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露露66 · 2023年11月28日

老师,size and style有例子吗

NO.PZ2019012201000041

问题如下:

The Barboa Fund can be best described as a fund segmented by:

选项:

A.

size/style.

B.

geography

C.

economic activity

解释:

The Barboa Fund invests solely in the equity of companies in the oil production and transportation industries in many countries. The fund’s description is consistent with the production-oriented approach, which groups companies that manufacture similar products or use similar inputs in their manufacturing processes.

A is incorrect because the fund description does not mention the firms’ size or style (i.e., value, growth, or blend). Size is typically measured by market capitalization and often categorized as large cap, mid-cap, or small cap. Style is typically classified as value, growth, or a blend of value and growth. In addition, style is often determined through a “scoring” system that incorporates multiple metrics or ratios, such as price-to-book ratios, price-to-earnings ratios, earnings growth, dividend yield, and book value growth. These metrics are then typically “scored” individually for each company, assigned certain weights, and then aggregated.

B is incorrect because the fund is invested across many countries, which indicates that the fund is not segmented by geography. Segmentation by geography is typically based upon the stage of countries’ macroeconomic development and wealth. Common geographic categories are developed markets, emerging markets, and frontier markets.

老师,size and style有例子吗

1 个答案

笛子_品职助教 · 2023年11月29日

嗨,努力学习的PZer你好:


老师,size and style有例子吗

Hello,亲爱的同学~

size指市值因子,投资小市值股票。

style指风格因子,投资价值股还是成长股。

例如小盘价值股,就属于size/style分类。

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

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