fintech-algorithms
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Simple Return

Install and import#

bash
npm install fintech-algorithms
ts
import { simpleReturn } from "fintech-algorithms/foundations/financial-arithmetic-time-value-and-returns/simple-return";

Signature#

simpleReturn(input)

Measures the plain percentage gain between a starting and an ending value over one holding period.

Parameters#

NameTypeNotes
inputD00InputA plain object. Every F02 topic first reads principal, rate and periods and validates them before any per-topic branch runs. This topic then reads startValue and endValue, which must both be strictly positive; principal, rate and periods are validated but not used.

Returns#

{ simpleReturn: number; percentageReturn: number }

simpleReturn is endValue / startValue - 1 as a decimal fraction and percentageReturn is the same number expressed in percent.

Errors#

  • When input is not a plain object — throws TypeError
  • When principal is negative, periods is negative, or rate is at or below -1 — throws RangeError
  • When startValue or endValue is zero or negative — throws RangeError

Complexity: time O(1), space O(1).

Worked example#

verified This is the worked example published in the article, replayed by the test suite on every run. The output cannot drift.

Input#

input
{
  "principal": 1000,
  "rate": 0.05,
  "periods": 3,
  "compoundsPerPeriod": 12,
  "futureValue": 1200,
  "cashFlows": [-1000, 400, 400, 400],
  "startValue": 100,
  "endValue": 110,
  "returns": [0.1, -0.05, 0.08],
  "frequency": 12,
  "periodicReturn": 0.01
}

Call#

simpleReturn(input)

Returns#

object with 2 fields: simpleReturn, percentageReturn

{
  "simpleReturn": 0.10000000000000009,
  "percentageReturn": 10.000000000000009
}

Diagrams#

Simple Return — concept anatomy
Simple Return — lesson map
Simple Return — mistake contrast

Calculation flow#

Simple Return — four-part map
flowchart LR
    A["Name the input"] --> B["Apply: total return = (ending value + cash received - starting value) / starting value"]
    B --> C["Check units and boundary"]
    C --> D["Explain the output"]

How it works#

This page states the contract — how to call it correctly. The article explains the concept: why it works, and where it breaks.

Read the article →

References#

  • INVESTOR_RETURN - Annual Return — U.S. Securities and Exchange Commission
  • CFA_QM - CFA Institute Quantitative Methods Study Session — CFA Institute
  • Author-derived and synthetic boundary

The rest of the Financial Arithmetic, Time Value, and Returns family#