индекс Трејнор

индекс Трејнор

A measure of the excess return per unit of risk, where excess return is defined as the difference between the portfolio's return and the risk-free rate of return over the same evaluation period and where the unit of risk is the portfolio's beta. Named after Jack Treynor.

0 0

Βελτίωση

Προσθήκη εικόνας

Μέρος του λόγου: noun
Συνώνυμο(α):
Blossary:
Κλάδος/Τομέας: Financial services
Category: General Finance
Company: Bloomberg
Προϊόν:
Ακρώνυμο-συντόμευση:

Προσθήκη στο Γλωσσάρι μου

Άλλες γλώσσες:

Σχετικοί όροι

индекс

Τραπεζική; Επενδύσεις σε Τράπεζες

Indicator which can be used to compare the value or level of a statistic with its value or level at an earlier point in time, accounting for changes due to factors such as price ...

индекс

Economy; International economics

A quantitative measure, usually of something the measurement of which is not straightforward, such as an average of many diverse prices, or a concept such as economic development ...

индекс

Mathematics; Algebra

The number represented by n in nÖb.

Јенки обврзници

Financial services; General Finance

Foreign bonds denominated in U.S. dollars and issued in the United States by foreign banks and corporations. These bonds are usually registered with the SEC. Such as, bonds issued ...

Јенки пазар

Financial services; General Finance

The foreign market in the United States.

дивидена на крајот на годината

Financial services; General Finance

A special dividend declared at the end of a fiscal year that usually represents distribution of higher-than-expected company profits.

принос

Financial services; General Finance

The percentage rate of return paid on a stock in the form of dividends, or the effective rate of interest paid on a bond or note.

крива на приносот

Financial services; General Finance

Models that can incorporate different volatility assumptions along the yield curve, such as the Black-Derman-Toy model. Also called arbitrage-free option-pricing models.

незаработена камата

Financial services; General Finance

Interest that has been received on a loan, but that cannot be treated as a part of earnings yet, because the principal of the loan has not been outstanding long enough.