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

15363567771 · 2023年02月03日

這題怎樣分析?

* 问题详情,请 查看题干

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。

----------------------------------------------
加油吧,让我们一起遇见更好的自己!

  • 1

    回答
  • 0

    关注
  • 680

    浏览
相关问题

NO.PZ202207040100000703 问题如下 Whiof the following inx methologies is most appropriate to use a benchmark for the overall stoportfolio scribein Pool 2? A.Factor base B.Capitalization weighte C.Funmentally weighte SolutionA is correct. The value risk factor is associatewith mature companies thhave stable net incomes anhigh vinyiel. This factor-basemethowoulcreate the most appropriate benchmark for the Pool 2 equity portfolio.B is incorrect. Although cap-weighteinx construction is wily use it es not fit the scription of the mante for the overall portfolio in Pool 2.C is incorrect. Funmentweighting is allegeimprovement on cap-weighteinxing thuses a cluster of funmentals, subook value, cash flow, revenue, vin, anemployee count, a basis for constituent weighting. These are not incluin the scription of the mante for the overall portfolio in Pool 2. 看到stable net incomes anhigh vinyiel就想着是large-cap的特点,所以选了cap-weighte请问错在哪里呀。

2024-05-14 15:45 1 · 回答

NO.PZ202207040100000703 问题如下 Whiof the following inx methologies is most appropriate to use a benchmark for the overall stoportfolio scribein Pool 2? A.Factor base B.Capitalization weighte C.Funmentally weighte SolutionA is correct. The value risk factor is associatewith mature companies thhave stable net incomes anhigh vinyiel. This factor-basemethowoulcreate the most appropriate benchmark for the Pool 2 equity portfolio.B is incorrect. Although cap-weighteinx construction is wily use it es not fit the scription of the mante for the overall portfolio in Pool 2.C is incorrect. Funmentweighting is allegeimprovement on cap-weighteinxing thuses a cluster of funmentals, subook value, cash flow, revenue, vin, anemployee count, a basis for constituent weighting. These are not incluin the scription of the mante for the overall portfolio in Pool 2. c为什么不选

2023-08-22 19:24 1 · 回答

NO.PZ202207040100000703问题如下Whiof the following inx methologies is most appropriate to use a benchmark for the overall stoportfolio scribein Pool 2?A.Factor base.Capitalization weighte.Funmentally weighteSolutionA is correct. The value risk factor is associatewith mature companies thhave stable net incomes anhigh vinyiel. This factor-basemethowoulcreate the most appropriate benchmark for the Pool 2 equity portfolio.B is incorrect. Although cap-weighteinx construction is wily use it es not fit the scription of the mante for the overall portfolio in Pool 2.C is incorrect. Funmentweighting is allegeimprovement on cap-weighteinxing thuses a cluster of funmentals, subook value, cash flow, revenue, vin, anemployee count, a basis for constituent weighting. These are not incluin the scription of the mante for the overall portfolio in Pool 2.可以理解为 如果是对某一公司进行vin信息分析,那就是funmental,如果没有提到具体公司,只是提到这些因素,那就是factor,对吗

2023-07-01 17:13 1 · 回答

NO.PZ202207040100000703 问题如下 Whiof the following inx methologies is most appropriate to use a benchmark for the overall stoportfolio scribein Pool 2? A.Factor base B.Capitalization weighte C.Funmentally weighte SolutionA is correct. The value risk factor is associatewith mature companies thhave stable net incomes anhigh vinyiel. This factor-basemethowoulcreate the most appropriate benchmark for the Pool 2 equity portfolio.B is incorrect. Although cap-weighteinx construction is wily use it es not fit the scription of the mante for the overall portfolio in Pool 2.C is incorrect. Funmentweighting is allegeimprovement on cap-weighteinxing thuses a cluster of funmentals, subook value, cash flow, revenue, vin, anemployee count, a basis for constituent weighting. These are not incluin the scription of the mante for the overall portfolio in Pool 2. net incomes、high vinyiel 这些不都是funmental么?怎么会是FACTOR。能否下区别。

2023-05-07 20:37 1 · 回答