问一道题：NO.PZ2018062002000044 [ CFA I ]

问题如下：

Ahern, an analyst from an investment company, recently gathered the following information for an equal-weighted index comprised of assets A, B, and C:

What is the total return of this index?

选项：

2.7%.

3.79%.

9.69%.

解释：

The total return of the index is calculated based on the price change of the underlying securities plus the total amount of received income or total amount of the weighted total returns of each security. The total return of A is 31.25 percent; the total return of B is -8.18 percent; and the total return of C is 6 percent:

A: $\frac{10-8+0.5}8=31.25\%$

B: $\frac{19-22+1.2}{22}=-8.18\%$

C: $\frac{25-25+1.5}{25}=6\%$

An equal-weighted index applies the same weight (is $\frac13$ ) to each security’s return; therefore, the total return = $< s p a n > \frac{31.25 % + (- 8.18 %) + 6 %}{3} = 9.69 %$ .

请问为什么equal weighting index 不考虑分红呢？

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1 个答案

Debrah_品职答疑助手 · 2020年10月16日

同学你好，这里计算的是total return所以要把股利考虑进去了啊。

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NO.PZ2018062002000044 问题如下 Ahern, analyst from investment company, recently gatherethe following information for equal-weighteinx compriseof assets anC:Whis the totreturn of this inx? A.2.7%. B.3.79%. C.9.69%. is correct.The totreturn of the inx is calculatebaseon the prichange of the unrlying securities plus the totamount of receiveincome or totamount of the weightetotreturns of easecurity. The totreturn of A is 31.25 percent; the totreturn of B is -8.18 percent; anthe totreturn of C is 6 percent:A:10−8+0.58=31.25%\frac{10-8+0.5}8=31.25\%810−8+0.5=31.25%B:19−22+1.222=−8.18%\frac{19-22+1.2}{22}=-8.18\%2219−22+1.2=−8.18%C:25−25+1.525=6%\frac{25-25+1.5}{25}=6\%2525−25+1.5=6%equal-weighteinx applies the same weight (is13\frac1331 ) to easecurity’s return; therefore, the totreturn = sp31.25%+(−8.18%)+6%3=9.69% sp\frac{31.25\%+(-8.18\%)+6\%}3=9.69\% sp331.25%+(−8.18%)+6%=9.69%.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totreturn，所以我们首先要区分prireturn和totreturn，计算totreturn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。既然每个成分股权重相等，假设每成分股持有一股，计算分式不应该是（（10-8+0.5）+（19-22+1.2）+（25-25+0.5））/(10+19+25）？

2023-06-02 13:10 1 · 回答

老师，看这道题题干和其他题库中求Equweight inx中的return题干毫无区别，但是这道题在求每个股票return时都是算上分红的，其他几道都是不算分红的。请问equweight 是不是不需要计算分红？equweight inx中是否有区分计算中是否加分红的办法。

2020-06-13 12:43 1 · 回答

3.79%. 9.69%. The totreturn of the inx is calculatebaseon the prichange of the unrlying securities plus the totamount of receiveincome or totamount of the weightetotreturns of easecurity. The totreturn of A is 31.25 percent; the totreturn of B is -8.18 percent; anthe totreturn of C is 6 percent: 10−8+0.58=31.25%\frac{10-8+0.5}8=31.25\%810−8+0.5=31.25% 19−22+1.222=−8.18%\frac{19-22+1.2}{22}=-8.18\%2219−22+1.2=−8.18% 25−25+1.525=6%\frac{25-25+1.5}{25}=6\%2525−25+1.5=6% equal-weighteinx applies the same weight (is 13\frac1331 ) to easecurity’s return; therefore, the totreturn = 31.25%+(−8.18%)+6%3=9.69%\frac{31.25\%+(-8.18\%)+6\%}3=9.69\%331.25%+(−8.18%)+6%=9.69%.这一章节完全听得一头雾水，根据题干都不知道应该用哪个公式。有没有指数对应公式列表啊？

2020-06-12 00:02 1 · 回答

问一道题：NO.PZ2018062002000044 [ CFA I ]

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