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1 индекс испаряемости
Русско-английский словарь нормативно-технической терминологии > индекс испаряемости
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2 индекс испаряемости
Русско-английский политехнический словарь > индекс испаряемости
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3 индекс испаряемости
Engineering: volatility index, volatility numberУниверсальный русско-английский словарь > индекс испаряемости
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4 risk-adjusted return on capital
Finreturn on capital calculated in a way that takes into account the risks associated with income.EXAMPLEBeing able to compare a high-risk, potentially high-return investment with a low-risk, lower-return investment helps answer a key question that confronts every investor: is it worth the risk?There are several ways to calculate riskadjusted return. Each has its strengths and shortcomings. All require particular data, such as an investment’s rate of return, the risk-free return rate for a given period, and a market’s performance and its standard deviation.The choice of calculation depends on an investor’s focus: whether it is on upside gains or downside losses.Perhaps the most widely used is the Sharpe ratio. This measures the potential impact of return volatility on expected return and the amount of return earned per unit of risk. The higher a fund’s Sharpe ratio, the better its historical risk-adjusted performance, and the higher the number the greater the return per unit of risk. The formula is:(Portfolio return – Risk-free return)/Std deviation of portfolio return = Sharpe ratioTake, for example, two investments, one returning 54%, the other 26%. At first glance, the higher figure clearly looks like the better choice, but because of its high volatility it has a Sharpe ratio of 0.279, while the investment with a lower return has a ratio of 0.910. On a risk-adjusted basis the latter would be the wiser choice.The Treynor ratio also measures the excess of return per unit of risk. Its formula is:(Portfolio return – Risk-free return)/ Portfolio’s beta = Treynor ratioIn this formula (and others that follow), beta is a separately calculated figure that describes the tendency of an investment to respond to marketplace swings. The higher beta the greater the volatility, and vice versa.A third formula, Jensen’s measure, is often used to rate a money manager’s performance against a market index, and whether or not a investment’s risk was worth its reward. The formula is:(Portfolio return – Risk-free return) – Portfolio beta × (Benchmark return – Riskfree return) = Jensen’s measureThe ultimate business dictionary > risk-adjusted return on capital
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5 индекс
identification, index, identification mark, index mark, number, ( моды) order* * *и́ндекс м.1. мат. indexи́ндекс ука́зывает на систе́мные набо́ры да́нных — the index references to system data sets2. стат. index numberве́рхний и́ндекс — upper index, superscriptи́ндекс выцвета́ния — fading indexи́ндекс вя́зкости — viscosity indexи́ндекс гра́ни криста́лла — crystal-face indexи́ндекс за́данного ку́рса навиг. — heading [HDG] command markerи́ндекс инфильтра́ции — infiltration indexи́ндекс испаря́емости — volatility indexи́ндекс итера́ции мат. — iteration indexи́ндекс местоположе́ния (четырёхбуквенный индекс ИКАО для обозначения местоположения стационарной станции) — location indicator (a four-letter ICAO code group assigned to the location of a aeronautical station)ми́ллеровские и́ндексы — Miller indexesмла́дший и́ндекс ( при двойной индексации) вчт. — fine indexи́ндекс модуля́ции ( в частотной модуляции) — modulation indexнадстро́чный и́ндекс — superscriptнемо́й и́ндекс мат. — dummy [umbral] indexни́жний и́ндекс — subscriptни́жний, ле́вый и́ндекс — presubscript, presub, preceding subscriptни́жний, пра́вый и́ндекс — post-subscript, post-subи́ндекс объё́ма произво́дства — production indexограни́ченный и́ндекс — bounded indexи́ндекс отсчё́та ку́рса, неподви́жный (в радиомагнитном индикаторе, планово-навигационном приборе и т. п.) — lubber lineи́ндекс пересече́ния — intersection coefficient, intersection numberподстро́чный и́ндекс — subscriptи́ндекс прерыва́ния — interruptibility indexи́ндекс ревербера́ции — reverberation indexсвобо́дный и́ндекс — free indexсгла́женный и́ндекс мат. — rectified index(-number)сингуля́рный и́ндекс — singular indexсоставно́й и́ндекс — aggregative indexста́рший и́ндекс ( при двойной индексации) вчт. — main indexи́ндекс сто́имости жи́зни — index of cost of livingи́ндекс сумми́рования — dummy [umbral] indexи́ндекс температу́рной уста́вки ( автоматического регулятора) — temperature setting indexи́ндекс цен — price indexцепно́й и́ндекс стат. — chain indexи́ндекс ци́кла ( число выполненных циклов) — cycle(-)indexи́ндекс часто́тной модуля́ции — frequency modulation index -
6 коэффициент испаряемости
1) Chemistry: evaporation number2) Makarov: volatility indexУниверсальный русско-английский словарь > коэффициент испаряемости
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7 индекс
1. м. мат. index2. м. стат. index number
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