Index Concentration and Portfolio Diversification: Evaluating Equity Risk in an AI‑Driven Market

A live class for CFP® professionals and financial advisors.

Learning Objectives

Participants will be able to:

Examine the market cycle and capital-expenditure dynamics driving AI-related concentration in U.S. equity indices.
Differentiate between the nominal diversification of a cap-weighted index portfolio and its effective concentration exposure across holdings, sectors, and factors.
Compare portfolio construction approaches for managing concentration risk in the context of client goals and risk tolerance.

This program has been accepted by CFP Board for 1.0 hour of continuing education credit. Full attendance and completion of the program evaluation are required for CE reporting; partial credit is not available for this 60-minute session. Attendees will receive a certificate of attendance. This is an educational program — no products or services will be promoted.

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Thursday, October 29, 2026 from 11:30 a.m. - 1:00 p.m.

Monarch Ocean Pub
1555 Camino Del Mar, Del Mar, CA, 92014

Lunch will be provided. Reminders and parking instructions will be sent after registration.

Seating is limited to 12.

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