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Eight Portions


Ryan's personal blog on applied data science and various related topics

Eight Portions


Ryan's personal blog on applied data science and various related topics

The Dow Jones Distortion Index

How distorted is the Dow Jones Industrial Average?

Posted on June 15, 2016

This post examines the Dow Jones Industrial Average (“DJIA”) along one of its key criticisms: price-weighting. It quantifies the extent to which price-weighting distorts the DJIA by creating a distortion index that measures aggregate over/under influence across all index components... [Read More]
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Ryan Lee  •  2020  •  eightportions.com

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