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  • R Stdev: X X N X Var X Stddev

    Încărcat de

    nnggg
    490 vizualizări2 pagini
    The document contains formulas and definitions for financial calculations including: 1) The formula for real rate of return which accounts for inflation and weighted average cost of capital (WACC) which is a weighted average of the cost of equity and debt. 2) Formulas for future value, effective interest rate, standard deviation, variance, and covariance which are used to calculate risk and returns. 3) The capital asset pricing model (CAPM) formula which relates expected return to beta and market risk premium. 4) Definitions for cost of debt, correlation, mean, variance as they relate to expected returns and risk calculations.

    Descriere originală:

    Msci

    Titlu original

    Final Help Sheet

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    The document contains formulas and definitions for financial calculations including: 1) The formula for real rate of return which accounts for inflation and weighted average cost of capital (WACC) which is a weighted average of the cost of equity and debt. 2) Formulas for future value, effective interest rate, standard deviation, variance, and covariance which are used to calculate risk and returns. 3) The capital asset pricing model (CAPM) formula which relates expected return to beta and market risk premium. 4) Definitions for cost of debt, correlation, mean, variance as they relate to expected returns and risk calculations.

    Drepturi de autor:

    © All Rights Reserved
    Descărcați ca PDF, TXT sau citiți online pe Scribd
    Indicator pentru conținut neadecvat
    490 vizualizări2 pagini

    R Stdev: X X N X Var X Stddev

    Încărcat de

    nnggg
    The document contains formulas and definitions for financial calculations including: 1) The formula for real rate of return which accounts for inflation and weighted average cost of capital (WACC) which is a weighted average of the cost of equity and debt. 2) Formulas for future value, effective interest rate, standard deviation, variance, and covariance which are used to calculate risk and returns. 3) The capital asset pricing model (CAPM) formula which relates expected return to beta and market risk premium. 4) Definitions for cost of debt, correlation, mean, variance as they relate to expected returns and risk calculations.

    Drepturi de autor:

    © All Rights Reserved
    Descărcați ca PDF, TXT sau citiți online pe Scribd
    Indicator pentru conținut neadecvat
    din 2

    Page 1 of 2

    (1 + )
    = 1 = + (1 ) Stdev(rp ) p2
    (1 + ) ( + ) ( + )
    :

    = ( ) (1 + ) 1 N
    Var ( x)
    N
    ( x x)
    i 1
    i
    2

    =
    0 (1 + )
    +
    0

    = 1 N

    = (1 + ) 1
    StdDev( x) x Var ( x)
    N
    ( xi x ) 2
    i 1
    =
    (1 + )

    =
    ( , ) 1 N
    =
    ( ) Co var( x, y )
    N
    [(xi 1
    i x)( y i y )] =
    ,

    ( ) Cov( x, y ) Market value of equity (E)


    ( ) = + [ ] Correlation( x, y ) = Current number of shares * Current market price
    x y per share

    ( ) = + [ ( ] Mean(rp ) p x A rA xB rB x A rA (1 x A )rB Market value of debt (D)


    = Book value of debt

    Ex-Post T-Bill Return: Var (rp ) p2 x A2 A2 xB2 B2 2 x A xB AB =


    Bought 1 June 2009 977.04
    =
    Sold 1 September 2009 986.27
    Monthly return 0.31%
    Annualized return 3.83%
    Page 2 of 2

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