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Sharpe ratio

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)

Capital market line (CML) is the tangent line drawn from the point of the risk-free asset to the feasible region for risky ... more

Capital asset pricing model

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

Capital asset pricing model ( including size premium and specific risk)

In finance, the capital asset pricing model (CAPM) is used to determine a theoretically appropriate required rate of return of an ... more

Annualized volatility

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

Generalized volatility for time T

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)

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

Security characteristic line (SCL) is a regression line, plotting performance of a particular security or portfolio against that ... more

Active return

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

Sortino ratio

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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