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In finance, the Sharpe ratio (also known as the Sharpe index, the Sharpe measure, and the reward-to-variability ratio) is a way to examine the performance ... more
Capital market line (CML) is the tangent line drawn from the point of the risk-free asset to the feasible region for risky ... more
In finance, the capital asset pricing model is used to determine a theoretically appropriate required rate of return of an asset, if that asset is to be ... more
In finance, the capital asset pricing model (CAPM) is used to determine a theoretically appropriate required rate of return of an ... more
In finance, volatility is a measure for variation of price of a financial instrument over time. return is a profit on an investment. It comprises any ... more
In finance, volatility is a measure for variation of price of a financial instrument over time. An implied volatility is derived from the market price of a ... more
Security market line (SML) is the representation of the capital asset pricing model. It displays the expected rate of return of ... more
Security characteristic line (SCL) is a regression line, plotting performance of a particular security or portfolio against that ... more
In finance, active return refers to that segment of the returns in an investment portfolio that is due to active management decisions made by the portfolio ... more
The Sortino ratio measures the risk-adjusted return of an investment asset, portfolio, or strategy. It is a modification of the Sharpe ratio but penalizes ... more
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