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Performance attribution, or investment performance attribution is a set of techniques that performance analysts use to explain why a portfolio's performance differed from the benchmark. This difference between the portfolio return and the benchmark return is known as the active return .
Fixed-income attribution therefore provides a much deeper level of information than is available from a simple portfolio performance report. Typically, such a report only shows returns at an aggregated level, and provides no feedback as to where the investor's true skills lie.
Hostile attribution bias (HAB) has been defined as an interpretive bias wherein individuals exhibit a tendency to interpret others' ambiguous behaviors as hostile, rather than benign. [7] [8] For example, if a child witnesses two other children whispering, they may assume that the children are talking negatively about them. In this case, the ...
For performance attribution at individual security level to be meaningful in many cases depends on the return being different from the share price return. If the individual security return matches the share price return, the transaction timing effect is zero. See Example 4 below, which illustrates this feature of the time-weighted method.
For example, the delta of an option is the value an option changes due to a $1 move in the underlying commodity or equity/stock. See Risk factor (finance) § Financial risks for the market . To calculate 'impact of prices' the formula is: Impact of prices = option delta × price move; so if the price moves $100 and the option's delta is 0.05% ...
The modified Dietz method [1] [2] [3] is a measure of the ex post (i.e. historical) performance of an investment portfolio in the presence of external flows. (External flows are movements of value such as transfers of cash, securities or other instruments in or out of the portfolio, with no equal simultaneous movement of value in the opposite direction, and which are not income from the ...
An example of this is the ... Form function attribution bias ... The phenomenon whereby others' expectations of a target person affect the target person's performance.
Attribution theory is the original parent theory with Harold Kelley's covariation model and Bernard Weiner's three-dimensional model branching from Attribution theory. Attribution theory also influenced several other theories as well such as Heider's Perceived Locus of Causality which eventually led to Deci and Ryan's Theory of Self-determination.