CN115631051A - Assessment method and device for operation capacity of fund product - Google Patents

Assessment method and device for operation capacity of fund product Download PDF

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Publication number
CN115631051A
CN115631051A CN202211341168.XA CN202211341168A CN115631051A CN 115631051 A CN115631051 A CN 115631051A CN 202211341168 A CN202211341168 A CN 202211341168A CN 115631051 A CN115631051 A CN 115631051A
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Prior art keywords
fund
excess
yield
performance comparison
income
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谢伟伟
张瀚宇
刘程
董纪松
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Tianyi Electronic Commerce Co Ltd
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Tianyi Electronic Commerce Co Ltd
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Priority to CN202211341168.XA priority Critical patent/CN115631051A/en
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    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Asset management; Financial planning or analysis
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00—Administration; Management
    • G06Q10/06—Resources, workflows, human or project management; Enterprise or organisation planning; Enterprise or organisation modelling
    • G06Q10/063—Operations research, analysis or management
    • G06Q10/0639—Performance analysis of employees; Performance analysis of enterprise or organisation operations

Abstract

The invention discloses a method and a device for evaluating the operation capacity of fund products, wherein a system related to the method comprises a basic information extraction module, an excess income rate calculation module and an excess income display interaction module, and net value and benchmarking index information of the fund are extracted through a public channel and are used as basic dependence data for the excess income rate calculation of the fund; the fund net value and the benchmarking index information can be uniformly disclosed by the certificate and the prison, and can be extracted in batches and stored through the certificate and the prison information disclosure platform. Compared with the traditional fund attention and the performance of the user, the method can directly compare the performance comparison standard of the user and check whether the fund change operation is qualified or not; the yield of the fund and the performance comparison benchmark in a unit interval are respectively calculated, then the excess yield of the fund is calculated, whether the operation of the fund is qualified or not can be seen through the excess yield, the operation capability of a fund manager is intuitively fed back, and investors can make investment decisions conveniently.

Description

Method and device for evaluating operation capability of fund product
Technical Field
The invention relates to the field of finance, in particular to a method and a device for evaluating the operation capacity of a fund product.
Background
The performance comparison benchmark of the fund is the comparison target of the fund profitability and the performance, and can be regarded as the 'passing line' of the fund performance, and if the income of a fund is better than the performance of the performance comparison benchmark, the fund is qualified. Performance comparison benchmarks belong to information that must be revealed by the public recruitment fund, and are not specific numbers but are compared against the performance of other assets, such as: the upper evidence A equity index yield is multiplied by 80% + the upper evidence national debt index yield is multiplied by 20%. The actual income situation obtained in the interval by comparing the actual income in the fund unit interval with the fund performance comparison standard can visually feed back the actual operation management capability of the fund, and the more the fund income exceeds the performance comparison standard, the stronger the operation management capability is.
Disclosure of Invention
The invention aims to overcome the defects of the prior art and provides a method and a device for evaluating the operation capacity of a fund product.
The invention provides the following technical scheme:
the invention provides a method and a device for evaluating the operation capacity of a fund product, wherein a system related to the method comprises a basic information extraction module, an excess income rate calculation module and an excess income display interaction module, and the method comprises the following steps:
1. basic information extraction module
Extracting net fund value, benchmarking index information and the like through an open channel to serve as basic dependency data for fund excess yield calculation; the fund net value and the benchmarking index information can be uniformly disclosed by the certificate and the prison, and can be extracted in batches and stored through the certificate and the prison information disclosure platform;
2. excess yield calculation module
(1) Calculating the yield of the fund in the unit interval
Figure BDA0003916368170000021
R (0，T)i Cumulative net worth of fund i is closeCumulative profitability for T trading days; ANav Ti Cumulative net worth for the last (Tth) trading day of fund i; ANav 0i The cumulative net value of fund i before T trading days (0 th trading day);
(2) Calculating the yield rate of the fund performance comparison benchmark in the unit interval
Figure BDA0003916368170000022
R (0，T) B is the accumulated expansion of the performance comparison benchmark B corresponding to the fund i in the near T transaction days; b is T Comparing the value of the benchmark last (tth) trading day for the performance; b is 0 A value prior to T transaction days (0 th transaction day) for the performance comparison benchmark;
(3) Based on the profitability of the fund unit interval and the profitability of the performance comparison benchmark in the unit interval, the excess profitability can be calculated,
Figure BDA0003916368170000023
ExcessR (0，T)i the excess yield of the accumulated net value of the fund i on the near T trading days is represented, and the reserved decimal is 0.01 percent; t is the number of samples which can be measured according to actual needs, and the number of samples is set to be nearly three years, nearly one year, nearly half year and the like;
(4) The calculated excess yield is stored, so that the investor can conveniently inquire the excess yield;
3. excess income display interaction module
When the investor enters the corresponding fund information query entrance, the excess income rate of the fund can be displayed for the investor, and meanwhile, when the investor selects a plurality of funds to compare, the excess income conditions of different funds can be visually displayed, and the investor compares the income generated by the operation of products for the investor to make a trading decision.
Compared with the prior art, the invention has the following beneficial effects:
1. compared with the traditional fund attention and self performance, the method can directly compare the self performance comparison benchmark and check whether the fund change operation is qualified.
2. The excess yield can directly reflect the active management capability of the fund manager, and the condition that the performance comparison benchmark is exceeded indicates that the active management capability is stronger and the investor can make investment decision conveniently when the excess yield is larger.
3. The sample profit interval can be selected by self, investors can calculate and compare the excess profit of the fund in a designated interval, and particularly, when an interval with severe market fluctuation is selected, the risk resistance of the fund to extreme market conditions can be intuitively known.
4. Style drift refers to the phenomenon of the actual investment style of a fund deviating from the investment style claimed in the fund recruitment specification during a particular survey. Fund style drift may be determined by comparing performance against relative fluctuations in benchmarks and excess revenue.
Drawings
The accompanying drawings, which are included to provide a further understanding of the invention and are incorporated in and constitute a part of this specification, illustrate embodiments of the invention and together with the description serve to explain the principles of the invention and not to limit the invention. In the drawings:
FIG. 1 is a flow chart of the present invention.
Detailed Description
The preferred embodiments of the present invention will be described in conjunction with the accompanying drawings, and it will be understood that they are described herein for the purpose of illustration and explanation and not limitation. Wherein like reference numerals refer to like parts throughout.
Example 1
Referring to fig. 1, the present invention provides a method and a device for evaluating the operation ability of a fund product, and more specifically, the present invention compares the profitability of a fund unit interval with the actual profitability of a performance comparison benchmark in the interval to judge the actual excess performance of the fund relative to the performance comparison benchmark. It should be noted that the assessment method and device for operation ability of fund product of the invention can be used for fund product, and can also be used for any financing product outside the finance field, and the application field of the assessment method and device for operation ability of fund product of the invention is not limited; the system related to the method comprises a basic information extraction module, an excess income rate calculation module and an excess income display interaction module, and is specifically as follows:
the invention is described in detail below with reference to the figures and the specific embodiments.
S0, acquiring and storing basic data of fund and achievement comparison benchmark through a fund information disclosure platform;
s1, selecting a revenue interval to be measured and calculated, wherein the revenue interval comprises starting time and ending time;
s2, calculating the yield of the fund in the yield interval
Figure BDA0003916368170000041
R (0，T)i The accumulated yield of the accumulated net value of the fund i on the near T trading days; ANav Ti Cumulative net worth for the last (Tth) trading day of fund i; ANav 0i Is the cumulative net worth of fund i before T trading days (0 th trading day).
S3, calculating the profitability of the fund performance comparison standard in the unit interval
Figure BDA0003916368170000042
R (0，T)B The accumulated amplitude of the performance comparison benchmark B corresponding to the fund i in the near T transaction days is increased; b T Comparing the value of the benchmark last (tth) trading day for the performance; b is 0 Is the value of the index before the T trading days (the 0 th trading day).
S4, based on the profitability of the fund unit interval and the profitability of the performance comparison benchmark in the unit interval, the excess profitability can be calculated
Figure BDA0003916368170000043
ExcessR (0，T)i The excess yield of the accumulated net value of the fund i on the near T trading days is represented, and the reserved decimal is 0.01 percent; and T is the number of samples, the excess yield of the interval can be measured and calculated according to actual needs, and the number of samples is set to be nearly three years, nearly one year, nearly half a year and the like.
And S5, when the investor enters the corresponding fund information query entry, the excess income rate of the fund can be displayed for the investor, and when the investor selects a plurality of funds to compare, the excess income conditions and the style drift conditions of different funds can be visually presented for the investor to make a trading decision.
Finally, it should be noted that: although the present invention has been described in detail with reference to the foregoing embodiments, it will be apparent to those skilled in the art that modifications may be made to the embodiments described above, or equivalents may be substituted for elements thereof. Any modification, equivalent replacement, or improvement made within the spirit and principle of the present invention should be included in the protection scope of the present invention.

Claims (1)

1. A method and a device for evaluating the operation capacity of a fund product are characterized in that a system related to the method comprises a basic information extraction module, an excess income rate calculation module and an excess income display interaction module, and the method is specifically as follows:
1. basic information extraction module
Through an open channel, extracting net fund value, benchmarking index information and the like as basic dependency data for fund excess yield calculation; the fund net value and the benchmarking index information can be uniformly disclosed by the certificate and the prison, and can be extracted in batches and stored through the certificate and the prison information disclosure platform;
2. excess yield calculation module
(1) Calculating the yield of fund in unit interval
Figure FDA0003916368160000011
R (0，T)i The accumulated yield of the accumulated net value of the fund i on the near T trading days; ANav Ti Cumulative net worth for the last (Tth) trading day of fund i; ANav 0i A cumulative net worth for fund i before T trading days (trade day 0);
(2) Calculating fund performance comparison benchmark in unitsProfitability of the interval
Figure FDA0003916368160000012
R (0，T)B The accumulated fluctuation of the performance comparison standard B corresponding to the fund i in the near T transaction days; b is T Comparing the value of the most recent (tth) transaction day for the performance benchmark; b is 0 The value of the performance comparison benchmark before the T transaction days (the 0 th transaction day);
(3) Based on the profitability of the fund unit interval and the profitability of the performance comparison benchmark in the unit interval, the excess profitability can be calculated,
Figure FDA0003916368160000013
ExcessR (0，T)i the excess yield of the accumulated net worth of fund i in the near T trading days is represented, and the decimal is reserved to 0.01 percent; t is the number of samples which can be measured according to actual needs, and the number of samples is set to be nearly three years, nearly one year, nearly half year and the like;
(4) The calculated excess yield is stored, so that the investor can conveniently inquire the excess yield;
3. excess income display interaction module
When an investor enters a corresponding fund information query entry, the excess income rate of the fund can be displayed for the investor, and meanwhile, when the investor selects a plurality of funds to compare, the excess income conditions of different funds can be visually presented, and the investor compares the income generated by the operation of products to make a trading decision.
CN202211341168.XA 2022-10-30 2022-10-30 Assessment method and device for operation capacity of fund product Pending CN115631051A (en)

Priority Applications (1)

Application Number Priority Date Filing Date Title
CN202211341168.XA CN115631051A (en) 2022-10-30 2022-10-30 Assessment method and device for operation capacity of fund product

Applications Claiming Priority (1)

Application Number Priority Date Filing Date Title
CN202211341168.XA CN115631051A (en) 2022-10-30 2022-10-30 Assessment method and device for operation capacity of fund product

Publications (1)

Publication Number Publication Date
CN115631051A true CN115631051A (en) 2023-01-20

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Family Applications (1)

Application Number Title Priority Date Filing Date
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Country Link
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