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Test your basic knowledge |
CFA Level2 Vocab
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Study First
Subjects
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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. A specifi-cation of how 'value' is to be understood in the context of a specific valuation.
Retail method
Definition of value (or standard of value)
Free cash flow method
Portfolio selection/composition problem
2. A ratio of an ending price over a beginning price; it is equal to 1 plus the holding period return on the asset.
Investment constraints
Investment strategy
Annuity due
Price relative
3. An option strategy that is equiva-lent to a short butterfly spread.
Sandwich spread
Takeover
Locked limit
Convenience yield
4. A financial statement that reconciles the beginning-of-period and end-of-period balance sheet values of shareholders' equity; provides information about all factors affecting shareholders' equity.
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5. The allocation of funds to rela-tively long-range projects or investments.
Fixed asset turnover
Catalyst
Working capital management
Capital budgeting
6. A test that is not concerned with a parameter - or that makes minimal assumptions about the population from which a sam Ie comes.
Nonparametric test
Net book value
Market timing
Autoregressive (AR) model
7. The rule that the joint probability of events A and B equals the probability of A given B times the probability of B.
Multiplication rule for probabilities
Premise of value
Rejection point (or critical value)
Independent and identically distributed (l
8. The investigation of issues relating to the accuracy of reported accounting results as reflections of economic per-formance; quality of earnings analysis is broadly understood to include not only earnings manage-ment - but also balance sheet manageme
Quality of earnings analysis
White knight
Direct write-off method
Receiver swaption
9. The time remaining in the life of a derivative - typically expressed in years.
Financial flexibility
Just-in-time method
Time to expiration
Sole proprietorship
10. The principle that the approximate num-ber of years necessary for an investment to double is 72 divided by the stated interest rate.
Strangle
Economic sectors
Offsetting
Rule of 72
11. When settling a contract - the risk that one party could be in the process of paying the counterparty while the counterparty is declar-ing bankruptcy.
Performance appraisal
Settlement risk
Operating cycle
Present value (PV)
12. Each component call option in a cap.
Inventory turnover
Cost of capital
Caplet
Active specific risk or asset selection risk
13. Amounts owed to the company from parties other than customers.
Economic growth
Other receivables
Bundling
Market value of invested capital
14. The period benefited~y the employee's service - usually th e period between the grant date and the vesting date.
Futures commission merchants (FCMs)
Quartiles
Service period
Tracking error
15. A model of intrinsic value that views the value of an asset as the present value of the asset's expected future cash flows.
Present value model or discounted cash flow model
Cash ratio
Beta
Estimation
16. Common-size analysis using only one reporting period or one base financial state-ment; fo r example - an income statement in which all items are stated as percentages of sales.
Private sector surplus or deficit
Balance sheet ratios
Vertical analysis
Accrued expenses (accrued liabilities)
17. 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.
Efficient frontier
Nominal risk-free interest rate
Optimizer
Salvage value
18. Net operating income less debt service and less taxes payable on income from operations.
After-tax cash flow (ATCF)
Expenses
Purchased in-process research and development costs
Sell-side analysts
19. The slope of the capital market line - indicating the market risk premium for each unit of market risk.
Median
Capital account
Market price of risk
Functional currency
20. Amounts owed by a business to credi-tors as a result of borrowings that are evidenced by (short-term) loan agreements. n-Period moving average The average of the current and immediately prior n - 1 values of a time series.
Net lender
Price to book value
Multiple
Notes payable
21. The probability that an asset's value moves down in a model of asset price dynamics.
Skewed
Cost of equity
Down transition probability
Purchase method
22. A fUl !lction giving the probability of joint occurrences of values of stated random variables.
Earnings expectation management
Residual autocorrelations
Liquidity risk
J oint probability function
23. An act passed by the U.S. Congress in 1934 that created the Securi-ties and Exchange Commission (SEC) - gave the SEC authority over all aspects of the securities industry - and empowered the SEC to require peri-odic reporting by companies with public
Securities Exchange Act of 1934
World Trade Organization
Horizontal merger
Market share test
24. Costs borne by owners to moni tor the management of the company (e.g. - board of director expenses).
Debt incurrence test
Monitoring costs
Interest rate put
Arbitrage portfolio
25. The condition in futures markets in which futures prices are lower than expected spot prices.
Normal backwardation
J oint probability function
Sampling distribution
Number of days of receivables
26. The buyer of a derivative contract. Also refers to the position of owning a derivative.
Mismatching strategy
Free cash flow to equity model
Negative serial correlation
Long
27. A country's record of international trading - borrowing - and lending.
Probability distribution
Linear interpolation
Balance of payments accounts
Put-call parity
28. The process of valuing long-lived assets at fair value - rather than at cost less accumulated depreciation. Any resulting profit or loss is either reported on the income statement and/or through equity under revaluation surplus.
Revaluation
Pairs arbitrage
Screening
Option price - option premium - or premium
29. Hirschman Index A measure of rna ket concentration that is calculated by summing the squared mar et shares for competing companies in an industry; high HHI readings or mergers that would result in large HHI increases are more likely to result in regu
Creditworthiness
Her rmdahl-
Financial leverage ratio
Cost of debt
30. Aka also enterprise risk management.
Enterprise value (EV)
Centralization permits economies of scale and allows a company to use some of its risks to offset other risks.
Tie-in sales
One-sided hypothesis test (or one-tailed hypothesis test)
31. A mean computed after assigning a stated percent of the lowest values equal to one specified low value - and a stated percent of the highest values equal to one specified high value.
Clientele effect
Backtesting
Normalized earnings per share (or normal earnings per share)
Winsorized mean
32. Quantiles that divide a distribution into five equal parts.
Principal
Projected benefit obligation
Quintiles
Purchasing power gain
33. A method of valuing prop-erty based on site value plus current construction costs less accrued depreciation.
Screening
Nominal rate
Direct debit program
Cost approach to value
34. 1) The simultaneous purchase of an undervalued asset or portfolio and sale of an over-valued but equivalent asset or portfolio - in order to obtain a riskless profit on the price differential. Taking advantage of a market inefficiency in a risk-free
Arbitrage
Confidence interval
Chain rule of forecasting
Standardized beta
35. Valuation indi-cators that compare a stock's performance during a period either to its own past performance or to the performance of some group of stocks.
Benchmark
Sampling
Outcome
Relative strength (RSTR) indicators
36. The status of a company in the sense of whether it is assumed to be a going con-cern or not.
Deciles
Future value (FV)
No-growth company
Premise of value
37. A solvency ratio calculated as total debt divided by total debt plus total share-holders ' equi ty.
Debt with warrants
Long
Debt-to-capital ratio
Trailirig dividend yield
38. The science of describing - analyzing - and drawing conclusions from data; also - a collection of numerical data.
Accelerated methods of depreciation
Managerialism theories
Statistics
Markowitz decision rule
39. European option An option contract that can only be exercised on its expiration date.
Partnership
Diluted shares
European-style option or
Sole proprietorship
40. A bar chart of data that have been grouped into a frequency distribution.
Delta
Conglomerate merger
Histogram
Friendly transaction
41. The unlevered beta; reflects the business risk of the assets; the asset's systematic risk.
Asset beta
Carrying amount (book value)
Impairment
Sinking fund factor
42. A method of identifying the basic elements of the overall capitalization rate.
Mean absolute deviation
Specific identification method
Built-up method
Quartiles
43. ROA) A prof-itability ratio calculated as operating income divided by average total assets.
Put-call-forward parity
Method based on forecasted fundamentals
Operating return on assets (operating
Opportunity cost
44. Not symmetrical.
Buy-side analysts
Monetary assets and liabilities
Antidilutive
Skewed
45. The ratio of the market value of debt and equity to the replacement cost of total assets.
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46. A merger or acquisition that is to be paid for with cash - securities - or some combina-tion of the two.
Fundamental beta
Mixed offering
Top-down investing
Homogenization
47. An updated probability that reflects or comes after new information.
Upstream
Posterior probability
Linear association
Cash basis
48. In the context of inventory management - the need for inventory as part of the routine production-sales cycle.
Illiquidity discount
Model risk
Gross domestic product
Transactions motive
49. Observations over individual units at a point in time - as opposed to time-series data.
Instability in the minimum-variance frontier
Vesting date
Cross-sectional data
Other post-employment benefits
50. A swap in which the floating payments have a lower limit.
Private sector surplus or deficit
Floored swap
Provision
Measure of location