Sentences with phrase «risk measures»

This is true using a variety of risk measures, including volatility.

A little back story on this, where we look at risk measures in our industry.

The annual downside risk measures what loss is not to be exceeded with a probability of 95 % over the course of a year.

I am looking for risk measures such as standard deviation for asset prices such as stock prices and index fund prices.

Or is portfolio volatility the dominant risk measure with absolute return the key success criterion?

He does believe it represents a helpful risk measure.

Beta is the primary risk measure I use for portfolios.

Investors are so keen for their fund managers to maintain a steady, smooth investment return that conventional risk measures now include volatility.

Common risk measures in equities include the volatility of price return and beta measuring price sensitivity to market.

Now, as to my comments yesterday regarding quantitative risk measures: yes, I am highly skeptical.

And one additional factor not mentioned in this article, is with modern Risk measuring (think FICO score), credit is more accessible to people in the modern era than ever before.

A key risk measure in money markets known as the Libor - OIS spread has risen to levels not seen since worries mounted in 2011 and 2012 over the debt troubles of European countries Portugal, Italy, Greece and Spain.

A 16 - week run sprint interval training does not have an effect on cardiovascular risk measured by framingham risk Score on prediabetic women, Joan A. Mandelson

Normalizing refusals data helps put the data into perspective, and the «rate of refusals is clearly a better risk measure than refusals alone,» the authors conclude.

Part 4 of our series on managing risk, «Cut your risk and boost your return — use the right ratios,» described how many risk measures suffer because they only look backward.

Growth in depressive symptoms were predictive of the incidence of sexually transmitted infections while growth in BMI was associated with several health risk measures, including blood pressure, blood glucose, and overall health rating.

While a useful risk measure, he states it «does not predict actual fund returns; within individual benchmarks, it is as likely to correlate positively with performance as it is to correlate negatively.»

Downside risk measures help investors make proper decisions when faced with abnormal return distributions.

Downside risk measures quantify the «worst case» scenario for an investment or how much an investor stands to lose.

There are actually five principal risk measures: Alpha, Beta, R - Squared, Standard Deviation, and Sharpe Ratio.

Before you take drastic, high - risk measures such as getting a cash advance from your credit card or heading down to a payday loan center, consider these three options for getting the quick cash you need to solve for life's more costly emergencies.

Securities which demonstrate sufficiently high liquidity and low price volatility based on meeting specific price risk and liquidity risk measures.

A bond's duration is not a linear risk measure, meaning that as prices and rates change, the duration itself changes, and convexity measures this relationship.

The lessons of this hypothetical underline the need for better and ongoing education, especially since only 9 % of investors can correctly identify basic risk measures.5 Only when there is a combination of a thoughtful approach, awareness of how imprecise those approaches can be, and the ability to adapt in the face of unexpected results will there likely be long - term success.

They also provide the key risk measure ratios, which I believe is fairly rare for UK sites — they put me in a bit of a tizzy pointing out TOT's poor Altman Z - score!

The Texas ratio is the ability of a bank to cover its present loans — in other words, the total amount of loans that are considered risks measured against the bank's equity.

«Country level risk measures of climate - related natural disasters and implications for adaptation to climate change».

Instituted risk measures on capital, based on Historical Volatility Data, Market Participation, Capital Quotas, and Daily Interpretation.

Design, development and validity testing of the gang affiliation risk measure (GARM).

We monitor a broad array of risk measures including examining those exposures and factors contributing to risk and the size of their risk contributions, which will influence decisions relating to asset allocation, sector and security selection and their respective position sizing.

The Enterprise Risk Management Committee is supported by dedicated risk management staff responsible for maintaining enterprise risk management policies, procedures and standards; conducting a formal enterprise - wide risk assessment process and annual risk forum with company wide risk representatives to validate and update the key risks; ensuring frequent reviews by the committee of the identified key risks, controls and monitoring programs; and reporting key risk measures, metrics and trends.

Plus, two new risk measures are presented.

The downside risk measure is a practical look at what might happen to the value of your mutual fund portfolio in a worst - case scenario.

I might also expect EES back - testing data to offer something better in the way of returns than the iShares SmallCap 600 Value Index (IJS); however, IJS is more competitive in performance and somewhat similar on risk measures.

April 20, 2015: MSCI has developed a methodology to back - test Expected Shortfall, a risk measure that has been proposed by the Basel Committee on Banking Supervision as an alternative to Value at Risk (VAR).

A shift in investor risk - preferences, as revealed by a subtle (and eventually profound) deterioration of observable market internals and risk measures.

Many traditional return to risk measures are not apt for intuitive interpretation The Keller ratio is expressed as an adjusted return and therefore easy to interpret The Keller ratio allows for strategy selection optimally aligned with an investor's risk appetite In our VAA - paper we introduced a

A risk measure that relates the fund's volatility of returns to the market.

But we do not believe the ECB will contemplate a major change in direction, since in the continued absence of a significant fiscal stimulus, the region's economic performance remains too weak for the central bank to risk measures that could create, however inadvertently, a degree of tightening in monetary policy.

We do not believe the ECB will contemplate a major change in direction, since in the continued absence of a significant fiscal stimulus, the region's economic performance is too weak for the central bank to risk measures that could create, however inadvertently, a degree of tightening in monetary policy.