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NO.PZ2023040301000070

问题如下：

An analyst gathers the following information for an equal-weighted index comprised of assets Able, Baker, and Charlie:

The total return of the index is:

选项：

5.0%

7.9%

11.4%

解释：

The total return of an index is calculated on the basis of the change in price of the underlying securities plus the sum of income received or the sum of the weighted total returns of each security. The total return of Able is 27.5 percent; of Baker is 0 percent; and of Charlie is 6.7 percent:

Able: (12 — 10 + 0.75)/10 = 27.5%

Baker: (19 — 20 + 1)/20 = 0%

Charlie: (30 — 30 + 2)/30 = 6.7%

An equal-weighted index applies the same weight (1/3) to each security's return; therefore, the total return = 1/3 X (27.5% + 0% + 6.7%) = 11.4%.

什么样的指数计算权重时可以先加总再计算return？

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已采纳答案

王园圆_品职助教 · 2024年08月08日

同学你好，price weighted index，就是把每个股票的期期初价格相加求一个值，期末价格加总求一个值，然后期末的值相对期初的变化量就可以求return了

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NO.PZ2023040301000070问题如下 analyst gathers the following information for equal-weighteinx compriseof assets Able, Baker, anCharlie:The totreturn of the inx is: A.5.0%B.7.9%C.11.4% The totreturn of inx is calculateon the basis of the change in priof the unrlying securities plus the sum of income receiveor the sum of the weightetotreturns of easecurity. The totreturn of Able is 27.5 percent; of Baker is 0 percent; anof Charlie is 6.7 percent:Able: (12 — 10 + 0.75)/10 = 27.5%Baker: (19 — 20 + 1)/20 = 0%Charlie: (30 — 30 + 2)/30 = 6.7%equal-weighteinx applies the same weight (1/3) to easecurity's return; therefore, the totreturn = 1/3 X (27.5% + 0% + 6.7%) = 11.4%. price- weigh可以每个公司的return分别计算出来除以3吗

2024-08-10 23:38 1 · 回答

NO.PZ2023040301000070 问题如下 analyst gathers the following information for equal-weighteinx compriseof assets Able, Baker, anCharlie:The totreturn of the inx is: A.5.0% B.7.9% C.11.4% The totreturn of inx is calculateon the basis of the change in priof the unrlying securities plus the sum of income receiveor the sum of the weightetotreturns of easecurity. The totreturn of Able is 27.5 percent; of Baker is 0 percent; anof Charlie is 6.7 percent:Able: (12 — 10 + 0.75)/10 = 27.5%Baker: (19 — 20 + 1)/20 = 0%Charlie: (30 — 30 + 2)/30 = 6.7%equal-weighteinx applies the same weight (1/3) to easecurity's return; therefore, the totreturn = 1/3 X (27.5% + 0% + 6.7%) = 11.4%. 一点都没搞懂，所以算totreturn不可以全部加总，得先一个一个算完了再加总相除？

2023-10-05 06:05 1 · 回答