问题如下图:
选项:
A.
B.
C.
解释:
能解释下value tilt吗?谢谢
NO.PZ2015122802000055 问题如下 Whiof the following inx weighting metho is most likely subjeto a value tilt? A.Equweighting. B.Funmentweighting. C.Market-capitalization weighting. is correct.Funmentweighting lea to inces thhave a value tilt.考点Funmentweighting的缺点value tilt是funment weighting的缺点,由于funmentweighting是以公司基本面数据(earing、vin)为权重的指数,它不再受高估市值的影响,所以市值规模大小与funmentweighting无关。盈利高分红高说明他是价值型的公司,因此以这些基本面数据做权重,会使得指数有价值型的偏差即价值倾斜-value tilt。 可以请讲一讲 value tilt 与价值股的区别吗?
老师 这个知识点在哪里
Funmentweighting. Market-capitalization weighting. B is correct. Funmentweighting lea to inces thhave a value tilt. 还是不大懂。在课程里好像没有讲到