问题如下图:
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想问下这题算price return为什么不把dividend 算进去呢? 如果要是把dividend算进去并用equal weighted index的话题目会怎么问呢?谢谢🙏
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?
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。 如题
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
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
NO.PZ2018062002000043 什么时候该用算术平均,什么时候该用几何平均