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Test your basic knowledge |
CFA Level2 Vocab
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certifications
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cfa
Instructions:
Answer 50 questions in 15 minutes.
If you are not ready to take this test, you can
study here
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Match each statement with the correct term.
Don't refresh. All questions and answers are randomly picked and ordered every time you load a test.
This is a study tool. The 3 wrong answers for each question are randomly chosen from answers to other questions. So, you might find at times the answers obvious, but you will see it re-enforces your understanding as you take the test each time.
1. Costs that fluctuate with the level of production and sales.
Collar
Transactions motive
Variable costs
Cash flow additivity principle
2. The sum of the sample observations - divided by the sampfe size.
Sample mean
Active specific risk or asset selection risk
Total invested capital
Financial distress
3. An extra return that compen-sates investors for the risk of loss relative to an investment's fair value if the investment needs to be converted to cash quickly.
Synthetic forward contract
General Agreement on Tariffs and Trade
Discount
Liquidity premium
4. Commercial and investmentbanks that make markets in derivatives.
Defensive interval ratio
Derivatives dealers
Going-concern assumption
Enterprise value (EV)
5. An inventory account-ing method that identifies which specific inventory items were sold and which remained in inventory to be carried over to later periods.
Tracking risk
Antidilutive
Specific identification method
Sustainable growth rate
6. A bias caused by using information that was not available on the test date.
Binomial tree
Look-ahead bias
Debit
Working capital turnover
7. The difference between reported net income on an accrual basis and the cash flows from operating and investing activities.
Dividend discount model based approach
U.S. GAAP and uniting of interests under IFRS
Synthetic forward contract
Cash-flow-statement-based aggregate accruals
8. A swap in which the notional principal changes according to a for-mula related to changes in the underlying.
Amortizing and accreting swaps
Arithmetic mean
Debt rating approach
Number of days of inventory
9. A multifactor model In which statistical methods are applied to a set of historical returns to determine portfolios that best explain either historical return covariances or vanances.
Investment constraints
Statistical factor models
Production-flexibility
Price to book value
10. Income approach that values an asset based on estimates of future cash flows discounted to present value by using a discount rate reflective of the risks associated wi th the cash flows.
Return on invested capital (ROIC)
Nonstationarity
Growth phase
Free cash flow method
11. The percentage of a market that a particular fi rm supplies; used as the primary measure of monopoly power.
Financial transaction
Sampling error
Market share test
Bond indentnre
12. A graph of a frequency distri-bution obtained by drawing straight lines join-ing successive points representing the class frequencies.
Industry structure
Dividend discount model based approach
Swap
Frequency polygon
13. The arithmetic mean value of a population; the arithmetic mean of all the obser-vations or values in the population.
Opportunity cost
Arithmetic mean
Population mean
Agency relationships
14. Quantiles that divide a distribution into 10 equal parts.
Venturers
Marketability discount
Momentum indicators
Deciles
15. With reference to assets - the amount of cash or cash equivalents that would have to be paid to buy the same or an equivalent asset today; with reference to liabilities - the un discounted amount of cash or cash equivalents that would be required to
Current cost
Target semideviation
Giro system
Definitive merger agreement
16. A qualitative-dependent-variable multi-ple regression model based on the logistic proba-bility distribution.
Survivorship bias
Weighted average cost method
Clientele effect
Logit model
17. The return on an asset in excess of the asset's required rate of return; the risk-adjusted return.
Alpha (or abnormal return)
Annuity due
Diffuse prior
Backtesting
18. A specialized computer program or a spreadsheet that solves for the portfolio weights that will result in the lowest risk for a specified level of expected return.
Optimizer
Capped swap
Stratified random sampling
Relative strength (RSTR) indicators
19. The difference between the actual value per share and the no-growth value per share.
Time to expiration
Cost of equity
Present value of growth opportunities (or value of growth)
Book value of equity (or book value)
20. A cost that has already been incurred.
Unlimited funds
Sunk cost
Downstream
Target semivariance
21. The difference between revenue and expenses; what remains after subtracting all expenses (including depreciation - interest - and taxes) from revenue.
Statement of retained earnings
Net income (loss)
Identifiable intangible
Bonding costs
22. A type of finance lease - from a lessor perspective - where the present value of the lease payments (lease receivable) exceeds the carrying value of the leased asset. The revenues earned by the lessor are operating (the profit on the sale) and financ
Float factor
Type I error
Annual percentage rate
Sales-type lease
23. The normal density with mean equal to 0 and standard deviation (0') equal to l.
Sample excess kurtosis
Standard normal distribution (or unit normal distribu-tion)
Intergenerational data mining
Logit model
24. A measure of goodness-of-fit of a regres-sion that is adjusted for degrees of freedom and hence does not automatically increase when another independent variable is added to a regression.
Sample variance
Adjusted R2
Time-weighted rate of return
Blockage factor
25. The portion of the minimum-variance frontier beginning with the global mmlmum-variance portfolio and continuing above it; the graph of the set of portfolios offering the maximum expected return for their level of variance of return.
Sunk cost
Conditional probability
Efficient portfolio
Efficient frontier
26. With reference to fundamental factor models - the value of the attribute for an asset minus the average value of the attribute across all stocks - divided by the standard deviation of the attribute across all stocks.
Standardized beta
Active return
Kurtosis
One-sided hypothesis test (or one-tailed hypothesis test)
27. An approach to investing thatfocuses on the individual characteristics of securi-ties rather than on macroeconomic or overall market forecasts.
Event
Pure-play method
Bottom-up investing
Debt-to-equity ratio
28. A measure of disper-sion relating to a population in the same unit of measurement as the observations - calculated as the positive square root of the population variance.
Growth option or expansion option
Earnings per share
Mode
Population standard deviation
29. Assets lacking physical substance - such as patents and trademarks.
Present (price) value of a basis point (PVBP)
Intangible assets
Absolute dispersion
Absolute valuation model
30. A financial statement that reconciles beginning-of-period and end-of-period balance sheet values of cash; consists of three parts: cash flows from oper-ating activities - cash flows from investing activities - and cash flows from financing activities
Screening
Adjusted R2
Histogram
Cash flow statement (statement of cash flows)
31. The risk of loss caused by a counterparty's or debtor's failure to make a promised payment.
Credit risk or default risk
Definition of value (or standard of value)
Ordinary shares (common stock or common shares)
Tangible book value per share
32. Temporary differ-ences that result in a red uction of or deduction from taxal:J e income in a future period when the balance sheet item is n~ covered or settled.
Deductible temporary differences
Interest rate parity
Constant maturity treasury or
Time-period bias
33. The proportion of a company's assets that is financed with long-term debt.
Excess kurtosis
Spreadsheet modeling
Long-term debt-ta-assets ratio
Mode
34. A company without positive expected net present value projects.
LIFO method
Market efficiency
No-growth company
Completed contract
35. A random variable that can take on at most a countable number of possi-ble values.
Linear regression
Debt-to-assets ratio
Discrete random variable
Degree of financial leverage (DFL)
36. The line with an inter-cept point equal to the risk-free rate that is tangent to the efficient frontier of risky assets; represents the efficient frontier when a risk-free asset is available for investment.
Market price of risk
Pecking order theory
Nonmonetary assets and liabilities
Capital market line (CML)
37. An entity (partnership - corporation - or other legal form) where control is shared by two or more entities called venturers.
Operating lease
Joint venture
Breusch-Pagan test
Commercial paper
38. A stage of growth in which the com-pany reaches an equilibrium in which investment opportunities on average just earn their opportu-nity cost of capital.
Purchase method
Autocorrelation
Mature phase
Number of days of receivables
39. The analyst'S estimate of a stock's value at a particular point in the future .
Terminal value of the stock (or continuing value of the stock)
Linear regression
Price to cash flow
Management buyout (MBO)
40. Earnings for a given time period - minus a deduction for common shareholders' opportunity cost in generating the earnings.
Pairs arbitrage
Operating lease
Debt-to-capital ratio
Residual income (or economic profit or abnormal earnings)
41. The market in which the currency of one country is exchanged for the cur-rency of another.
Unexpected earnings (also earnings surprise)
Expectational arbitrage
Time value decay
Foreign exchange market
42. A model of stock val-uation that views a stock's intrinsic value as the present value of expected future free cash flows to equity.
Covariance matrix
Historical cost
Free cash flow to equity model
Cannibalization
43. The amount charged for the delivery of goods or services in the ordinary activities of a business over a stated period; the inflows of eco-nomic resources to a company over a stated period.
Bond equivalent yield
Revenue
Corporate raider
Currency option
44. A type of subsidiary engaged in derivatives trans-actions that is separated from the parent company in order to have a higher credit rating than the parent company.
Exercise rate or strike rate
Forward P/E (also leading P/E or prospective P/E)
Enhanced derivatives products companies (EDPC)
Purchasing power parity
45. Future benefits promised to the employee regardless of continuing service. Bene-fits typically vest after a specified period of service or a specified period of service combined with age.
Currency option
Vested benefits
Financial transaction
Multicollinearity
46. A number between 0 and 1 describing the chance that a stated event will occur.
Screening
Bond-equivalent basis
Probability
Risk premium
47. Unex-pected earnings per share divided by the standard deviation of unexpected earnings per share over a specified prior time period.
Credit risk or default risk
Receivables turnover
Standardized unexpected earnings (SUE)
Cross-product netting
48. A regression estimation technique that addresses heteroskedasticity of the error term.
Direct sales-comparison approach
Box spread
Generalized least squares
Interest rate parity
49. An option strategy involving the purchase of a Rut and a call wi th the same exercise price. A straddle is based on the expectation of high volatili ty of the underlying.
Spurious correlation
Price to book value
Straddle
Depreciation
50. A loan in which the borrower receives a sum of money at the start and pays back the entire amount with interest in a single pay-ment at maturity.
Presentation currency
Designated fair value instruments
Monopolization
Single-payment loan