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李同学2019-03-01 12:17:13

01.单选题 已收藏 标记 纠错 For rebalancing and reconstitution of security market indices, which of the following statements is most accurate? A Equal weighted indices require frequent rebalancing. B Turnover within an index results from a reconstitution but not from rebalancing. C A price-weighted index requires rebalancing more than a market-capitalization weighted index. 查看解析 下一题 正确答案A 您的答案A本题平均正确率:79% Rebalancing and reconstitution of an index难度:一般 推荐:      答案解析 Price-weighted indices are not rebalanced because the weight of each constituent security is determined by its price. For market-capitalization-weighted indices, rebalancing is less of a concern because the indices largely rebalance themselves. 问:题目能够选出A.问题如下 1.B选项 turnover是周转的意思,具体是不是指 股票成分的变动,还有比率的变动也算在内? 2.C选项可否举例说明?

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Paul2019-03-01 15:27:48

同学你好,这里就是衡量指数中成分股调整和变换的频率。

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追答
同学你好,市值加权只会在企业发生并购重组等情况下发生调整,等权重只要股票的上涨和下跌都需要调整,因为股票上涨后就会占有更多权重,下跌就会降低权重。
追问
“A price-weighted index requires rebalancing more than a market-capitalization weighted index.”所以按您的说法,C应该是正确的啊?股价变动快啊
追答
同学你好,调整是因为新的指数不符合了预先设定的贬值规则,价格的上涨下跌自动会增加高价股的权重调低低价股权重,并没有违背贬值的规则。

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