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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

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

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

Adjusted current yield

The current yield, interest yield, income yield, flat yield, market yield, mark to market yield or running yield is a financial term used in reference to ... more

Total shareholder return

Total Shareholder Return (TSR) (or simply Total Return) is a measure of the performance of different companies’ stocks and shares ... more

Implied repo rate

A repurchase agreement, also known as a repo, RP, or sale and repurchase agreement, is the sale of securities together with an agreement for the seller to ... more

Dividend discount model ( Gordon growth model)

The dividend discount model is a method of valuing a company’s stock price based on the theory that its stock is worth the sum of all of its future ... more

Current yield

The current yield, interest yield, income yield, flat yield, market yield, mark to market yield or running yield is a financial term used in reference to ... 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

Dow Jones Industrial Average

The Dow Jones Industrial Average is a stock market index, and one of several indices created by Wall Street Journal editor and Dow Jones & Company ... more

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

Tier 1 capital

Tier 1 capital is the core measure of a bank’s financial strength from a regulator’s point of view. It is composed of core capital, which ... more

Cauchy–Lorentz standar distribution (cumulative distribution function)

In probability and statistics,the Cauchy distribution, is a continuous probability distribution. The simplest Cauchy distribution is called the standard ... more

Net Profit Margin

Profit margin, net margin, net profit margin or net profit ratio all refer to a measure of profitability. It is calculated by finding the net profit as a ... more

Net Profit Margin - with cost

Profit margin, net margin, net profit margin or net profit ratio all refer to a measure of profitability. It is calculated by finding the net profit as a ... more

Profit percentage

Profit percentage is the percentage of cost price that one gets as profit on top of cost price. Profit percentage is calculated with cost price taken as ... more

Equation of exchange

Monetarists assert that the empirical study of monetary history shows that inflation has always been a monetary phenomenon. The quantity theory of money, ... more

Equation of exchange ( in transactions form)

The quantity theory of money, says that any change in the amount of money in a system will change the price level. The equation of exchange is the ... more

Benford's Law

Benford’s Law, also called the First-Digit Law, refers to the frequency distribution of digits in many (but not all) real-life sources of data. In ... more

Earnings per share (basic formula)

Earnings per share is the monetary value of earnings per each outstanding share of a company’s common stock. When preferred shares are cumulative, ... more

Security characteristic line

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

Cauchy–Lorentz distribution (cumulative distribution function)

In probability and statistics,the Cauchy distribution, is a continuous probability distribution. The Cauchy distribution is often used in statistics as the ... 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

Rule of 70 ( estimating the time for money's buying power to halve)

Purchasing power (sometimes retroactively called adjusted for inflation) is the number of goods or services that can be purchased with a unit of currency. ... more

Cost of equity

The cost of capital is a term used in the field of financial investment to refer to the cost of a company’s funds (both debt and equity). Equity is ... more

Geometric Kurtosis - 4th moment

Is a measure that describes the “tailedness” of the probability distribution of a real-valued random variable. Geometric mean size (1st moment) ... more

Arithmetic Standard Deviation - 2nd moment

Shows how much variation or dispersion from the average exists, on the particles’ size distribution of a soil, in metric scale. Arithmetic mean size (1st ... more

Beta (financial elasticity)

In finance, the beta (β) of an investment is a measure of the risk arising from exposure to general market movements as opposed to idiosyncratic factors. ... more

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