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Caia Level 1

Caia Level 1 Formulas

Caia Level 1 Formulas

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Set of flashcards Details

Flashcards 98
Language English
Category Finance
Level Other
Created / Updated 10.02.2016 / 14.08.2022
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Simple interest
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Geometric mean return using simple interest rates:
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Geometric mean return using continuously compounded rates:
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Arithmetic mean log return:
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Mean of the distribution:
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Variance of the distribution:
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Sample mean:
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Sample Variance:
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Sample standard deviation:
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Skewness of the distribution:
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Kurtosis of the distribution:
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Variance of a 2-asset portfolio:
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Target semi-standard deviation:
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Target semi-variance:
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semi-standard deviation:
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semi-variance:
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tracking error:
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ARCH model variance forecast:
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GARCH variance forecast:
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ex ante asset pricing model:
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ex post asset pricing model:
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Fama-French model:
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Fama-French -Carhart model:
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Pearson correlation coefficient:
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population covariance:
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sample covariance:
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CAPM beta:
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Durbin-Watson approximation:
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IRR:
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Sharpe ratio:
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monthly Sharpe ratio:
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Treynor ratio:
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Sortino ratio:
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information ratio:
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return on value at risk (RoVaR):
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Jensen's alpha:
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expected return on land:
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discounted cash flow:
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Value of IP investment:
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mortgage payment calculation:
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