Tip #2001-8: Portfolio Valuation Model for Bloomberg Subscribers
Bloomberg provides a tremendous amount of analytical data which can be retrieved into an Excel
worksheet. Since the Bloomberg Excel functions have dynamic cell referencing,
once the data is retrieved, it can be changed, manipulated and updated quickly
and easily. This analytical information in a field greatly simplifies and
shortens the development process. For example, one of the fields which can be
retrieved for nearly all instruments is the closing price for the previous
year. Market professionals use various year-to-date measurements in many
financial calculations. If you need to perform this analysis on a new
instrument, or change an instrument in your portfolio, you do not need to
retrieve historical data or use Excel’s complex lookup functions. Your model is
updated with a single cell entry.
We combined some of Bloomberg’s
unique analytical information with Excel’s charting, database and filtering features to
build a simple but powerful portfolio valuation model. If you are a Bloomberg subscriber
you can download this mini-model and it will update with the latest information. Since we
used the Bloomberg Excel functions with dynamic cell referencing you can easily modify
the instrument codes and field to suit your specific needs. If you are not a Bloomberg
subscriber, you still can view the model. Just choose No when asked to update automatic
links to keep the existing information. Excel’s sorting, filtering and chart
features will continue to work.
What's in the Model
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