An analyst gathers the following information for an equal-weight

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%.

请问这道题为啥不能按照（12+0.75+20+32-（10+20+30））/60来计算

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1 个答案

王园圆_品职助教 · 2025年02月03日

同学你好，因为这个指数是equal-weighted index

你这个计算方法好像是price weighted index的计算逻辑，默认每个股票在指数中买入一股

但是equal weighted index是指每个股票买相同的金额（而不是买入相同的一股），所以就需要分别计算每个股票的总收益率，最后再平均来计算

以下是equal weighted index计算return的原理推导，同学可以参考一下

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