COVER
TABLE OF CONTENTS
List of figures
List of tables
List of equations
INTRODUCTION
Chapter 1: THEORY FOUNDATION
1.1. Introduction
1.1.1. Definition of market index and sector index
1.1.2. Type of market indices
1.2. Sector index applications
1.2.1. Sector monitoring and determining sector trend
1.2.2. Creation of index-linked investment products
1.2.3. Precise asset allocations
1.2.4. Hedge economic risk
1.2.5. Sector investing
1.3. Sector indices calculation
1.3.1. Step 1: Calculation methods
1.3.2. Step 2: Members selection
1.3.3. Step 3: Divisor adjustment
1.3.4. Step 4: Index calculation
Chapter 2: ANALYSIS OF SECTOR INDICES
2.1. Analysis of international sector indices
2.1.1. S&P select industry indices
2.1.2. Dow Jones U.S. Industry Indices
2.1.3. NASDAQ Financial-100 Index
2.1.4. MorningStar sector Indices
2.1.5. NYSE Sector Indices
2.1.6. Comparison and conclusion of international sector indices
2.2. Analysis of local sector indices
2.2.1. VN – Index and HASTC Index
2.2.2. CBV Index
2.2.3. DC 30 Index
2.2.4. Thang Long 20, 30 Index
2.2.5. SSI 30 Index
2.2.6. Local indices comparison
2.2.7. Drawbacks of local indices
Chapter 3: PROPOSAL FOR DEVELOPING FPTS
SECTOR INDEX
3.1. Introduction and Objectives
3.2. Methodology
3.2.1. Sector classification system
3.2.2. Base value and base date
3.2.3. Weighting scheme
3.2.4. Index formula
3.2.5. Data sources
3.3. Index memberships
3.3.1. Index eligibilities
3.3.2. Additions to and deletions from FPTS sector indices
3.3.3. Member selection flowchart
3.4. User requirement description (URD)
3.4.1. Back-end user requirements
3.4.2. Front –end user interface and functionalities
CONCLUSION
REFERENCES