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 a reference / market-neutral / index portfolio of stocks.

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