|
|
|
Holding Period Return Income plus price appreciation or less price depreciation
during a specified time period divided by the cost or market value of the
investment. Earnings Per Share (EPS)
Earnings Per Share (EPS) represents the portion of a firm's profit allocated to
each share of outstanding common stock for the 12 months that end on the latest
12-month earnings date.
If a corporation reports interim (quarterly, semi-annual, etc.) earnings, the
earnings per share figure represents the sum of the earnings per share reported
over the last rolling 12-month period.
If a revised EPS value is not provided on the ex-date of a stock split or stock
dividend, the market data provider for nyse.com, Sungard Data Management
Systems, will automatically apply the adjustment factor associated with the
stock split or stock dividend to the EPS value.
The Price to Earnings (P/E) Ratio is an indicator of a company's expected
growth in earnings. The P/E Ratio is calculated by dividing the most recent
close price of a stock by its most recent reported Earnings Per Share (EPS)
value.
The Indicated Annual Dividend (IAD), accurate to 1/10 of a cent, applies only
to common stocks, preferred stocks, and mutual funds. For a stock that pays
dividends at a fixed frequency, the IAD is computed by multiplying the most
recent payment times the frequency. However, when a dividend frequency is
unavailable FTID calculates the IAD by totaling the dividends for the latest
twelve months. The IAD is zero in the cases where dividend history is not
available or when future dividend payments have been suspended or canceled. If
a revised IAD value is not provided by FTID on the ex-date of a stock split or
stock dividend, SunGard will automatically apply the adjustment factor
associated with the stock split or stock dividend to the IAD.
Yield (or Dividend Yield) is calculated as follows: (Annual Dividend (iad) /
Previous Day Close Price) * 100
Beta is a statistical coefficient that gives a measure of a stock's price
volatility relative to the market. An issue's beta value compares its rate of
return to fluctuations in the market as a whole. By definition, the market
(Nabil uses the NEPSE) has a beta value of 1.0. An issue with a beta of 2.0 is
twice as volatile as the NEPSE, while an issue with a beta of 0.5 is half as
volatile as the NEPSE. The Nabil beta value is calculated weekly using the most
recent three years of data for common.
Formula: Beta = (Covariance with the market returns/Variance of the market
returns)
The square root of the mean of the squared deviations of members of a
population from their mean. The most widely used measurement of variation about
a mean, and, for many purposes, a proxy for risk. The standard deviation of
normally distributed random variables has many useful characteristics that,
unfortunately, do not usually apply to distributions truncated or skewed by
option payoff patterns.
where s= standard deviation of population, n = number of observations, S=
summation sign, xi = the value of each observation, and = mean of population.
Note that the standard deviation for a sample is calculated by substituting n-1
for n in the denominator.
The mean of the squared deviations of each observation from the mean. The
square of the standard deviation.
|
|
|
|
|