Can I calculate total portfolio risk by using the weighted average of the std (risk) of each stock?
919781
No.  The formula is much more complex.  For a two-asset portfolio, the variance of the portfolio, vp, will be a function of the proportions invested in the assets (x1 and x2), their return variances (v1 and v2), and the covariance between their returns (c12):\n\nvp = ((x1^2)*v1) + (x2^2)*v2) + 2*x1*x2*c12 \n\nWith 20 assets, the formula will be even more confusing (about 20 times so).  \n\nYou need to employ an alternative strategy.  Build a time series of your portfolio value, compute periodic changes in that value, and calculate standard deviation of that change.
487640
Awww, without a GST?\n\n(tgt alt)-(unit alt) = VI\n(VI/RNG)x1.0186 = angle SI\nabsolute value of angle SI x CSF = CAS\nangle SI + CAS = SI
152072
The answer is by using simple mathematics.\n\nFirst you need to decide how much of each stock you are going to buy - since not all stocks are priced equally some would be $20, other $400 and some 0.05 cents.\n\n$100,000 over ten stocks... Decide what ratio you will hold of each stock. E.g. 6:3:4:1:9:4:3:7:9:2\n\nSo totalling the ratio is 48. Now you can use a combination of the ratios and fractions to find out how much stock you can hold with your $100,000.\n\nI may have left you out on a limb there - but this calculation is uneccessary. Why don't you just buy your stock one by one until you run out of money? :P\n\nOK Lets try the example with 2 stocks and $100K\nyou want the weighting to be 3:4\nso you want \n3/7ths of your money to go to 1 stock\n4/7ths of your money to go to 1 stock\n\n3/7*100K=$42857.14\n4/7*100K=$57142.85\n\nNow say stock ZXC was $5 each and stock ABC was $67\n\nNow you go:\n$57142.85/$67=852.88 Stocks\n$42857.14/$5=8571.43 Stocks\n\nThere you go. Now do the similar calculation with your ten stocks! Haha!\n\nGood Luck!
817187
Any site where you can get periodic prices (daily prices are available on Yahoo Finance in the chart section).  Calculate the correlation using the periodic price change for each stock.
385810
1.   Write down the amount of your total investment, including fees and expenses, if any. For example, if you bought $950 worth of stock and your fees were $50, then your total investment is $950 + $50, or $1,000.  \n  \n2.   Write down the amount of profit or loss associated with your investment. If your $1,000 investment in stocks is worth $1,200 one year later, then your profit is $1,200 - $1,000, or $200.  \n  \n3.   Calculate the ROI by dividing the profit by the total investment: $200/$1000 = 0.20, or a 20 percent annual ROI.
557945
The brokerage house is recommending the stock carry more "weight" or value in your portfolio, or in their own portfolio. Most people that own stock, own more than one company. The weighting is a sort of asset allocation between the different stocks within your portfolio.\n\nOne hundred shares of IBM at $80/share, and one hundred shares of Microsoft at $23/share, have different values. So if we own both and are to "overweight" Microsoft in our portfolio over IBM, we will have to buy four times as many shares or more than IBM to follow the recommendation, or sell some of our IBM shares, whichever you prefer.
844260
It depends what you invest in. US t-bonds will give you about 5%, German bonds 8%, and Brazil 12.5% or so (no capital gains taxes in Brazil either!). Of course, as you can guess, though, the higher the reward, the higher the risk.
1156391
Calculate the net present value of future cash flows using a discount factor that takes account of the risk profile of the firm.  Then divide that figure by the number of shares.
468610
You can go to this website and click on technical analysis and they will tell you. They use 30 day moving averages, MACD, stochastics, and volume. However I will warn you many experts such as Warren Buffett and Peter Lynch consider technical analysis worthless.
156547
No short answer on this:\n\nRead a book on portfolio management - first check your risk profile and decided what kind of investor you are. Remember, diversification is safer than placing all your eggs in one basket. Also, diversification may reduce your delta risk as well....
641942
www.valueresearchonline.com\n\nYou can sign up on this site and manage your portfolio easily, and its free.
182111
Tracking error is the standard deviation of the portfolio of differences:\nLet X be your portfolio; let B be the chosen benchmark.\nThen d=X-B is the portfolio of differences (which adds to zero)\nthen TE=std(d) is the tracking error. If you have a covariance matrix S for your assets, then \nTE=((X-B)'S(X-B))^(1/2).\n\nTracking error "interpretation" is the uncertainty of the excess returns (that is, of the return of the portfolio vs the benchmark's)
1122014
Go to Yahoo or Google, and type in Portfolio Management.  You will get more info than you can ever digest.  Good luck!
809669
Use this formula:\n\nWACC = We*Re + Wp*Rp +Wd*Rd*(1-t)\n\nwhere We is the weight of equity (8MM/16MM = 0.5)\nwhere Wp is the weight of preferred (1MM/16MM)\nwhere Wd is the weight of debt (7MM/16MM)\n\nRe is the return on equity\nRp is the return on preferred stock\nRd is the return on debt\n\nt is the tax rate = 0.4
672493
IRR=PV/(1+K)^n=0\n\nPV=Present Value of the Investment\nK=Rate of interest in\nn=number of years
1057286
http://www.nasdaq.com/reference/ipos.stm
861788
There is no accurate way to do this because too many variables are involved. You can do like I do though and run a series of tests and then average them.\n\nhttp://www.toast.net/