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  2. Internal rate of return - Wikipedia

    en.wikipedia.org/wiki/Internal_rate_of_return

    Towards a rate of return of −100% the NPV approaches infinity with the sign of the last cash flow, and towards a rate of return of positive infinity the NPV approaches the first cash flow (the one at the present). Therefore, if the first and last cash flow have a different sign there exists an IRR. Examples of time series without an IRR:

  3. Modified internal rate of return - Wikipedia

    en.wikipedia.org/wiki/Modified_internal_rate_of...

    In this case, the answer is 25.48% (with this conventional pattern of cash flows, the project has a unique IRR). To calculate the MIRR, we will assume a finance rate of 10% and a reinvestment rate of 12%. First, we calculate the present value of the negative cash flows (discounted at the finance rate):

  4. Simple Dietz method - Wikipedia

    en.wikipedia.org/wiki/Simple_Dietz_Method

    The simple Dietz method is somewhat more computationally tractable than the internal rate of return (IRR) method. A refinement of the simple Dietz method is the modified Dietz method , [ 3 ] which takes available information on the actual timing of external flows into consideration.

  5. Return on investment (ROI) vs. internal rate of return (IRR ...

    www.aol.com/finance/return-investment-roi-vs...

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  6. 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 ...

  7. Rate of return - Wikipedia

    en.wikipedia.org/wiki/Rate_of_return

    An annual rate of return is a return over a period of one year, such as January 1 through December 31, or June 3, 2006, through June 2, 2007, whereas an annualized rate of return is a rate of return per year, measured over a period either longer or shorter than one year, such as a month, or two years, annualized for comparison with a one-year ...

  8. Day count convention - Wikipedia

    en.wikipedia.org/wiki/Day_count_convention

    This determines the number of days between two coupon payments, thus calculating the amount transferred on payment dates and also the accrued interest for dates between payments. [1] The day count is also used to quantify periods of time when discounting a cash-flow to its present value. When a security such as a bond is sold between interest ...

  9. 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.