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孙大米 · 2019年12月08日

问一道题:NO.PZ2015122802000044

问题如下:

An analyst gathers the following information for an equal-weighted index comprised of assets Able, Baker, and Charlie:

The total return of the index is:

选项:

A.

5.0%.

B.

7.9%.

C.

11.4%.

解释:

C  is correct.

The total return of an index is calculated on the basis of the change in price of the underlying securities plus the sum of income received or the sum of the weighted total returns of each security. The total return of Able is 27.5 percent; of Baker is 0 percent; and of Charlie is 6.7 percent:

Able: (12  10 + 0.75)/10 = 27.5%

Baker: (19  20 + 1)/20 = 0%

Charlie: (30  30 + 2)/30 = 6.7%

An equal-weighted index applies the same weight (1/3) to each security’s return; therefore, the total return =1/3 × (27.5% + 0% + 6.7%) = 11.4%.

什么时候加分红,什么时候不算分红,谢谢

1 个答案

maggie_品职助教 · 2019年12月09日


请注意题干要求计算的是total return,这个有别于计算price retrun。计算total return要考虑期间的现金流(股息),price return不包括期间收益。加油。


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NO.PZ2015122802000044问题如下 analyst gathers the following information for equal-weighteinx compriseof assets Able, Baker, anCharlie:The totreturn of the inx is:A.5.0%.B.7.9%.C.11.4%. is correct.The totreturn of inx is calculateon the basis of the change in priof the unrlying securities plus the sum of income receiveor the sum of the weightetotreturns of easecurity. The totreturn of Able is 27.5 percent; of Baker is 0 percent; anof Charlie is 6.7 percent:Able: (12 – 10 + 0.75)/10 = 27.5%Baker: (19 – 20 + 1)/20 = 0%Charlie: (30 – 30 + 2)/30 = 6.7%equal-weighteinx applies the same weight (1/3) to easecurity’s return; therefore, the totreturn =1/3 × (27.5% + 0% + 6.7%) = 11.4%.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。 那些是需要考虑v哪些不需要哇

2023-09-27 14:53 2 · 回答

NO.PZ2015122802000044 问题如下 analyst gathers the following information for equal-weighteinx compriseof assets Able, Baker, anCharlie:The totreturn of the inx is: A.5.0%. B.7.9%. C.11.4%. is correct.The totreturn of inx is calculateon the basis of the change in priof the unrlying securities plus the sum of income receiveor the sum of the weightetotreturns of easecurity. The totreturn of Able is 27.5 percent; of Baker is 0 percent; anof Charlie is 6.7 percent:Able: (12 – 10 + 0.75)/10 = 27.5%Baker: (19 – 20 + 1)/20 = 0%Charlie: (30 – 30 + 2)/30 = 6.7%equal-weighteinx applies the same weight (1/3) to easecurity’s return; therefore, the totreturn =1/3 × (27.5% + 0% + 6.7%) = 11.4%.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。 麻烦用假设买相同的金额的方法算一下。假设都各买60块钱的,即A的份数是6,B的份数是3,C的份数是2. 麻烦这样算一下。谢谢。

2022-09-28 01:12 2 · 回答

[(12 – 10 + 0.75) + (19 – 20 + 1)+(30 – 30 + 2)] / (10+20+30) 这样直接相加算出来是7.9%,看了很久没弄懂自己思路哪里错了,希望可以解析一下,谢谢

2020-02-28 12:35 1 · 回答

    老师,问的是这个inx的totreturn,为什么不把三个的enprice相加+三个的vin后,除以三个的begining price之和呢?这样每个单独算,就不是totreturn of the inx了吧?另外,什么时候用算数平均,什么时候用几何平均,考题应该给出来吧?这题没有说。谢谢!

2017-09-24 10:52 1 · 回答