Investment Analysis ch 1-2

investment

Commitment of current resources in the expectation of deriving greater resources in the future

real assets

Assets used to produce goods and services

financial assets

Claims on real assets or the income generated by them

fixed income (debt) securities

Pay a specified cash flow over a specific period

equity

An ownership share in a corporation

derivative securities

Securities providing payoffs that depend on the values of other assets

asset allocation

Allocation of an investment portfolio across broad asset classes

security selection

Choice of specific securities within each asset class

agency problems

Conflicts of interest between managers and stockholders

security analysis

Analysis of the values of securities

risk-return trade-off

Assets with higher expected returns entail greater risk

passive management

Buying and holding a diversified portfolio without attempting to identify mispriced securities

active management

Attempting to identify mispriced securities or to forecast broad market trends

financial intermediaries

Institutions that connect borrowers and lenders by accepting funds from lenders and loaning funds to borrowers

investment companies

Firms managing funds for investors. An investment company may manage several mutual funds

primary market

A market in which new issues of securities are offered to the public

secondary market

Previously issued securities are traded among investors

venture capital

Money invested to finance a new firm

private equity

Investments in companies that are not traded on a stock exchange

securitization

Pooling loans into standardized securities backed by those loans, which can then be traded like any other security

systematic risk

Risk of breakdown in the financial system, particularly due to spillover effects from one market into others

money markets

Include short term, highly liquid, and relatively low risk debt instruments

treasury bills

Short term government securities issued at a discount from face value and returning the face amount at maturity

certificate of deposit

A bank time deposit

commercial paper

Short term unsecured debt issued by large corporations

bankers' acceptance

An order to a bank by a customer to pay a sum of money at a future date

eurodollars

Dollar dominated deposits at foreign banks or foreign branches of American banks

repurchase agreement

Short term sales of government securities with an agreement to repurchase the securities at a higher price

federal funds

Funds in the accounts of commercial banks at the Federal Reserve Bank

LIBOR

Lending rate among banks in the London market

treasury notes or bonds

Debt obligations of the federal government with original maturities of one year or more

municipal bonds

Tax exempt bonds issued by state and local governments

corporate bonds

Long term debt issued by private corporations typically paying semiannual coupons and returning the face value of the bond at maturity

common stocks

Ownership shares in a publicly held corporation. Shareholders have voting rights and may receive dividends

preferred stock

Nonvoting shares in a corporation, usually paying a fixed stream of dividends

price weighted average

An average computed by adding the prices of the stocks and dividing by a divisor

market value weighted index

Index return equals the weighted average of the returns of each component security, with weights proportional to outstanding market value

equally weighted index

An index computed from a simple average of returns

derivative asset

A security with a payoff that depends on the prices of other securities

call option

The right to buy an asset at a specified price on or before a specified expiration date

put option

The right to sell an asset at a specified exercise price on or before a specified expiration date

futures contract

Obliges traders to purchase or sell an asset at an agreed upon price at a specified future date