- Industry: Financial services
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If stock X appreciates 1.5% in one month, the annualised gain for that stock over a twelve month period is 121.5% = 18%. Compounded over the 12 month period, the gain is (1.015)^12 -1 = 19.6%.
Industry:Financial services
In R/S Analysis, an anti-persistent time series reverses itself more often than a random series would. If the system had been up in the previous period, it is more likely that it will be down in the next period and vice versa. Also called pink noise, or 1/f noise. See: Persistence, R/S Analysis, Hurst Exponent, Joseph Effect, Noah Effect.
Industry:Financial services
1984 年的赤字削减法以减少联邦预算赤字的一部分制定的法例。之间其规定是减少资产有资格获得长期资本收益治疗从一年至六个月的最低持有期。
Industry:Financial services
每一单位的风险,超额回报的一项措施在超额收益指投资组合的回报与无风险率之间的差异的情况下返回评价同期和单位的风险在哪里投资组合的 beta 版。之后杰克 Treynor 命名。
Industry:Financial services