Bond Macaulay Duration from Coupon and YTM Calculator
Calculates Macaulay duration = Σ(t × PV(CF_t)) / Bond Price and modified duration = Macaulay / (1 + YTM/n) for a coupon-...
Loans, investing, and the math behind everyday money decisions.
Run the numbers on mortgages, loans, credit cards, investments, and retirement — with transparent formulas and editable assumptions.
Calculates Macaulay duration = Σ(t × PV(CF_t)) / Bond Price and modified duration = Macaulay / (1 + YTM/n) for a coupon-...
Calculates WACC = (E/V)·r_e + (D/V)·r_d·(1−T), where E is equity value, D is debt value, V = E+D, r_e is cost of equity,...
Estimates bond convexity and the percentage price change from a yield shift ΔP/P ≈ −D_mod·Δy + ½·Convexity·(Δy)². Convex...
Calculates the Sharpe Ratio of a portfolio from its return, the risk-free rate, and its standard deviation to measure ri...
Approximates IRR using linear interpolation: IRR ≈ r₁ + NPV₁ / (NPV₁ − NPV₂) × (r₂ − r₁), given NPV at two discount rate...
Calculates stock intrinsic value P = D₁/(k−g) where D₁ is the next dividend, k is required return (CAPM or assumed), and...
Calculates portfolio return E[R_p] = w₁R₁ + w₂R₂ and variance σ²_p = w₁²σ₁² + w₂²σ₂² + 2w₁w₂ρσ₁σ₂ for two assets with gi...
Calculates simple ROI percentage, profit/loss, and the investment multiple (MOIC) from total cost and total gain. Useful...
Calculates the Profitability Index (PI) or Benefit-Cost Ratio from initial investment and present value of future cash f...
Calculates the required return using CAPM: r = Rf + β(Rm − Rf). Identifies the equity risk premium, the systematic risk...
Project the future value of a 529 college savings plan from current balance, monthly contributions, expected return, and...
Calculates ARR = average annual accounting profit / average book value of investment. Simple payback-related metric used...
Estimates Internal Rate of Return (IRR) using linear interpolation between two trial discount rates that bracket NPV = 0...
Calculates NPV = Σ CF_t/(1+r)^t − Initial investment for up to 5 periods. Positive NPV indicates value creation.
Estimates a risk-adjusted discount rate for a project: RADR = Rf + β_project · (Rm − Rf). Compares to the company WACC t...
Calculates the required investment multiple to hit a target IRR over a given horizon and estimates post-dilution ownersh...
Calculates the long-run impact of a mutual fund's annual expense ratio on portfolio growth by comparing it to a hypothet...