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15363567771 · 2023年02月03日

這題怎樣分析?

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NO.PZ202207040100000703

问题如下:

Which of the following index methodologies is most appropriate to use as a benchmark for the overall stock portfolio described in Pool 2?

选项:

A. Factor based

B. Capitalization weighted

C. Fundamentally weighted

解释:

Solution

A is correct. The value risk factor is associated with mature companies that have stable net incomes and high dividend yields. This factor-based method would create the most appropriate benchmark for the Pool 2 equity portfolio.

B is incorrect. Although cap-weighted index construction is widely used, it does not fit the description of the mandate for the overall portfolio in Pool 2.

C is incorrect. Fundamental weighting is an alleged improvement on cap-weighted indexing that uses a cluster of fundamentals, such as book value, cash flow, revenue, dividends, and employee count, as a basis for constituent weighting. These are not included in the description of the mandate for the overall portfolio in Pool 2.

如何從題中分析到是factor based?
1 个答案

笛子_品职助教 · 2023年02月05日

嗨,爱思考的PZer你好:


如何從題中分析到是factor based?

这个portfolio的股票,具有稳定净收入、高股息率、而且公司都很成熟。都满足一个value因子的特征。所以可以这种基于因素的方法将为池2股票投资组合创建最合适的基准。

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