Friday, 30 March 2012: 9:50 AM
Warsaw Stock Exchange (WSE) is main Exchange of Central and Eastern Europe from point of view market capitalization and value of turnover. In 2011 WSE took first place in Europe in number of new listings, domestics and foreign companies. As a results of strong of IPO campaign, WSE decided to launch in March 2012 new regional index. The index will cover only foreign companies listed on WSE. First index portfolio will contain entities from Ukraine, Hungary, Czech Republic or Estonia. Our aim of survey is to showing methodology of index portfolio construction, rules of index calculation and adjustment. We’d like additionally to show first results of new index comparison with other WSE indices (like WIG20, mWIG40 or sWIG80) using quantitative methods.