Spreadsheet: 705372d1606072716-reweighting-returns-so-no-return-is-greater-than-25-reweight-index
Sheet: Top 30 2010

 | Company Name |  | Sector | Time Series Average Returns | Market Cap 2010 | Stock Weight | Portfolio Average Return | Max Stock Weight | Sector | Sector Returns | Sector Weights | rank | Orig Stock Weight | Orig Sector Weights | rank | same?
1 | BANCO SANTANDER | P:BSC | Banks | 0.0562027937074164 | 65856594 |  | 0.02729059308764513 | 0.2 | Banks | 0.02377733534276606 |  |  | 0.4855736038623988 | 0.5893799885019426
2 | [NAME] ENERGIA | P:GES | Energy | 0.284885509301826 | 11891454 |  | 0.02497819914756733 |  | Energy | 0.02497819914756733 |  |  | 0.08767802619649503 | 0.08767802619649503
3 | EDP ENERGIAS | P:ECP | Utilities | 0.02542696743934343 | 9025418 |  | 0.00169206754671122 |  | Utilities | 0.0004599259210673888 |  |  | 0.06654617978914251 | 0.1045986493424864
4 | PHAROL | P:PHR | Telecommunications | 0.0570851176594078 | 7339812 |  | 0.003089325298686958 |  | Telecommunications | 0.002826524297354213 |  |  | 0.0541178756452616 | 0.06433618950318135
5 | JERONIMO MARTINS | P:JMT | Personal Care, Drug and Grocery Stores | 0.236782122766803 | 7164150 |  | 0.01250746753515099 |  | Personal Care, Drug and Grocery Stores | 0.01425064001339179 |  |  | 0.05282268521373584 | 0.06357447195305385
6 | BANCO POPULAR ESP. | P:BPE | Banks | -0.08899254725588299 | 5180944 |  | -0.003399525789554194 |  | Construction and Materials | 0.001493688644626416 |  |  | 0.03820011781188186 | 0.03970003241552079
7 | EDP RENOVAVEIS | P:EDPR | Utilities | -0.01783320025973354 | 3783200 |  | -0.0004974442231892509 |  | Industrial Goods and Services | 0.0007553311457574013 |  |  | 0.02789427673912543 | 0.02402733013873377
8 | CIMENTOS DE PORTUGAL | P:CPR | Construction and Materials | 0.0324409262776464 | 3372236 |  | 0.0008066163309372007 |  | Basic Resources | 0.00271158172439739 |  |  | 0.02486415844090753 | 0.02208611498228501
9 | BANCO ESPIRITO SANTO | P:BES | Banks | -0.0318593587888428 | 3359999 |  | -0.0007892816084665842 |  | Media | 0.0001623389125403935 |  |  | 0.02477393263617697 | 0.002255976912103565
10 | BRISA-AUTO ESTRADAS | P:BRIS | Industrial Goods and Services | 0.0341603048577628 | 3008841 |  | 0.0007578387019238164 |  | Travel and Leisure | 0.0001349846149589611 |  |  | 0.02218477572373305 | 0.001075012039692453
11 | BANCO COMERCIAL PORT | P:BCP | Banks | 0 | 2715495 |  | 0 |  | Technology | -6.925465036741074e-05 |  |  | 0.02002187804337899 | 0.0006456339455121374
12 | SACYR | P:SYR | Construction and Materials | 0.0721814778996781 | 1863961 |  | 0.0009920153571247646 |  | Automobiles and Parts | 4.784032626904251e-05 |  |  | 0.01374335059339632 | 0.0006425740689931224
13 | NAVIGATOR COMP | P:NVG | Basic Resources | 0.07821467229071609 | 1712566 |  | 0.0009876233559078672 |  |  |  |  |  | 0.01262708551967041
14 | SONAE SGPS | P:SON | Personal Care, Drug and Grocery Stores | 0.162128632245488 | 1458226 |  | 0.001743172478240805 |  |  |  |  |  | 0.01075178673931802
15 | RENREDES ENER | P:REN | Utilities | -0.07232560120597675 | 1377719 |  | -0.0007346974024545805 |  |  |  |  |  | 0.01015819281421843
16 | BANCO BPI | P:BPI | Banks | 0.0201152006855097 | 1237293 |  | 0.0001835070399557964 |  |  |  |  |  | 0.009122804332148108
17 | ESPIRITO SANTO FGP | P:ESF | Banks | 0 | 1089969 |  | 0 |  |  |  |  |  | 0.00803655554109426
18 | NOS SGPS | P:NOS | Telecommunications | -0.0315870232454802 | 1047820 |  | -0.0002440344772514259 |  |  |  |  |  | 0.00772578268470882
19 | SEMAPA-INVESTIMENTOS | P:SEM | Basic Resources | 0.1026832663539416 | 934683 |  | 0.0007076521380596024 |  |  |  |  |  | 0.006891601360053915
20 | BANIF BANCO INTER | P:BANI | Banks | 0.134765718607159 | 495185 |  | 0.000492042613185909 |  |  |  |  |  | 0.003651096274863561
21 | ALTRI SGPS | P:ALTR | Basic Resources | 0.3958460333967217 | 348211 |  | 0.001016306230429921 |  |  |  |  |  | 0.00256742810256069
22 | GRUPO MEDIA CAPITAL | P:MED | Telecommunications | -0.007529103059178058 | 338053 |  | -1.876652408131904e-05 |  |  |  |  |  | 0.002492531173210924
23 | IMPRESA | P:IMPR | Media | 0.07220273253305529 | 235200 |  | 0.0001252122315000721 |  |  |  |  |  | 0.001734175800656138
24 | MARTIFER | P:MAR | Construction and Materials | -0.2791180936520377 | 148175 |  | -0.0003049430434355494 |  |  |  |  |  | 0.001092523381216935
25 | CORTICEIRA AMORIM | P:COR | Industrial Goods and Services | 0.02471714605850718 | 147399 |  | 2.686263835233819e-05 |  |  |  |  |  | 0.001086801780786199
26 | IBERSOL | P:IBE | Travel and Leisure | 0.125565677383091 | 145800 |  | 0.0001349846149589611 |  |  |  |  |  | 0.001075012039692453
27 | SONAE CAPITAL | P:SONC | Industrial Goods and Services | -0.03886217948717967 | 102500 |  | -2.937019451875335e-05 |  |  |  |  |  | 0.0007557526342145158
28 | NOVABASE | P:NBA | Technology | -0.1072661232402763 | 87565 |  | -6.925465036741074e-05 |  |  |  |  |  | 0.0006456339455121374
29 | TOYOTA CAETANO | P:SCT | Automobiles and Parts | 0.07445106887678431 | 87150 |  | 4.784032626904251e-05 |  |  |  |  |  | 0.0006425740689931224
30 | COFINA | P:CFNA | Media | 0.07115101947049417 | 70770 |  | 3.712668104032138e-05 |  |  |  |  |  | 0.0005218011114474271
 |  |  |  |  | 135626388 |  | 0.07152913544032899