This paper embarks on a journey to explore its profound impact on portfolio allocation. We delve into various strategies from equal weighing to market capitalization, dissecting their benefit and limitations. Utilizing historical data and diverse case studies, we illuminate the practical implications of different weightage approaches. Ultimately the paper emphasizes tailoring stock weightage to an investor's risk tolerance and goals. However achieving optimum allocation presents a challenge. This is where solver a powerful tool embedded in common software like Excel, emerges. We introduce Solver as the key to unlocking optimal stock weightage, empowering investors to craft robust portfolios aligned with their unique profiles. This exploration underscores how a well crafted stock weightage strategy bolsterd by Solver's optimization capabilities from the cornerstone of effective portfolio management, paving the way for investors to pursue optimal performance