Tutorial 9: Applied Portfolio Manage
(C24CFAQ6) An analyst wants to evaluate portfolio X, consisting
entirely of U.S. common stocks, using both the Treynor and Shar
pe measures of portfolio per
Strictly for course ECA5333 internal circulation only.
NUS Business School
ECA5333 Financial Markets and Portfolio Management
Tutorial 9: Applied Portfolio Management
1) (C24CFAQ6) An analyst wants to evaluate portfolio X, consisting entirely of U.S.
1. What is MFI?
Money flow index (MFI) is an oscillator that ranges from 0 to 100. It is used to show
the money flow (an approximation of the dollar value of a day's trading) over several
The Money flow index can be expressed equivalently as follows
1. The conception of MACD
MACD (moving average convergence divergence) is a trading indicator used in
technical analysis of stock prices. The MACD series is the difference between a
"fast" (short period) exponential moving average (EMA) and a "slow" EMA.