Index Reality & Market Breadth Analyzer

Cap-Weighted Return

+13.1%

Headline Benchmark Index

Equal-Weighted Return

-3.1%

Average Stock Performance

Median Stock Return

-4.2%

50th Percentile Constituent

Divergence Spread

16.2 pp

Cap vs Equal Weight Gap

Effective Stocks (N_eff)

48.6 / 500

1 / HHI (Concentration Depth)

Constituent Distribution Sliders Interactive

Mega-Cap Tier Count 7 stocks

Mega-Cap Cumulative Weight 32.5%

Mega-Cap Avg Return +48.2%

Remaining 493 Avg Return -3.8%

Market Breadth (% Advancing) 34.2%

Mathematical Diagnostic

• HHI: 0.0206 (Gini: 0.682)

• Advancing: 171 stocks | Declining: 329 stocks

• Top 10 Weight: 37.1%

• Selected Method: Cap-Weighted

Lorenz Curve: Benchmark Inequality Gini: 0.68

Constituent Return Waterfall & Breadth A/D Ratio: 0.52

Top & Bottom Index Constituents Breakdown 500 Modeled Stocks

Rank	Constituent / Tier	Cap Weight	Sim Return	Method Weight	Weighted Contrib