Market Value

Market value refers to the total value that a given Position would have if it were sold or liquidated at the market price at a given moment. It is calculated from the position's quantity and the security's last available price on the reference date.

The sum of the market value of all positions, together with the cash components and provisions, makes up the portfolio's Net Asset Value (NAV). The difference between a position's market value and its invested amount, in turn, shows how much it has gained or lost since its purchase.

In GorilaCORE, the List Position Market Values endpoint returns the market value of each position of a portfolio on a given date. With the groupBy parameter, you can group the result by broker, security, security type, asset class or security classification level, which makes it easier to build allocation views. For an economic group, use List Economic Group Positions Market Values.

For futures and forwards, the market value is zero, since the investor does not pay out the full value of the contract. To get the total exposed value of these contracts, use the marketValueType parameter with the value EXPOSURE. See Exposure.