Calculate signed trades needed to move current holding values to target weights.
It makes the prices, cash flows, rates, time periods, weights, and model conventions explicit so you can inspect an entered scenario without hidden live-market assumptions.
Calculation structure
Follow the stated model and units
Trade_i = total current portfolio × target weight_i − current value_i.
Visual explanation
See how the inputs become the result
Assets and weightsReturn contribution
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Volatility and dependenceRisk estimate
Trade_i = total current portfolio × target weight_i − current value_i.
Read the estimate correctly
Use the result within its boundaries
Current values 6,000 and 4,000 with 50% targets require selling 1,000 of the first and buying 1,000 of the second.
This is a long-only model: current values and individual targets must be nonnegative, each target is at most 100%, and all targets must sum to 100%. Positive trades are buys and negative trades are sells; taxes, fees, lot constraints, and cash are excluded.
Quick guide
How to use this calculator
Enter the cash flows, values, rates, timing, or portfolio assumptions named in the fields.
Use one consistent period and currency convention throughout the scenario.
Read the calculator-specific model limits before interpreting the result.
Calculation method
Calculation method
Trade_i = total current portfolio × target weight_i − current value_i.
Model, simulation, root, square-root, and compounding outputs are estimates and are visibly marked approximate.
Worked example
Worked example
Current values 6,000 and 4,000 with 50% targets require selling 1,000 of the first and buying 1,000 of the second.
Trade_i = total current portfolio × target weight_i − current value_i.
Supported inputs
Precision and limits
Visible input limits
Inputs support up to 12 decimal places and lists support at most 1,200 rows. Iteration and simulation bounds are displayed in their fields.
International scope
No exchange, tax system, reporting standard, currency, fund rule, trading calendar, or market convention is selected automatically.
Decision boundary
Outputs are entered scenarios, not valuations, forecasts, risk limits, executable trades, suitability decisions, or recommendations.
Calculator-specific assumptions
This is a long-only model: current values and individual targets must be nonnegative, each target is at most 100%, and all targets must sum to 100%. Positive trades are buys and negative trades are sells; taxes, fees, lot constraints, and cash are excluded.
