standard deviation of returns 释义 [财]收入标准差 行业词典 金融 收入标准差
If the comparison period is 5 years, there are 60 monthly returns. The standard deviation of returns for the calculation object uses the formula:The object's standard deviation is a combination of the value weight and return standard deviation of each investment in the object. It is also a ...
This article examines the short-term and long-term impact of demonetization on the daily and monthly returns of the Standard & Poor Bombay Stock Exchange (S&P BSE) Realty Index, India's leading real estate index. Demonetization is supposed to result in a liquidity crunch in the market and hav...
Moreover, in a recent study of Bali et al. (2016), the monthly returns using a short-term reversal are 2.69 % for the time period 1963-2012. Evidently, these returns have been quite stable over time. Further, standard empirical asset pricing models are unable to link the returns from ...
而在统计学上,资产价格的历史波幅就是经年度化的(Annualized)价格回报率标准差(Standard Deviation of Returns)。举例说,… zhidao.baidu.com|基于9个网页 2. 报酬标准差 c.报酬标准差(standard deviation of returns): 由於没有重大亏损的关系, 获利稳定度比往年都要来得好a. CAGR% : 只能继续自 … ...
Bond ratings are grades given to bonds on the basis of the creditworthiness of the government, municipality, or corporation issuing them. The ratings are assigned by independent rating agencies (in the United States the largest are Standard & Poor’s and Moody’s Investors Service), and they ge...
In the warehouse, the standard process is used to perform a physical receipt. Ledger postings are generated if the inventory model group (Post physical inventory) and the Accounts receivable parameters (Post packing slip in ledger) are set appropriately. ...
Answer to: What is the standard deviation of returns of a 4-stock portfolio (each stock being equally weighted) that produced returns of 20%, 20%,...
What is considerably more complex is estimating the impact of fees on the daily returns of the portfolio. Performance and Fees Suppose an investor analyzes monthly returns of the S&P 500 over the past three years and finds that the average monthly return is 0.9%, and the standard deviation...
"Calculating expected returns and the standard deviation can be a useful exercise so that the investor knows whether their portfolio is on or near the efficient frontier," saidDavid Tenerelli,a certified financial planner at Strategic Financial Planning in Plano, Texas. The efficient frontier is a...