问一道L1指数计算方法的问题~~~ 计算方法

meitianhappy

An analyst is creating a new stock market index that is not affected by stock splits. The index the analyst is least likely to develop is:
A. unweighted.
B. price-weighted.
C. value-weighted.

 

 

答案是B。

 

我就在想，price-weighted的方法不是会在stock split之后进行adjust嘛，那这样不就消除了stock split的影响嘛，为什么还会选price-weighted。

 

求高人解答~~~

killzero

我只能说其他2个都不会改变=。=

annyyu

price-weighted index have a downward bias due to the fact that fast growing companies split their shares and have a less continuing influence on a price-weighted index.  I think this is the reason why B is the correct answer.