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Total Posts: 45
Joined: May 2006
Posted: 2017-12-06 23:51
I would like to calculate the buybacks (portion of the total payout ratio) for a number of developed market and emerging market stock indices.

I have access to Bloomberg but the quality of the historical data for increases and decreases in capital stock (CF_INCR_CAP_STOCK and CF_DECR_CAP_STOCK) can be poor for some indexes (like CAC, IBOV, and AS51).

I'm wondering whether the net buyback ratio can be proxied by say the one year price return of the stock index (like SPX) minus the one year percent change in the index market cap (like CUR_MKT_CAP)?

What do you guys think?

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