Business, Legal & Accounting Glossary
Risk Measures are historical predictors of investment risk and volatility and major components in modern portfolio theory (MPT).
MPT is a standard financial and academic methodology for assessing the performance of a stock or a stock fund compared to its benchmark index.
Five measures of risk are: Alpha, Beta, R-Squared, Standard Deviation, and Sharpe Ratio.
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This glossary post was last updated: 22nd March, 2020 | 0 Views.