enow.com Web Search

Search results

1. Results from the WOW.Com Content Network

2. Modified Dietz method - Wikipedia

   en.wikipedia.org/wiki/Modified_Dietz_method

   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 ...

3. Stock duration - Wikipedia

   en.wikipedia.org/wiki/Stock_duration

   The duration of an equity is a noisy analogue of the Macaulay duration of a bond, due to the variability and unpredictability of dividend payments. The duration of a stock or the stock market is implied rather than deterministic. Duration of the U.S. stock market as a whole, and most individual stocks within it, is many years to a few decades.

4. Duration (finance) - Wikipedia

   en.wikipedia.org/wiki/Duration_(finance)

   This will give modified duration a numerical value close to the Macaulay duration (and equal when rates are continuously compounded). Formally, modified duration is a semi- elasticity , the percent change in price for a unit change in yield, rather than an elasticity , which is a percentage change in output for a percentage change in input.

5. Time-weighted return - Wikipedia

   en.wikipedia.org/wiki/Time-weighted_return

   The time-weighted return (TWR) [1] [2] is a method of calculating investment return, where returns over sub-periods are compounded together, with each sub-period weighted according to its duration. The time-weighted method differs from other methods of calculating investment return, in the particular way it compensates for external flows.

6. Simple Dietz method - Wikipedia

   en.wikipedia.org/wiki/Simple_Dietz_Method

   Like the modified Dietz method, the simple Dietz method is based on the assumption of a simple rate of return principle, unlike the internal rate of return method, which applies a compounding principle. Also like the modified Dietz method, it is a money-weighted returns method (as opposed to a time-weighted returns method).

7. Spreadsheet - Wikipedia

   en.wikipedia.org/wiki/Spreadsheet

   Formulas in the B column multiply values from the A column using relative references, and the formula in B4 uses the SUM() function to find the sum of values in the B1:B3 range. A formula identifies the calculation needed to place the result in the cell it is contained within. A cell containing a formula, therefore, has two display components ...

8. James scores 32, Lakers sweep 2-game set against Kings with ...

   www.aol.com/james-scores-32-lakers-sweep...

   LeBron James had 32 points and the Los Angeles Lakers beat the Sacramento Kings 103-99 to sweep a two-game set on Saturday. Trailing 101-99 with 12 seconds left, the Kings had a chance to tie ...

9. Yield elasticity of bond value - Wikipedia

   en.wikipedia.org/wiki/Yield_elasticity_of_bond_value

   This is equal to the Macaulay duration times the discount rate, or the modified duration times the interest rate. If the elasticity is below -1, or above 1 if the absolute value is used, the product of the two measures, value times yield or the interest income for the period will go down when the yield goes up.