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4 Cards in this Set
- Front
- Back
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Variance
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Measure of the dispersion of a set of data points around their mean value
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Alpha
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Rish adjusted measure of the so called active return......If alpha is 0, then CAPM is working, A>0: security too high; A<0 security is too low
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Sharpe Ratio
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measures risk adjusted performance
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Beta
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The measure of a stock volatility in relation with the market, if a stock moves less than market, beta will be lower then 1
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