How would you estimate the relative exposure to gics sectors of a mutual funds vs SP500 without accessing the holdings of the fund? I regressed the funds return on the SP gics sector indices but it produced only non statistically significant betas?
estimate sector exposure of mutual funds
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If you don't want to go into the fund holdings, you need to access an API that already has the information.
financialmodelingprep has country weighing in their API, however Its mainly focused on ETF's. Look around, but from what ive most of the paid API's are the ones that have that kind of information.