Sentences with phrase «simply measures volatility»

Unlike beta, which simply measures volatility, alpha measures a portfolio manager's ability to outperform a market index.

Not exact matches

Rather simple, when you ponder it a while» Frank Martin «I think volatility is so widely used as a risk - metric simply because it is easy to measure, not because it is a good gauge of risk of permanent loss of capital.

Simply put, volatility is the measure of «nervousness» that's in the markets, based on a sense of uncertainty as far as what the futures prices might do, or where those prices might go.

I hold that volatility is the accepted measure of risk simply because it is mathematically conveniant.

They simply measure the price volatility according to standard deviation calculations of the moving average.