Represents the sum of the market value of all its constituent assets - stocks,
bonds, ETFs and money. The value of a portfolio is the amount you would get if you
sell all of the securities at the current market price (or the closing price if the exchange is not currently operating).
All assets and money are converted into the currency of the portfolio at the current exchange rate.
Profit
Displays the total financial result of the portfolio. It is compiled from the profits of all assets in the portfolio.
Profit for each asset of the instrument is calculated as follows:
Profit as a percentage is calculated on the weighted average value of the investment in the asset (Svalue).
VALUE_ OF CHANGES = AMOUNT(DATE_ OF CHANGES[$i] - DATE_ OF CHANGES[$i-1]) / AMOUNT(AMOUNT_ OF CHANGES(DATE_ OF FIRST CHANGES, DATE_ OF CHANGES[$i]))
Svla = VALUE of deals/(TODAY - FIRST_DATE)
Trading profit represents the fixed income generated at the time of closing the position.
It is the difference between the sale value and the purchase value.
The FIFO method is used in the calculation.
Transaction profits in percentage terms are calculated in relation to the weighted average cost of investment (Svl).
Currency gain, represents the return on the open position. It is the difference between the current value of the asset and its purchase price.
Exchange rate profit = (Price - Balancing Price (excluding commissions)) * Quantity
Currency gain as a percentage is calculated on the weighted average cost of the investment in the asset (Sval).
Portfolio profits, in addition to total profits on assets (including commissions and taxes), also include
Commissions and taxes of a general nature that do not relate to a specific asset. For example, custodian fees.
FIFO method
With multiple purchases and sales, the FIFO (First In First Out) method answers the question of
At what price the paper is sold at the moment.
The FIFO method means that, when calculating the profit, the first securities to sell should be those which were bought first. This
method is also used by brokers and tax authorities to calculate taxes on the portfolio.
Weighted average value of investments
It is an auxiliary figure needed to calculate many important measures, such as interest income and average annual return.
For the sake of clarity, it should be noted that we will refer to it as Svla for the single asset and Svl for the portfolio as a whole.
The weighted average value of investments (hereinafter referred to as Svl) is the average amount of the invested in the portfolio
funds invested in the portfolio.
The weighted average value of investments in the asset (hereinafter referred to as Svl) is the average amount of invested
monetary funds invested in this asset.
The averaging is done taking into account the periods of time when the investment took place.
More generally, Svl is calculated by the following formula:
(T1 *Snatch + T2 * (Snatch +Svc) + T3 * (Snatch + Svc - Svc) + ... + Tn * (Snatch + ΣSvc - ΣSvc) / ΣT,
where T1, T2, T3,Tn are the number of days in a subperiod
Svc - deposited money (from the portfolio, instrument)
Svb - withdrawn funds (into the portfolio, instrument)
ΣT - total number of days in the time period under consideration
Efficiency
Effitability of the asset.
The return on an asset is calculated based on the return on holding the asset and the length of time the asset has been held in the portfolio using the compound interest formula:
Yield = Yield( 1 + Profit %; 365/((Date[n] - Date[1])) )-1 * 100%
Portfolio Yield
Portfolio yield is calculated based on the total portfolio return and portfolio life using the compound interest formula:
Yield = Yield( 1 + Profit %; 365/((Date[n] - Date[1])) )-1 * 100%
Change per day
The change for the day is counted as the difference of the "values" of the assets at "now" minus "the closing price of the previous day". For those assets that
were first bought today, the "Change for Day" will be calculated slightly incorrectly, because at the close of the exchange yesterday you didn't have the asset
yesterday at the close of the exchange.
English (US) 