Zum Inhalt springen
Zerotoinvest
DEEN

Stage 0

72 questions

What three functions does money serve?

Medium of exchange, unit of account, and store of value. It performs the last one worst.

What money actually is

Where is most money actually created?

At commercial banks, through lending, not at the central bank.

What money actually is

Does a larger money supply necessarily lead to inflation?

No. Velocity of circulation and real output also change. The relationship is real, but not mechanical.

What money actually is

At 3.5 percent inflation, how long until purchasing power halves?

About twenty years, since 70 divided by 3.5 is 20.

Why saving in a bank account means losing money

What's the real return at 2 percent interest and 3 percent inflation?

Roughly minus one percent. Despite the interest credit, you're losing purchasing power.

Why saving in a bank account means losing money

Why does your personal inflation rate often differ from the official one?

Because the official rate measures an average basket of goods, and your own spending pattern differs from it.

Why saving in a bank account means losing money

Down 50 percent, then up 50 percent. Where do you stand?

At 75 percent of the starting value. The simple average of zero doesn't hold.

What return actually means

Which average describes your actual result over several years?

The geometric mean, meaning the annualized return.

What return actually means

Why is volatility mathematically expensive?

Because the geometric return falls below the expected return as volatility rises, by roughly σ²/2.

What return actually means

How long does it take to double your money at 8 percent?

About nine years, since 72 divided by 8 is 9.

Compound interest

Why is the gain in the final years the largest?

Because the annual gain is calculated on capital that's already grown, and so it grows exponentially in its own right.

Compound interest

Why do fees have such a strong effect over long periods?

Because they use the same exponential mechanism, just against you.

Compound interest

Why isn't individual-stock risk compensated?

Because it can be avoided through diversification. The market pays no premium for avoidable risk.

Risk and return are linked

Does higher risk automatically mean more return?

No. It means a higher expectation with a wider spread of possible outcomes, including very bad ones.

Risk and return are linked

What follows for offers of high, safe returns?

That something is wrong. Such combinations don't survive competition for long.

Risk and return are linked

Does a company get money when you buy its stock?

Only at the IPO or a capital increase. In normal trading, your money goes to the previous owner.

What a stock exchange is

What exactly does the displayed price tell you?

The price at which the most recent trade happened. It doesn't mean any quantity could be traded at that price.

What a stock exchange is

Why isn't comparing order fees enough?

Because the spread and execution quality create additional costs that aren't itemized.

What a stock exchange is

What do you actually own with a stock?

A share of the company, with voting rights, a claim on dividends, and a subordinate claim on any remaining assets.

What a stock is

Where do you stand as a shareholder in a bankruptcy?

Dead last. Every creditor gets paid first, then shareholders.

What a stock is

What drives stock returns over ten years and more?

Essentially dividend yield and earnings growth. Valuation swings matter less and less over time.

What a stock is

Why does a bond's price fall when interest rates rise?

Because new bonds offer more. The present value of the old, lower-paying cash flows drops accordingly.

What a bond is

What does modified duration measure?

Roughly, the percentage price change per percentage-point change in yield.

What a bond is

Which risk disappears if you hold to maturity, and which doesn't?

Interest-rate risk disappears; credit risk remains.

What a bond is

Which risk does a broad ETF remove, and which doesn't it?

It removes the risk of individual companies; it doesn't remove the risk of the overall market.

What an ETF is

What happens to your ETF if the provider goes bankrupt?

Nothing. An ETF is a segregated asset pool and doesn't fall into the bankruptcy estate.

What an ETF is

Why is tracking difference more informative than the cost ratio?

Because it measures the actual deviation from the index, capturing securities-lending income and tax effects too.

What an ETF is

Why is the case against active funds arithmetic rather than empirical?

Because all active portfolios together make up the market. After costs, they must on average fall behind.

Why active funds usually underperform

What is survivorship bias in this statistic?

Closed or merged funds vanish from the data, making the active side look better than it actually was.

Why active funds usually underperform

Does the past help pick a good fund?

Barely. The persistence of past outperformance is empirically weak.

Why active funds usually underperform

What problem does the technology behind cryptocurrencies solve?

Double-spending the same balance, without needing a trusted central authority.

What a cryptocurrency is

Why is a coin harder to value than a stock?

Because there's no cash-flow stream from which a present value could be derived.

What a cryptocurrency is

What risk do you mainly carry with a stablecoin?

A credit risk: it depends on whether the backing reserves actually exist and are verifiable.

What a cryptocurrency is

Why can't an old entry be changed unnoticed?

Because every block contains the hash of the one before it. A change would invalidate the entire chain that follows.

Blockchain without the jargon

What's the difference between proof of work and proof of stake?

One creates economic weight through computing effort, the other through posted capital that's forfeited on misbehavior.

Blockchain without the jargon

What is the oracle problem?

A blockchain can secure the consistency of its entries, but can't verify whether they match reality.

Blockchain without the jargon

Where does a long-term investor's return come from?

From the risk premium and the actual value companies create. All long-term investors can win at the same time.

Investing and trading are two different things

Why is short-term trading a negative-sum game after costs?

Because every gain is matched by a loss, plus spread, fees, and taxes on top.

Investing and trading are two different things

What question should you ask yourself before every trade?

What exactly is my edge over the person on the other side of this trade.

Investing and trading are two different things

What did Barber and Odean find in their analysis?

Investors with the highest trading turnover performed worst, and the most passive ones performed best.

Why most people should invest, not trade

What's the return gap between funds and fund investors?

Investors earn less than their own fund does, because they buy after gains and sell after declines.

Why most people should invest, not trade

Why is exiting during a decline so costly?

Because the strongest recovery days fall disproportionately during periods of high uncertainty, when you're then not invested.

Why most people should invest, not trade

Why can a price fall on good news?

Because the market had expected even better news. The expectation was already priced in.

Why prices move

What does the semi-strong form of market efficiency claim?

That all publicly available information is already reflected in prices.

Why prices move

What does that mean for you in practice?

That trading on publicly known news gives you no edge.

Why prices move

What do market makers earn from?

The spread and fees from trading venues, not from betting on direction.

Who really moves the markets

What does adverse selection mean in trading?

That the other side tends to trade precisely when it's advantageous for them, meaning generally to your disadvantage.

Who really moves the markets

Why doesn't the other side matter for long-term investing?

Because the return comes from the risk premium and the value companies create, not from outsmarting anyone.

Who really moves the markets

At what decline is a bear market usually said to begin?

Roughly twenty percent from the last high. That's a convention, not a signal.

Bull market, bear market, crash, bubble

What mechanism causes bubbles to burst?

Leveraged positions force sales as prices fall, which triggers further declines.

Bull market, bear market, crash, bubble

How is a bubble best identified in real time?

Less by high valuations than by the extent of debt financing in the market.

Bull market, bear market, crash, bubble

What is the disposition effect?

The tendency to hold losing positions and sell winning ones too early.

The classic beginner mistakes

Why does raising your stake after a loss lead to ruin?

Because expected value stays negative and capital is finite. Repeated application ends in total loss with certainty.

The classic beginner mistakes

What's the value of a rule written down in advance?

That it doesn't get renegotiated in the moment of emotional pressure.

The classic beginner mistakes

What suits a fixed-term deposit, and what doesn't?

Money with a known date. Not the emergency fund, since you can't access it.

Savings accounts and fixed-term deposits

What should you watch for with deposit insurance?

That several brands can belong to the same institution, so protection doesn't multiply as a result.

Savings accounts and fixed-term deposits

What typically remains, in real terms, after tax?

Often around or below zero. Interest accounts usually don't preserve purchasing power.

Savings accounts and fixed-term deposits

Why can't gold be valued like a stock?

Because there's no cash-flow stream from which a present value could be calculated.

Gold and precious metals

How do rising real interest rates affect the gold price?

They raise the opportunity cost of holding it and tend to weigh on the price.

Gold and precious metals

Where does gold's portfolio benefit come from?

From its low, sometimes negative correlation to stocks, not from an expected return.

Gold and precious metals

What does contango mean?

Later futures contracts trade more expensively than earlier ones. Every renewal of the position then costs money.

Commodities

Can a commodity fund lose money even as the commodity gets more expensive?

Yes. Negative roll yield can eat up the spot-price gain.

Commodities

Are commodities a reliable inflation hedge?

The evidence is mixed and depends heavily on the time period and the index's composition.

Commodities

Why is gross rental yield misleading?

Because it excludes transaction costs, upkeep, management, and vacancy. Only net rental yield is informative.

Real estate and REITs

When does debt financing work against the owner?

When the loan rate exceeds the property's yield, for instance on a more expensive refinancing.

Real estate and REITs

Why do direct properties appear more stable than REITs?

Because they're valued only rarely. The smoothing is a measurement effect, not lower actual volatility.

Real estate and REITs

Why are return indices for collectibles distorted?

Because they're based on repeat sales. Items with no demand never show up in them.

Collectibles and tangible assets

How high are typical auction trading costs?

Buyer's premium and seller's commission combined often run twenty to thirty percent.

Collectibles and tangible assets

What's the information-asymmetry problem here?

Authenticity and quality are hard to verify. The uninformed buyer bears that uncertainty.

Collectibles and tangible assets

What's the most important dividing line between asset classes?

Whether the asset generates a cash flow, or depends purely on price.

All asset classes compared

Why is illiquidity doubly dangerous?

Because your own need for liquidity and the deterioration in tradability typically hit at the same time.

All asset classes compared

Where does the benefit of a portfolio addition come from?

From its contribution to overall volatility, meaning its correlation, not its standalone return.

All asset classes compared

Other topics