问一道题：NO.PZ2015122802000043 [ CFA I ]

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你好，请问单独求出每个成分股的price return之后为什么乘以1/3？equal-weighted index不是每个成分股买相同金额吗？所以不应该是1/10*2/20+1/20*（-1）/20吗？

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maggie_品职助教 · 2019年05月13日

我没看懂你的最后半句的公式，我给你打个比方吧，请看下面计算等权重收益率的举例：

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NO.PZ2015122802000043问题如下analyst gathers the following information for equal-weighteinx compriseof assets Able, Baker, anCharlie: The prireturn of the inx is:A.1.7%.B.5.0%.C.11.4%. is correct.The prireturn is the sum of the weightereturns of easecurity. The return of Able is 20 percent [(12 – 10)/10]; of Baker is –5 percent [(19 – 20)/20]; anof Charlie is 0 percent [(30 – 30)/30]. The prireturn inx assigns a weight of 1/3 to eaasset; therefore, the prireturn is 1/3 × [20% + (–5%) + 0%] = 5%.考点Metho of inx construction这道题让我们计算的是等权重构建方法下的指数的prireturn，所以我们首先要区分prireturn和totreturn，计算prireturn不需要包括期间的收益即股息。第二，这里是等权重的构建方法，等权重相当于每只股票买了相同的金额，那么我们就先计算每种股票的收益率再除以股票种类。跟三个en起来减去三个begin除以三个begin有什么区别

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NO.PZ2015122802000043 问题如下 analyst gathers the following information for equal-weighteinx compriseof assets Able, Baker, anCharlie: The prireturn of the inx is: A.1.7%. B.5.0%. C.11.4%. is correct.The prireturn is the sum of the weightereturns of easecurity. The return of Able is 20 percent [(12 – 10)/10]; of Baker is –5 percent [(19 – 20)/20]; anof Charlie is 0 percent [(30 – 30)/30]. The prireturn inx assigns a weight of 1/3 to eaasset; therefore, the prireturn is 1/3 × [20% + (–5%) + 0%] = 5%.考点Metho of inx construction这道题让我们计算的是等权重构建方法下的指数的prireturn，所以我们首先要区分prireturn和totreturn，计算prireturn不需要包括期间的收益即股息。第二，这里是等权重的构建方法，等权重相当于每只股票买了相同的金额，那么我们就先计算每种股票的收益率再除以股票种类。谢谢老师~

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问一道题：NO.PZ2015122802000043 [ CFA I ]

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