问题如下图:
选项:
A.
B.
C.
解释:
value-weight和market-capitalization weight表达的是一个意思吗
NO.PZ2018062002000050问题如下Benect, analyst from investment company, recently gatherethe following ta for a value-weighteinx compriseof securities G,H,I:Whis the value-weighteinx' return over the perioA.6.78%.B.3.94%.C.12.40%. It is the percentage change in the market value over the perioPercentage change is26,40025,400−1≈0.0394=3.94%\frac{26,400}{25,400}-1\approx0.0394=3.94\%25,40026,400−1≈0.0394=3.94% with rounng, is calculatethe below table:考点市值加权的指数1、value-weighteinx就是market-capitalization weighting市值加权的意思。2、很多同学问为何上述计算要“减 1”。我们现在要求的是收益率,26400-25400=1000才是收益,所以收益率等于1000/25400=3.94%,因此上述公式需要减掉1。 不都是价格乘以shares期末加总-起初加总的差/起初加总吗?
这题为什么要带入市值计算,不能直接算每只股票的return后加起来除以3吗?