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silviaws · 2021年10月04日

equity中的benchmark选择

The mandate of Pool 2 also consists of two primary goals:

  • A goal that the overall stock portfolio should consist of mature companies that have stable net incomes and high dividend yields
  • A goal of expressing strong views on many major corporate issues through proxy voting

Q. Which of the following index methodologies is most appropriate to use as a benchmark for the overall stock portfolio described in Pool 2?

  1. Factor based
  2. Capitalization weighted
  3. Fundamentally weighted

想问下如何区别factor based 和fundamental weighted?

1 个答案
已采纳答案

笛子_品职助教 · 2021年10月04日

嗨,从没放弃的小努力你好:


factor based,是选因子,常用因子有,价值、成长、动量、盈利质量等,偏量化。基本面选股,不是选因子,是选个股,是主观的方法。Pool2中,要求选择成熟的公司,并且能够通过投票方式表达观点,并没有涉及到,价值、成长、动量、盈利质量等因子。


知识点可见以下截图:(来自强化班讲义11页和15页)






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努力的时光都是限量版,加油!

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