Bond equivalent yield formula

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I understand that Treasury bills are sold at a discount and that the difference between the buying price and nominal value represents the return for the investor. However I am confused with the BEY formula ((Face value – Purchase price)/Purchase price * (365/ days to maturity)) particularly the ”multiplied by 365/d”. Why do we need to annualize the return? Can’t we simply quantify in percentage how much the investor wins (by, say, doing (F-P)/F * 100) ?

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Anonymous 0 Comments

We need to annualize the return because we calculate the annual return.

You can calculate return for any period you want. Only it’s norm in finance to calculate over 1 year period of time.

The (x/365) part in the formula is there because that bond cumulate the interest on daily basis.

Also, the bond is not quoted in yield but in price.

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