ROIC versus Portfolio Return

Discussion in 'Trading' started by SoCalOptionsWriter, Jun 24, 2023.

  1. taowave

    taowave

    Good old ROA vs ROE..Watch out for that sneaky leverage :)

     
    #11     Jun 24, 2023
  2. newwurldmn

    newwurldmn

    Heheh. It’s very seductive and very sneaky.

    I’ve been thinking about how to calculate ROIC for my book. For two of the key strategies it’s easy. But I can’t figure out how to do the vol piece. How would you calculate invested capital for a vol book? I’m struggling with this part.
     
    #12     Jun 24, 2023