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Discount factor

The multiplier that converts a future amount into a present one: the further away the date and the higher the rate, the smaller it is.

Formula

DF_t = \frac{1}{(1 + r)^t}

The rate per period and the period number. The factor is stored as a fraction of one and is always below one while the rate is positive.

How to read the number

Shows plainly why distant forecast years barely affect a valuation while the near ones decide it.

When the metric lies

An annual factor cannot be applied to a quarterly flow: the rate and the period have to be brought to the same frequency.

Also known as: present value factor

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