BM&FBOVESPA Announces Rebalances of Indices Theoretical Portfolios
OREANDA-NEWS. September 07, 2011. BM&FBOVESPA announces the Ibovespa theoretical index portfolio, which will be to December 29, 2011, based on the closing of the September 2, 2011 trading session. The new portfolio now includes common shares in BR Mall and Cia Herriang, which brings its total to 68 stocks in 63 companies, reported the press-centre of BM&FBOVESPA
The five stocks with the heaviest weight in this index were: Petrobras PN (9.740%), Vale PNA (9.354%), OGX Petroleo ON (5.253%), Itauunibanco PN (4.436%) and BMFBOVEPA ON (3.447%).
For purposes of comparison, the stocks with the heaviest weight in the Ibovespa portfolio for March 2 to August 31, 2011 were: Vale PNA (10.346%), Petrobras PN (10.201%), OGX Petroleo ON (4.878%), Itauunibanco PN (4.127%) and BMFBOVESPA ON (3.693%).
BM&FBOVESPA regularly announces three previews of the new indexes 30 days (1st preview), 15 days (2nd preview) and one day (3rd preview) prior to the new quarterly portfolio. The Exchange also publishes the portfolios of the other indices calculated.
About the Methodology
Ibovespa: Composed of the stocks whose negotiability indices, financial volume participation and trading session presence during the previous 12 months met the criteria established by their respective calculation methodologies.
IBrX-50 and IBrX - Brazil Indices: Following an international methodology, these indices are composed respectively of the 50 and 100 most traded stocks at BM&FBOVESPA, weighted by their market capitalization.
MidLarge Cap and Small Cap: These indices were developed to measure the performance of the companies listed in the Exchange segmenting them by market capitalization.
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