Horizon analysis

Horizon analysis

An analysis of returns using total return to assess performance over some investment horizon.

Horizon Analysis

Analysis of the discounted return on an investment over one or more time frames (called horizons) that differ from the investment's actual maturity. For example, one might calculate the yield on a 10-year Treasury bond over its first year or first five years. Horizon analysis is done to see if an investment can or will perform well enough to meet one's investment goals over a given time. See also: Horizon analysis.
References in periodicals archive ?
A one year horizon analysis, using a plus-or-minus 100-bps interest rate move, for the 10-year Treasury note produces a total return of +9.
In part 1, James Walter and Ronald Hamel develop the notion of the consistent ethic of life, Walter bringing Lonerganian horizon analysis to expand a notion of secular-church dialogue, and Hamel exploring the corrective vision that a consistent ethic can provide in multiple areas of medical ethics.
It can also identify all the IP addresses to which a user is connected, along with a time stamp to support long-time horizon analysis and forensics.
Dion's conscious decision to leverage Numerix model libraries, rather than build their own, for pre-trade pricing, yield curves, payoff and horizon analysis extends the reach of Numerix analytics through a new and innovative web-based interface.