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丁园 · 2024年08月10日

price- weight 和 equal- weight计算起来有什么区别

  1. CFA I
  2. Equity

NO.PZ2023040301000070

问题如下：

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

The total return of the index is:

选项：

A.

5.0%

B.

7.9%

C.

11.4%

解释：

The total return of an index is calculated on the basis of the change in price of the underlying securities plus the sum of income received or the sum of the weighted total returns of each security. The total return of Able is 27.5 percent; of Baker is 0 percent; and of Charlie is 6.7 percent:

Able: (12 — 10 + 0.75)/10 = 27.5%

Baker: (19 — 20 + 1)/20 = 0%

Charlie: (30 — 30 + 2)/30 = 6.7%

An equal-weighted index applies the same weight (1/3) to each security's return; therefore, the total return = 1/3 X (27.5% + 0% + 6.7%) = 11.4%.

price- weigh可以每个公司的return分别计算出来除以3吗

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1 个答案

王园圆_品职助教 · 2024年08月11日

同学你好， 不可以

price weighted index是用期初每个股票的股价相加得到一个数A，期末的每个股票的股价相加得到一个数B

然后用（B-A）/A来计算price weighted index的return的

计算方法和equal weighted完全不一样

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NO.PZ2023040301000070问题如下 analyst gathers the following information for equal-weighteinx compriseof assets Able, Baker, anCharlie:The totreturn of the inx is: A.5.0%B.7.9%C.11.4% The totreturn of inx is calculateon the basis of the change in priof the unrlying securities plus the sum of income receiveor the sum of the weightetotreturns of easecurity. The totreturn of Able is 27.5 percent; of Baker is 0 percent; anof Charlie is 6.7 percent:Able: (12 — 10 + 0.75)/10 = 27.5%Baker: (19 — 20 + 1)/20 = 0%Charlie: (30 — 30 + 2)/30 = 6.7%equal-weighteinx applies the same weight (1/3) to easecurity's return; therefore, the totreturn = 1/3 X (27.5% + 0% + 6.7%) = 11.4%. 什么样的指数计算权重时可以先加总再计算return？

2024-08-08 17:18 1 · 回答

NO.PZ2023040301000070 问题如下 analyst gathers the following information for equal-weighteinx compriseof assets Able, Baker, anCharlie:The totreturn of the inx is: A.5.0% B.7.9% C.11.4% The totreturn of inx is calculateon the basis of the change in priof the unrlying securities plus the sum of income receiveor the sum of the weightetotreturns of easecurity. The totreturn of Able is 27.5 percent; of Baker is 0 percent; anof Charlie is 6.7 percent:Able: (12 — 10 + 0.75)/10 = 27.5%Baker: (19 — 20 + 1)/20 = 0%Charlie: (30 — 30 + 2)/30 = 6.7%equal-weighteinx applies the same weight (1/3) to easecurity's return; therefore, the totreturn = 1/3 X (27.5% + 0% + 6.7%) = 11.4%. 一点都没搞懂，所以算totreturn不可以全部加总，得先一个一个算完了再加总相除？

2023-10-05 06:05 1 · 回答