ELPORTWEIGHTTOQUANTITY
Last modified in version : 20.7.2
Purpose : calculate the required quantity of an asset to reach a target weight in a portfolio of a given value
Summary
The ELPORTWEIGHTTOQUANTITY function converts the asset’s weight into quantity given that the instrument is part of a portfolio which has a specific value and currency.
Examples
=ELPORTWEIGHTTOQUANTITY("US0378331005",0.2,"CHF",1000000)
Calculates the number of Apple shares required to achieve a target weight of 20% within a portfolio of 1,000,000 CHF.
=ELPORTWEIGHTTOQUANTITY(A1,30%,"GBP",500000)
Calculates the required quantity of the instrument whose ID is specified in cell A1 to achieve a target weight of 30% within a portfolio of 500,000 GBP.
=ELPORTWEIGHTTOQUANTITY(A1:A25,B1:B25,"GBP",500000)
The function is now dynamic. In this example, it calculates the required quantities of the instruments (A1:A25) to achieve their respected weights (B1:B25) within a portfolio of 500,000 GBP.
Syntax
ELPORTWEIGHTTOQUANTITY(assetsIds[], weights[], portfolioCurrency, portfolioValue)
Argument name | Description |
---|---|
assetsIds | A single asset identifier representing the instrument (ISIN, FIGI, currency ISO, Edgelab ID). |
weights | The desired weight of the instrument expressed in percentage within the portfolio. |
portfolioCurrency | The ISO code of the currency in which the overall portfolio value is specified. |
portfolioValue | The total value of the portfolio within which the desired weight should be achieved. |