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大瓶子 · 2023年09月05日

在计算ENDING资本权重时，没有考虑分红，为什么？

  1. CFA I
  2. Equity

NO.PZ2023040301000069

问题如下：

The data for four stocks in an index are as follows:

Assuming the beginning value of the float-adjusted market-capitalization-weighted equity index is 100, the ending value is closest to:

选项：

A.

109.1

B.

110.9

C.

111.3

解释：

In float-adjusted market-capitalization weighting, the weight on each constituent security is determined by adjusting its market capitalization for its market float. Per computations shown below, the ending value of the index so computed equals 109.1. (654,900 ÷ 600,000)

为什么在计算权重时，不考虑分红。

市场加权权重时，是否要考虑分红？

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王园圆_品职助教 · 2023年09月05日

同学你好，因为这个题目要求的是指数期末的value，而分红是期间流出的现金流，是不会体现在期末的value里的

这就类似于一个股票，期初价格100，期间分红2块，股价上涨了3块，问期末股票价格是多少？期末的价格只会是100+3=103，不会计算分红进期末的价格里

是否计算分红和哪种指数构建方式无关，和题目要求的东西有关——如果题目问index的total return的话，就需要考虑分红了，因为分红也贡献了total收益的一部分

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