Yes.
Volume Weighted Average Price Tool
Free
Investment Banking Tool
Volume Weighted Average Price (VWAP) is a trading benchmark that calculates the average price of a security over a specified time period, taking into account both the prices at which trades occur and the corresponding trading volumes. It provides a more comprehensive view of an asset’s true average value, considering its market activity.
- Excel model
- Trading analysis
- Analysis
- Fully functional
1122
happy users
What
What is a VWAP Tool?
Volume Weighted Average Price (VWAP) is a financial indicator that helps investors and traders understand the average price at which a particular security, such as a stock or a commodity, has been traded over a defined time frame. Unlike a simple average that treats all trades equally, VWAP considers the trading volume associated with each price point, providing a more accurate representation of market activity.
Here’s a breakdown of how VWAP works:
- Time Period Selection: Traders and investors choose a specific time frame for which they want to calculate the VWAP. This could be a day, a week, or any other period.
- Price and Volume Pairing: For the chosen time frame, each trade is paired with its corresponding volume. So, if 1,000 shares were traded at $50 and 2,000 shares were traded at $51 during the selected period, you’d have a total volume of 3,000 shares.
- Weighted Calculation: The price of each trade is multiplied by its respective volume to calculate the trade’s “weighted value.” For example, the trade at $50 with 1,000 shares would contribute $50,000 (50 * 1,000) to the weighted calculation.
- Summation and Division: All the individual weighted values are summed up, and then divided by the total trading volume during the selected period. This gives you the VWAP value.
The significance of VWAP lies in its ability to provide insights into whether an investor’s trades are being executed at better or worse prices compared to the market’s average. Traders often use VWAP as a benchmark to evaluate their own trading performance. If a trader’s executions consistently fall below the VWAP, it might indicate that their trades are being executed at prices worse than the market average, and vice versa.
In institutional trading, VWAP is also used to execute large orders more effectively. Traders can split a large order into smaller parts and aim to trade them at prices close to the VWAP. This strategy aims to minimize market impact and reduce the risk of influencing the security’s price due to the large order size.
who
Who Needs a VWAP Tool?
Everyone in startup-related land needs to know about this topic. So whether you are a founder, investor or advisor, why not have a little play with this!
Details
What Does the Tool Look Like?
Here are a few images to have a little gander at for your viewing pleasure.
Need
Why Do You Need a VWAP Tool?
-
1
Efficient Analysis
- An Excel tool that calculates VWAP can provide a quick and efficient analysis of the average price at which a security has traded over a specified period.
- Instead of manually performing the calculations for each trade, the tool automates the process, saving time and reducing the chance of errors.
-
2
Customization and Flexibility
- An Excel-based VWAP tool can be customized to suit specific needs.
- Users can adjust the time frame, input historical or real-time data, and even incorporate other technical indicators for comprehensive analysis.
- Excel’s flexibility allows for tailored analysis based on trading preferences.
features
What Can the Model Do?
These are some of the features in the model.
Input Assumptions
The model is simple
- Input date, price, and volume
- Volume is cleared and sorted into ranges
- Define the ranges
Output Charts
See the results
- Volume
- % share capital traded
- % volume per year
Need
Why is My Tool Worth Getting
-
1
I Make Cool Things (and am capable)
- There is a lot of blah around by people who aren’t terribly good at Excel/PowerPoint etc
- You’ll see the attention to detail and actual thought put into what I gift you (so you aren’t wasting your time)
-
2
My Free Tools Are Better Than What Some Charge For
- I only made tools because I couldn’t find anything I would use myself
- Even if you don’t ‘actually need the tool’, the point is to teach you concepts you can apply
-
3
I Don’t Have a Hardcore Marketing Funnel
- I make tools to actually help founders
- You aren’t going to be hounded with emails to get you to buy things
- Whilst I do sell some stuff, seeing the quality I give for free is way better marketing than using fancy words to convince you
video time
Watch a Video On the Tool
There is no video yet.
read more
Read the Full Blog
This is a pretty page I have made so downloading tools is cleaner and simpler for you. I’ve moved blog details to blog(s). If you would like to read more, click on!
Professional Cap Table Model
The most detailed Excel model to to track financing rounds that you can buy on the internet so you know who owns what of your company. The tool is also great for lawyers to manage clients as it has the functionality to track all the complex changes you need to make and be auditable.
Learn more
SaaS Financial Model
SaaS startup with monthly and annual contracts. Self-onboard and sales supported customers. Think Buffer, Zapier, Hubspot, or Xero. Cohort model with all the capability you expect including expansion revenue, churn and full marketing funnel. If you are in SaaS this is a no brainer model for you. Get the enterprise SaaS model if you have a long sales cycle though.
Learn moreInvestment Banking Presentations
Learn moreAccretion Dilution Tool
Learn moreBefore and After Financial Model Tool
Learn moreChart Rebase Tool
Learn moreBoard Meeting Presentation Template
Learn moreExcel Number Format Cheat Sheet Tool
Learn moreExcel Training
Learn moreAccess
Get the VWAP Tool For Free
Fill in your details and it will be emailed to you.
I’m not sketchy, so here is everything you need to know just in case!
- It is automatically emailed to you!
- I’ll send you some emails about startup/investing after
- You can unsubscribe whenever you want
- Your data is never sold! I’m not organised to even do that lol
- You agree to all T&C legal stuff (to cover my ass)
FAQs
Check the FAQs if you are having issues. Don’t message me if “I can’t download the file”.
Is this free?
How do I download?
Fill in your name and email in the submission form and it will be emailed to you.
I didn't receive the email?
My (automated) system works. You’ve made a basic mistake.
- Check you input your email accurately
- Check your spam folder (Whitelist me if you found the email in spam)
Can I get consulting to use the file?
Yes. You can book a consulting call here:
I have feedback to improve
How do I open the file?
When you press download in an email from me, it normally saves to your Downloads folder.
So go there first to find the file.
I normally have to ZIP the file so it will work with SaaS automation systems.
So get WinZip, WinRAR, or use whatever Mac/PC offers these days. Unzip the file (Right click and press “uncompress” etc). If you don’t know how to do this, then use Google.
Once you uncompress, the ZIP file will remain, and you will see a new file (sort the download folder by date modified if confused).
I assure you that everything I provide works, so if you can’t access it, it’s a ‘you’ problem.
Can I sell / share your tools?
No.
You can share a link to this page, which would be much appreciated!
Can I share your tools on social media?
Please share the link to this page. It would be super-appreciated, but only if you like it!
If you don’t like it, then leave a comment or shoot me an email first so I can take your feedback on board first and see if I can improve!
