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第九章 股價指數. 9.1 股價指數公式. 1. 簡單算術平均數指數. 簡單算術平均數指數 = ( P it / n ) / ( P io / n ) 100 ,. 其中 P i0 = 第 i 個樣本基期時的價格; P it = 第 i 個樣本第 t 期的價格; n = 樣本的總數。. 2. 加權指數. - PowerPoint PPT Presentation
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9.1 1. = (Pit / n) / (Pio / n) 100 Pi0 = i Pit = i t n = *
2. = (PitQit/ Pi0Qit) 100 =P1tQ1t+P2tQ2t++PntQnt)/(P10Q10+P20Q20++Pn0Qn0) 100 = (PitQi0/Pi0Qi0) 100 = (P1tQ10+P2tQ20++PntQn0)/(P10Q10+P20Q20++Pn0Qn0) 100 Pi0 = i Pit = i t Qi0 = i Qit = i t n = *
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$10 1. Australia 3241,217428 2. Austria GZ Aktien Index 2597333. Belgium 186172185 4. Canada 3003,767801 5. Denmark 38233105 6. Finland KOP (Kansallis Osake-Pannki) Price Index147349 7. France CAC 40 CAC 249 9681,475 8. Germany DAX FAZ 9331,432
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$10 9. Hong Kong (Hang Seng) 3366534410. Ireland J&E Davy Total Market Index844211. Italy Banca Commerziale 20924172812. Japan (Nikkei) 225 (Topix) 1,097 2,4704,54713.LuxembourgDomestic Share Price Index 92471.514.Malaysia 8379511715.Netherlands ANP-CBS General Index 5134469516.N.Zealand (Barclays) 401142817. Norway 5019564
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$10 18.Singapore (Strait Times) 3035519819.South AfricaJSE Actuaries Index 14161620520.Spain 7271843221.Sweden Jacobson & Ponsbach 3027737322.SwitzerlandSociete de Banque Suisse 9023969323.UK 30 (FT-30) 100 (FT-100)1,9452,93324.US (DJIA) 30 (S&P) 500 4,6277,65116,635
9.2 1. (1) (DJIA) (DJIA) 30 (Blue Chips) Dadj Dadj = 30 = Pit / Dadj*
(2) (Standard & Poors' Indexes) = {PitQit / Pi0Qi0} 100n = 500 500 (3) (NYSE Indexes) 1966 5 (4) (NASDAQ Indexes) (NASD) 7 (NASDAQ Composite Index) *
2. (1) (Nikkei Average Index) (TSE II Index)(3) (TSE II Index) 1969 7 (TSE Price Index ,Topix) 1968 1 4 () (1,000 )(2) (Tokyo Stock Exchange Index, Topix) 1949 225 *
3. 30 30 (FT-30 Index) FTSE Eurotop 100 100 FTSE Eurotrack 100 SEAQ International 100 (FT Actuaries Indexes) (2) (Financial Times Actuaries Share Indexes)(1) (Financial Times Ordinary Share Index)*
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FTSE All-Share1962FTSE 1001984 100 FTSE Mid 2501992FT-SE 100 250 FTSE-A 3501992 FT-SE 100 FT-SE Mid 250 FTSE Small Cap1992FTSE Small Cap Excluding Investment Trust1992 FT-SE Small Cap
4. (1) (German Stock Indexes) Commerz Bank Commerz FAZ FAZ (Frankfurter Allgemine Zeitung) 100 DAX 100 100 1987 500 DAX 30 (DBAG) 30 (Laspeyres) 1987 1,000 DAX (Deutscher Aktienindex)*
(2) (French Stock Indexes) CAC 40 (PSE) 40 1987 Euronext () 2000 9 Euronext 100 Euronext 100 1999 1,000MidCAC (1995 5 )CAC 249 *
(Morgan Stanley Capital International, MSCI) (Geneva) 3 19 38 70% (Capital International World Index)9.3 *
2000 5 49 (FTSE All World Index) (FT-Actuaries World Index) 24 2 1986 12 31 (Dow Jones World Stock Index) 1993 1 10 2,200 13 *
9.4 1. 1962 ( 51 ) 2 1971 ( 60 ) () n = = {PQit / Pi0Qit} 100 Pit = i t Qit = i t *
() (4) ()(3) (2) 1966 (1) *
2. 1973 ( 62 ) 4 Pi0 i 1983 3. (EOSI) = (Pit/n)/ (Pi0/n) 100 = 1/n (Pit / Pi0) 400 *
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