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Next filing · Form 10-Q · Q2 2026 · 54 daysFactor Research · Part 2 published: risk structure in 13F filings across five allocator stylesAPI Update · AOM portfolio chains — single snapshot call for multi-step analyze flowsAPI Update · POST /api/snapshot — canonical JSON portfolio snapshotPart 3 · The One Manager Skill That PersistsPart 1 · One Position, Four BetsNext filing · Form 10-Q · Q2 2026 · 54 daysFactor Research · Part 2 published: risk structure in 13F filings across five allocator stylesAPI Update · AOM portfolio chains — single snapshot call for multi-step analyze flowsAPI Update · POST /api/snapshot — canonical JSON portfolio snapshotPart 3 · The One Manager Skill That PersistsPart 1 · One Position, Four Bets
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Concept · From stocks to portfolios (aggregation)

Position weight

A holding's share of portfolio value; the weight that scales its risk and return contribution when positions aggregate.

In depth

A holding's share of portfolio value. Weights scale every position's contribution when betas and residuals aggregate up to the portfolio — the first input to look-through.

Formula

w_i = value_i / Σ_j value_j

In the methodology

Putting it together: the replication equation →

Referenced by (0)

No working paper references this concept yet.

Related concepts

Holdings look-throughPeer cohortCovarianceDiversification
← DiversificationFrom stocks to portfolios (aggregation) · 1 / 5Holdings look-through →
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