brothers

High-Yield Bond Indexes U.S. High-Yield Bond Indexes Merrill Lynch Convertible Securities Indexes

Global Government Bond Market Indexes

Composite Stock-Bond Indexes

Merrill Lynch-Wilshire U.S. Capital Markets Index (ML-WCMI) Brinson Partners Global Security Market Index (GSMI)

Comparison of Indexes Over Time

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