Wednesday, March 17, 2010

Ftse 250 List By Capitalisation How Do I Compare A Portfolio Of Stocks To The Market Index?

How do I compare a portfolio of stocks to the market index? - ftse 250 list by capitalisation

How do I compare with a stock portfolio and market index?
I have compared to a portfolio of 20 shares of S & P 500, FTSE 100, etc., from a particular event window (2 days on average) to.

I calculated the percentage gains (losses) value of stock options prices for each of the 20 portfolio companies and the associated indexes.

The null hypothesis is no difference between the percentage gains (losses) between the prices of stock and index movements.

How do I make it statistically?