Sustained Higher Capital Value Weights for Markets With Quarterly Indexes copy
The charts provide an overview of change in weights of various sectors over time as well as change in capital weights and market size weights for various country /country groupings.
Post Dec 2019 we see a widening of the difference in the sector weights for industrial and residential sector weights owing to the outperformance of the Industrial sector. Industrial is the largest sector by capital value weight in Mar 2022.
The quarterly markets of USA, UK, Australia, Netherlands, Canada and Ireland have a higher weight in the samples as compared to their respective market size weights. This highlights the importance of market size reweighting to make sure the performance of markets are not over- or under-represented in multinational indexes.
How to interact with this plot: Hover cursor over the date slider at the bottom of the chart to see how index weights and their rankings change over time.