Finanse i Rachunkowość Rok akademicki 2011/2012
DrM. Foltyn-Zarychta
Przedmiot: Strategie inwestowania (ćwiczenia) Semestr V
Autor notatki: Krzysztof Podgórski
K
N
a
✓
✓
D
N
W-N N
P —P
rt ri -i
+ D
t
lnFV — lnPV
n
FV
PV
rP =11 +
rp =ln FV —ln P V
0 lim
tn—ior.
ref +l = er
0 log „ x = y <=> av = x
o e=2,718281828...
i/ IRR — r0 +
NPVn
NPV0-NPV1
ln FV —ln PV
r —-
n
1 FV — PV N PV
rG = [(l+rJ(l+r2)...(l+rJV)]<v -1
1
lnFV-lnPV
* rG =(l + r1)Pl(l + r2)P2...(l + rn)Pn —1
^ rA =J^Piri i=ł
^ COF, _^CIF,(l + r)11'1 £o(l+r)' ~t?(l + MIRR)n
✓ MIRR =
-1
✓ |
ARR = |
FAT, | ||
I | ||||
s |
GPM = |
EBT S | ||
✓ |
NPM = |
EAT S | ||
&DA |
EAT |
EAT |
S X — A | |
A |
S |
o A
0 RDF - |
s A EAT _ |
EAT A |
Eq |
A Eq | |
ROJ = |
EAT+I |
1 + r„ ,
✓ rr= —-Ł-l
1 + ri
✓ 1+ t'n = (l +rr )(l + rj S FV=PV(l+nr)
FV
✓ =T\-T
1 + nr
1