Fx-impact on positions
Hi
I’m holding a multi-currency portfolio with a EUR-base currency; I’ve made up also different portfolios for shares in each currency, with their respective base currency
My understanding is you do not take into account fx-impact on positions in a multi-currency portfolio with one base currency; my check showed me that the daily gain merely gives the price impact of a non-EUR share for the day, but does not take into account fx-variations on the stock, hence under- or overestimating the true situation
Correct?
If I’m right, I really would suggest some work on this issue
Another point is that you should allow for a currency dimension within transactions with regard to a base currency
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Jean-Claude Wilmes
shared this idea
