Questions tagged [return]
The return tag has no usage guidance.
6
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Total Return measurement paradox w/ Adjusted Close Prices
Using total return calculations is critical in developing security selection models.
The standard way to measure total return is to develop a series of price-adjusted data. Investopedia describes the ...
12
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2
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Square root of time
I am writing about VaR and I am wondering about the following:
We can scale the VaR to different time horizons by using the square root of time, which means, that the volatility is adjusted by square ...
1
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0
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How to calculate monthly Return from a Momentum Strategy with overlapping Holdingperiods?
I replicate a Momentum Strategy from Rey and Schmid (2007) "Feasible momentum strategies" based on the idea from Jegadeesh and Titman (1993). I only buy the single stock with the highest past return ...
3
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1
answer
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Risk, required return and expected volatility - what is the relationship?
Return required from risk averse agents from risky investments are proportional to expected return variance. That is from the textbook, you take the portfolio with the highest return to standard ...
0
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2
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How can I calculate returns for three investment strategy?
Assume that the price of DF stock went from a price of $104 on March 2 to 146 on April 1.
With a current stock price of 146, there is a call option available on the DF stock with an exercise price ...
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1
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Private Equity Fund Return (IRR)
Can anyone guide me that how to calculate IRR for Private Equity Fund. I have the following data.
Capital Call with dates
Management Fees with dates
I used excel formula of XIRR, but I found that ...