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Reweighting Returns so no return is greater than 25%

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    Reweighting Returns so no return is greater than 25%

    Hi,

    I have 30 stock returns but one of the stocks has a a weight of 49%. I dont want any stock to have a weight greater than 20%. How do I reduce the one stocks weight to 20% and redistribute the remaining weight to the other stocks?

    Thanks
    Sean

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    Re: Reweighting Returns so no return is greater than 25%

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    Re: Reweighting Returns so no return is greater than 25%

    I have now attached the file I think
    Attached Files Attached Files

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    Re: Reweighting Returns so no return is greater than 25%

    The column with Stock Weight is the one which I want to reweight with no stock over 20% of the weight and then all the others get reweighted

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    Re: Reweighting Returns so no return is greater than 25%

    @Seanp2000, see the attached file. Presumably, the formula in G2 was F2/$F$32. The formula now is:

    =MIN($I$2, (1 - SUM($G$1:G1)) * F2/SUM(F2:$F$31))

    where I2 contains the max weight.

    The formula prorates the remaining total percentage in proportion to the remaining market cap.

    FYI, with your example, if the max weight is 11.62% or less, the relative rank of the sector weights changes. See columns M, P and Q.

    PS.... Because you replaced formulas with their results, changes in column G might not be reflected in dependent columns. I did reverse-engineer the formulas in the sector weights column (L).
    Attached Files Attached Files
    Last edited by joeu2004; 11-22-2020 at 03:48 PM.

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    Re: Reweighting Returns so no return is greater than 25%

    !Thanks a million Joeu2004. That is exactly what I wanted. Genius!

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