I want to calculate aggregate fundamentals for my equity portfolio, for example the P/E, P/B, P/S, P/CF, ROE, Dividend Yield of my stocks and I have 25 holdings vs my benchmark. Which way is better:
* Median ? Pro: Numbers seems more realistic Con: Doesn’t take into consideration the weighting of my holdings.
* Weighted ? Pro: More accurate Con: Extreme values for certain stocks may distort the aggregate fundamental value.