Reward to Volatility Ratio — 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. Sie bezeichnet das Verhältnis der… … Deutsch Wikipedia
Reward-to-volatility ratio — Ratio of excess return to portfolio standard deviation. The New York Times Financial Glossary … Financial and business terms
reward-to-volatility ratio — Ratio of excess return ( excess returns) to portfolio standard deviation. Bloomberg Financial Dictionary … Financial and business terms
Ratio De Treynor — Sommaire 1 Introduction 2 Formule et explications // Introduction Jack Treynor est un économiste qui en 1965 créa le ratio suivant, qui porta son nom ratio de Treynor (appelé aussi reward t … Wikipédia en Français
Ratio de treynor — Sommaire 1 Introduction 2 Formule et explications // Introduction Jack Treynor est un économiste qui en 1965 créa le ratio suivant, qui porta son nom ratio de Treynor (appelé aussi reward t … Wikipédia en Français
Ratio de Treynor — Le ratio de Treynor est un indicateur financier utilisé pour évaluer la rentabilité d un portefeuille. Sommaire 1 Introduction 2 Formule et explications 3 Voir aussi 3.1 Articles connexes … Wikipédia en Français
Ratio spread — The ratio spread is a strategy in options trading that involves buying some number of options and selling a larger number of other options of the same underlying market and (usually) the same expiration date, but of a different strike price.… … Wikipedia
Ratio Call Write — An option strategy in which an investor owns shares in the underlying stock and writes more at the money call options than the amount of underlying shares owned. The goal of a ratio call write is to capture the premiums received by the option… … Investment dictionary
Treynor Ratio — A ratio developed by Jack Treynor that measures returns earned in excess of that which could have been earned on a riskless investment per each unit of market risk. The Treynor ratio is calculated as: (Average Return of the Portfolio Average… … Investment dictionary
Treynor ratio — The Treynor ratio is a measurement of the returns earned in excess of that which could have been earned on a riskless investment (i.e. Treasury Bill) (per each unit of market risk assumed).The Treynor ratio (sometimes called reward to volatility… … Wikipedia
