HHI计算

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NO.PZ201809170400000304

问题如下：

Based on its HHI, the initial US large-cap benchmark most likely has:

选项：

a concentration level of 4.29.

an effective number of stocks of approximately 35.

individual stocks held in approximately equal weights.

解释：

B is correct. The HHI measures stock concentration risk in a portfolio, calculated as the sum of the constituent weightings squared:

$HHI={\textstyle\sum_{i=1}^n}w_i^2$

Using the HHI, one can estimate the effective number of stocks, held in equal weights, that would mimic the concentration level of the respective index. The effective number of stocks for a portfolio is calculated as the reciprocal of the HHI. The HHI is 0.0286; the reciprocal (1/0.0286) is 34.97.

Therefore, the effective number of stocks to mimic the US large-cap benchmark is approximately 35.

25年考纲有要求计算HHI吗？

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NO.PZ201809170400000304问题如下 Baseon its HHI, the initiUS large-cbenchmark most likely has: A.a concentration level of 4.29.B.effective number of stocks of approximately 35.C.invistocks helin approximately equweights. B is correct. The HHI measures stoconcentration risk in a portfolio, calculatethe sum of the constituent weightings squareHHI=∑i=1nwi2HHI={\textstyle\sum_{i=1}^n}w_i^2HHI=∑i=1nwi2Using the HHI, one cestimate the effective number of stocks, helin equweights, thwoulmimic the concentration level of the respective inx. The effective number of stocks for a portfolio is calculatethe reciprocof the HHI. The HHI is 0.0286; the reciproc(1/0.0286) is 34.97.Therefore, the effective number of stocks to mimic the US large-cbenchmark is approximately 35. 如题，Concentration level是什么意思？谢谢

2023-05-12 13:59 1 · 回答

NO.PZ201809170400000304 HHI=0.0286怎么算出来的啊，能详细列一下数据吗

2021-05-22 17:28 1 · 回答

C错的原因是不是算出来有效的股数是35，但是题干说有150支，所以不可能是equweighte

2020-01-14 18:50 1 · 回答

请问concentration level 是什么意思？如何计算？它和HHI是一样的吗？

2019-06-05 23:45 1 · 回答