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岳同学2020-07-23 11:08:13

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? A. Factor based B. Capitalization weighted C. Fundamentally weighted 請問為什麼答案是A而不是C? mature companies that have stable net incomes and high dividend yields 不是 fundamental factors 嗎?

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Kevin2020-07-23 14:56:00

同学你好!

fundamentally weighted indexes是根据一系列fundamental metrics, 如revenue, dividend rates, earnings, or book value来构建的,目的是发现市场定价无效的地方。但题目中并没有这个意思

factor based index就是根据因子构建指数,题目中就是根据value factor构建。

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