Ninorin
2022-08-10 06:31構(gòu)建security market index總共有哪幾步呢？
所屬：CFA Level I > Equity 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個(gè)回答
Irene助教
2022-08-10 10:57
該回答已被題主采納
同學(xué)你好
請見原文
Constructing and managing a security market index is similar to constructing and managing a portfolio of securities. Index providers must decide the following:
1 Which target market should the index represent? 確認(rèn)目標(biāo)市場，國內(nèi)/國外？大盤/小盤？
2 Which securities should be selected from that target market? 在目標(biāo)市場中選擇個(gè)股
3 How much weight should be allocated to each security in the index? 如何加權(quán)？等權(quán)重/價(jià)格/市值
4 When should the index be rebalanced? 什么時(shí)候權(quán)重做再調(diào)整？
5 When should the security selection and weighting decision be re-examined? 什么時(shí)候做reconstitution？
主要是三步：
1. 選定目標(biāo)市場和個(gè)體股票
2. 選定加權(quán)和編制方法
3. rebalancing and reconstitution
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