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Volume weighted average price |
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Volume weighted average priceA calculation performed by the London Stock Exchange to set closing prices for shares traded on the SETS order book system.In simple terms, the value of trades is divided by the volume over a given period. The LSE uses a closing 10 minute VWAP to set closing prices on SETS.Similar MatchesCapitalization Weighted IndexCapitalization Weighted IndexA stock index which is computed by adding the capitalization (float times price) of each individual stock in the index, and then dividing by the divisor. The stocks with the largest market values have the heavist weighting in the index. See also Float, Divisor. Import-weighted average tariffImport-weighted average tariffSee trade weighted average tariff. Weighted average remaining maturityWeighted average remaining maturityThe average remaining term of the mortgages underlying a underlying. Market value weighted indexMarket value weighted indexAn index of a group of securities computed by calculating a weighted average of the returns on each security in the index, where the weights are proportional to outstanding market value. Weighted average maturityWeighted average maturityThe weighted average maturity of an MBS is the weighted average of the remaining terms to maturity of the mortgages underlying the collateral pool at the date issue, using as the weighting factor the balance of each of the mortgages as of the issue date. Further SuggestionsTrade-weighted exchange ratePrice weighted index Weighted average Coupon Weighted average life Trade-weighted average tariff |
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