市值加权指数(Capitalization-weighted Index)
市值加权指数是指一种以每只成分股的流通数量乘上每只股票的价格为基础确定数值的股票指数。是以股票市值作为权重计算出来的指数。
计算的具体方法是把指数中的每个股票的市值(股价×总股本)加起来，然后先除以基期的总市值，再乘以基期的指数值。
市值加权指数假设投资者按照每只股票的市值比例去投资。
市值加权指数的缺点
高市值股票对指数的影响太大。
市值加权指数的应用
国际上采用市值加权指数的国家最多的，其中有美国标准普尔500和中国的香港恒生指数，中国内地的股价指数基本上都是市值加权指数。
》》FRM备考资料推荐：FRM一二级电子版资料
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