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MANAJEMEN INVESTASI DAN PORTOFOLIO Lecture 8a: Portfolio Performance

MANAJEMEN INVESTASI DAN PORTOFOLIO Lecture 8a: Portfolio Performance. Computing Portfolio Returns. To evaluate portfolio performance, we have to measure it Holding period yield, equals the change in portfolio value plus income divided by beginning portfolio value:.

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MANAJEMEN INVESTASI DAN PORTOFOLIO Lecture 8a: Portfolio Performance

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  1. MANAJEMEN INVESTASI DAN PORTOFOLIOLecture 8a: Portfolio Performance MIP/MB-IPB/08

  2. Computing Portfolio Returns • To evaluate portfolio performance, we have to measure it • Holding period yield, equals the change in portfolio value plus income divided by beginning portfolio value: MIP/MB-IPB/08

  3. Dollar- and Time-Weighted Returns • Dollar-weighted returns Internal rate of return considering the cash flow from or to investment Returns are weighted by the amount invested in each stock • Time-weighted returns Not weighted by investment amount Equal weighting MIP/MB-IPB/08

  4. Text Example of Multiperiod Returns PeriodAction 0 Purchase 1 share at $50 1 Purchase 1 share at $53 Stock pays a dividend of $2 per share 2 Stock pays a dividend of $2 per share Stock is sold at $108 per share MIP/MB-IPB/08

  5. Untukmelihat file lengkapnyasilahkanmenghubungikamidiwww.mb.ipb.ac.id

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