Expected Return for Portfolio
Weight assumed asset returns by their shares of the portfolio.
Your numbers
Expected return after weighting
Estimate for learning with your assumptions; no live rates, tax rules or investment recommendations. Returns fit dey negative and no get guarantee.
Compare scenarios
You fit keep up to three snapshots for this tab. Loading one go replace the present inputs.
Formula
E[Rp]=ΣwᵢE[Rᵢ]
Weight assumed asset returns by their shares of the portfolio.
Example wey show the calculation
- Asset returns wey you expect (%)
- 5, 10, 15
- Portfolio weights (%) wey add up to 100
- 20, 50, 30
- Expected return after weighting
- 10.5 %
Where e fit work and limits
Estimate for learning with your assumptions; no live rates, tax rules or investment recommendations. Returns fit dey negative and no get guarantee.
We check inputs for missing values and allowed ranges. Result wey pass the finite numeric range no go show. Rounding affect wetin display, while calculation use the model numeric precision.
Check your units and assumptions before you rely on result. Changing label no convert currency or physical unit.
Version of di formula: 39dca7554465 · Example don get check: