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2025년 2월 14일 (금)

• 09:312025년 2월 14일 (금) 09:31 차이 역사 +2,104‎ 새글 Standard Deviation ‎ Created page with "'''Standard Deviation''' (σ) is a statistical measure that quantifies the amount of variation or dispersion in a dataset. It indicates how spread out the data points are from the mean. ==Definition== The standard deviation is the square root of variance and is given by: *'''Population Standard Deviation (σ):''' **σ = √[(1/n) * Σ (xᵢ - μ)²] *'''Sample Standard Deviation (s):''' **s = √[(1/(n-1)) * Σ (xᵢ - x̄)²] where: *'''xᵢ''' – Each data point. *'''..." 최신 태그: 시각 편집
• 09:202025년 2월 14일 (금) 09:20 차이 역사 +2,011‎ 새글 Variance ‎ Created page with "'''Variance''' is a statistical measure that quantifies the dispersion of a dataset relative to its mean. It indicates how much the values in a dataset deviate from the average value. ==Definition== The variance (σ²) of a dataset with n elements is calculated as: *Population Variance (σ²): **σ² = (1/n) * Σ (xᵢ - μ)² *Sample Variance (s²): **s² = (1/(n-1)) * Σ (xᵢ - x̄)² where: *'''xᵢ''' – Each data point. *'''μ''' – Population mean. *'''x̄'''..." 최신 태그: 시각 편집
• 09:082025년 2월 14일 (금) 09:08 차이 역사 +1,968‎ 새글 Sharpe Ratio ‎ Created page with "'''Sharpe Ratio''' is a financial metric used to measure the risk-adjusted return of an investment. It helps investors understand how much excess return they are earning for the additional risk taken compared to a risk-free asset. ==Definition== The Sharpe Ratio is calculated as: *Sharpe Ratio = (R_p - R_f) / σ_p where: *'''R_p''' – Return of the portfolio. *'''R_f''' – Risk-free rate (e.g., U.S. Treasury rate). *'''σ_p''' – Standard deviation of the portfolio's..." 최신 태그: 시각 편집
• 09:082025년 2월 14일 (금) 09:08 차이 역사 −1,921‎ Sharp Ratio ‎ Redirected page to Sharpe Ratio 최신 태그: 새 넘겨주기 시각 편집
• 09:062025년 2월 14일 (금) 09:06 차이 역사 +2,191‎ 새글 Information Ratio ‎ Created page with "'''Information Ratio''' is a financial metric that measures the risk-adjusted return of an investment relative to a benchmark. It evaluates how efficiently a portfolio manager generates excess returns compared to the additional risk taken. ==Definition== The Information Ratio (IR) is calculated as: *Information Ratio = (R_p - R_b) / Tracking Error where: *'''R_p''' – Return of the portfolio. *'''R_b''' – Return of the benchmark. *'''Tracking Error''' – Standard dev..." 최신 태그: 시각 편집
• 08:582025년 2월 14일 (금) 08:58 차이 역사 +1,968‎ 새글 Sharp Ratio ‎ Created page with "'''Sharpe Ratio''' is a financial metric used to measure the risk-adjusted return of an investment. It helps investors understand how much excess return they are earning for the additional risk taken compared to a risk-free asset. ==Definition== The Sharpe Ratio is calculated as: *Sharpe Ratio = (R_p - R_f) / σ_p where: *'''R_p''' – Return of the portfolio. *'''R_f''' – Risk-free rate (e.g., U.S. Treasury rate). *'''σ_p''' – Standard deviation of the portfolio's..." 태그: 시각 편집