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formula sheet test 2 2001

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1HR
CP
115.114 S1 2020
ALB Internal
Formula Sheet
Chapter 5
Annuity – future value
Annuity due (FV) – regular payments
 (1 + r )n − 1
FVA = PMT 

r


 (1 + r)n − 1
FVAnnuity due = PMT 
(1 + r)
r


Annuity – present value
Annuity due (PV) – regular payments
1 − (1 + r )-n 
PVA = PMT 

r


1 - (1 + r)-n 
PVAnnuity due = PMT 
(1 + r)
r


Annuity (FV) – regular payments
PMT =
FVA × r
(1 + r )n − 1
Annuity (PV) – regular payments
PVA × r
PMT =
-n
1 − (1 + r )
Chapter 6
Risk-free interest rate = Real interest rate + Expected inflation
Nominal interest rate = [(1 + Real interest rate) × (1 + Expected inflation rate)] – 1
Nominal interest rate ≈ Real interest rate + Expected inflation rate
Real interest rate ≈ Nominal interest rate – Expected inflation rate
Nominal return = Risk-free return + Risk premium
Risk premium = Nominal return – risk-free return
 1 + Nominal interest rate 
 − 1
Real interest rate = 
 1 + Rate of expected inflation 
Holding period return
EV + C
HPR =
BV
r
Annual holding period return
Annual HPR = HPR
Mean
1
n
Annual holding period yield
Annual HPY = Annual HPR – 1
=
∑r
n
Capital Asset Pricing Model CAPM
ri = rf + βi(MRP)
ALB
Internal
1HR
CP
Variance
σ2
=
Expected return
n
r
∑ (ri − r )
i=1
2
=
n
∑r × probability
i
i=1
n-1
Variance
σ2
Standard deviation
Standard deviation =
variance = σ
=
n
∑ (r - r ) × probability
i=1
2
i
i
2
i
Chapter 7
Assets – Liabilities = Net Worth
Chapter 8
Net profit after taxes = Income –
Expenses
EPS =
Net profit after taxes
Number of ordinary shares on issue
Chapter 9
Cash discount
CD =
365
D
×
N
100% − D
Average payment period
APP =
Accounts payable
Averag purchases per day
Cash conversion cycle
CCC = AAI + ACP – APP
Chapter 10
Debt ratio =
Total liabilities
Total assets
Debt - equity ratio =
Long - term debt
Shareholders' equity
Cost of debt
rd = ri × (1 − t )
Cost of preference shares
C
rp = 1
PV
Weighted average cost of capital
rcc = (rd × wd) + (rp × wp) + (re × we)
Average collection period
ACP =
Accounts receivable
Average credit sales per day
Average age of inventory
Inventory
AAI =
Average materials purchased per day
1HR
CP
1902/115.114
ALB
Internal
Page 3 of 3
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