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| {{Orphan|date=August 2011}}
| | My name is Alexandra and I am studying Africana Studies and Math at Pennan / Great Britain.<br><br>Feel free to surf to my webpage ... [https://www.facebook.com/pages/Summoners-War-Sky-Arena-Hack-Tool-Cheats-for-Android-and-iOS/1458214321115637 summoners war hack] |
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| The '''WHIS ratio''' (sometimes called the '''Beta-adjusted active return'''), named after William Highducheck and [[Idan Shani]], is a measurement of the [[active return]] of an [[investment]] per unit of [[market risk]] assumed.
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| The WHIS ratio relates the active return of the investment, measured as [[Alpha (investment)|Alpha]], over the systematic risk assumed in terms of [[Beta (finance)|Beta]] calculated using the [[capital asset pricing model]] (CAPM). The higher the absolute WHIS ratio, the better the market neutral active management of the portfolio.
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| ==Formula==
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| :<math>WHIS = \frac{\alpha_i}{\beta_i} </math>
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| where:
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| :<math>WHIS \equiv </math> the WHIS ratio,
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| :<math>\alpha_i \equiv </math> [[Alpha (investment)|portfolio ''i'''s alpha]], and
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| :<math>\beta_i \equiv </math> [[Beta (finance)|portfolio ''i'''s beta]]
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| ==See also==
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| *[[Bias ratio (finance)]]
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| *[[Hansen-Jagannathan bound]]
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| *[[Jensen's alpha]]
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| *[[Modern portfolio theory]]
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| *[[Modigliani Risk-Adjusted Performance]]
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| *[[Sharpe ratio]]
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| *[[Sortino ratio]]
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| *[[Treynor ratio]]
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| *[[Upside potential ratio]]
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| {{unreferenced|date=July 2011}}
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| ==References==
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| {{reflist}}
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| {{stock market}}
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| [[Category:Financial ratios]]
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| {{finance-stub}}
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Revision as of 18:43, 27 February 2014
My name is Alexandra and I am studying Africana Studies and Math at Pennan / Great Britain.
Feel free to surf to my webpage ... summoners war hack