问题如下图:
选项:
A.
B.
C.
解释:
发现知识点还不熟,如果是Equal-weighted price return,是不是应该如下计算?:
R(G)= (17-15)/15 =0.1333
R(H)=(33-35)/35=-0.0571
R(I)= (40-37)/37=0.0811
price return = (0.1333-0.0571+0.0811)/3 = 0.0524 = 5.24%
NO.PZ2018062002000049问题如下Benect, analyst from investment company, recently gatherethe following ta for a price-weighteinx compriseof securities G,H,I:Whis the prireturn of the inx over the perioA.3.45%.B.7.1%.C.21.4%. is correct.The sum of prices the beginning of the periois 87; the sum the enof the periois 90. Regaress of the visor, the prireturn is 9087−1≈0.0345=3.45%\frac{90}{87}-1\approx0.0345=3.45\%8790−1≈0.0345=3.45% , is calculatethe table below.考点价格加权指数计算prireturn1、股票数量在这里用不到是迷惑你的(市值加权的指数才需要)2、price-weighteinx价格加权指数,假设每只股票买一股。prireturn是不考虑期间收益的收益率,本题也没有给出红利的信息,所以本题没有在这里设陷阱。3、上课讲的方法是先分别计算期初和期末平均价格,再相除计算收益率,因为分母3可以约掉,所以上课的方法和解析的方法得到的结果是一样的。 这道题如果用课上讲的方法是怎么做呢
NO.PZ2018062002000049问题如下Benect, analyst from investment company, recently gatherethe following ta for a price-weighteinx compriseof securities G,H,I:Whis the prireturn of the inx over the perioA.3.45%.B.7.1%.C.21.4%. is correct.The sum of prices the beginning of the periois 87; the sum the enof the periois 90. Regaress of the visor, the prireturn is 9087−1≈0.0345=3.45%\frac{90}{87}-1\approx0.0345=3.45\%8790−1≈0.0345=3.45% , is calculatethe table below.考点价格加权指数计算prireturn1、股票数量在这里用不到是迷惑你的(市值加权的指数才需要)2、price-weighteinx价格加权指数,假设每只股票买一股。prireturn是不考虑期间收益的收益率,本题也没有给出红利的信息,所以本题没有在这里设陷阱。3、上课讲的方法是先分别计算期初和期末平均价格,再相除计算收益率,因为分母3可以约掉,所以上课的方法和解析的方法得到的结果是一样的。 能再讲一下priceretun和equalweighte区别么?很懵
NO.PZ2018062002000049 7.1%. 21.4%. A is correct. The sum of prices the beginning of the periois 87; the sum the enof the periois 90. Regaress of the visor, the prireturn is 9087−1≈0.0345=3.45%\frac{90}{87}-1\approx0.0345=3.45\%8790−1≈0.0345=3.45% , is calculatethe table below. 考点价格加权指数计算prireturn 1、股票数量在这里用不到是迷惑你的(市值加权的指数才需要) 2、price-weighteinx价格加权指数,假设每只股票买一股。prireturn是不考虑期间收益的收益率,本题也没有给出红利的信息,所以本题没有在这里设陷阱。 3、上课讲的方法是先分别计算期初和期末平均价格,再相除计算收益率,因为分母3可以约掉,所以上课的方法和解析的方法得到的结果是一样的。 如果题目中股票G有拆股,一拆二,我这样算prireturn对吗