老师，fundamental weighting是怎么做的

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NO.PZ202207040100001006

问题如下：

Which comment by Parker regarding factor-based approaches is most accurate? The comment regarding:

选项：

value factor funds.

single-factor funds.

fundamental weighting.

解释：

B is correct. Relative to cap weighting, single-factor funds concentrate risk exposure to the characteristics of the factor used.

A is incorrect. Value factor funds focus on valuation measures, not volatility.

C is incorrect. Fundamental weighting’s intended advantage is overweighting stocks priced below intrinsic value and underweighting overpriced stocks.

老师，fundamental weighting是怎么做的，不是选基本面指标好的吗，那跟intrinsic value的计算有什么关系呢

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笛子_品职助教 · 2023年12月01日

嗨，努力学习的PZer你好：

基本面weighting是指用一些基本面指标，来找出价格低于基本面价值的股票。

因为股票虽然会低估和高估，但最终会回归到基本面应有的水平。

一般提到股票高估低估，同学就要想到基本面weighting。

考查的是基础讲义上，划出红框的这句话。

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NO.PZ202207040100001006 问题如下 Whicomment Parker regarng factor-baseapproaches is most accurate? The comment regarng: A.value factor fun. B.single-factor fun. C.funmentweighting. B is correct. Relative to cweighting, single-factor fun concentrate risk exposure to the characteristiof the factor useA is incorrect. Value factor fun focus on valuation measures, not volatility.C is incorrect. Funmentweighting’s intenaantage is overweighting stocks pricebelow intrinsic value anunrweighting overpricestocks. 为什么说本题使用波动率因子来选股? 请问是因为题干里面的这句话吗? 可否详细描述一下解题思路?value factor fun seek to lower wnsi risk 这句话是正确的吗? 老师可否进一步一下wnsi risk?

2024-08-09 05:28 1 · 回答

老师，fundamental weighting是怎么做的

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