Benchmarking The Market

[Dr.PI]

@encaxajd

“MSCI ACWI IMI Net Total Return in CHF”

That one is from MSCI. Then,

Statistics, black magic and financial mathematics

I have thoughts about the benchmarking of the stocks market recently, will dump here some notes. To adjust for inflation in Switzerland, I use these data: Landesindex der Konsumentenpreise (LIK): In the table view, the data can be exported as CSV. I define the inflation-adjusted index as the index’s value in CHF divided by LIK value for the previous month. Depending on the time frame, I will use different reference dates for LIK. The result should reflect the purchasing power of a unit of…

@encaxajd

Or do you have a own spreadsheet for that?

Of course !