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yfmao · 2021年10月18日

考试会考计算这么多数字的mean absoulte deviation吗？手动计算量太大

  1. CFA I
  2. Quantitative

NO.PZ2018062016000051

问题如下：

Having collected mean returns for the three stocks, the analyst is now concerned about evaluating dispersion.Which of the following statements is least accurate?

选项：

A.

Based on the variance,Stock A has the highest dispersion.

B.

Based on the range,Stock C has the lowest dispersion.

C.

Based on the mean absolute deviation(MAD),Stock B has the highest dispersion.

解释：

C is correct.

MAD(A)=(|-39-2.4|+|31-2.4|+|12-2.4|+|-4-2.4|+|12-2.4|)/5=19.12

MAD(B)=(|-35-4.4|+|25-4.4|+|15-4.4|+|0-4.4|+|17-4.4|)/5=17.52

MAD(C)=(|6-2|+|-8-2|+|11-2|+|-2-2|+|3-2|)/5=5.6

Based on the MAD,Stock A has the highest dispersion.


考试会考计算这么多数字的mean absoulte deviation吗？手动计算量太大，没有什么捷径计算或者预估的方法吗

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1 个答案

星星_品职助教 · 2021年10月18日

同学你好，

1）MAD的计算没有捷径；

2）考试的时候考这种计算量的可能性是有的，但不高；正常而言，如果有一道计算量很大的题，那么就会在某个地方出一道计算量非常小的题。

3）对于练习题而言，越复杂越有利于练习知识点。这道题是很好的练习MAD计算的题目。

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