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2. PnL explained - Wikipedia

   en.wikipedia.org/wiki/PnL_Explained

   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% then the 'impact of prices' is $0.05. To generalize, then, for example to yield curves: Impact of prices = position sensitivity × move in the variable in question

3. Rate of return on a portfolio - Wikipedia

   en.wikipedia.org/wiki/Rate_of_return_on_a_portfolio

   The rate of return on a portfolio can be calculated indirectly as the weighted average rate of return on the various assets within the portfolio. [3] The weights are proportional to the value of the assets within the portfolio, to take into account what portion of the portfolio each individual return represents in calculating the contribution of that asset to the return on the portfolio.

4. Time-weighted return - Wikipedia

   en.wikipedia.org/wiki/Time-weighted_return

   Suppose an investor transfers $500 into a portfolio at the beginning of Year 1, and another $1,000 at the beginning of Year 2, and the portfolio has a total value of $1,500 at the end of the Year 2. The net gain over the two-year period is zero, so intuitively, we might expect that the return over the whole 2-year period to be 0% (which is ...

5. Easy Steps to Creating a Portfolio with Monthly Dividends

   www.aol.com/news/easy-steps-creating-portfolio...

   Shareholders in dividend-paying stocks received nice raises in 2018. Indeed, for 2018, net dividends rose $58.4 billion, compared to a gain of $37.1 billion in 2017, explains dividend expert Chuck ...

6. Capital asset pricing model - Wikipedia

   en.wikipedia.org/wiki/Capital_asset_pricing_model

   An estimation of the CAPM and the security market line (purple) for the Dow Jones Industrial Average over 3 years for monthly data.. In finance, the capital asset pricing model (CAPM) is a model used to determine a theoretically appropriate required rate of return of an asset, to make decisions about adding assets to a well-diversified portfolio.

7. How to calculate the present and future value of annuities - AOL

   www.aol.com/finance/calculate-present-future...

   Therefore, the future value of your regular $1,000 investments over five years at a 5 percent interest rate would be about $5,525.63. Note: This calculation assumes equal annual contributions and ...

8. Post-modern portfolio theory - Wikipedia

   en.wikipedia.org/wiki/Post-modern_portfolio_theory

   In other words, looking at just the discrete monthly or annual values does not tell the whole story." Using the observed points to create a distribution is a staple of conventional performance measurement. For example, monthly returns are used to calculate a fund's mean and standard deviation.

9. Value at risk - Wikipedia

   en.wikipedia.org/wiki/Value_at_risk

   For example, if a portfolio of stocks has a one-day 5% VaR of $1 million, that means that there is a 0.05 probability that the portfolio will fall in value by more than $1 million over a one-day period if there is no trading. Informally, a loss of $1 million or more on this portfolio is expected on 1 day out of 20 days (because of 5% probability).