Stock Market Indicators
Daily elaboration

Indicators into which individual share prices have been aggregated on the basis of weightings determined by reference only to their free floats. The indicators comprise:

• General price indices resulting from the aggregation of price movements in individual shares. These consist of all-share indices for both markets and, for the MTA, ordinary share indices covering i) 30 blue chips, ii) 70 medium-size companies, iii) smaller companies, iv) insurance companies, v) banks and vi) industrials, plus a savings share index;
  
  
• Market indicators giving information complementary to that provided by the price indices. These consist of a turnover indicator, giving the ratio between shares traded and the free float, two consistency indicators, showing the degree to which individual share indices fluctuate compared to the market average, and a price volatility indicator showing the extent to which share prices fluctuate compared to the market trend.

The price index is calculated according to Paasche’s formula adjusted to take account of corporate actions occurring since the base date. Further details of the methodology are available on download.

Price indices are published daily. The remaining indicators are available in this website by downloading.