Parameters of the "Jensen regression portfolio" evaluation
Parameters | Description |
|---|---|
Evaluation date | Evaluation date of the evaluation, which you can enter in the form "dd.mm.yy". The default setting is the current date or the evaluation date entered in the input field on the "Start" tab. |
Evaluation period (months) | Enter the evaluation period in months here. The default setting is 12 months. |
Consolidation | Select the consolidation here. Possible consolidation stages:
|
Currency | Evaluation currency. The default setting is the currency from the input object. |
Benchmark | Select a (different) benchmark for the evaluation here. This is then set for the holder (or portfolio or securities account) and replaces the benchmark stored in the object properties for the evaluation. The Jensen regression portfolio only makes sense with a benchmark. For this reason, a message window informs you if no benchmark is stored here or in the object properties. |
Logarithmic returns | Select here whether the returns should be logarithmized. This parameter is activated by default. |