- standard deviation of return
- Бухгалтерия: среднеквадратическое отклонение дохода
Универсальный англо-русский словарь. Академик.ру. 2011.
standard deviation of return
Смотреть что такое "standard deviation of return" в других словарях:
Standard deviation — In probability and statistics, the standard deviation is a measure of the dispersion of a collection of values. It can apply to a probability distribution, a random variable, a population or a data set. The standard deviation is usually denoted… … Wikipedia
Standard Deviation — 1. A measure of the dispersion of a set of data from its mean. The more spread apart the data, the higher the deviation. Standard deviation is calculated as the square root of variance. 2. In finance, standard deviation is applied to the annual… … Investment dictionary
Downside Deviation — A measure of downside risk that focuses on returns that fall below a minimum threshold or minimum acceptable return (MAR). It is used in the calculation of a risk measure known as the Sortino Ratio. Standard deviation, the most widely used… … Investment dictionary
Risk-return spectrum — The risk return spectrum is the relationship between the amount of return gained on an investment and the amount of risk undertaken in that investment.fact|date=September 2007 The more return sought, the more risk that must be undertaken.The… … Wikipedia
Relative return — is a measure of the return of an investment portfolio relative to a theoretical passive reference portfolio or benchmark.In active portfolio management, the aim is to maximize the relative return (often subject to a risk constraint). In passive… … Wikipedia
Risk-Adjusted Return — A concept that refines an investment s return by measuring how much risk is involved in producing that return, which is generally expressed as a number or rating. Risk adjusted returns are applied to individual securities and investment funds and … Investment dictionary
Non-standard cosmology — Physical cosmology Universe · Big Bang … Wikipedia
Modern portfolio theory — Portfolio analysis redirects here. For theorems about the mean variance efficient frontier, see Mutual fund separation theorem. For non mean variance portfolio analysis, see Marginal conditional stochastic dominance. Modern portfolio theory (MPT) … Wikipedia
Roy's safety-first criterion — is a risk management technique that allows you to select one portfolio over another based on the criteria that the probability of the return of the portfolios falling below a minimum desired threshold is minimized.In other words, say you have two … Wikipedia
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
Rounding — This article is about numerical rounding. For lip rounding in phonetics, see Labialisation. For other uses, see Rounding (disambiguation). Rounding a numerical value means replacing it by another value that is approximately equal but has a… … Wikipedia
