When.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. 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.

4. Time-weighted return - Wikipedia

   en.wikipedia.org/wiki/Time-weighted_return

   The time-weighted return is a measure of the historical performance of an investment portfolio which compensates for external flows.External flows refer to the net movements of value into or out of a portfolio, stemming from transfers of cash, securities, or other financial instruments.

5. Returns-based style analysis - Wikipedia

   en.wikipedia.org/wiki/Returns-based_style_analysis

   Given that returns-based analysis is based on historical returns, it is used to comment on overall fund or portfolio behavior, whereas holdings-based analysis focuses entirely on the composition of a fund or portfolio at any given moment.

6. Historical simulation (finance) - Wikipedia

   en.wikipedia.org/wiki/Historical_simulation...

   Historical simulation in finance's value at risk (VaR) analysis is a procedure for predicting the value at risk by 'simulating' or constructing the cumulative distribution function (CDF) of assets returns over time assuming that future returns will be directly sampled from past returns.

7. Return on investment - Wikipedia

   en.wikipedia.org/wiki/Return_on_investment

   To address the lack of integration of the short and long term importance, value and risks associated with natural and social capital into the traditional ROI calculation, companies are valuing their environmental, social and governance (ESG) performance through an integrated management approach to reporting that expands ROI to Return on ...