Sentences with phrase «standard measures of risk»

«The low - risk effect, that is the idea that historically, unlike many well - known theories, average return across stocks doesn't appear to go up with most standard measures of risk, is one of the most important «anomalies» in modern finance.

«A working definition of «major litigation» (Altria) Main No standard measures of risks or risk management (meta post on legal risks)»

Not exact matches

Portfolio risk is measured using standard deviation, which is a statistical measure of how much a return varies over an extended period of time.

We measure risk using standard deviation, which measures how close together or far apart the annual returns of a portfolio are.

One of the more commonly used risk measures is standard deviation.

The potential risk is greatest, the Bain report states, to schools that are «not a top - ranked institution,» whose «financial statements don't look as good as they used to,» and that «have had to take drastic measures» to improve the bottom line, such as raising tuition, reducing standards of admission, and cutting aid to students and numbers of faculty.

The standard test for risk assessment in relation to life - threatening cardiac rhythm disturbances is currently the left ventricular ejection fraction, which represents a measure of the heart's function and measures the volume of the beat in relation to the overall volume of blood in the ventricle.

Using a standard measure called the Framingham cardiovascular risk score, the Duke researchers estimated the «heart age» of their participants, based on blood pressure, cholesterol levels, blood sugar and smoking habits.

I have ordered several tests on an early - access basis and plan to make this test a standard tool for helping me to decide which of my patients may benefit from screening at an earlier age, breast MRIs, and other risk reduction measures.

Another study examining the effects the different lipids in terms of heart disease risk found that «triglyceride concentration was not independently related with CHD risk after controlling for HDL - C, non — HDL - C, and other standard risk factors, including null findings in women and under nonfasting conditions.21, 22 Hence, for population - wide assessment of vascular risk, triglyceride measurement provides no additional information about vascular risk given knowledge of HDL - C and total cholesterol levels, although there may be separate reasons to measure triglyceride concentration (eg, prevention of pancreatitis).»

High - school lottery winners in the high - risk group and all middle - school lottery winners experience modest increases in standard measures of school quality.

Keywords: Risk management, measuring uncertainty, failure of models that predict failure, complexity theory, standard out of equilibrium level, irrational expectations on economic rational actor model.

Category: English, North America, Transversal Studies, Your experiences, Your ideas · Tags: complexity theory, failure of models that predict failure, irrational expectations on economic rational actor model, measuring uncertainty, Risk management, standard out of equilibrium level

«NCLB asked states and districts to focus their efforts on interventions for students in Title I schools that were failing or at risk of failing the state's academic achievement standards, as measured by annual assessments.

At Liberty, a school for students at risk of dropping out where 87 percent of students are eligible for free or reduced price lunch — a measure of poverty — the faculty has attended multiple district - run trainings on the new standards and overhauled lesson plans.

As documented under Section 1115 of Title I, Part A of the Every Students Succeeds Act (ESSA), a local education agency receiving Title I funds «may use funds received under this part only for programs that provide services to eligible children under subsection (b) identified as having the greatest need for special assistance... Eligible children are children identified by the school as failing, or most at risk of failing, to meet the State's challenging student academic achievement standards on the basis of multiple, educationally related, objective criteria established by the local educational agency and supplemented by the school, except that children from preschool through grade 2 shall be selected solely on the basis of such criteria as teacher judgment, interviews with parents, and developmentally appropriate measures».

The risk of this combination, I should add, was lower (measured by standard deviation) than that of either U.S. or international small - cap blend stocks by themselves.

Metrics such as the standard deviation of returns and value at risk are more absolute - risk measures, while beta and the Sharpe ratio give a sense of risk / return versus a given benchmark.

The efficient frontier is a curve which represents all the points where for a given level of risk (as measured by standard deviation) of a portfolio you are achieving the optimal rate of return.

Different versions of risk are usually measured by calculating the standard deviation of the historical returns or average returns of a specific investment.

He points out that in a covered call strategy, the distribution of returns is not «normal» and that standard measures such as the Sharpe ratio are not very useful in measuring risk.

A classic 1968 paper by professors J.L. Evans and S.H. Archer, for example, concluded that a portfolio of 10 randomly chosen stocks would have similar risk, as measured by standard deviation, to the market as a whole.

The world - wide portfolio more than doubles the 40 - year return of the S&P 500 at less risk when measured by standard deviation and the worst five - year period.

Standard deviation or other measures of routine volatility are a dismal gauge of the risk that matters most to real - life investors.

In general this is true, and helps to explain why measures like beta and standard deviation of returns do not measure risk, and are not...

It doesn't matter if you measure risk by standard deviation of returns, beta, or credit rating (with junk bonds).

The National Retirement Risk Index is a tool that measures the percentage of working - age - households that are at risk of being unable to maintain their standard of living once they retire.2 The most recent calculation of the index shows that 50 % of Americans will retire without enough assets to sustain their current standard of livRisk Index is a tool that measures the percentage of working - age - households that are at risk of being unable to maintain their standard of living once they retire.2 The most recent calculation of the index shows that 50 % of Americans will retire without enough assets to sustain their current standard of livrisk of being unable to maintain their standard of living once they retire.2 The most recent calculation of the index shows that 50 % of Americans will retire without enough assets to sustain their current standard of living.

It beat its Russell 2000 ® index benchmark in one -, three -, five - and ten - year periods as well as since inception through 2013, at a comparable risk level measured by a standard deviation of returns.

Other statistical measures such as calculation of standard deviation and shape ratios are important to calculate or estimate the risk.

Risk, when measured by standard deviation, is minimized with a 50 % allocation to the DRS.. The Sharpe ratio, which is the most commonly used measure of risk / return trade - off, is maximized at around a 70 % allocation to the Risk, when measured by standard deviation, is minimized with a 50 % allocation to the DRS.. The Sharpe ratio, which is the most commonly used measure of risk / return trade - off, is maximized at around a 70 % allocation to the risk / return trade - off, is maximized at around a 70 % allocation to the DRS.

During the 1978 - 2017 time frame, the S&P 500 Index returned 11.81 % with a risk factor of 15.20 %, as measured by standard deviation, whereas the Barclays Bond Index returned 6.99 % with a standard deviation of only 4.19 %.

The Performance Tables available on this site are representative of a compilation of the selected funds to achieve a probabilistic return for a measured level of risk (standard deviation).

The chart shows that the annualized standard deviation of the least popular quartile was 20.18 %; the most popular quartile, by comparison, actually had a much higher annualized standard deviation of 28.35 % — suggesting that this measure of unpopularity actually gives higher returns with less risk.

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 treRisk 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 trerisk 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 trerisk 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 trerisk 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 trerisk 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 trerisk 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 trerisk measures, metrics and trends.

The Performance Table above is representative of a compilation of the selected funds to achieve a probabilistic return for a measured level of risk (standard deviation).

Portfolio risk is measured using standard deviation, which is a statistical measure of how much a return varies over an extended period of time.

(Ratios to measure risk of a mutual fund: A good Mutual Fund ideally should have Low Standard Deviation, High Alpha, Low Beta and High Sharpe Ratio)

Also, the standard deviation for both of the funds are on the lower side.Both these funds have high Alpha (Alpha is a measure of performance on a risk - adjusted basis.

One of the biggest shortcomings in financial models is the reliance on standard deviation (SD) as a measure of risk.

Since the standard deviation of returns is commonly used as a measure of portfolio risk, a High volatility measurement indicates that holding the motif in the past subjected the holder to higher fluctuations.

Additionally, these impressive Sharpe ratios come with low risk when measured by other means than standard deviation of returns.

[The fund's managers] earned customers an average of 6.8 % a year over the past decade, better than 98 % of their fund's Morningstar peers — and with roughly 25 % less risk, as measured by standard deviation.

The Pain Ratio - A Better Risk / Return Measure Download PDF Pain Ratio vs. Standard Deviation In a previous post, we discussed the pain index as a better measure of rRisk / Return Measure Download PDF Pain Ratio vs. Standard Deviation In a previous post, we discussed the pain index as a better measure oMeasure Download PDF Pain Ratio vs. Standard Deviation In a previous post, we discussed the pain index as a better measure omeasure of riskrisk.

The standard deviation of the portfolio is a measure of portfolio risk.

Standard deviation Standard deviation is still the most widely used measure of dispersion, or in financial markets, risk.

Fair Isaac Corporation [top] Developer of the FICO score, the worldwide standard for measuring a consumer's creditworthiness and credit risk.

Bonds typically have much lower volatility (measured by the standard deviation of their returns) than stocks, which make them suitable for the more risk - averse investors.

Risk adjusted returns would favor municipal bonds as equities have done it the hard way with a standard deviation (a measure of volatility) of over 2.6 % while munis have seen a standard deviation of under 1 %.

The FICO Score is used by 90 percent of leading lenders and is the global standard for measuring credit risk.

And they do all this without having higher risk, as measured by beta or standard deviation or adverse states of the world.