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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

Security characteristic line

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

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

Holding period return

In finance, holding period return (HPR) is the total return on an asset or portfolio over the period during which it was held. It ... more

Annualizing the holding period return

In finance, holding period return (HPR) is the total return on an asset or portfolio over the period during which it was held. It ... 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

Annualisation of logarithmic retururn

In finance, return is a profit on an investment. It comprises any change in value, and interest or dividends or other such cash flows which the investor ... more

Relation between a rate of return and a return over a period of time ( reinvested)

In finance, return is a profit on an investment. It comprises any change in value, and interest or dividends or other such cash flows which the investor ... 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

Return over a single period

In finance, return is a profit on an investment. return is also used to refer to a profit on an investment, expressed as a proportion of the amount ... 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

Logarithmic rate of return

In finance, return is a profit on an investment. It comprises any change in value, and interest or dividends or other such cash flows which the investor ... more

Financial leverage

In finance, leverage is a general term for any technique to multiply gains and losses. Most often it involves buying more of an asset by using borrowed ... more

Logarithmic compounded return ( force of interest)

In finance, return is a profit on an investment. It comprises any change in value, and interest or dividends or other such cash flows which the investor ... 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

G-measure

The G-measure is the geometric mean of Recall and Precision. Precision (also called positive predictive value) is the fraction of retrieved instances that ... more

Arithmetic Mean Return

Compound annual growth rate is a business and investing specific term for the geometric progression ratio that provides a constant rate of return over the ... more

F1 score

In statistical analysis of binary classification, the F1 score (also F-score or F-measure) is a measure of a test’s accuracy. It considers both the ... more

AC Power

In alternating current circuits, energy storage elements such as inductance and capacitance may result in periodic reversals of the direction of energy ... 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

Discounting

Discounting is a financial mechanism in which a debtor obtains the right to delay payments to a creditor, for a defined period of time, in exchange for a ... more

Critical Damping Coefficient (related to the natural frequency)

A harmonic oscillator is a system that, when displaced from its equilibrium position, experiences a restoring force, proportional to the displacement. If a ... more

Critical Damping Coefficient

A harmonic oscillator is a system that, when displaced from its equilibrium position, experiences a restoring force, proportional to the displacement. If a ... more

Subtraction

Subtraction is one of the four basic binary operations; it is the inverse of addition, meaning that if we start with any number and add any number and then ... more

Gravity measurement with seconds pendulum (Kater's pendulum))

A seconds pendulum is a pendulum whose period is precisely two seconds; one second for a swing in one direction and one second for the return swing, a ... more

Compound annual growth rate

Compound annual growth rate is a business and investing specific term for the geometric progression ratio that provides a constant rate of return over the ... more

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