I am trying to calculate weighted portfolio allocation in R from a dataset containing information about an ETF holding.
I will print the head down so data structure is apparent.
Ticker `Security Name` Sector Industry Price Weight Return Contr…¹ Country
<chr> <chr> <chr> <chr> <chr> <dbl> <chr> <chr> <chr>
1 ZENITHBANK Zenith Bank Plc Financials Banks 19.55 0.95 -9.59% -9.35 Nigeria
2 WLCON Wilcon Depot Inc. Consumer Discretionary Specialty Ret… 27.40 0.07 -20.9… -1.72 Philip…
3 VRE Vincom Retail Joint Stock Company Real Estate Real Estate M… 2540… 0.92 -12.8… -12.60 Vietnam
4 VPI Van Phu - Invest Investment Joint Stock Company Real Estate Real Estate M… 5960… 0.21 65.78% 7.73 Vietnam
5 VNM Vietnam Dairy Products Joint Stock Company Consumer Staples Food Products 7050… 1.94 -17.2… -37.47 Vietnam
6 VND VNDIRECT Securities Joint Stock Company Financials Capital Marke… 1465… 0.5 -7.58% -3.80 Vietnam
Price is of no interest here as it is shown in local currency. You will see there is a variable weight (dbl) which contains the portfolio percentage allocation weight of that specific company.
Now I would like to calculate statistics such as:
- Portfolio weight by country
- Portfolio weight by country and sector
What would be the best way to go about that? I am relatively clear on what I want out of the data, but I am not quite sure how to go about calculating it. Will appreciate any help.
Best,
