KIC000003 - Formula Sheet 10,000-P 10,000 ----x- 360 n...

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Unformatted text preview: Formula Sheet 10,000-P 10,000 ----x- 360 n 10,000 P - Account Equity % Margin 365 --:::---xP n Market Valu e of Position T urnover-,-ys,-o:..:r...:s:..:;e=lIs average assets Account Equity= Assets-Liabiliti<s Market Value of Assets - Liabilities #of Shares Outstanding APR)m EAR= ( 1+-;;;-1 Ending Price - Beginning Price + Dividends Beginning Price HPR U2 UAB = LPi' NAV -lif = L(Ri N-l E(R) =L P, -~-l +D, ~-J Pi ·Ri » (RiA-E(RA»·(RiB -E(RB i a AR=u. • =.!!.L r-g VaR=zaW 'idend Po _ (l-bIEPS, p. Yield = .!!L P,-I bi Toms 'Q r-ROE·b Market Value of Debt + Equity =----=:--:-__ ----=_----=-:-~~ Replacement C CurrentYield =- i-c ] /, +TY /Po t.P I1r -=-Dx-P l+r Contribution from asset allocation (Wpj Contribution from security ",.. (rPi - rB,) selection - (p,-p,-d P'-I MV A = Market Value of Equity - Equity Capital [1 1] r Duration = D == [ ~(I Total contribution Cost of Assets '. Cap'tal Gains Yield = YTM = r that solvesP = C p. N EPS, p.=--+PVGO r D= l+r _ r T (l+rY -1 (l+rY + FV (l+rY !""D, o, = ,., W9i)-Bi C-P=S-Xe-n from asset class i 6 ...
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