volatility ratio


volatility ratio

фр. coefficient bêta; degré de volatilité

исп. coeficiente de inestabilidad

показатель изменчивости; коэффициент бета

Представляет собой показатель неустойчивости курса определенной акции по сравнению с остальным рынком.


Финансы и долги. — М.: Весь мир. 1997.

Смотреть что такое "volatility ratio" в других словарях:

  • Volatility Ratio — A technical indicator used to identify price ranges and breakouts. The volatility ratio uses a true price range to determine a stock s true trading range and is able to identify situations where the price has moved out of this true range. The… …   Investment dictionary

  • Reward to Volatility Ratio — Die von Jack L. Treynor 1965 erstmals aufgestellte Treynor Ratio (auch Treynor Maß oder Reward to Volatility Ratio) ist eine auf dem Capital Asset Pricing Model (CAPM) aufbauende finanzwirtschaftliche Kennzahl. Sie bezeichnet das Verhältnis der… …   Deutsch Wikipedia

  • Reward-to-volatility ratio — Ratio of excess return to portfolio standard deviation. The New York Times Financial Glossary …   Financial and business terms

  • reward-to-volatility ratio — Ratio of excess return ( excess returns) to portfolio standard deviation. Bloomberg Financial Dictionary …   Financial and business terms

  • Ratio De Treynor — Sommaire 1 Introduction 2 Formule et explications // Introduction Jack Treynor est un économiste qui en 1965 créa le ratio suivant, qui porta son nom ratio de Treynor (appelé aussi reward t …   Wikipédia en Français

  • Ratio de treynor — Sommaire 1 Introduction 2 Formule et explications // Introduction Jack Treynor est un économiste qui en 1965 créa le ratio suivant, qui porta son nom ratio de Treynor (appelé aussi reward t …   Wikipédia en Français

  • Ratio de Treynor — Le ratio de Treynor est un indicateur financier utilisé pour évaluer la rentabilité d un portefeuille. Sommaire 1 Introduction 2 Formule et explications 3 Voir aussi 3.1 Articles connexes …   Wikipédia en Français

  • Ratio spread — The ratio spread is a strategy in options trading that involves buying some number of options and selling a larger number of other options of the same underlying market and (usually) the same expiration date, but of a different strike price.… …   Wikipedia

  • Ratio Call Write — An option strategy in which an investor owns shares in the underlying stock and writes more at the money call options than the amount of underlying shares owned. The goal of a ratio call write is to capture the premiums received by the option… …   Investment dictionary

  • Treynor Ratio — A ratio developed by Jack Treynor that measures returns earned in excess of that which could have been earned on a riskless investment per each unit of market risk. The Treynor ratio is calculated as: (Average Return of the Portfolio Average… …   Investment dictionary

  • Treynor ratio — The Treynor ratio is a measurement of the returns earned in excess of that which could have been earned on a riskless investment (i.e. Treasury Bill) (per each unit of market risk assumed).The Treynor ratio (sometimes called reward to volatility… …   Wikipedia

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