Quantcast
Channel: CFA Level I — 300Hours Forum
Viewing all articles
Browse latest Browse all 1215

how to calculate return on investment

$
0
0
I am interested in calculating returns from a fixed no of periodic investments that is redeemed at a specific time after the last payment.

ex : periodic outflow of 3000 on a monthly basis for 8 months.

year 1 :

may - 3000 june - 3000 july - 3000 aug - 3000 sep - 3000 oct - 3000 nov - 3000 dec - 3000

year 2 :

no additional outflows.

year 3 :

redemption in may.

all outflows are at the beginning of the month.

I would like to know if the below approach is correct

total of all ouflows - 24000

redeemed amount - 32405.33

no of months held - 17 (year 2 jan to year 3 may)

assume Future Value as 32405.33, Present Value as 24000, calculate interest using FV = PV ( 1 + i)^17.

Interest rate will be determined for a month.

Using the rate calculated above, find present value of the outflows from may to dec at may of year 1.

pv@year1_may = 3000 [ ( 1 - (1 + i)^8 )/i ] .

now with pv@year1 and fv = 32405.33 (redeemed value), calculate for interest rate with no of terms as 24 using

FV = PV (1 + i)^24.

Please share any knowledge material that explains above scenario.

Viewing all articles
Browse latest Browse all 1215

Trending Articles