貝塔系數 的英文怎麼說
中文拼音 [bèitǎxìshǔ]
貝塔系數
英文
beta coefficient-
Low beta coefficient phenomenon in market manipulation
市場操縱過程中低貝塔系數現象研究Nowadays the research on the performances of security investment funds in china is mainly concerned with two aspects. the one is the feasibility of the theoretical model of performances and the simple computation by means of indicator formulation, which can be used to compute certain performance indicators, such as average profit rate per week, p coefficient, johnson coefficient, sharp ratio, var, average profit rate per week / var and etc. the other one is the research on the degree to which funds holdings are concentrated and research on the tendency of industry selection in the portfolios of funds managers. every part of market is trying to connect the portfolios selection of funds managers with the mar ket focuses and development directions, hoping that it can lead to the conversion and maturity of the ideas of market investment
目前，對于中國證券投資基金績效的研究與評估，基本上圍繞著兩個方面，即績效理論模型的可應用性探討或簡單的指標公式套算，計算某些績效指標，如平均周收益率，貝塔系數，詹森系數，特雷諾系數，夏普系數， var和平均周收益率var等幾項指標；和對基金持股集中度的研究，以及由此引伸的對基金經理的投資組合中的行業選擇傾向的研究，市場各方一直在試圖將基金經理的投資組合選擇與市場熱點和發展方向連接起來，並希望籍此引導市場投資理念的轉變與成熟。Beta risk measurement
貝塔風險系數測定To assess risk level, check these three factors : the fund ' s biggest quarterly loss, which will help you brace for the worst ; its beta, which measures a fund ' s volatility against the s & p 500 ; and the standard deviation, which shows how much a fund bounces around its average returns
關于如何判斷風險水平，請參照以下三個要素:基金每季度的最大損失，這能幫助你做好最壞的打算;貝塔系數，它能反映基金相對標準普爾指數的波動程度;標準差，這能夠顯示一個基金圍繞其平均收益上下搖擺的幅度。A positivistic analysis of the fluctuation of beta
貝塔系數波動狀況的實證分析Statistical analysis on coefficient of shanghai stock market
上海證券市場貝塔系數統計規律分析分享友人