问一道题：NO.PZ2018062002000043

问题如下：

Ahern, an analyst from an investment company, recently gathered the following information for an equal-weighted index comprised of assets A, B, and C:

What is the price return of this index?

选项：

2.7%.

3.79%.

9.69%.

解释：

The price return is the sum of each stock's weighted return. The return of A is $\frac{\displaystyle10-8}{\displaystyle8}=25\%$ ; the return of B is $\frac{\displaystyle19-22}{\displaystyle22}=-13.64\%$ ; and the return of C is $\frac{\displaystyle25-25}{\displaystyle25}=0\%$ . Each asset is equal weighted in this index is $\frac13$ ; therefore, the price return is $\frac{\displaystyle25\%+(-13.64\%)+0}{\displaystyle3}=3.79\%$ .

What is the price return of this index?求Price return 这三个答案都不对，这是让求equal-weighting吧？

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1 个答案

maggie_品职助教 · 2019年11月30日

1、你是不是把price return 和价格加权搞混了？一个是计算指数收益的方法，一个是指数权重的设定方法。

2、这道题让你计算的是equal-weighting等权重指数的price return.

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mitmit · 2020年03月03日

老师，能具体解释下指数收益求的是什么吗，还有指数权重，别说让自己看视频和讲义了，看过两遍了，感觉讲到和题目里出现的还是匹配不上。老师帮忙解答一下

maggie_品职助教 · 2020年03月04日

指数的收益就和你都提股票的收益是一样的，指数也有价格，那么收益就是期末价值除以期初价值减一，这和股票计算收益思路完全相同。而权重指的是每只股票在指数中的占比，权重在一级权益有三种设定方法（股票个数、金额、市值），对应的就是price weighted \equal weighted\marketcapitalization weighted。

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NO.PZ2018062002000043 问题如下 Ahern, analyst from investment company, recently gatherethe following information for equal-weighteinx compriseof assets anC:Whis the prireturn of this inx? A.2.7%. B.3.79%. C.9.69%. is correct.The prireturn is the sum of eastock's weightereturn. The return of A is10−88=25%\frac{\splaystyle10-8}{\splaystyle8}=25\%810−8=25% ; the return of B is19−2222=−13.64%\frac{\splaystyle19-22}{\splaystyle22}=-13.64\%2219−22=−13.64% ; anthe return of C is25−2525=0%\frac{\splaystyle25-25}{\splaystyle25}=0\%2525−25=0% . Eaasset is equweightein this inx is 13\frac1331; therefore, the prireturn is 25%+(−13.64%)+03=3.79%\frac{\splaystyle25\%+(-13.64\%)+0}{\splaystyle3}=3.79\%325%+(−13.64%)+0=3.79%.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。为什么不能用1/3*(8+22+25)和1/3*(enof perio三个价格之和)来算return？

2023-01-27 23:38 1 · 回答

2023-01-05 22:51 1 · 回答

NO.PZ2018062002000043 3.79%. 9.69%. B is correct. The prireturn is the sum of eastock's weightereturn. The return of A is 10−88=25%\frac{\splaystyle10-8}{\splaystyle8}=25\%810−8=25% ; the return of B is 19−2222=−13.64%\frac{\splaystyle19-22}{\splaystyle22}=-13.64\%2219−22=−13.64% ; anthe return of C is 25−2525=0%\frac{\splaystyle25-25}{\splaystyle25}=0\%2525−25=0% . Eaasset is equweightein this inx is 13\frac1331; therefore, the prireturn is 25%+(−13.64%)+03=3.79%\frac{\splaystyle25\%+(-13.64\%)+0}{\splaystyle3}=3.79\%325%+(−13.64%)+0=3.79%. 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。这种题目是否可以理解为，看见求prireturn首先可以排除v影响，然后看题目中是equalweighte是priceeighteequal就用比率除以3，price接用价格和相除减1呢

2022-01-26 21:41 1 · 回答

NO.PZ2018062002000043 3.79%. 9.69%. B is correct. The prireturn is the sum of eastock's weightereturn. The return of A is 10−88=25%\frac{\splaystyle10-8}{\splaystyle8}=25\%810−8=25% ; the return of B is 19−2222=−13.64%\frac{\splaystyle19-22}{\splaystyle22}=-13.64\%2219−22=−13.64% ; anthe return of C is 25−2525=0%\frac{\splaystyle25-25}{\splaystyle25}=0\%2525−25=0% . Eaasset is equweightein this inx is 13\frac1331; therefore, the prireturn is 25%+(−13.64%)+03=3.79%\frac{\splaystyle25\%+(-13.64\%)+0}{\splaystyle3}=3.79\%325%+(−13.64%)+0=3.79%. 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。请问如果要算totreturn股利应该怎么计算呢

2021-09-07 22:47 1 · 回答

NO.PZ2018062002000043 什么时候该用算术平均，什么时候该用几何平均

2021-02-01 13:31 1 · 回答

问一道题：NO.PZ2018062002000043

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