Relative Performance: Equal or Market Capitalization Weighted Index?

Using SCHA and SCHX as proxies for Small and Large cap equity markets, I attempt to measure cumulative relative performance over one (1), two (2), and three (3) year time periods. The S&P 500 is a market capitalization weighted index, meaning the biggest companies have the biggest weights in the index. The Dow Jones Industrial … Continue reading Relative Performance: Equal or Market Capitalization Weighted Index?

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Supersize Me’s Effect on MCD’s Stock Price

I'll save you the suspense: MCD's stock price returns were affected by the release of Morgan Spurlock's Supersize Me on May 7, 2004. However, MCD's stock price returns were also¬†unaffected by the release of Morgan Spurlock's Supersize Me when measured differently. If you just change how you¬†measure the reaction, you can get the data to … Continue reading Supersize Me’s Effect on MCD’s Stock Price