问题如下图:
选项:
A.
B.
C.
解释:
答案中,最后一列,total return一列的各项值,有公式关系么?
韩韩_品职助教 · 2021年08月14日
嗨,爱思考的PZer你好:
同学你好,可以用最后一列每只个股的total return收益率乘以他们期初市值各自所占权重(比如D的权重=510/(510+506+600)=31.6%),也能计算出来总体组合的total return收益率。原理就是相当于期初的市值就是初始投资额,用每只个股获取的总收益率乘以初始投资中所占的权重,加总出来就是组合的整体收益率。计算公式为:31.6%*9.41%+31.3%*-20.65%+37.1%*23.33%=5.17%
----------------------------------------------就算太阳没有迎着我们而来,我们正在朝着它而去,加油!
NO.PZ2018062002000047 问题如下 ew, analyst from investment company, recently gatherethe following information for a market-capitalization-weighteinx compriseof securities E,F: Whis the inx's totreturn? A.3.04%. B.5.17%. C.8.12% The totreturn of the market-capitalization-weighteinx =en of perio value + total vin − beginning of perio value beginning of perio value=15,750,000+1,245,000−16,160,00016,160,000≈5.17%=\frac{en;of\;perio;value\;+\;total\;vin\;-\;beginning\;\;of\;perio;value\;}{beginning\;\;of\;perio;value}=\frac{15,750,000+1,245,000-16,160,000}{16,160,000}\approx5.17\%=beginningofperioalueenfperioalue+totalvin−beginningofperioalue=16,160,00015,750,000+1,245,000−16,160,000≈5.17% ,is calculatethe table below:考点市值加权指数计算totreturn这道题原解析已经很清晰了,只要注意我们这里计算的是totreturn,所以需要考虑期间收益。 怎么感觉这个考题和知识点好像没对上?这个知识点也看不太懂
NO.PZ2018062002000047 问题如下 ew, analyst from investment company, recently gatherethe following information for a market-capitalization-weighteinx compriseof securities E,F: Whis the inx's totreturn? A.3.04%. B.5.17%. C.8.12% The totreturn of the market-capitalization-weighteinx =en of perio value + total vin − beginning of perio value beginning of perio value=15,750,000+1,245,000−16,160,00016,160,000≈5.17%=\frac{en;of\;perio;value\;+\;total\;vin\;-\;beginning\;\;of\;perio;value\;}{beginning\;\;of\;perio;value}=\frac{15,750,000+1,245,000-16,160,000}{16,160,000}\approx5.17\%=beginningofperioalueenfperioalue+totalvin−beginningofperioalue=16,160,00015,750,000+1,245,000−16,160,000≈5.17% ,is calculatethe table below:考点市值加权指数计算totreturn这道题原解析已经很清晰了,只要注意我们这里计算的是totreturn,所以需要考虑期间收益。 我用最后一列的每只股票的收益率求平均数 (9.41%-20.65%+23.33%)/3=4.03%我到底哪里错了呢
NO.PZ2018062002000047 不用考虑outstanng shares?只考虑market value of inx stocks么?
5.17%. 8.12% The totreturn of the market-capitalization-weighteinx =en of perio value + total vin − beginning of perio value beginning of perio value=15,750,000+1,245,000−16,160,00016,160,000≈5.17%=\frac{en;of\;perio;value\;+\;total\;vin\;-\;beginning\;\;of\;perio;value\;}{beginning\;\;of\;perio;value}=\frac{15,750,000+1,245,000-16,160,000}{16,160,000}\approx5.17\%=beginningofperioalueenfperioalue+totalvin−beginningofperioalue=16,160,00015,750,000+1,245,000−16,160,000≈5.17% ,is calculatethe table below: 麻烦老师给下具体计算步骤,有点没看懂。谢谢