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  2. 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.

  3. Microsoft Excel - Wikipedia

    en.wikipedia.org/wiki/Microsoft_Excel

    Excel for the web is a free lightweight version of Microsoft Excel available as part of Office on the web, which also includes web versions of Microsoft Word and Microsoft PowerPoint. Excel for the web can display most of the features available in the desktop versions of Excel, although it may not be able to insert or edit them.

  4. Trailing twelve months - Wikipedia

    en.wikipedia.org/wiki/Trailing_twelve_months

    Trailing twelve months (TTM) is a measurement of a company's financial performance (income and expenses) used in finance.It is measured by using the income statements from a company's reports (such as interim, quarterly or annual reports), to calculate the income for the twelve-month period immediately prior to the date of the report.

  5. Cheat sheet - Wikipedia

    en.wikipedia.org/wiki/Cheat_sheet

    A cheat sheet that is used contrary to the rules of an exam may need to be small enough to conceal in the palm of the hand Cheat sheet in front of a juice box. A cheat sheet (also cheatsheet) or crib sheet is a concise set of notes used for quick reference. Cheat sheets were historically used by students without an instructor or teacher's ...

  6. Omega ratio - Wikipedia

    en.wikipedia.org/wiki/Omega_ratio

    The standard form of the Omega ratio is a non-convex function, but it is possible to optimize a transformed version using linear programming. [4] To begin with, Kapsos et al. show that the Omega ratio of a portfolio is: = ⁡ ⁡ [() +] + The optimization problem that maximizes the Omega ratio is given by: ⁡ ⁡ [() +], ⁡ (), =, The objective function is non-convex, so several ...

  7. Performance attribution - Wikipedia

    en.wikipedia.org/wiki/Performance_attribution

    This difference between the portfolio return and the benchmark return is known as the active return. The active return is the component of a portfolio's performance that arises from the fact that the portfolio is actively managed. Different kinds of performance attribution provide different ways of explaining the active return.

  8. Multiple factor models - Wikipedia

    en.wikipedia.org/wiki/Multiple_factor_models

    In addition the global model applied to a single country portfolio would often be at odds with the local market model. Torre resolved these difficulties by introducing a two-stage factor analysis. The first stage consists of fitting a series of local factor models of the familiar form resulting in a set of factor returns f(i,j,t) where f(i,j,t ...

  9. Absolute return - Wikipedia

    en.wikipedia.org/wiki/Absolute_return

    The absolute return or simply return is a measure of the gain or loss on an investment portfolio expressed as a percentage of invested capital. The adjective "absolute" is used to stress the distinction with the relative return measures (often used by long-only stock funds) that are based on comparison to a benchmark.