等权重指数

问题如下：

Rebalancing is a primary issue for which of the following indexes?

选项：

A.

A fundamental-weighted index.

B.

An equal-weighted index.

C.

A price-weighted index.

解释：

B is correct.

Rebalancing is an issue primarily for equal-weighted indexes. The weights on security returns in an (initially) equal-weighted portofolio are not equal as stock prices change. Price-weighted and fundamental-weighted indexes do not usually need rebalancing.

B是正确的。

股票的价格时时都在变动，对于相同权重指数，一旦价格变动，每个股票在组合中的权重就不再一样，就需要做再平衡。这种价格变动导致的再平衡的频率非常高，所以B面临这种问题最为严重。

而以基本面为权重构建的指数，由于财务信息不是时时可以获得的，一般需要每季度每年才能获得，所以再平衡的频率没有那么高，A错误。

C为凑选项。