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1 volatility number
Англо-русский словарь нормативно-технической терминологии > volatility number
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2 volatility number
index number — индекс, показатель
The English-Russian dictionary general scientific > volatility number
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3 volatility number
Большой англо-русский и русско-английский словарь > volatility number
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4 volatility number
Англо-русский словарь технических терминов > volatility number
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5 volatility number
Техника: индекс испаряемости -
6 volatility number
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7 volatility
1. летучесть2. изменяемость; изменчивость; энергозависимость3. испаряемость; летучесть4. энергозависимостьСинонимический ряд:1. ability to vaporize (noun) ability to vaporise; ability to vaporize; explosiveness; gaseousness; inflammability; instability; vaporization; volatilization2. levity (noun) buoyancy; capriciousness; fickleness; flightiness; flippancy; frivolity; impulsiveness; irresolution; levity; light-mindedness; lightness; whimsicality -
8 volatility
летучесть, испаряемость -
9 volatility
летучесть; испаряемость -
10 number
1) число, количество || считать; насчитывать2) номер || нумеровать3) цифра4) показатель; индекс5) выпуск; экземпляр6) колонцифра7) шифр•-
essential number-
f number-
purely imaginary number-
Vickers hardness number -
11 volatility index
Англо-русский словарь нормативно-технической терминологии > volatility index
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12 index number
эк. индекс, показатель -
13 weighted price number
index number — индекс, показатель
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14 classification number
index number — индекс, показатель
English-Russian big polytechnic dictionary > classification number
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15 index number
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16 индекс испаряемости
Русско-английский словарь нормативно-технической терминологии > индекс испаряемости
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17 индекс испаряемости
Русско-английский политехнический словарь > индекс испаряемости
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18 индекс испаряемости
Англо-русский словарь технических терминов > индекс испаряемости
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19 индекс испаряемости
Engineering: volatility index, volatility numberУниверсальный русско-английский словарь > индекс испаряемости
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20 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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См. также в других словарях:
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