In finance, volume-weighted average price (VWAP) is the ratio of the value of a security or financial asset traded to the total volume of transactions during a trading session. It is a measure of the average trading price for the period. Typically, the indicator is computed for one day, but it can be measured between any two points in time. The first execution based on the VWAP was in 1984 for the Ford Motor Company by James Elkins, then head trader at Abel Noser.
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| - Prix moyen pondéré en fonction du volume (fr)
- VWAP (pt)
- Volume-weighted average price (en)
- 成交量加權平均價格 (zh)
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| - En finance, le prix moyen pondéré en fonction du volume (en anglais : Volume-weighted average price, VWAP) est le rapport de la valeur d'un titre ou d'un actif financier négocié au volume total des transactions au cours d'une séance de bourse. Il s'agit d'une mesure du prix de négociation moyen pour la période. En règle générale, l'indicateur est calculé pour une période d'un jour, mais il peut être mesuré entre deux moments quelconques. La première exécution basée sur le VWAP a eu lieu en 1984 pour la Ford Motor Company par James Elkins, alors trader en chef chez Abel Noser. (fr)
- VWAP (Volume-weighted average price, do inglês Preço médio ponderado por volume), é uma medida de desempenho usada em mercados de capital que mede, como o nome sugere, o preço médio de um determinado ativo financeiro dentro de um período de tempo, ponderado pelo volume negociado. (pt)
- 成交量加權平均價格（英語：volume-weighted average price，首字母縮略字：VWAP）在金融业中是指特定时间范围内交易价值与交易总数量的比率。它是在交易期限内进行股票交易的平均价格的度量。VWAP经常被那些希望在执行过程中尽可能被动的投资者用作交易基准。许多养老基金和一些共同基金都属于此类。使用VWAP交易目标的目的是确保执行订单的交易者与市场交易量保持一致。 (zh)
- In finance, volume-weighted average price (VWAP) is the ratio of the value of a security or financial asset traded to the total volume of transactions during a trading session. It is a measure of the average trading price for the period. Typically, the indicator is computed for one day, but it can be measured between any two points in time. The first execution based on the VWAP was in 1984 for the Ford Motor Company by James Elkins, then head trader at Abel Noser. (en)
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| - En finance, le prix moyen pondéré en fonction du volume (en anglais : Volume-weighted average price, VWAP) est le rapport de la valeur d'un titre ou d'un actif financier négocié au volume total des transactions au cours d'une séance de bourse. Il s'agit d'une mesure du prix de négociation moyen pour la période. En règle générale, l'indicateur est calculé pour une période d'un jour, mais il peut être mesuré entre deux moments quelconques. La première exécution basée sur le VWAP a eu lieu en 1984 pour la Ford Motor Company par James Elkins, alors trader en chef chez Abel Noser. (fr)
- In finance, volume-weighted average price (VWAP) is the ratio of the value of a security or financial asset traded to the total volume of transactions during a trading session. It is a measure of the average trading price for the period. Typically, the indicator is computed for one day, but it can be measured between any two points in time. VWAP is often used as a trading benchmark by investors who aim to be as passive as possible in their execution. Many pension funds, and some mutual funds, fall into this category. The aim of using a VWAP trading target is to ensure that the trader executing the order does so in line with the volume on the market. It is sometimes argued that such execution reduces transaction costs by minimizing market impact costs (the additional cost due to the market impact, i.e. the adverse effect of a trader's activities on the price of a security). VWAP is often used in algorithmic trading. A broker may guarantee the execution of an order at the VWAP and have a computer program enter the orders into the market to earn the trader's commission and create P&L. This is called a guaranteed VWAP execution. The broker can also trade in a best effort way and answer the client with the realized price. This is called a VWAP target execution; it incurs more dispersion in the answered price compared to the VWAP price for the client but a lower received/paid commission. Trading algorithms that use VWAP as a target belong to a class of algorithms known as volume participation algorithms. The first execution based on the VWAP was in 1984 for the Ford Motor Company by James Elkins, then head trader at Abel Noser. (en)
- VWAP (Volume-weighted average price, do inglês Preço médio ponderado por volume), é uma medida de desempenho usada em mercados de capital que mede, como o nome sugere, o preço médio de um determinado ativo financeiro dentro de um período de tempo, ponderado pelo volume negociado. (pt)
- 成交量加權平均價格（英語：volume-weighted average price，首字母縮略字：VWAP）在金融业中是指特定时间范围内交易价值与交易总数量的比率。它是在交易期限内进行股票交易的平均价格的度量。VWAP经常被那些希望在执行过程中尽可能被动的投资者用作交易基准。许多养老基金和一些共同基金都属于此类。使用VWAP交易目标的目的是确保执行订单的交易者与市场交易量保持一致。 (zh)
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