- risk-to-reward ratio
- Валютные операции: соотношение прибыль/риск, соотношение прибыль-риск
Универсальный англо-русский словарь. Академик.ру. 2011.
risk-to-reward ratio
Смотреть что такое "risk-to-reward ratio" в других словарях:
Risk/Reward Ratio — A ratio used by many investors to compare the expected returns of an investment to the amount of risk undertaken to capture these returns. This ratio is calculated mathematically by dividing the amount of profit the trader expects to have made… … Investment dictionary
risk-reward ratio — Relationship of substantial reward corresponding to the amount of risk taken; mathematically represented by dividing the expected return by the standard deviation. Bloomberg Financial Dictionary … Financial and business terms
Risk adjusted return on capital — (RAROC) is a risk based profitability measurement framework for analysing risk adjusted financial performance and providing a consistent view of profitability across businesses. The concept was developed by Bankers Trust in the late 1970s. Note,… … Wikipedia
Sterling Ratio — A ratio used mainly in the context of hedge funds. This risk reward measure determines which hedge funds have the highest returns while enduring the least amount of volatility. The formula is as follows: This formula uses the average for risk… … 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
Win/Loss Ratio — A ratio of the total number of winning trades to the number of losing trades. It does not take into account how much was won or lost simply if they were winners or losers. Win/Loss Ratio = Winning Trades : Losing Trades The win/loss ratio is also … Investment dictionary
Market price of risk — A measure of the extra return, or risk premium, that investors demand to bear risk. The reward to risk ratio of the market portfolio. The New York Times Financial Glossary … Financial and business terms
market price of risk — A measure of the extra return, or risk premium, that investors demand to bear risk. The reward to risk ratio of the market portfolio. Bloomberg Financial Dictionary … Financial and business terms
Sharpe ratio — The Sharpe ratio or Sharpe index or Sharpe measure or reward to variability ratio is a measure of the excess return (or risk premium) per unit of deviation in an investment asset or a trading strategy, typically referred to as risk (and is a… … Wikipedia
Modigliani risk-adjusted performance — or M2 or M2 or Modigliani–Modigliani measure or RAP is a measure of the risk adjusted returns of some investment portfolio. It measures the returns of the portfolio, adjusted for the deviation of the portfolio (typically referred to as the risk) … Wikipedia
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
