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  2. List of price index formulas - Wikipedia

    en.wikipedia.org/wiki/List_of_price_index_formulas

    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]

  3. Mineral resource estimation - Wikipedia

    en.wikipedia.org/wiki/Mineral_resource_estimation

    Bre-X bought the Busang site in March 1993 and in October 1995 announced significant amounts of gold had been discovered, sending its stock price soaring. Originally a penny stock , its stock price reached a peak at CAD $286.50 (split adjusted) in May 1996 on the Toronto Stock Exchange (TSE), with a total capitalization of over CAD $6 billion.

  4. Törnqvist index - Wikipedia

    en.wikipedia.org/wiki/Törnqvist_index

    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 ] The data used are prices and quantities in two time-periods, (t-1) and (t), for each of n goods which are indexed by i .

  5. Time-weighted return - Wikipedia

    en.wikipedia.org/wiki/Time-weighted_return

    The time-weighted return of a particular security, from initial purchase to eventual final sale, is the same, regardless of the presence or absence of interim purchases and sales, their timing, size and the prevailing market conditions. It always matches the share price performance (including dividends, etc.).

  6. 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.

  7. Geometric Brownian motion - Wikipedia

    en.wikipedia.org/wiki/Geometric_Brownian_motion

    Geometric Brownian motion is used to model stock prices in the Black–Scholes model and is the most widely used model of stock price behavior. [4] Some of the arguments for using GBM to model stock prices are: The expected returns of GBM are independent of the value of the process (stock price), which agrees with what we would expect in ...

  8. Net smelter return - Wikipedia

    en.wikipedia.org/wiki/Net_smelter_return

    It is contingent only on the sales price and quantity of product sold. [ 1 ] The term is named so due to the fact most of the time, mining output sold requires further processing by smelters ; the mining products purchased directly by smelters are sold to them for a discounted (net) price based on how much further processing is needed. [ 2 ]

  9. Average true range - Wikipedia

    en.wikipedia.org/wiki/Average_true_range

    Average true range (ATR) is a technical analysis volatility indicator originally developed by J. Welles Wilder, Jr. for commodities. [1] [2] The indicator does not provide an indication of price trend, simply the degree of price volatility. [3]