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Maximizing Equity Market Sector Predictability in a Bayesian Time Varying Parameter Model* - page 39 / 46

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Table 8 Price Per Share of Value Weighted Sector Constituents

The value weighted constituent price per share for the ten S&P 500 GICS primary industry sectors on January 1, 2002 are presented. Prices are calculated as the sum of prices for the constituents comprising 75% of the sector valuation multiplied by their corresponding weights in the sector portfolio scaled such that the weightings sum to unity.

Sector Weighted Price Per Share January 1, 2002

Consumer Discretionary Index Consumer Staples Index Energy Index Financial Index Health Care Index Industrials Index Information Technology Index Materials Index Telecommunication Services Index Utilities Index

$46.23 $52.58 $51.94 $53.74 $53.15 $50.81 $50.53 $39.87 $36.75 $39.23

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