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Hahahahaha · 2020年01月26日

问一道题:NO.PZ2015122802000052

问题如下:

Which of the following index weighting methods requires an adjustment to the divisor after a stock split?

选项:

A.

Price weighting.

B.

Fundamental weighting.

C.

Market-capitalization weighting.

解释:

A  is correct.

In the price weighting method, the divisor must be adjusted so the index value immediately after the split is the same as the index value immediately prior to the split.

对于这道题的B fundamental weighting,我看讲义和视频的时候Value-titled的合理中文意思是什么?没有太理解

1 个答案

maggie_品职助教 · 2020年02月04日

value tilt是fundamental weighting的缺点fundamental weighting是以公司基本面数据(earing、dividend等)为权重的指数。盈利高分红高说明他是价值型的公司,因此以这些基本面数据做权重,会使得指数有价值型的偏差即价值倾斜-value tilt。