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Olivia.W🌸 · 2024年07月13日

跟三个end加起来减去三个begin除以三个begin有什么区别

NO.PZ2015122802000043

问题如下:

An analyst gathers the following information for an equal-weighted index comprised of assets Able, Baker, and Charlie:

The price return of the index is:

选项:

A.

1.7%.

B.

5.0%.

C.

11.4%.

解释:

B is correct.

The price return is the sum of the weighted returns of each security. The return of Able is 20 percent [(12 10)/10]; of Baker is 5 percent [(19 20)/20]; and of Charlie is 0 percent [(30 30)/30]. The price return index assigns a weight of 1/3 to each asset; therefore, the price return is 1/3 × [20% + (5%) + 0%] = 5%.

考点:Methods of index construction

这道题让我们计算的是等权重构建方法下的指数的price return,所以我们首先要区分price return和total return,计算price return不需要包括期间的收益即股息。第二,这里是等权重的构建方法,等权重相当于每只股票买了相同的金额,那么我们就先计算每种股票的收益率再除以股票种类。

跟三个end加起来减去三个begin除以三个begin有什么区别

1 个答案

王园圆_品职助教 · 2024年07月13日

同学你好,你说的这种把所有的股票期末的值除以期初的值,(再减一)的方法,就是price weighted 构建index方法下计算price return的方法,而不是equal weighted 构建方法下计算price return的方法哦

两者的答案是完全不一样的哦


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NO.PZ2015122802000043 问题如下 analyst gathers the following information for equal-weighteinx compriseof assets Able, Baker, anCharlie: The prireturn of the inx is: A.1.7%. B.5.0%. C.11.4%. is correct.The prireturn is the sum of the weightereturns of easecurity. The return of Able is 20 percent [(12 – 10)/10]; of Baker is –5 percent [(19 – 20)/20]; anof Charlie is 0 percent [(30 – 30)/30]. The prireturn inx assigns a weight of 1/3 to eaasset; therefore, the prireturn is 1/3 × [20% + (–5%) + 0%] = 5%.考点Metho of inx construction这道题让我们计算的是等权重构建方法下的指数的prireturn,所以我们首先要区分prireturn和totreturn,计算prireturn不需要包括期间的收益即股息。第二,这里是等权重的构建方法,等权重相当于每只股票买了相同的金额,那么我们就先计算每种股票的收益率再除以股票种类。 如题

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