指数问题

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%.

印象中不同index计算方法，有的要区分total return和和剔除dividend的return。

请问哪些加权方法要考虑dividend，哪些不用？

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1 个答案

王园圆_品职助教 · 2025年01月10日

同学你好，每一种加权方法都可以计算total return (也就是考虑了分红的return）和price return（也即是只考虑价格涨跌不考虑分红的return）的，是不会有哪种加权方法一定考虑或者不考虑分红的哦

所以这类题目，同学除了要看清楚指数构建权重的方法是哪种，还要看清楚题目问的是求哪种return的

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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

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