1) Financial ratio
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https://www.crosswordclues.com/clue/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 of an investment by adjusting for its risk. The ratio measures the excess return (or risk premium) per unit of deviation in an investment asset or a trading strategy, typically referred to as ri...
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http://en.wikipedia.org/wiki/Sharpe_ratio
The ratio of the relative return a portfolio to the standard deviation of expected returns....
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http://moneyterms.co.uk/s/
A measure of a portfolio`s excess return relative to the total variability of the portfolio. Related: Treynor index. Named after William Sharpe, Nobel Laureate, and developer of the capital asset pricing model.
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http://www.duke.edu/~charvey/Classes/wpg/bfgloss.htm
Computed in context of the Sharpe-Linter CAPM. Defined for an asset portfolio a that has mean m
a, standard deviation s
a, and with risk-free rate r
f by: [m
a-r
f]/s
a Higher Sharpe ratios are more desirable to the in...
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http://www.econterms.com/glossary.cgi?query=Sharpe+ratio
A measure of a portfolio's excess return relative to the total variability of the portfolio. Related: treynor index
Found on
http://www.encyclo.co.uk/local/20047
A statistical measure which attempts to show the performance of a portfolio`s return in risk adjusted terms. It is calculated by dividing the portfolio`s excess return over the risk-free rate by the risk (i.e. standard deviation) of portfolio returns. The higher the Sharpe Ratio, the better the portfolio`s return in risk adjusted terms. A Sharpe Ra...
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http://www.encyclo.co.uk/local/20174
Measure of the total risk/reward trade-off calculated as the excess return over a risk free rate of return divided by the variability/volatility of the asset or security. The higher the number the greater the reward relative to risk.
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http://www.encyclo.co.uk/local/20211
A measure of a portfolio's excess return relative to the total variability of the portfolio. Related
Found on
http://www.encyclo.co.uk/local/22402
No exact match found.
