Questions tagged [total]
The total tag has no usage guidance.
6
questions
1
vote
0
answers
2k
views
Historical data for total market capitalization
I'm working on a data analytics certificate and need historical data on the total market capitalization for the US for a course project. Can anyone suggest a source?
2
votes
0
answers
277
views
Sensitivity to total variance for an option
In the famous article of Demertifi, Derman et al (1999), the authors, in the appendix, show that it it necessary to have options weighted inversely proportional to the Square of the Strike in order to ...
4
votes
1
answer
936
views
Discrepancy between total shareholder return and return calculated using adjusted share price?
I'm trying to understand a difference I'm seeing between the return I calculate using adjusted close price and the total shareholder return with dividends reinvested (TSR) I get from Bloomberg / this ...
14
votes
3
answers
7k
views
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 ...
5
votes
1
answer
2k
views
comparing total returns from various data vendors
I need to use various data sources to cover all of my data, and I am concerned by the discrepancies in total returns. Data vendors were helpful, but their simple documentation did not help resolve why ...
4
votes
1
answer
3k
views
Valuing Total Return Swaps
In my quest for simulated data, I am trying to generate prices for Total Return Swaps by calculating the NPVs of the fixed and floating leg. My problem: Given the fixed leg, how do I set the spread on ...