NASDAQ 100 reconstitution

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    FYI, the Nasdaq 100 stock list needs to be updated as follows:

    The Nasdaq 100 Index will have new additions and deletions effective on December 19, 2022.

    The stocks jumping on the index as part of the annual reconstitution are CoStar Group (CSGP), Rivian Automotive (RIVN), Warner Bros. Discovery (WBD), GlobalFoundries Inc. (GFS), Baker Hughes Company (BKR), and Diamondback Energy (FANG).

    As a result of the reconstitution, VeriSign (VRSN), Skyworks Solutions (SWKS), Splunk (SPLK), Baidu (BIDU), Match Group (MTCH), DocuSign (DOCU), and NetEase (NTES) will drop off the index.


    The Nasdaq low-volatility sub-strategy has a lookback period of 70 days, so we must wait 70 days with the addition of new stocks to make sure that they have been in the Nasdaq during the whole lookback period.


    Rivian (RIVN) was dropped from the NASDAQ 100 effective June 20. Yet, it was one of the stocks selected under the NASDAQ 100 strategy in August and in September. Does this have to do with the 70-day lookback period you mentioned in the earlier post? I’d like to better understand why this happens. Thanks.


    You are right! I forgot to delete it. The 70 day look back period only matters for new companies. I will fix it by tomorrow. Thank you.

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