e/Treynor ratio

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has glosseng: The Treynor ratio (sometimes called the reward-to-volatility ratio or Treynor measure ), named after Jack L. Treynor, is a measurement of the returns earned in excess of that which could have been earned on an investment that has no diversifiable risk (e.g., Treasury Bills or a completely diversified portfolio), per each unit of market risk assumed.
lexicalizationeng: Treynor ratio
instance ofe/Financial ratio
Meaning
German
has glossdeu: Die von Jack L. Treynor 1965 erstmals aufgestellte Treynor-Ratio (auch Treynor-Maß oder Reward to Volatility Ratio) ist eine auf dem Capital Asset Pricing Model (CAPM) aufbauende finanzwirtschaftliche Kennzahl.
lexicalizationdeu: Treynor-Ratio
French
lexicalizationfra: ratio de Treynor
Hebrew
has glossheb: מדד טריינור הוא מדד כלכלי אשר פותח על ידי ג'ק טריינור, המודד את רמת הסיכון של תיק השקעות באמצעות בדיקת תשואת נייר הערך מעבר לתשואתו של נכס חסר סיכון, וזאת כפונקציה של הבטא של הנייר.
lexicalizationheb: מדד טריינור
Italian
has glossita: LIndice di Treynor (Treynor Ratio detto anche reward to Volatility Ratio) è un indice di rischio finanziario introdotto per la prima volta da Jack Treynor un economista nel 1965. Lindice a differenze di quanto fa l'indice di Sharpe (che utilizza come indice di rischio da deviazione standard), usa il classico Beta come indice di rischio.
lexicalizationita: Treynor ratio
Polish
has glosspol: Wskaźnik Treynora – to wskaźnik pozwalający ocenić wysokość premii uzyskiwanej z danego portfela inwestycyjnego przez inwestora w stosunku do poniesionego ryzyka. :T = \fracr_i - r_f}\beta_i}
lexicalizationpol: Wskaźnik Treynora
Russian
has glossrus: Коэффициент Трейнора (ΚT) - представляет собой отношение средней доходности, превышающей безрисковую процентную ставку, к систематическому риску β.
lexicalizationrus: Коэффициент Трейнора

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