开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

aileen20180623 · 2019年11月23日

问一道题:NO.PZ2018103102000148

问题如下:

Tim, an investment analyst in a securities firm, is preparing a monthly report for his clients. The aim of this report is to tell his clients the methods he uses to make investment decisions and the performance of the portfolio for the past month. Tim made the following statements in the methods part:

Statement 1: Compared with the unexpected earnings, the SUE standardises the unexpected earnings by the standard deviation of historical forecast errors or surprises.

Statement 2: Relative-Strength indicators compare a stock’s performance during a certain period with its past performance or compare its certain period’s performance with the performance of some group of stocks.

According to the information above, which of the following is correct?

选项:

A.

Statement 1 is correct, but statement 2 is wrong.

B.

Statement 1 is wrong, but statement 2 is correct.

C.

Both of statements are correct.

解释:

C is correct.

考点:考察Standardised unexpected earnings、unexpected earnings,以及Relative-strength indicators的理解。

解析:关于UE,以及SUE有以下公式:

UEt=EPStE(EPSt)UE_t=EPS_t-E\left(EPS_t\right)

即本期的Unexpected earnings等于本期实际的earnings减去本期预期的Earnings.

而关于SUE有如下公式:

SUEt=EPStE(EPSt)σ[EPStE(EPSt)]SUE_t=\frac{EPS_t-E\left(EPS_t\right)}{\sigma\left[EPS_t-E\left(EPS_t\right)\right]}

其中分子是Unexpected earnings,分母为历史unexpected earnings的标准差。

不是很理解题目里1的意思,为啥涉及historcial error ?

2 个答案

他三哥 · 2020年02月08日

非常偏又有争议的话建议删除题目。

maggie_品职助教 · 2020年02月09日

非常偏的考点也是有几率被考察到,只不过考到几率很小,且考点会很固定。咱们讲义也把这个内容包含进去了,可以去听一下。只要不是错题,题目会尽量保留这样大家可以有更多练习的机会哈。

maggie_品职助教 · 2019年11月24日

1、这个就是原版书的定义原文,了解就好。


2、这是非常偏的考点,有个印象就行,考到几率非常小。

  • 2

    回答
  • 1

    关注
  • 544

    浏览
相关问题

NO.PZ2018103102000148 问题如下 Tim, investment analyst in a securities firm, is preparing a monthly report for his clients. The aim of this report is to tell his clients the metho he uses to make investment cisions anthe performanof the portfolio for the past month. Tim ma the following statements in the metho part:Statement 1: Comparewith the unexpecteearnings, the SUE stanrses the unexpecteearnings the stanrviation of historicforecast errors or surprises.Statement 2: Relative-Strength incators compare a stock’s performanring a certain periowith its past performanor compare its certain perios performanwith the performanof some group of stocks.Accorng to the information above, whiof the following is correct? A.Statement 1 is correct, but statement 2 is wrong. B.Statement 1 is wrong, but statement 2 is correct. C.Both of statements are correct. C is correct.考点考察Stanrseunexpecteearnings、unexpecteearnings,以及Relative-strength incators的理解。解析关于UE,以及SUE有以下公式UEt=EPSt−E(EPSt)UE_t=EPS_t-E\left(EPS_t\right)UEt​=EPSt​−E(EPSt​)即本期的Unexpecteearnings等于本期实际的earnings减去本期预期的Earnings.而关于SUE有如下公式SUEt=EPSt−E(EPSt)σ[EPSt−E(EPSt)]SUE_t=\frac{EPS_t-E\left(EPS_t\right)}{\sigma\left[EPS_t-E\left(EPS_t\right)\right]}SUEt​=σ[EPSt​−E(EPSt​)]EPSt​−E(EPSt​)​其中分子是Unexpecteearnings,分母为历史unexpecteearnings的标准差。 请问现在这个知识点,还是考点吗?那个公示复习的时候,没遇到

2024-09-01 05:49 1 · 回答

NO.PZ2018103102000148 问题如下 Tim, investment analyst in a securities firm, is preparing a monthly report for his clients. The aim of this report is to tell his clients the metho he uses to make investment cisions anthe performanof the portfolio for the past month. Tim ma the following statements in the metho part:Statement 1: Comparewith the unexpecteearnings, the SUE stanrses the unexpecteearnings the stanrviation of historicforecast errors or surprises.Statement 2: Relative-Strength incators compare a stock’s performanring a certain periowith its past performanor compare its certain perios performanwith the performanof some group of stocks.Accorng to the information above, whiof the following is correct? A.Statement 1 is correct, but statement 2 is wrong. B.Statement 1 is wrong, but statement 2 is correct. C.Both of statements are correct. C is correct.考点考察Stanrseunexpecteearnings、unexpecteearnings,以及Relative-strength incators的理解。解析关于UE,以及SUE有以下公式UEt=EPSt−E(EPSt)UE_t=EPS_t-E\left(EPS_t\right)UEt​=EPSt​−E(EPSt​)即本期的Unexpecteearnings等于本期实际的earnings减去本期预期的Earnings.而关于SUE有如下公式SUEt=EPSt−E(EPSt)σ[EPSt−E(EPSt)]SUE_t=\frac{EPS_t-E\left(EPS_t\right)}{\sigma\left[EPS_t-E\left(EPS_t\right)\right]}SUEt​=σ[EPSt​−E(EPSt​)]EPSt​−E(EPSt​)​其中分子是Unexpecteearnings,分母为历史unexpecteearnings的标准差。 请问在基础课的哪个章节,我去听一下

2024-04-18 18:43 1 · 回答

NO.PZ2018103102000148 问题如下 Tim, investment analyst in a securities firm, is preparing a monthly report for his clients. The aim of this report is to tell his clients the metho he uses to make investment cisions anthe performanof the portfolio for the past month. Tim ma the following statements in the metho part:Statement 1: Comparewith the unexpecteearnings, the SUE stanrses the unexpecteearnings the stanrviation of historicforecast errors or surprises.Statement 2: Relative-Strength incators compare a stock’s performanring a certain periowith its past performanor compare its certain perios performanwith the performanof some group of stocks.Accorng to the information above, whiof the following is correct? A.Statement 1 is correct, but statement 2 is wrong. B.Statement 1 is wrong, but statement 2 is correct. C.Both of statements are correct. C is correct.考点考察Stanrseunexpecteearnings、unexpecteearnings,以及Relative-strength incators的理解。解析关于UE,以及SUE有以下公式UEt=EPSt−E(EPSt)UE_t=EPS_t-E\left(EPS_t\right)UEt​=EPSt​−E(EPSt​)即本期的Unexpecteearnings等于本期实际的earnings减去本期预期的Earnings.而关于SUE有如下公式SUEt=EPSt−E(EPSt)σ[EPSt−E(EPSt)]SUE_t=\frac{EPS_t-E\left(EPS_t\right)}{\sigma\left[EPS_t-E\left(EPS_t\right)\right]}SUEt​=σ[EPSt​−E(EPSt​)]EPSt​−E(EPSt​)​其中分子是Unexpecteearnings,分母为历史unexpecteearnings的标准差。 是的话,老师指点一下在哪里?我貌似忽略了这个点。谢谢老师

2023-08-08 08:02 1 · 回答

NO.PZ2018103102000148问题如下Tim, investment analyst in a securities firm, is preparing a monthly report for his clients. The aim of this report is to tell his clients the metho he uses to make investment cisions anthe performanof the portfolio for the past month. Tim ma the following statements in the metho part:Statement 1: Comparewith the unexpecteearnings, the SUE stanrses the unexpecteearnings the stanrviation of historicforecast errors or surprises.Statement 2: Relative-Strength incators compare a stock’s performanring a certain periowith its past performanor compare its certain perios performanwith the performanof some group of stocks.Accorng to the information above, whiof the following is correct?A.Statement 1 is correct, but statement 2 is wrong.B.Statement 1 is wrong, but statement 2 is correct.C.Both of statements are correct. C is correct.考点考察Stanrseunexpecteearnings、unexpecteearnings,以及Relative-strength incators的理解。解析关于UE,以及SUE有以下公式UEt=EPSt−E(EPSt)UE_t=EPS_t-E\left(EPS_t\right)UEt​=EPSt​−E(EPSt​)即本期的Unexpecteearnings等于本期实际的earnings减去本期预期的Earnings.而关于SUE有如下公式SUEt=EPSt−E(EPSt)σ[EPSt−E(EPSt)]SUE_t=\frac{EPS_t-E\left(EPS_t\right)}{\sigma\left[EPS_t-E\left(EPS_t\right)\right]}SUEt​=σ[EPSt​−E(EPSt​)]EPSt​−E(EPSt​)​其中分子是Unexpecteearnings,分母为历史unexpecteearnings的标准差。请问此知识点需要掌握的程度

2022-06-12 16:48 2 · 回答

NO.PZ2018103102000148 Relative-Strength incators 是自己和自己过去比?自己和其他公司比?有ABSOLUTE-STRENGTH INCATORS吗?有什么区别,谢谢!

2021-04-16 11:21 1 · 回答