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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
Security characteristic line (SCL) is a regression line, plotting performance of a particular security or portfolio against that ... more
Security market line (SML) is the representation of the capital asset pricing model. It displays the expected rate of return of ... more
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
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
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
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
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
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