An index reconstitution is a scheduled review at which the membership is redetermined. A rebalance updates the weights (share counts, float factors, caps) of an unchanged membership. Both follow a fixed sequence: a rank day on which the data are frozen, an announcement, and an effective date, after whose close the new index applies.
Quantitative Finance · المسرد
ما معنى Reconstitution and rebalance؟
يُعرف أيضًا باسم: index reconstitution