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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

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

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

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

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

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

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

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

Black-Scholes formula - value of a call option for a non-dividend-paying underlying stock

The Black–Scholes /ˌblæk ˈʃoʊlz/ or Black–Scholes–Merton model is a mathematical model of a financial market containing derivative investment instruments. ... more

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