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All superlative indices produce similar results and are generally the favored formulas for calculating price indices. [14] A superlative index is defined technically as "an index that is exact for a flexible functional form that can provide a second-order approximation to other twice-differentiable functions around the same point." [15]
The price index for some period is usually normalized to be 1 or 100, and that period is called "base period." A Törnqvist or Törnqvist-Theil price index is the weighted geometric mean of the price relatives using arithmetic averages of the value shares in the two periods as weights. [1]
In macroeconomics, a monetary conditions index (MCI) is an index number calculated from a linear combination of a small number of economy-wide financial variables deemed relevant for monetary policy. These variables always include a short-run interest rate and an exchange rate .
Data Analysis Expressions (DAX) is the native formula and query language for Microsoft PowerPivot, Power BI Desktop and SQL Server Analysis Services (SSAS) Tabular models. DAX includes some of the functions that are used in Excel formulas with additional functions that are designed to work with relational data and perform dynamic aggregation.
The trade-weighted US dollar index, also known as the broad index, is a measure of the value of the United States dollar relative to other world currencies. It is a trade weighted index that improves on the older U.S. Dollar Index by incorporating more currencies and yearly rebalancing. The base index value is 100 in January 1997. [1]
The money flow index (MFI) is an oscillator that ranges from 0 to 100. It is used to show the money flow (an approximation of the dollar value of a day's trading) over several days. The steps to calculate the money flow index over N days
An index number is an economic data figure reflecting price or quantity compared with a standard or base value. [5] [6] The base usually equals 100 and the index number is usually expressed as 100 times the ratio to the base value. For example, if a commodity costs
In mathematical finance, Margrabe's formula [1] is an option pricing formula applicable to an option to exchange one risky asset for another risky asset at maturity. It was derived by William Margrabe (PhD Chicago) in 1978. Margrabe's paper has been cited by over 2000 subsequent articles.