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An estimate of the GFR is used clinically to determine the degree of kidney impairment and to track the progression of the disease. The GFR, however, does not reveal the source of the kidney disease. This is accomplished by urinalysis, measurement of urine protein excretion, kidney imaging, and, if necessary, kidney biopsy. [1]
The glomerular filtration rate is the flow rate of filtered fluid through the kidney. The creatinine clearance rate (C Cr or CrCl) is the volume of blood plasma that is cleared of creatinine per unit time and is a useful measure for approximating the GFR. Creatinine clearance exceeds GFR due to creatinine secretion, [1] which can be blocked by ...
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.
However, it does not refer to a real value; "the kidney does not completely remove a substance from the total renal plasma flow." [ 6 ] From a mass transfer perspective [ 7 ] and physiologically , volumetric blood flow (to the dialysis machine and/or kidney) is only one of several factors that determine blood concentration and removal of a ...
The DCF value is invariably "checked" by comparing its corresponding P/E or EV/EBITDA to the same of a relevant company or sector, based on share price or most recent transaction. This assessment is especially useful when the terminal value is estimated using the perpetuity approach; and can then also serve as a model "calibration".
Asset allocation is the value added by under-weighting cash [(10% − 30%) × (1% benchmark return for cash)], and over-weighting equities [(90% − 70%) × (3% benchmark return for equities)]. The total value added by asset allocation was 0.40%. Stock selection is the value added by decisions within each sector of the portfolio.
For example, if a portfolio of stocks has a one-day 5% VaR of $1 million, that means that there is a 0.05 probability that the portfolio will fall in value by more than $1 million over a one-day period if there is no trading. Informally, a loss of $1 million or more on this portfolio is expected on 1 day out of 20 days (because of 5% probability).
Other authors have made similar studies using backtested and simulated market data, and other withdrawal systems and strategies. The Trinity study and others of its kind have been sharply criticized, e.g., by Scott et al. (2008), [2] not on their data or conclusions, but on what they see as an irrational and economically inefficient withdrawal strategy: "This rule and its variants finance a ...