Investing & Real Estate calculators (19)

Option pricing (Black-Scholes), CAPM, Sharpe ratio, portfolio risk, DCF and dividend valuation, WACC, bond duration, cap rate, cash-on-cash return, rental yield, mortgage affordability, position sizing, drawdown.

Markdown version: /investing.md · JSON: /api/v1/calculators?category=investing

• Black-Scholes Option Calculator — Prices a European call and put with the Black-Scholes-Merton formula from spot, strike, time to expiry, risk-free rate, volatility and a continuous dividend yield, and reports d1, d2 and the Greeks (delta, gamma, vega, theta, rho). (md · api)
• CAPM Calculator — Computes the expected return of an asset with the capital asset pricing model (CAPM) from the risk-free rate, the asset's beta and the expected market return, plus the equity risk premium and the beta-scaled premium. (md · api)
• Sharpe Ratio Calculator — Computes the Sharpe ratio of a portfolio from its return, the risk-free rate and the standard deviation of returns, annualizes it for monthly, weekly or daily data and gives a rule-of-thumb interpretation. (md · api)
• Two-Asset Portfolio Calculator — Computes the expected return, variance and standard deviation of a two-asset portfolio from the weights, expected returns, standard deviations and correlation, and finds the minimum-variance weight and the diversification benefit. (md · api)
• DCF Valuation Calculator — Projects free cash flow at a constant growth rate for a number of years, discounts each year and a Gordon-growth terminal value at the discount rate, and reports enterprise value, equity value (after net debt) and value per share. (md · api)
• Gordon Growth Model Calculator — Values a stock as the next dividend divided by the required return minus the dividend growth rate (Gordon growth model), and when a price is given, reports the implied return and whether the price is above or below the intrinsic value. (md · api)
• WACC Calculator — Computes the weighted average cost of capital from the market values and costs of equity, debt and optional preferred stock, applying the corporate tax shield to the cost of debt. (md · api)
• Bond Duration Calculator — Prices a fixed-coupon bond from its yield to maturity and computes Macaulay duration, modified duration, convexity, DV01 and the estimated price change for a 1 percentage-point rise in yield. (md · api)
• Cap Rate Calculator — Computes a property's net operating income from gross income, vacancy and operating expenses, and divides it by the price to get the capitalization rate, alongside the gross yield. (md · api)
• Cash-on-Cash Return Calculator — Computes a rental property's annual pre-tax cash flow after operating expenses and debt service, and divides it by the cash invested (down payment, closing costs, repairs) to get the cash-on-cash return. (md · api)
• Gross Rent Multiplier Calculator — Divides a property's price by its annual gross rent to get the gross rent multiplier (GRM), the number of years of gross rent needed to pay the price, together with the gross yield. (md · api)
• Rental Yield Calculator — Annualizes a weekly, monthly or annual rent and computes the gross rental yield on the property value and the net yield after annual expenses and purchase costs, plus the monthly net income. (md · api)
• Mortgage Affordability Calculator — Applies the front-end (housing) and back-end (total debt) debt-to-income limits to gross income, subtracts taxes and insurance to get the affordable principal-and-interest payment, and converts it into a maximum loan amount and home price for the given rate and term. (md · api)
• Position Size Calculator — Computes how many shares (or units) to buy or short so that hitting the stop-loss loses a fixed percentage of the account, using the fixed-fractional method: risk amount divided by the risk per share. (md · api)
• Risk/Reward Ratio Calculator — Computes the risk and reward per share from an entry, stop-loss and target price, the reward-to-risk ratio and the win rate at which such trades break even. (md · api)
• Dollar-Cost Averaging Calculator — Simulates investing a fixed amount at each of a list of prices, and reports the units bought, the average cost per unit (harmonic mean of prices), the simple average price, the current value at the last price and the gain or loss. (md · api)
• Maximum Drawdown Calculator — Scans a series of portfolio or equity values in time order for the largest percentage fall from a running peak, reporting the peak and trough values and positions, whether the peak was regained, and the drawdown at the end of the series. (md · api)
• Expense Ratio Impact Calculator — Grows an initial investment with optional annual contributions at a gross return minus a fund's expense ratio, compares it with a lower-cost alternative, and reports the total fee cost and its share of the final value. (md · api)
• Stock Valuation Ratios Calculator — Computes the common per-share valuation ratios of a stock from its price and fundamentals: price-to-earnings and earnings yield, price-to-book, price-to-sales, dividend yield and payout ratio, PEG and EV/EBITDA, each only when its inputs are supplied. (md · api)